# EDGAR Filing Document

**Accession Number:** 0001562565
**File Stem:** 0000035402-26-000495
**Filing Date:** 2026-1
**Character Count:** 484983
**Document Hash:** d13d301eda9f2e37f1cf72f3b2e02ee8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000495.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000495

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22796
- **FILM NUMBER:** 26555445

**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 Tactical Bond ETF (Series ID: S000079047)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000239880 | Fidelity Tactical Bond ETF | FTBD            |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Tactical Bond ETF**

**November 30, 2025**

TBE-NPRT1-0126

1.9906545.102 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 2.6%** | &nbsp;&nbsp;**Asset-Backed Securities - 2.6%** | &nbsp;&nbsp;**Asset-Backed Securities - 2.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| GRAND CAYMAN (UK OVERSEAS TER) - 0.4%  |  |  |
| Horizon Aircraft Finance Ltd Series 2019-1 Class A, 3.721% 7/15/2039 (b) | 67896 | 66535 |
| Thunderbolt III Aircraft Lease Ltd Series 2019-1 Class A, 3.671% 11/15/2039 (b) | 84389 | 82791 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 149326 |
| UNITED STATES - 2.2%  |  |  |
| DB Master Finance LLC Series 2017-1A Class A2II, 4.03% 11/20/2047 (b) | 115313 | 114048 |
| Ggam Master Tr Internationa Ltd / LLC Series 2025-1A Class A, 5.923% 9/30/2060 (b) | 250000 | 252867 |
| Navigator Aircraft Abs Ltd Series 2025-1 Class A, 5.107% 10/15/2050 (b) | 248754 | 247387 |
| Subway Funding LLC Series 2024-1A Class A2I, 6.028% 7/30/2054 (b) | 24750 | 25032 |
| Subway Funding LLC Series 2024-3A Class A23, 5.914% 7/30/2054 (b) | 24750 | 24669 |
| Subway Funding LLC Series 2024-3A Class A2I, 5.246% 7/30/2054 (b) | 123750 | 123294 |
| Subway Funding LLC Series 2024-3A Class A2II, 5.566% 7/30/2054 (b) | 24750 | 24603 |
| TOTAL UNITED STATES |  | 811900 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $938,150) |  | <br> **961226** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 1.4%** | &nbsp;&nbsp;**Bank Loan Obligations - 1.4%** | &nbsp;&nbsp;**Bank Loan Obligations - 1.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| FRANCE - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Altice France SA Tranche B13 1LN, term loan CME Term SOFR 1 month Index + 5.375%, 9.3603% 5/14/2029 (c)(d)(e) | 768 | 763 |
| Altice France SA Tranche B14 1LN, term loan CME Term SOFR 1 month Index + 6.875%, 10.8603% 5/31/2031 (c)(d)(e) | 8450 | 8467 |
| TOTAL FRANCE |  | 9230 |
| LUXEMBOURG - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Altice Financing SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.9045% 10/31/2027 (c)(d)(e) | 997 | 733 |
| NETHERLANDS - 0.0%  |  |  |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Enstall Group BV Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.2631% 8/30/2028 (c)(d)(e) | 14775 | 7018 |
| SWITZERLAND - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Consolidated Energy Finance SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1975% 11/15/2030 (c)(d)(e) | 6990 | 5574 |
| UNITED STATES - 1.4%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Connect Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 9.7098% 10/3/2031 (c)(d)(e) | 2157 | 1410 |
| Connect Holdings LLC Tranche B-DD 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.1699% 4/3/2031 (c)(d)(e) | 16000 | 14142 |
| Lumen Technologies Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 6.3802% 4/15/2030 (c)(d)(e) | 9937 | 9869 |
| Windstream Services LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.9157% 10/6/2032 (c)(d)(e) | 10000 | 9944 |
|  |  | 35365 |
| Media - 0.0% |  |  |
| CMG Media Corp Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.6015% 6/18/2029 (c)(d)(e) | 4917 | 4484 |
| TOTAL COMMUNICATION SERVICES |  | 39849 |
| Consumer Discretionary - 0.4% |  |  |
| Automobile Components - 0.0% |  |  |
| American Axle & Manufacturing Inc Tranche C 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 2/24/2032 (c)(d)(e)(f) | 5000 | 5000 |
| Diversified Consumer Services - 0.1% |  |  |
| Spin Holdco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.3928% 3/4/2028 (c)(d)(e) | 39558 | 32200 |
| TKC Holdings Inc 1LN, term loan 13.5% 2/15/2027 (c)(e) | 8978 | 9000 |
|  |  | 41200 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| Horizon US Finco LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1975% 10/31/2031 (c)(d)(e) | 10955 | 10462 |
| MajorDrive Holdings IV LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2631% 6/1/2028 (c)(d)(e) | 9940 | 8886 |
| United PF Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.102% 12/30/2026 (c)(d)(e) | 30713 | 29511 |
| United PF Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 8.5%, 12.602% 12/30/2026 (c)(d)(e) | 990 | 955 |
|  |  | 49814 |
| Household Durables - 0.1% |  |  |
| TGP Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.2657% 6/29/2028 (c)(d)(e) | 12993 | 12138 |
| Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.7353% 10/1/2032 (c)(d)(e) | 20000 | 19967 |
|  |  | 32105 |
| Specialty Retail - 0.1% |  |  |
| LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.8098% 6/6/2031 (c)(d)(e) | 11770 | 11073 |
| LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 8.9598% 6/6/2031 (c)(d)(e) | 6997 | 6911 |
| Staples Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.75%, 9.6038% 9/4/2029 (c)(d)(e) | 5930 | 5558 |
|  |  | 23542 |
| TOTAL CONSUMER DISCRETIONARY |  | 151661 |
| Consumer Staples - 0.1% |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| C&S Wholesale Grocers Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 9.0033% 9/20/2030 (c)(d)(e) | 5000 | 4919 |
| Food Products - 0.1% |  |  |
| Del Monte Foods Corp II Inc 1LN, term loan CME Term SOFR 3 month Index + 8.15%, 0% (c)(d)(e)(g) | 1192 | 547 |
| Del Monte Foods Corp II Inc Tranche FLFO B 1LN, term loan CME Term SOFR 3 month Index + 8%, 0% (c)(d)(e)(g) | 344 | 157 |
| Del Monte Foods Corp II Inc Tranche TLA DIP, term loan CME Term SOFR 3 month Index + 9.5%, 13.559% 3/30/2026 (c)(d)(e) | 2949 | 2809 |
| Del Monte Foods Corp II Inc Tranche TLB DIP ROLLUP, term loan CME Term SOFR 3 month Index + 9.5%, 13.559% 3/30/2026 (c)(d)(e)(h) | 3880 | 3143 |
| Nourish Buyer I Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.459% 7/12/2032 (c)(d)(e) | 10000 | 10025 |
|  |  | 16681 |
| TOTAL CONSUMER STAPLES |  | 21600 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| New Fortress Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.5699% 10/30/2028 (c)(d)(e) | 52792 | 23553 |
| Financials - 0.1% |  |  |
| Financial Services - 0.0% |  |  |
| WH Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.389% 2/20/2032 (c)(d)(e) | 8978 | 8984 |
| Insurance - 0.1% |  |  |
| Asurion LLC Tranche B3 2LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.2802% 1/31/2028 (c)(d)(e) | 11000 | 10512 |
| TOTAL FINANCIALS |  | 19496 |
| Health Care - 0.1% |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| QuidelOrtho Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.0015% 8/23/2032 (c)(d)(e) | 5000 | 4973 |
| Health Care Providers & Services - 0.0% |  |  |
| Cano Health LLC Tranche INITIAL EXCHANGE TERM LOANS 1LN, term loan CME Term SOFR 3 month Index + 10%, 14.0015% 6/28/2029 (c)(d)(e)(h) | 2941 | 2294 |
| HAH Group Holding Co LLC 1LN, term loan CME Term SOFR 1 month Index + 5%, 8.9157% 9/24/2031 (c)(d)(e) | 4980 | 4421 |
| ModivCare Inc 1LN, term loan CME Term SOFR 1 month Index + 7%, 11.006% 2/22/2026 (c)(d)(e)(h) | 568 | 551 |
| ModivCare Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 6.75%, 10.7515% 7/1/2031 (c)(d)(e) | 5070 | 2079 |
| Radiology Partners Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.5015% 6/30/2032 (c)(d)(e) | 4000 | 3981 |
|  |  | 13326 |
| Pharmaceuticals - 0.1% |  |  |
| 1261229 BC Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.1657% 10/8/2030 (c)(d)(e) | 24950 | 24614 |
| TOTAL HEALTH CARE |  | 42913 |
| Industrials - 0.1% |  |  |
| Air Freight & Logistics - 0.0% |  |  |
| Rand Parent LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.0015% 3/18/2030 (c)(d)(e) | 4987 | 4989 |
| Building Products - 0.0% |  |  |
| Cornerstone Building Brands Inc 1LN, term loan CME Term SOFR 1 month Index + 5.625%, 9.584% 8/1/2028 (c)(d)(e) | 4987 | 3965 |
| Cornerstone Building Brands Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.309% 4/12/2028 (c)(d)(e) | 4987 | 3956 |
|  |  | 7921 |
| Commercial Services & Supplies - 0.1% |  |  |
| Artera Services LLC 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.5015% 2/15/2031 (c)(d)(e) | 997 | 837 |
| Brand Industrial Services Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.3538% 8/1/2030 (c)(d)(e) | 8915 | 7962 |
| Neptune Bidco US Inc Tranche A 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.7615% 10/11/2028 (c)(d)(e) | 2000 | 1949 |
| Neptune Bidco US Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.0115% 4/11/2029 (c)(d)(e) | 9911 | 9660 |
|  |  | 20408 |
| TOTAL INDUSTRIALS |  | 33318 |
| Information Technology - 0.2% |  |  |
| IT Services - 0.1% |  |  |
| Constant Contact Inc 2LN, term loan CME Term SOFR 3 month Index + 7.5%, 11.6662% 2/12/2029 (c)(d)(e) | 1000 | 882 |
| Constant Contact Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.1662% 2/10/2028 (c)(d)(e) | 9922 | 9479 |
| X Corp 1LN, term loan 9.5% 10/26/2029 (c) | 15000 | 14857 |
| X Corp Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 10.4475% 10/26/2029 (c)(d)(e) | 16944 | 16487 |
|  |  | 41705 |
| Software - 0.1% |  |  |
| Dawn Bidco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 0% 10/7/2032 (c)(d)(e)(f) | 5000 | 4985 |
| Finastra USA Inc 1LN, term loan CME Term SOFR 1 month Index + 7.25%, 11.2878% 9/13/2029 (c)(d)(e)(h) | 1367 | 1367 |
| Polaris Newco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.102% 6/2/2028 (c)(d)(e) | 4948 | 4656 |
| Polaris Newco LLC Tranche PIK TERM 2LN, term loan CME Term SOFR 1 month Index + 9%, 12.9224% 6/4/2029 (c)(d)(e) | 8000 | 7520 |
| X.AI LLC 1LN, term loan 12.5% 6/28/2030 (c) | 998 | 1025 |
| X.AI LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 7.25%, 11.1219% 6/28/2030 (c)(d)(e) | 13970 | 13489 |
|  |  | 33042 |
| TOTAL INFORMATION TECHNOLOGY |  | 74747 |
| Materials - 0.2% |  |  |
| Chemicals - 0.2% |  |  |
| American Rock Salt Co LLC 1LN, term loan 2% 6/12/2028 (c)(e)(i) | 124 | 122 |
| American Rock Salt Co LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.9369% 6/9/2028 (c)(d)(e) | 982 | 746 |
| American Rock Salt Co LLC 1LN, term loan CME Term SOFR 3 month Index + 7%, 11.3471% 6/12/2028 (c)(d)(e) | 474 | 469 |
| Herens US Holdco Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.925%, 8.0265% 7/3/2028 (c)(d)(e) | 15910 | 14123 |
| Hexion Holdings Corp 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.9598% 3/15/2029 (c)(d)(e) | 10970 | 10664 |
| Hexion Inc 2LN, term loan CME Term SOFR 1 month Index + 7.4375%, 11.4532% 3/15/2030 (c)(d)(e) | 1706 | 1662 |
| INEOS US Petrochem LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.2657% 4/2/2029 (c)(d)(e) | 12972 | 9904 |
| M2S Group Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.5904% 8/25/2031 (c)(d)(e) | 12288 | 12107 |
| TPC Group Inc 1LN, term loan CME Term SOFR 1 month Index + 5.75%, 9.7733% 12/16/2031 (c)(d)(e) | 4943 | 4292 |
| Tronox Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.5015% 9/30/2031 (c)(d)(e) | 10000 | 7448 |
|  |  | 61537 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Natgasoline LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.5015% 3/29/2030 (c)(d)(e) | 10842 | 10887 |
| Talen Energy Supply LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 0% 10/11/2032 (c)(d)(e)(f) | 5000 | 5000 |
|  |  | 15887 |
| TOTAL UNITED STATES |  | 484561 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $534,099) |  | <br> **507116** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 1.5%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.5%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.5%  |  |  |
| BX Commercial Mortgage Trust 2025-SPOT Series 2025-SPOT Class A, CME Term SOFR 1 month Index + 1.4434%, 5.4023% 4/15/2040 (b)(d)(e) | 90664 | 90664 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class B, CME Term SOFR 1 month Index + 1.3123%, 5.2713% 2/15/2039 (b)(d)(e) | 70000 | 69913 |
| BX Trust 2019-OC11 Series 2019-OC11 Class E, 3.944% 12/9/2041 (b)(e) | 31000 | 28631 |
| BX Trust Series 2022-IND Class C, CME Term SOFR 1 month Index + 2.29%, 6.249% 4/15/2037 (b)(d)(e) | 84000 | 84078 |
| BX Trust Series 2025-DIME Class B, CME Term SOFR 1 month Index + 1.5%, 5.459% 2/15/2035 (b)(d)(e) | 83000 | 82845 |
| BX Trust Series 2025-DIME Class C, CME Term SOFR 1 month Index + 1.75%, 5.709% 2/15/2035 (b)(d)(e) | 54000 | 53898 |
| OPEN Trust Series 2023-AIR Class B, CME Term SOFR 1 month Index + 3.838%, 7.797% 11/15/2040 (b)(d)(e) | 70148 | 70192 |
| VLS Commercial Mortgage Trust Series 2020-LAB Class A, 2.13% 10/10/2042 (b) | 100000 | 86045 |
| TOTAL UNITED STATES |  | 566266 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $560,568) |  | <br> **566266** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 0.0%** | &nbsp;&nbsp;**Common Stocks - 0.0%** | &nbsp;&nbsp;**Common Stocks - 0.0%** |
|  | Shares | Value ($)<br>|
| FRANCE - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Altice France Holding SA (h) | 637 | 9646 |
| Altice France Holding SA rights (b)(h)(j) | 16 | 184 |
| TOTAL FRANCE |  | 9830 |
| UNITED STATES - 0.0%  |  |  |
| Health Care - 0.0% |  |  |
| Health Care Providers & Services - 0.0% |  |  |
| Cano Health LLC (h)(j) | 444 | 5275 |
| Cano Health LLC warrants (h)(j) | 14 | 43 |
| TOTAL UNITED STATES |  | 5318 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $20,142) |  | <br> **15148** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 0.4%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.4%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CAMEROON - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Golar LNG Ltd 2.75% 12/15/2030 (b) | 7000 | 6733 |
| UNITED STATES - 0.4%  |  |  |
| Communication Services - 0.2% |  |  |
| Media - 0.2% |  |  |
| EchoStar Corp 3.875% 11/30/2030 pay-in-kind (e) | 23787 | 56116 |
| Financials - 0.1% |  |  |
| Financial Services - 0.1% |  |  |
| Redfin Corp 0.5% 4/1/2027  | 24000 | 22392 |
| Information Technology - 0.1% |  |  |
| Semiconductors & Semiconductor Equipment - 0.1% |  |  |
| MKS Inc 1.25% 6/1/2030  | 6000 | 7552 |
| ON Semiconductor Corp 0% 5/1/2027 (k) | 7000 | 8049 |
| Wolfspeed Inc 2.5% 6/15/2031  | 2000 | 3389 |
| Wolfspeed Inc 2.5% 6/15/2031 (b) | 1000 | 1694 |
|  |  | 20684 |
| Software - 0.0% |  |  |
| Riot Platforms Inc 0.75% 1/15/2030 (b) | 10000 | 13275 |
| Terawulf Inc 0% 5/1/2032 (b)(k) | 5000 | 5079 |
|  |  | 18354 |
| TOTAL INFORMATION TECHNOLOGY |  | 39038 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| PG&E Corp 4.25% 12/1/2027  | 10000 | 10255 |
| TOTAL UNITED STATES |  | 127801 |
| <br> **TOTAL CONVERTIBLE CORPORATE BONDS**<br> (Cost $97,073) |  | <br> **134534** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.0%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Acrisure Holdings Inc Series A-2 (h)<br>(Cost $9,680)<br>| 402 | **10758** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 4.3%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 4.3%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 4.3%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 4.3%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.0%  |  |  |  |
| Australian Commonwealth 3.5% 12/21/2034 (l) | AUD | 50000 | 30407 |
| BRAZIL - 1.4%  |  |  |  |
| Brazilian Federative Republic 10% 1/1/2029  | BRL | 400000 | 69972 |
| Brazilian Federative Republic 10% 1/1/2031  | BRL | 1000000 | 167224 |
| Brazilian Federative Republic 10% 1/1/2033  | BRL | 800000 | 128707 |
| Federative Republic of Brazil 7.250% 1/12/2056  |  | 174000 | 173652 |
| TOTAL BRAZIL |  |  | 539555 |
| CANADA - 0.3%  |  |  |  |
| Canadian Government 2.75% 6/1/2033  | CAD | 30000 | 21110 |
| Canadian Government 3.25% 12/1/2034  | CAD | 123000 | 89002 |
| TOTAL CANADA |  |  | 110112 |
| COLOMBIA - 0.6%  |  |  |  |
| Colombian Republic 8% 11/14/2035  |  | 200000 | 215600 |
| DOMINICAN REPUBLIC - 0.7%  |  |  |  |
| Dominican Republic Bond 4.875% 9/23/2032 (b) |  | 260000 | 247869 |
| JAPAN - 0.8%  |  |  |  |
| Japan Government 0.1% 12/20/2025  | JPY | 47900000 | 306593 |
| MULTI-NATIONAL - 0.2%  |  |  |  |
| European Union 3.375% 12/12/2035 (l) | EUR | 26000 | 30930 |
| European Union 3.75% 10/12/2045 (l) | EUR | 35000 | 40461 |
| TOTAL MULTI-NATIONAL |  |  | 71391 |
| UNITED KINGDOM - 0.3%  |  |  |  |
| United Kingdom of Great Britain and Northern Ireland 4.625% 1/31/2034 (l) | GBP | 75000 | 101256 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $1,603,190) |  |  | <br> **1622783** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Municipal Securities - 0.6%** | &nbsp;&nbsp;**Municipal Securities - 0.6%** | &nbsp;&nbsp;**Municipal Securities - 0.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Illinois - 0.5%  |  |  |
| General Obligations - 0.5% |  |  |
| Chicago IL Brd Ed Series 2009G, 1.75% 12/15/2025  | 200000 | 199703 |
| Massachusetts - 0.1%  |  |  |
| Health Care - 0.1% |  |  |
| Massachusetts St Dev Fin Agy Rv (Tufts Medicine Proj.) Series 2025 G, 6.625% 10/1/2030 (m) | 35000 | 35505 |
| <br> **TOTAL MUNICIPAL SECURITIES**<br> (Cost $234,629) |  | <br> **235208** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 32.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 32.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 32.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 32.0%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.1%  |  |  |  |
| Materials - 0.1% |  |  |  |
| Metals & Mining - 0.1% |  |  |  |
| Mineral Resources Ltd 7% 4/1/2031 (b) |  | 5000 | 5197 |
| Mineral Resources Ltd 8% 11/1/2027 (b) |  | 21000 | 21468 |
| Mineral Resources Ltd 9.25% 10/1/2028 (b) |  | 5000 | 5250 |
|  |  |  | 31915 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| AusNet Services Holdings Pty Ltd 6.134% 5/31/2033  | AUD | 10000 | 6836 |
| TOTAL AUSTRALIA |  |  | 38751 |
| BAILIWICK OF JERSEY - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobiles - 0.0% |  |  |  |
| Aston Martin Capital Holdings Ltd 10% 3/31/2029 (b) |  | 14000 | 12382 |
| BRAZIL - 0.1%  |  |  |  |
| Industrials - 0.0% |  |  |  |
| Commercial Services & Supplies - 0.0% |  |  |  |
| Ambipar Lux Sarl 9.875% 2/6/2031 (b)(g) |  | 26000 | 5819 |
| Materials - 0.1% |  |  |  |
| Metals & Mining - 0.1% |  |  |  |
| ERO Copper Corp 6.5% 2/15/2030 (b) |  | 12000 | 12015 |
| Samarco Mineracao SA 9% 6/30/2031 pay-in-kind (b)(e) |  | 17955 | 17977 |
|  |  |  | 29992 |
| TOTAL BRAZIL |  |  | 35811 |
| CAMEROON - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Golar LNG Ltd 7.5% 10/2/2030 (b) |  | 13000 | 12638 |
| CANADA - 0.6%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| TELUS Corp 6.625% 10/15/2055 (e) |  | 6000 | 6149 |
| TELUS Corp 7% 10/15/2055 (e) |  | 3000 | 3132 |
|  |  |  | 9281 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Rogers Communications Inc 7% 4/15/2055 (e) |  | 3000 | 3118 |
| Rogers Communications Inc 7.125% 4/15/2055 (e) |  | 3000 | 3176 |
|  |  |  | 6294 |
| TOTAL COMMUNICATION SERVICES |  |  | 15575 |
| Consumer Discretionary - 0.1% |  |  |  |
| Hotels, Restaurants & Leisure - 0.1% |  |  |  |
| 1011778 BC ULC / New Red Finance Inc 4% 10/15/2030 (b) |  | 21000 | 20011 |
| 1011778 BC ULC / New Red Finance Inc 5.625% 9/15/2029 (b) |  | 5000 | 5095 |
| 1011778 BC ULC / New Red Finance Inc 6.125% 6/15/2029 (b) |  | 4000 | 4124 |
|  |  |  | 29230 |
| Consumer Staples - 0.0% |  |  |  |
| Household Products - 0.0% |  |  |  |
| Kronos Acquisition Holdings Inc 8.25% 6/30/2031 (b) |  | 10000 | 6664 |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| Baytex Energy Corp 7.375% 3/15/2032 (b) |  | 9000 | 9143 |
| South Bow Canadian Infrastructure Holdings Ltd 7.5% 3/1/2055 (e) |  | 9000 | 9546 |
| South Bow Canadian Infrastructure Holdings Ltd 7.625% 3/1/2055 (e) |  | 2000 | 2072 |
|  |  |  | 20761 |
| Industrials - 0.1% |  |  |  |
| Aerospace & Defense - 0.1% |  |  |  |
| Bombardier Inc 6.75% 6/15/2033 (b) |  | 5000 | 5273 |
| Bombardier Inc 7% 6/1/2032 (b) |  | 5000 | 5268 |
| Bombardier Inc 7.25% 7/1/2031 (b) |  | 9000 | 9587 |
| Bombardier Inc 8.75% 11/15/2030 (b) |  | 5000 | 5398 |
|  |  |  | 25526 |
| Commercial Services & Supplies - 0.0% |  |  |  |
| Wrangler Holdco Corp 6.625% 4/1/2032 (b) |  | 9000 | 9446 |
| TOTAL INDUSTRIALS |  |  | 34972 |
| Information Technology - 0.1% |  |  |  |
| Software - 0.1% |  |  |  |
| Open Text Corp 3.875% 12/1/2029 (b) |  | 49000 | 46468 |
| Open Text Corp 3.875% 2/15/2028 (b) |  | 2000 | 1951 |
|  |  |  | 48419 |
| Materials - 0.2% |  |  |  |
| Chemicals - 0.2% |  |  |  |
| Methanex Corp 5.125% 10/15/2027  |  | 61000 | 61172 |
| Methanex Corp 5.65% 12/1/2044  |  | 13000 | 11403 |
|  |  |  | 72575 |
| Metals & Mining - 0.0% |  |  |  |
| Capstone Copper Corp 6.75% 3/31/2033 (b) |  | 5000 | 5187 |
| Champion Iron Canada Inc 7.875% 7/15/2032 (b) |  | 5000 | 5266 |
| Hudbay Minerals Inc 4.5% 4/1/2026 (b) |  | 3000 | 3002 |
|  |  |  | 13455 |
| TOTAL MATERIALS |  |  | 86030 |
| TOTAL CANADA |  |  | 241651 |
| CHILE - 0.1%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Media - 0.1% |  |  |  |
| VTR Finance NV 6.375% 7/15/2028 (b) |  | 25000 | 24547 |
| Industrials - 0.0% |  |  |  |
| Construction & Engineering - 0.0% |  |  |  |
| ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C 7.875% 2/3/2030 (b) |  | 9000 | 9253 |
| TOTAL CHILE |  |  | 33800 |
| COLOMBIA - 0.1%  |  |  |  |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| Canacol Energy Ltd 5.75% 11/24/2028 (b) |  | 37000 | 6752 |
| Gran Tierra Energy Inc 9.5% 10/15/2029 (b)(n) |  | 14000 | 10343 |
|  |  |  | 17095 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA 5.375% 12/30/2030 (b) |  | 16000 | 14860 |
| TOTAL COLOMBIA |  |  | 31955 |
| FINLAND - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Leisure Products - 0.0% |  |  |  |
| Amer Sports Co 6.75% 2/16/2031 (b) |  | 10000 | 10425 |
| Materials - 0.0% |  |  |  |
| Paper & Forest Products - 0.0% |  |  |  |
| Ahlstrom Holding 3 Oy 4.875% 2/4/2028 (b) |  | 2000 | 1944 |
| TOTAL FINLAND |  |  | 12369 |
| FRANCE - 0.7%  |  |  |  |
| Communication Services - 0.2% |  |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |  |
| Altice France SA 6.5% 4/15/2032 (b) |  | 42344 | 41198 |
| Altice France SA 6.875% 10/15/2030 (b) |  | 6930 | 6828 |
| Altice France SA 6.875% 7/15/2032 (b) |  | 39804 | 38798 |
|  |  |  | 86824 |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Forvia SE 6.75% 9/15/2033 (b) |  | 6000 | 6108 |
| Energy - 0.1% |  |  |  |
| Energy Equipment & Services - 0.1% |  |  |  |
| Vallourec SACA 7.5% 4/15/2032 (b) |  | 19000 | 20229 |
| Viridien 10% 10/15/2030 (b) |  | 9000 | 9487 |
|  |  |  | 29716 |
| Financials - 0.4% |  |  |  |
| Banks - 0.3% |  |  |  |
| BNP Paribas SA 0.5% 1/19/2030 (e)(l) | EUR | 100000 | 107621 |
| Financial Services - 0.1% |  |  |  |
| Iliad Holding SAS 7% 4/15/2032 (b) |  | 22000 | 22679 |
| Iliad Holding SAS 8.5% 4/15/2031 (b) |  | 2000 | 2148 |
|  |  |  | 24827 |
| TOTAL FINANCIALS |  |  | 132448 |
| TOTAL FRANCE |  |  | 255096 |
| GERMANY - 2.1%  |  |  |  |
| Consumer Discretionary - 0.4% |  |  |  |
| Automobile Components - 0.4% |  |  |  |
| ZF Finance GmbH 2% 5/6/2027 (l) | EUR | 100000 | 113112 |
| ZF North America Capital Inc 6.875% 4/23/2032 (b) |  | 7000 | 6650 |
| ZF North America Capital Inc 7.125% 4/14/2030 (b) |  | 7000 | 6931 |
| ZF North America Capital Inc 7.5% 3/24/2031 (b) |  | 5000 | 4947 |
|  |  |  | 131640 |
| Financials - 0.1% |  |  |  |
| Financial Services - 0.1% |  |  |  |
| KfW 1.125% 3/31/2037 (l) | EUR | 20000 | 18872 |
| KfW 1.125% 9/15/2032 (l) | EUR | 25000 | 26243 |
|  |  |  | 45115 |
| Health Care - 0.2% |  |  |  |
| Pharmaceuticals - 0.2% |  |  |  |
| Bayer AG 4.625% 5/26/2033 (l) | EUR | 55000 | 67873 |
| Industrials - 0.0% |  |  |  |
| Air Freight & Logistics - 0.0% |  |  |  |
| Deutsche Post AG 3.75% 11/25/2037 (l) | EUR | 10000 | 11640 |
| Machinery - 0.0% |  |  |  |
| TK Elevator US Newco Inc 5.25% 7/15/2027 (b) |  | 4000 | 4006 |
| TOTAL INDUSTRIALS |  |  | 15646 |
| Real Estate - 0.2% |  |  |  |
| Real Estate Management & Development - 0.2% |  |  |  |
| LEG Immobilien SE 0.875% 3/30/2033 (l) | EUR | 100000 | 93514 |
| Utilities - 1.2% |  |  |  |
| Electric Utilities - 0.8% |  |  |  |
| Amprion GmbH 3.625% 5/21/2031 (l) | EUR | 100000 | 118668 |
| EnBW Energie Baden-Wuerttemberg AG 1.375% 8/31/2081 (e)(l) | EUR | 100000 | 110274 |
| EnBW International Finance BV 3.75% 11/20/2035 (l) | EUR | 50000 | 58477 |
|  |  |  | 287419 |
| Independent Power and Renewable Electricity Producers - 0.4% |  |  |  |
| RWE Finance US LLC 5.875% 4/16/2034 (b) |  | 150000 | 158272 |
| TOTAL UTILITIES |  |  | 445691 |
| TOTAL GERMANY |  |  | 799479 |
| GHANA - 0.1%  |  |  |  |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| Kosmos Energy Ltd 7.125% 4/4/2026 (b) |  | 13000 | 12805 |
| Kosmos Energy Ltd 7.5% 3/1/2028 (b) |  | 2000 | 1380 |
| Kosmos Energy Ltd 7.75% 5/1/2027 (b) |  | 4000 | 3500 |
| Kosmos Energy Ltd 8.75% 10/1/2031 (b) |  | 1000 | 580 |
| Tullow Oil PLC 10.25% 5/15/2026 (b) |  | 20000 | 14444 |
| TOTAL GHANA |  |  | 32709 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.1%  |  |  |  |
| Financials - 0.1% |  |  |  |
| Financial Services - 0.1% |  |  |  |
| Global Aircraft Leasing Co Ltd 8.75% 9/1/2027 (b) |  | 29000 | 29993 |
| GUATEMALA - 0.8%  |  |  |  |
| Communication Services - 0.8% |  |  |  |
| Wireless Telecommunication Services - 0.8% |  |  |  |
| Millicom International Cellular SA 4.5% 4/27/2031 (b) |  | 222000 | 205961 |
| Millicom International Cellular SA 7.375% 4/2/2032 (b) |  | 100000 | 103728 |
| TOTAL GUATEMALA |  |  | 309689 |
| IRELAND - 0.4%  |  |  |  |
| Financials - 0.4% |  |  |  |
| Banks - 0.3% |  |  |  |
| AIB Group PLC 2.875% 5/30/2031 (e)(l) | EUR | 100000 | 116112 |
| Consumer Finance - 0.0% |  |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.5% 1/31/2056 (e) |  | 7000 | 7195 |
| Financial Services - 0.1% |  |  |  |
| GGAM Finance Ltd 5.875% 3/15/2030 (b) |  | 31000 | 31348 |
| GGAM Finance Ltd 6.875% 4/15/2029 (b) |  | 5000 | 5188 |
| GGAM Finance Ltd 8% 6/15/2028 (b) |  | 2000 | 2119 |
|  |  |  | 38655 |
| TOTAL IRELAND |  |  | 161962 |
| ISRAEL - 0.6%  |  |  |  |
| Health Care - 0.6% |  |  |  |
| Pharmaceuticals - 0.6% |  |  |  |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  |  | 200000 | 207554 |
| LUXEMBOURG - 1.0%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Media - 0.1% |  |  |  |
| Altice Financing SA 5.75% 8/15/2029 (b) |  | 33000 | 22028 |
| Altice Financing SA 9.625% 7/15/2027 (b) |  | 6000 | 4789 |
|  |  |  | 26817 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Altice France Lux 3 / Altice Holdings 1 10% 1/15/2033 (b) |  | 4000 | 3810 |
| TOTAL COMMUNICATION SERVICES |  |  | 30627 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Herens Holdco Sarl 4.75% 5/15/2028 (b) |  | 15000 | 13050 |
| Real Estate - 0.9% |  |  |  |
| Real Estate Management & Development - 0.9% |  |  |  |
| CBRE Open-Ended Funds SCA SICAV-SIF 4.75% 3/27/2034 (l) | EUR | 100000 | 122091 |
| Logicor Financing Sarl 0.875% 1/14/2031 (l) | EUR | 100000 | 101394 |
| P3 Group Sarl 3.75% 4/2/2033 (l) | EUR | 100000 | 114722 |
|  |  |  | 338207 |
| TOTAL LUXEMBOURG |  |  | 381884 |
| MAURITIUS - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Axian Telecom Holding & Management PLC 7.25% 7/11/2030 (b) |  | 6000 | 6061 |
| MEXICO - 1.4%  |  |  |  |
| Energy - 1.4% |  |  |  |
| Oil, Gas & Consumable Fuels - 1.4% |  |  |  |
| Petroleos Mexicanos 7.69% 1/23/2050  |  | 570000 | 508269 |
| NETHERLANDS - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Media - 0.0% |  |  |  |
| Ziggo BV 4.875% 1/15/2030 (b) |  | 5000 | 4736 |
| NIGERIA - 0.1%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |  |
| IHS Holding Ltd 5.625% 11/29/2026 (b) |  | 7000 | 6949 |
| IHS Holding Ltd 6.25% 11/29/2028 (b) |  | 12000 | 11925 |
| IHS Holding Ltd 8.25% 11/29/2031 (b) |  | 17000 | 17629 |
| TOTAL NIGERIA |  |  | 36503 |
| NORWAY - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| TGS ASA 8.5% 1/15/2030 (b) |  | 9000 | 9332 |
| PANAMA - 0.1%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Sable International Finance Ltd 7.125% 10/15/2032 (b) |  | 12000 | 12102 |
| Wireless Telecommunication Services - 0.1% |  |  |  |
| C&W Senior Finance Ltd 9% 1/15/2033 (b) |  | 22000 | 22860 |
| TOTAL PANAMA |  |  | 34962 |
| PERU - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Volcan Cia Minera SAA 8.5% 10/28/2032 (b) |  | 9000 | 9127 |
| SOUTH AFRICA - 0.1%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |  |
| Liquid Telecommunications Financing Plc 5.5% 9/4/2026 (b) |  | 26000 | 23777 |
| SWITZERLAND - 0.7%  |  |  |  |
| Financials - 0.6% |  |  |  |
| Capital Markets - 0.3% |  |  |  |
| UBS Group AG 0.625% 1/18/2033 (l) | EUR | 100000 | 95741 |
| Insurance - 0.3% |  |  |  |
| Argentum Netherlands BV for Zurich Insurance Co Ltd 2.75% 2/19/2049 (e)(l) | EUR | 100000 | 114598 |
| TOTAL FINANCIALS |  |  | 210339 |
| Industrials - 0.1% |  |  |  |
| Aerospace & Defense - 0.1% |  |  |  |
| VistaJet Malta Finance PLC / Vista Management Holding Inc 6.375% 2/1/2030 (b) |  | 19000 | 18296 |
| VistaJet Malta Finance PLC / Vista Management Holding Inc 7.875% 5/1/2027 (b) |  | 14000 | 14087 |
| VistaJet Malta Finance PLC / Vista Management Holding Inc 9.5% 6/1/2028 (b) |  | 4000 | 4143 |
|  |  |  | 36526 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Consolidated Energy Finance SA 12% 2/15/2031 (b) |  | 18000 | 12240 |
| Consolidated Energy Finance SA 5.625% 10/15/2028 (b) |  | 2000 | 1388 |
| Consolidated Energy Finance SA 6.5% 5/15/2026 (b) |  | 18000 | 17070 |
|  |  |  | 30698 |
| TOTAL SWITZERLAND |  |  | 277563 |
| UNITED KINGDOM - 2.3%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Virgin Media Finance PLC 5% 7/15/2030 (b) |  | 2000 | 1770 |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Macquarie Airfinance Holdings Ltd 6.5% 3/26/2031 (b) |  | 5000 | 5361 |
| Consumer Staples - 0.3% |  |  |  |
| Tobacco - 0.3% |  |  |  |
| BAT International Finance PLC 4.125% 4/12/2032 (l) | EUR | 100000 | 119735 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| EG Global Finance PLC 12% 11/30/2028 (b) |  | 13000 | 14162 |
| Harbour Energy PLC 5.5% 10/15/2026 (b) |  | 2000 | 1985 |
|  |  |  | 16147 |
| Financials - 0.7% |  |  |  |
| Banks - 0.7% |  |  |  |
| Barclays PLC 3.543% 8/14/2031 (e)(l) | EUR | 100000 | 117494 |
| HSBC Holdings PLC 3% 7/22/2028 (e) | GBP | 100000 | 129781 |
|  |  |  | 247275 |
| Industrials - 0.7% |  |  |  |
| Ground Transportation - 0.3% |  |  |  |
| Mobico Group PLC 3.625% 11/20/2028 (l)(o) | GBP | 100000 | 116578 |
| Transportation Infrastructure - 0.4% |  |  |  |
| Heathrow Funding Ltd 6% 3/5/2032 (l) | GBP | 100000 | 136437 |
| TOTAL INDUSTRIALS |  |  | 253015 |
| Utilities - 0.6% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |  |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC 6.375% 2/15/2032 (b) |  | 29000 | 29004 |
| ContourGlobal Power Holdings SA 6.75% 2/28/2030 (b) |  | 16000 | 16460 |
|  |  |  | 45464 |
| Water Utilities - 0.5% |  |  |  |
| Anglian Water Services Financing PLC 6.293% 7/30/2030 (l) | GBP | 25000 | 34880 |
| Severn Trent Utilities Finance PLC 4.625% 11/30/2034 (l) | GBP | 100000 | 126256 |
|  |  |  | 161136 |
| TOTAL UTILITIES |  |  | 206600 |
| TOTAL UNITED KINGDOM |  |  | 849903 |
| UNITED STATES - 20.5%  |  |  |  |
| Communication Services - 2.4% |  |  |  |
| Diversified Telecommunication Services - 0.4% |  |  |  |
| APLD ComputeCo LLC 9.25% 12/15/2030 (b) |  | 30000 | 28912 |
| Cablevision Lightpath LLC 3.875% 9/15/2027 (b) |  | 5000 | 4923 |
| Cipher Compute LLC 7.125% 11/15/2030 (b) |  | 16000 | 16255 |
| Connect Holdings LLC 10.5% 4/3/2031 (b) |  | 5000 | 4739 |
| Level 3 Financing Inc 3.625% 1/15/2029 (b) |  | 5000 | 4502 |
| Level 3 Financing Inc 3.75% 7/15/2029 (b) |  | 2000 | 1767 |
| Level 3 Financing Inc 3.875% 10/15/2030 (b) |  | 12000 | 10737 |
| Level 3 Financing Inc 4% 4/15/2031 (b) |  | 3000 | 2640 |
| Level 3 Financing Inc 4.25% 7/1/2028 (b) |  | 2000 | 1890 |
| Level 3 Financing Inc 4.5% 4/1/2030 (b) |  | 1000 | 921 |
| Level 3 Financing Inc 4.875% 6/15/2029 (b) |  | 6000 | 5715 |
| Level 3 Financing Inc 6.875% 6/30/2033 (b) |  | 19000 | 19349 |
| Level 3 Financing Inc 7% 3/31/2034 (b) |  | 19000 | 19462 |
| Lumen Technologies Inc 4.125% 4/15/2030 (b) |  | 2000 | 1983 |
| Lumen Technologies Inc 4.5% 1/15/2029 (b) |  | 1000 | 927 |
| Windstream Services LLC 7.5% 10/15/2033 (b) |  | 13000 | 13230 |
| WULF Compute LLC 7.75% 10/15/2030 (b) |  | 19000 | 19644 |
|  |  |  | 157596 |
| Interactive Media & Services - 0.0% |  |  |  |
| Snap Inc 6.875% 3/1/2033 (b) |  | 5000 | 5151 |
| Snap Inc 6.875% 3/15/2034 (b) |  | 5000 | 5111 |
|  |  |  | 10262 |
| Media - 2.0% |  |  |  |
| Advantage Sales & Marketing Inc 6.5% 11/15/2028 (b) |  | 9000 | 7628 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.25% 1/15/2034 (b) |  | 12000 | 10168 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.25% 2/1/2031 (b) |  | 16000 | 14740 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 5/1/2032  |  | 16000 | 14414 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 6/1/2033 (b) |  | 7000 | 6150 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.75% 2/1/2032 (b) |  | 6000 | 5512 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.7% 4/1/2051  |  | 440000 | 283153 |
| Clear Channel Outdoor Holdings Inc 7.125% 2/15/2031 (b) |  | 13000 | 13530 |
| Clear Channel Outdoor Holdings Inc 7.5% 3/15/2033 (b) |  | 13000 | 13665 |
| Clear Channel Outdoor Holdings Inc 7.5% 6/1/2029 (b) |  | 10000 | 9891 |
| Clear Channel Outdoor Holdings Inc 7.75% 4/15/2028 (b) |  | 5000 | 5001 |
| Clear Channel Outdoor Holdings Inc 7.875% 4/1/2030 (b) |  | 5000 | 5268 |
| CMG Media Corp 8.875% 6/18/2029 (b) |  | 2000 | 1639 |
| CSC Holdings LLC 3.375% 2/15/2031 (b) |  | 29000 | 16105 |
| CSC Holdings LLC 4.5% 11/15/2031 (b) |  | 36000 | 20354 |
| CSC Holdings LLC 4.625% 12/1/2030 (b) |  | 9000 | 3214 |
| CSC Holdings LLC 5.5% 4/15/2027 (b) |  | 6000 | 5177 |
| Discovery Communications LLC 5% 9/20/2037  |  | 3000 | 2552 |
| Discovery Communications LLC 6.35% 6/1/2040  |  | 4000 | 3606 |
| DISH DBS Corp 5.125% 6/1/2029  |  | 19000 | 16081 |
| DISH DBS Corp 5.25% 12/1/2026 (b) |  | 1000 | 977 |
| DISH DBS Corp 7.375% 7/1/2028  |  | 5000 | 4661 |
| DISH DBS Corp 7.75% 7/1/2026  |  | 21000 | 20559 |
| EchoStar Corp 6.75% 11/30/2030 pay-in-kind (e) |  | 57960 | 60194 |
| EW Scripps Co/The 9.875% 8/15/2030 (b) |  | 9000 | 9070 |
| Lamar Media Corp 5.375% 11/1/2033 (b)(n) |  | 13000 | 13014 |
| Outfront Media Capital LLC / Outfront Media Capital Corp 7.375% 2/15/2031 (b) |  | 5000 | 5299 |
| Sirius XM Radio LLC 4.125% 7/1/2030 (b) |  | 90000 | 85218 |
| Univision Communications Inc 8.5% 7/31/2031 (b)(n) |  | 29000 | 30001 |
| Univision Communications Inc 9.375% 8/1/2032 (b)(n) |  | 13000 | 13800 |
| Warnermedia Holdings Inc 4.279% 3/15/2032  |  | 2000 | 1828 |
| Warnermedia Holdings Inc 5.05% 3/15/2042  |  | 14000 | 11198 |
| Warnermedia Holdings Inc 5.141% 3/15/2052  |  | 3000 | 2244 |
|  |  |  | 715911 |
| TOTAL COMMUNICATION SERVICES |  |  | 883769 |
| Consumer Discretionary - 1.9% |  |  |  |
| Automobile Components - 0.1% |  |  |  |
| Adient Global Holdings Ltd 7.5% 2/15/2033 (b) |  | 6000 | 6212 |
| American Axle & Manufacturing Inc 6.375% 10/15/2032 (b) |  | 5000 | 5031 |
| American Axle & Manufacturing Inc 7.75% 10/15/2033 (b)(n) |  | 13000 | 13129 |
| Clarios Global LP / Clarios US Finance Co 6.75% 9/15/2032 (b) |  | 13000 | 13371 |
| Clarios Global LP / Clarios US Finance Co 6.75% 2/15/2030 (b) |  | 12000 | 12474 |
|  |  |  | 50217 |
| Automobiles - 0.0% |  |  |  |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC 10% 1/15/2031 (b) |  | 6000 | 5749 |
| Broadline Retail - 0.2% |  |  |  |
| GrubHub Holdings Inc 13% 7/31/2030 pay-in-kind (b) |  | 1883 | 1597 |
| Saks Global Enterprises LLC 11% 12/15/2029 (b) |  | 13834 | 4794 |
| Wayfair LLC 6.75% 11/15/2032 (b) |  | 13000 | 13265 |
| Wayfair LLC 7.25% 10/31/2029 (b)(n) |  | 25000 | 26006 |
| Wayfair LLC 7.75% 9/15/2030 (b)(n) |  | 25000 | 26644 |
|  |  |  | 72306 |
| Diversified Consumer Services - 0.2% |  |  |  |
| Service Corp International/US 5.75% 10/15/2032  |  | 5000 | 5102 |
| Sotheby's 7.375% 10/15/2027 (b) |  | 27000 | 26881 |
| StoneMor Inc 8.5% 5/15/2029 (b) |  | 21000 | 20506 |
| TKC Holdings Inc 10.5% 5/15/2029 (b) |  | 12000 | 12306 |
| TKC Holdings Inc 6.875% 5/15/2028 (b) |  | 5000 | 5037 |
|  |  |  | 69832 |
| Hotels, Restaurants & Leisure - 0.7% |  |  |  |
| Acushnet Co 5.625% 12/1/2033 (b) |  | 4000 | 4031 |
| Caesars Entertainment Inc 6% 10/15/2032 (b) |  | 4000 | 3816 |
| Carnival Corp 5.75% 3/15/2030 (b) |  | 14000 | 14389 |
| Carnival Corp 5.75% 8/1/2032 (b) |  | 5000 | 5126 |
| Carnival Corp 5.875% 6/15/2031 (b) |  | 13000 | 13385 |
| Carnival Corp 6.125% 2/15/2033 (b) |  | 22000 | 22662 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 6.75% 1/15/2030 (b) |  | 29000 | 27047 |
| Hilton Domestic Operating Co Inc 3.625% 2/15/2032 (b) |  | 3000 | 2788 |
| Hilton Domestic Operating Co Inc 5.75% 9/15/2033 (b) |  | 5000 | 5125 |
| Hilton Domestic Operating Co Inc 5.875% 3/15/2033 (b) |  | 31000 | 31966 |
| Hilton Domestic Operating Co Inc 6.125% 4/1/2032 (b) |  | 5000 | 5185 |
| Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc 6.625% 1/15/2032 (b) |  | 5000 | 5092 |
| Life Time Inc 6% 11/15/2031 (b) |  | 14000 | 14277 |
| Light & Wonder International Inc 6.25% 10/1/2033 (b) |  | 12000 | 12074 |
| Lindblad Expeditions LLC 7% 9/15/2030 (b) |  | 5000 | 5128 |
| MajorDrive Holdings IV LLC 6.375% 6/1/2029 (b) |  | 9000 | 6120 |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC 11.875% 4/15/2031 (b) |  | 6000 | 6275 |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC 8.25% 4/15/2030 (b) |  | 3000 | 3120 |
| NCL Corp Ltd 6.25% 9/15/2033 (b) |  | 12000 | 11856 |
| NCL Corp Ltd 6.75% 2/1/2032 (b) |  | 5000 | 5075 |
| Royal Caribbean Cruises Ltd 5.625% 9/30/2031 (b) |  | 5000 | 5110 |
| Royal Caribbean Cruises Ltd 6% 2/1/2033 (b) |  | 5000 | 5148 |
| Royal Caribbean Cruises Ltd 6.25% 3/15/2032 (b) |  | 2000 | 2070 |
| Viking Cruises Ltd 5.875% 10/15/2033 (b) |  | 19000 | 19308 |
| Viking Cruises Ltd 9.125% 7/15/2031 (b) |  | 5000 | 5364 |
| Yum! Brands Inc 4.625% 1/31/2032  |  | 3000 | 2953 |
|  |  |  | 244490 |
| Household Durables - 0.3% |  |  |  |
| Ashton Woods USA LLC / Ashton Woods Finance Co 4.625% 4/1/2030 (b) |  | 3000 | 2840 |
| Ashton Woods USA LLC / Ashton Woods Finance Co 6.875% 8/1/2033 (b) |  | 5000 | 5026 |
| Beazer Homes USA Inc 7.5% 3/15/2031 (b)(n) |  | 5000 | 5075 |
| Century Communities Inc 6.625% 9/15/2033 (b) |  | 6000 | 6084 |
| Dream Finders Homes Inc 6.875% 9/15/2030 (b) |  | 6000 | 6047 |
| LGI Homes Inc 4% 7/15/2029 (b) |  | 2000 | 1828 |
| LGI Homes Inc 7% 11/15/2032 (b) |  | 26000 | 25472 |
| LGI Homes Inc 8.75% 12/15/2028 (b) |  | 4000 | 4167 |
| New Home Co Inc/The 8.5% 11/1/2030 (b) |  | 3000 | 3090 |
| TopBuild Corp 4.125% 2/15/2032 (b) |  | 2000 | 1907 |
| TopBuild Corp 5.625% 1/31/2034 (b) |  | 13000 | 13177 |
| Whirlpool Corp 5.75% 3/1/2034  |  | 1000 | 961 |
| Whirlpool Corp 6.125% 6/15/2030  |  | 14000 | 14141 |
| Whirlpool Corp 6.5% 6/15/2033  |  | 27000 | 26831 |
|  |  |  | 116646 |
| Specialty Retail - 0.4% |  |  |  |
| Carvana Co 4.875% 9/1/2029 (b) |  | 1000 | 928 |
| Carvana Co 9% 6/1/2031 pay-in-kind (b)(e) |  | 68518 | 77060 |
| Champions Financing Inc 8.75% 2/15/2029 (b)(n) |  | 10000 | 9968 |
| LBM Acquisition LLC 6.25% 1/15/2029 (b) |  | 5000 | 4473 |
| LBM Acquisition LLC 9.5% 6/15/2031 (b) |  | 13000 | 13399 |
| Park River Holdings Inc 8% 3/15/2031 (b) |  | 5000 | 5165 |
| SGUS LLC 11% 12/15/2029 (b) |  | 8166 | 6617 |
| Staples Inc 10.75% 9/1/2029 (b) |  | 22000 | 21623 |
| Staples Inc 12.75% 1/15/2030 (b) |  | 13150 | 10364 |
| Wand NewCo 3 Inc 7.625% 1/30/2032 (b)(n) |  | 4000 | 4215 |
| White Cap Supply Holdings LLC 7.375% 11/15/2030 (b) |  | 3000 | 3060 |
|  |  |  | 156872 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |  |
| Tapestry Inc 3.05% 3/15/2032  |  | 10000 | 9095 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 725207 |
| Consumer Staples - 0.5% |  |  |  |
| Consumer Staples Distribution & Retail - 0.2% |  |  |  |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 3.5% 3/15/2029 (b) |  | 30000 | 28762 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.875% 2/15/2030 (b) |  | 3000 | 2977 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 5.5% 3/31/2031 (b) |  | 5000 | 5068 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 6.25% 3/15/2033 (b) |  | 5000 | 5178 |
| C&S Group Enterprises LLC 5% 12/15/2028 (b) |  | 7000 | 6502 |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (b) |  | 10000 | 10447 |
| Performance Food Group Inc 6.125% 9/15/2032 (b) |  | 5000 | 5144 |
| US Foods Inc 5.75% 4/15/2033 (b) |  | 5000 | 5090 |
| US Foods Inc 6.875% 9/15/2028 (b) |  | 6000 | 6206 |
|  |  |  | 75374 |
| Food Products - 0.3% |  |  |  |
| Lamb Weston Holdings Inc 4.375% 1/31/2032 (b) |  | 29000 | 27757 |
| Post Holdings Inc 4.625% 4/15/2030 (b) |  | 65000 | 63311 |
| Post Holdings Inc 6.25% 10/15/2034 (b) |  | 5000 | 5078 |
| Post Holdings Inc 6.25% 2/15/2032 (b) |  | 5000 | 5163 |
| Post Holdings Inc 6.375% 3/1/2033 (b)(n) |  | 5000 | 5061 |
|  |  |  | 106370 |
| Household Products - 0.0% |  |  |  |
| Resideo Funding Inc 6.5% 7/15/2032 (b) |  | 3000 | 3071 |
| TOTAL CONSUMER STAPLES |  |  | 184815 |
| Energy - 2.7% |  |  |  |
| Energy Equipment & Services - 0.2% |  |  |  |
| Kodiak Gas Services LLC 6.5% 10/1/2033 (b) |  | 12000 | 12241 |
| Kodiak Gas Services LLC 6.75% 10/1/2035 (b) |  | 5000 | 5137 |
| Nabors Industries Inc 8.875% 8/15/2031 (b) |  | 5000 | 4883 |
| Nabors Industries Inc 9.125% 1/31/2030 (b) |  | 5000 | 5242 |
| Nabors Industries Ltd 7.5% 1/15/2028 (b) |  | 12000 | 12015 |
| Star Holding LLC 8.75% 8/1/2031 (b) |  | 4000 | 4038 |
| Transocean International Ltd 7.875% 10/15/2032 (b) |  | 5000 | 5212 |
| Transocean International Ltd 8.25% 5/15/2029 (b) |  | 5000 | 5086 |
| Transocean International Ltd 8.5% 5/15/2031 (b) |  | 31000 | 31252 |
| USA Compression Partners LP / USA Compression Finance Corp 6.25% 10/1/2033 (b) |  | 9000 | 9081 |
| WBI Operating LLC 6.25% 10/15/2030 (b) |  | 5000 | 5002 |
| WBI Operating LLC 6.5% 10/15/2033 (b) |  | 5000 | 4998 |
|  |  |  | 104187 |
| Oil, Gas & Consumable Fuels - 2.5% |  |  |  |
| Antero Midstream Partners LP / Antero Midstream Finance Corp 5.375% 6/15/2029 (b) |  | 4000 | 4013 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp 5.75% 10/15/2033 (b) |  | 5000 | 5025 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp 6.625% 7/15/2033 (b) |  | 4000 | 4077 |
| California Resources Corp 7% 1/15/2034 (b) |  | 5000 | 4987 |
| California Resources Corp 8.25% 6/15/2029 (b) |  | 39000 | 40805 |
| Calumet Specialty Products Partners LP / Calumet Finance Corp 8.125% 1/15/2027 (b) |  | 6000 | 5981 |
| Calumet Specialty Products Partners LP / Calumet Finance Corp 9.75% 7/15/2028 (b) |  | 18000 | 17982 |
| CITGO Petroleum Corp 8.375% 1/15/2029 (b) |  | 5000 | 5210 |
| CNX Midstream Partners LP 4.75% 4/15/2030 (b) |  | 40000 | 38365 |
| CNX Resources Corp 7.25% 3/1/2032 (b) |  | 5000 | 5214 |
| Columbia Pipelines Operating Co LLC 5.927% 8/15/2030 (b) |  | 2000 | 2123 |
| Columbia Pipelines Operating Co LLC 6.036% 11/15/2033 (b) |  | 6000 | 6443 |
| Columbia Pipelines Operating Co LLC 6.497% 8/15/2043 (b) |  | 2000 | 2145 |
| Columbia Pipelines Operating Co LLC 6.544% 11/15/2053 (b) |  | 2000 | 2158 |
| Columbia Pipelines Operating Co LLC 6.714% 8/15/2063 (b) |  | 2000 | 2206 |
| Comstock Resources Inc 5.875% 1/15/2030 (b) |  | 1000 | 971 |
| Comstock Resources Inc 6.75% 3/1/2029 (b)(n) |  | 27000 | 27082 |
| CQP Holdco LP / BIP-V Chinook Holdco LLC 7.5% 12/15/2033 (b) |  | 16000 | 17332 |
| CVR Energy Inc 8.5% 1/15/2029 (b) |  | 9000 | 9256 |
| DBR Land Holdings LLC 6.25% 12/1/2030 (b) |  | 13000 | 13167 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp 7.125% 6/1/2028 (b) |  | 14000 | 14080 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp 7.375% 6/30/2033 (b) |  | 5000 | 5122 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp 8.625% 3/15/2029 (b) |  | 39000 | 40878 |
| Energy Transfer LP 6.5% 2/15/2056 (e) |  | 5000 | 4929 |
| Energy Transfer LP 6.75% 2/15/2056 (e) |  | 5000 | 4976 |
| Genesis Energy LP / Genesis Energy Finance Corp 8% 5/15/2033  |  | 14000 | 14443 |
| Global Partners LP / GLP Finance Corp 6.875% 1/15/2029  |  | 51000 | 51617 |
| Global Partners LP / GLP Finance Corp 7.125% 7/1/2033 (b) |  | 5000 | 5078 |
| Global Partners LP / GLP Finance Corp 8.25% 1/15/2032 (b) |  | 5000 | 5243 |
| Harvest Midstream I LP 7.5% 5/15/2032 (b) |  | 5000 | 5195 |
| Harvest Midstream I LP 7.5% 9/1/2028 (b) |  | 16000 | 16227 |
| Hess Midstream Operations LP 5.875% 3/1/2028 (b) |  | 16000 | 16269 |
| Hess Midstream Operations LP 6.5% 6/1/2029 (b) |  | 5000 | 5174 |
| Howard Midstream Energy Partners LLC 6.625% 1/15/2034 (b) |  | 5000 | 5126 |
| Howard Midstream Energy Partners LLC 7.375% 7/15/2032 (b) |  | 5000 | 5277 |
| Kinetik Holdings LP 5.875% 6/15/2030 (b) |  | 5000 | 5040 |
| Kinetik Holdings LP 6.625% 12/15/2028 (b) |  | 16000 | 16460 |
| Moss Creek Resources Holdings Inc 8.25% 9/1/2031 (b) |  | 13000 | 12468 |
| MPLX LP 5% 3/1/2033  |  | 50000 | 50478 |
| MPLX LP 5.65% 3/1/2053  |  | 50000 | 46909 |
| PBF Holding Co LLC / PBF Finance Corp 7.875% 9/15/2030 (b) |  | 25000 | 24623 |
| PBF Holding Co LLC / PBF Finance Corp 9.875% 3/15/2030 (b) |  | 9000 | 9461 |
| Prairie Acquiror LP 9% 8/1/2029 (b) |  | 5000 | 5168 |
| Rockies Express Pipeline LLC 6.75% 3/15/2033 (b) |  | 5000 | 5246 |
| Sunoco LP / Sunoco Finance Corp 4.5% 5/15/2029  |  | 19000 | 18622 |
| Sunoco LP 4.5% 10/1/2029 (b) |  | 2000 | 1948 |
| Sunoco LP 4.625% 5/1/2030 (b) |  | 16000 | 15597 |
| Sunoco LP 5.625% 3/15/2031 (b) |  | 5000 | 5028 |
| Sunoco LP 5.875% 3/15/2034 (b) |  | 5000 | 5032 |
| Sunoco LP 6.25% 7/1/2033 (b) |  | 5000 | 5136 |
| Sunoco LP 6.625% 8/15/2032 (b) |  | 5000 | 5155 |
| Sunoco LP 7% 5/1/2029 (b) |  | 5000 | 5205 |
| Sunoco LP 7.25% 5/1/2032 (b) |  | 5000 | 5277 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 12/31/2030 (b) |  | 16000 | 15947 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 9/1/2031 (b) |  | 52000 | 51394 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6.75% 3/15/2034 (b) |  | 5000 | 5006 |
| Talos Production Inc 9% 2/1/2029 (b) |  | 5000 | 5215 |
| Targa Resources Corp 4.2% 2/1/2033  |  | 160000 | 153603 |
| Venture Global Plaquemines LNG LLC 6.5% 1/15/2034 (b) |  | 13000 | 13446 |
| Venture Global Plaquemines LNG LLC 6.75% 1/15/2036 (b) |  | 13000 | 13627 |
| Venture Global Plaquemines LNG LLC 7.5% 5/1/2033 (b) |  | 5000 | 5448 |
| Venture Global Plaquemines LNG LLC 7.75% 5/1/2035 (b) |  | 5000 | 5570 |
|  |  |  | 926285 |
| TOTAL ENERGY |  |  | 1030472 |
| Financials - 2.2% |  |  |  |
| Banks - 0.2% |  |  |  |
| Bank of America Corp 2.299% 7/21/2032 (e) |  | 90000 | 80734 |
| Western Alliance Bancorp 3% 6/15/2031 (e) |  | 13000 | 12440 |
|  |  |  | 93174 |
| Capital Markets - 0.4% |  |  |  |
| Ares Strategic Income Fund 5.8% 9/9/2030 (b) |  | 10000 | 10107 |
| Hightower Holding LLC 6.75% 4/15/2029 (b) |  | 2000 | 2002 |
| Hightower Holding LLC 9.125% 1/31/2030 (b) |  | 5000 | 5314 |
| Jane Street Group / JSG Finance Inc 6.125% 11/1/2032 (b) |  | 17000 | 17294 |
| Jane Street Group / JSG Finance Inc 6.75% 5/1/2033 (b) |  | 13000 | 13596 |
| Jane Street Group / JSG Finance Inc 7.125% 4/30/2031 (b) |  | 5000 | 5267 |
| Jefferies Finance LLC / JFIN Co-Issuer Corp 5% 8/15/2028 (b) |  | 8000 | 7599 |
| Sixth Street Specialty Lending Inc 5.625% 8/15/2030  |  | 100000 | 101221 |
| VFH Parent LLC / Valor Co-Issuer Inc 7.5% 6/15/2031 (b) |  | 3000 | 3149 |
|  |  |  | 165549 |
| Consumer Finance - 0.6% |  |  |  |
| Ally Financial Inc 6.646% 1/17/2040 (e) |  | 25000 | 25118 |
| Ally Financial Inc 6.7% 2/14/2033  |  | 2000 | 2094 |
| Capital One Financial Corp 5.468% 2/1/2029 (e) |  | 9000 | 9238 |
| Capital One Financial Corp 5.817% 2/1/2034 (e) |  | 5000 | 5264 |
| Capital One Financial Corp 7.624% 10/30/2031 (e) |  | 11000 | 12447 |
| Encore Capital Group Inc 8.5% 5/15/2030 (b) |  | 10000 | 10643 |
| Ford Motor Credit Co LLC 5.73% 9/5/2030  |  | 5000 | 5088 |
| Ford Motor Credit Co LLC 5.8% 3/8/2029  |  | 50000 | 50970 |
| LFS Topco LLC 8.75% 7/15/2030 (b) |  | 17000 | 16621 |
| Navient Corp 4.875% 3/15/2028  |  | 1000 | 987 |
| Navient Corp 5% 3/15/2027  |  | 6000 | 5995 |
| Navient Corp 5.5% 3/15/2029 (n) |  | 5000 | 4926 |
| Navient Corp 5.625% 8/1/2033  |  | 1000 | 901 |
| Navient Corp 7.875% 6/15/2032  |  | 5000 | 5166 |
| OneMain Finance Corp 6.125% 5/15/2030  |  | 5000 | 5080 |
| OneMain Finance Corp 6.5% 3/15/2033  |  | 5000 | 5024 |
| OneMain Finance Corp 6.625% 5/15/2029  |  | 5000 | 5174 |
| OneMain Finance Corp 6.75% 3/15/2032  |  | 5000 | 5110 |
| OneMain Finance Corp 7.125% 9/15/2032  |  | 5000 | 5179 |
| OneMain Finance Corp 7.5% 5/15/2031  |  | 31000 | 32567 |
| PRA Group Inc 8.875% 1/31/2030 (b)(n) |  | 6000 | 6220 |
| SLM Corp 6.5% 1/31/2030  |  | 6000 | 6254 |
|  |  |  | 226066 |
| Financial Services - 0.7% |  |  |  |
| Block Inc 3.5% 6/1/2031 (n) |  | 5000 | 4689 |
| Block Inc 5.625% 8/15/2030 (b) |  | 5000 | 5095 |
| Block Inc 6% 8/15/2033 (b) |  | 13000 | 13361 |
| Block Inc 6.5% 5/15/2032  |  | 22000 | 22992 |
| Boost Newco Borrower LLC 7.5% 1/15/2031 (b) |  | 5000 | 5310 |
| Clue Opco LLC 9.5% 10/15/2031 (b)(n) |  | 3000 | 3106 |
| CrossCountry Intermediate HoldCo LLC 6.5% 10/1/2030 (b) |  | 5000 | 5063 |
| CrossCountry Intermediate HoldCo LLC 6.75% 12/1/2032 (b) |  | 5000 | 5056 |
| HA Sustainable Infrastructure Capital Inc 8% 6/1/2056 (e) |  | 13000 | 13246 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 10% 11/15/2029 (b) |  | 3000 | 3008 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 5.25% 5/15/2027  |  | 35000 | 34551 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 6.25% 5/15/2026  |  | 2000 | 1998 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 9% 6/15/2030  |  | 5000 | 4833 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 9.75% 1/15/2029  |  | 5000 | 5037 |
| Jefferson Capital Holdin 8.25% 5/15/2030 (b) |  | 5000 | 5231 |
| NFE Financing LLC 12% 11/15/2029 (b)(g) |  | 16468 | 4173 |
| PennyMac Financial Services Inc 6.75% 2/15/2034 (b) |  | 5000 | 5152 |
| PennyMac Financial Services Inc 6.875% 2/15/2033 (b) |  | 6000 | 6245 |
| PennyMac Financial Services Inc 6.875% 5/15/2032 (b)(n) |  | 12000 | 12528 |
| Rocket Cos Inc 6.125% 8/1/2030 (b) |  | 13000 | 13495 |
| Rocket Cos Inc 6.375% 8/1/2033 (b) |  | 13000 | 13613 |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc 6.75% 8/15/2032 (b)(n) |  | 5000 | 5197 |
| UWM Holdings LLC 6.25% 3/15/2031 (b) |  | 5000 | 5022 |
| UWM Holdings LLC 6.625% 2/1/2030 (b) |  | 5000 | 5081 |
| Walker & Dunlop Inc 6.625% 4/1/2033 (b) |  | 5000 | 5139 |
| WEX Inc 6.5% 3/15/2033 (b) |  | 2000 | 2040 |
| Windstream Services LLC / Windstream Escrow Finance Corp 8.25% 10/1/2031 (b) |  | 27000 | 28032 |
|  |  |  | 238293 |
| Insurance - 0.1% |  |  |  |
| Acrisure LLC / Acrisure Finance Inc 6.75% 7/1/2032 (b) |  | 5000 | 5121 |
| Acrisure LLC / Acrisure Finance Inc 7.5% 11/6/2030 (b) |  | 5000 | 5192 |
| Acrisure LLC / Acrisure Finance Inc 8.5% 6/15/2029 (b) |  | 5000 | 5241 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.5% 10/1/2031 (b) |  | 5000 | 5143 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 7.375% 10/1/2032 (b) |  | 5000 | 5169 |
| APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves 7.875% 11/1/2029 (b) |  | 14000 | 14117 |
|  |  |  | 39983 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.2% |  |  |  |
| EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM 7.375% 9/30/2030 (b) |  | 7000 | 7072 |
| Rithm Capital Corp 8% 4/1/2029 (b) |  | 5000 | 5108 |
| Rithm Capital Corp 8% 7/15/2030 (b) |  | 6000 | 6116 |
| Starwood Property Trust Inc 3.625% 7/15/2026 (b) |  | 1000 | 992 |
| Starwood Property Trust Inc 5.25% 10/15/2028 (b) |  | 5000 | 5034 |
| Starwood Property Trust Inc 5.75% 1/15/2031 (b) |  | 5000 | 5082 |
| Starwood Property Trust Inc 6% 4/15/2030 (b) |  | 5000 | 5147 |
| Starwood Property Trust Inc 6.5% 10/15/2030 (b) |  | 5000 | 5212 |
| Starwood Property Trust Inc 6.5% 7/1/2030 (b) |  | 9000 | 9395 |
| Starwood Property Trust Inc 7.25% 4/1/2029 (b) |  | 16000 | 16957 |
|  |  |  | 66115 |
| TOTAL FINANCIALS |  |  | 829180 |
| Health Care - 2.9% |  |  |  |
| Biotechnology - 0.0% |  |  |  |
| Emergent BioSolutions Inc 3.875% 8/15/2028 (b) |  | 14000 | 12494 |
| Health Care Equipment & Supplies - 0.2% |  |  |  |
| AdaptHealth LLC 5.125% 3/1/2030 (b) |  | 7000 | 6797 |
| Medline Borrower LP/Medline Co-Issuer Inc 6.25% 4/1/2029 (b) |  | 52000 | 53785 |
| Sotera Health Holdings LLC 7.375% 6/1/2031 (b) |  | 3000 | 3160 |
|  |  |  | 63742 |
| Health Care Providers & Services - 2.4% |  |  |  |
| Acadia Healthcare Co Inc 7.375% 3/15/2033 (b)(n) |  | 5000 | 5095 |
| Centene Corp 2.625% 8/1/2031  |  | 50000 | 42843 |
| Centene Corp 4.625% 12/15/2029  |  | 80000 | 77337 |
| CHS/Community Health Systems Inc 4.75% 2/15/2031 (b) |  | 91000 | 81413 |
| CHS/Community Health Systems Inc 6.125% 4/1/2030 (b) |  | 21000 | 17449 |
| CHS/Community Health Systems Inc 9.75% 1/15/2034 (b) |  | 5000 | 5317 |
| CVS Health Corp 6.75% 12/10/2054 (e) |  | 27000 | 27982 |
| CVS Health Corp 7% 3/10/2055 (e) |  | 23000 | 24181 |
| DaVita Inc 4.625% 6/1/2030 (b) |  | 64000 | 62076 |
| DaVita Inc 6.75% 7/15/2033 (b) |  | 13000 | 13509 |
| DaVita Inc 6.875% 9/1/2032 (b) |  | 5000 | 5202 |
| Global Medical Response Inc 7.375% 10/1/2032 (b) |  | 3000 | 3161 |
| HAH Group Holding Co LLC 9.75% 10/1/2031 (b) |  | 4000 | 3773 |
| LifePoint Health Inc 10% 6/1/2032 (b) |  | 4000 | 4228 |
| ModivCare Inc 5% 10/1/2029 (b)(g) |  | 2000 | 0 |
| Molina Healthcare Inc 6.25% 1/15/2033 (b) |  | 25000 | 25057 |
| Molina Healthcare Inc 6.5% 2/15/2031 (b) |  | 12000 | 12258 |
| Owens & Minor Inc 4.5% 3/31/2029 (b)(n) |  | 4000 | 2829 |
| Owens & Minor Inc 6.625% 4/1/2030 (b) |  | 8000 | 5130 |
| Pediatrix Medical Group Inc 5.375% 2/15/2030 (b) |  | 4000 | 4011 |
| Prime Healthcare Foundation Inc 7% 12/1/2027  |  | 142000 | 147093 |
| Prime Healthcare Services Inc 9.375% 9/1/2029 (b) |  | 9000 | 9542 |
| Radiology Partners Inc 8.5% 7/15/2032 (b) |  | 5000 | 5194 |
| Radiology Partners Inc 9.781% 2/15/2030 pay-in-kind (b)(e) |  | 1099 | 1063 |
| Surgery Center Holdings Inc 7.25% 4/15/2032 (b) |  | 2000 | 2052 |
| Tenet Healthcare Corp 5.5% 11/15/2032 (b) |  | 5000 | 5079 |
| Tenet Healthcare Corp 6% 11/15/2033 (b) |  | 5000 | 5163 |
| Tenet Healthcare Corp 6.125% 6/15/2030  |  | 57000 | 58262 |
| Toledo Hospital/The Series 2018 B, 5.325% 11/15/2028  |  | 200000 | 203509 |
| US Acute Care Solutions LLC 9.75% 5/15/2029 (b) |  | 16000 | 16254 |
|  |  |  | 876062 |
| Health Care Technology - 0.1% |  |  |  |
| IQVIA Inc 6.25% 6/1/2032 (b) |  | 19000 | 19873 |
| Pharmaceuticals - 0.2% |  |  |  |
| 1261229 BC Ltd 10% 4/15/2032 (b) |  | 34000 | 35150 |
| Bausch Health Americas Inc 8.5% 1/31/2027 (b) |  | 6000 | 5974 |
| Bausch Health Cos Inc 11% 9/30/2028 (b) |  | 4000 | 4181 |
| Bausch Health Cos Inc 4.875% 6/1/2028 (b) |  | 5000 | 4525 |
| Bausch Health Cos Inc 5.25% 1/30/2030 (b) |  | 3000 | 2205 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 4.125% 4/30/2028 (b) |  | 12000 | 11695 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 5.125% 4/30/2031 (b)(n) |  | 14000 | 11724 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 6.75% 5/15/2034 (b) |  | 5000 | 4499 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 7.875% 5/15/2034 (b) |  | 14000 | 11774 |
|  |  |  | 91727 |
| TOTAL HEALTH CARE |  |  | 1063898 |
| Industrials - 2.7% |  |  |  |
| Aerospace & Defense - 0.9% |  |  |  |
| Axon Enterprise Inc 6.125% 3/15/2030 (b) |  | 14000 | 14431 |
| Axon Enterprise Inc 6.25% 3/15/2033 (b) |  | 5000 | 5191 |
| Boeing Co 6.259% 5/1/2027  |  | 2000 | 2054 |
| Boeing Co 6.298% 5/1/2029  |  | 3000 | 3191 |
| Boeing Co 6.388% 5/1/2031  |  | 2000 | 2176 |
| Boeing Co 6.528% 5/1/2034  |  | 3000 | 3336 |
| Boeing Co 6.858% 5/1/2054  |  | 154000 | 175448 |
| Boeing Co 7.008% 5/1/2064  |  | 4000 | 4580 |
| Carpenter Technology Corp 5.625% 3/1/2034 (b) |  | 13000 | 13213 |
| OneSky Flight LLC 8.875% 12/15/2029 (b) |  | 6000 | 6350 |
| TransDigm Inc 6% 1/15/2033 (b) |  | 9000 | 9203 |
| TransDigm Inc 6.25% 1/31/2034 (b) |  | 5000 | 5184 |
| TransDigm Inc 6.375% 3/1/2029 (b)(n) |  | 5000 | 5149 |
| TransDigm Inc 6.375% 5/31/2033 (b) |  | 13000 | 13325 |
| TransDigm Inc 6.75% 1/31/2034 (b) |  | 13000 | 13583 |
| TransDigm Inc 7.125% 12/1/2031 (b) |  | 53000 | 55565 |
|  |  |  | 331979 |
| Air Freight & Logistics - 0.1% |  |  |  |
| Rand Parent LLC 8.5% 2/15/2030 (b)(n) |  | 27000 | 27861 |
| Stonepeak Nile Parent LLC 7.25% 3/15/2032 (b) |  | 4000 | 4228 |
|  |  |  | 32089 |
| Building Products - 0.3% |  |  |  |
| AmeriTex HoldCo Intermediate LLC 7.625% 8/15/2033 (b) |  | 5000 | 5253 |
| Builders FirstSource Inc 6.375% 3/1/2034 (b) |  | 5000 | 5201 |
| Builders FirstSource Inc 6.75% 5/15/2035 (b) |  | 19000 | 20039 |
| Camelot Return Merger Sub Inc 8.75% 8/1/2028 (b) |  | 5000 | 4181 |
| Cornerstone Building Brands Inc 6.125% 1/15/2029 (b) |  | 5000 | 2501 |
| Cornerstone Building Brands Inc 9.5% 8/15/2029 (b) |  | 5000 | 4015 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc 6.625% 12/15/2030 (b) |  | 27000 | 27983 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc 6.75% 7/15/2031 (b) |  | 5000 | 5233 |
| JH North America Holdings Inc 6.125% 7/31/2032 (b) |  | 5000 | 5125 |
| Masterbrand Inc 7% 7/15/2032 (b) |  | 2000 | 2063 |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC 6.75% 4/1/2032 (b) |  | 2000 | 2043 |
| Standard Building Solutions Inc 6.25% 8/1/2033 (b) |  | 26000 | 26667 |
| Standard Building Solutions Inc 6.5% 8/15/2032 (b) |  | 5000 | 5158 |
|  |  |  | 115462 |
| Commercial Services & Supplies - 0.6% |  |  |  |
| ADT Security Corp/The 5.875% 10/15/2033 (b) |  | 7000 | 7105 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp 6.875% 6/15/2030 (b) |  | 13000 | 13437 |
| Allied Universal Holdco LLC 7.875% 2/15/2031 (b) |  | 14000 | 14740 |
| Artera Services LLC 8.5% 2/15/2031 (b) |  | 51000 | 44087 |
| Brand Industrial Services Inc 10.375% 8/1/2030 (b) |  | 31000 | 30400 |
| Clean Harbors Inc 6.375% 2/1/2031 (b) |  | 2000 | 2056 |
| CoreCivic Inc 4.75% 10/15/2027  |  | 16000 | 15923 |
| CoreCivic Inc 8.25% 4/15/2029  |  | 3000 | 3161 |
| GEO Group Inc/The 10.25% 4/15/2031  |  | 14000 | 15362 |
| GEO Group Inc/The 8.625% 4/15/2029  |  | 5000 | 5269 |
| GFL Environmental Inc 3.5% 9/1/2028 (b) |  | 2000 | 1962 |
| GFL Environmental Inc 6.75% 1/15/2031 (b) |  | 5000 | 5249 |
| Neptune Bidco US Inc 10.375% 5/15/2031 (b) |  | 19000 | 19210 |
| Neptune Bidco US Inc 9.29% 4/15/2029 (b) |  | 22000 | 21835 |
| OT Midco Inc 10% 2/15/2030 (b) |  | 10000 | 3963 |
| Reworld Holding Corp 4.875% 12/1/2029 (b) |  | 2000 | 1894 |
| Williams Scotsman Inc 6.625% 4/15/2030 (b) |  | 5000 | 5163 |
| Williams Scotsman Inc 6.625% 6/15/2029 (b) |  | 9000 | 9286 |
|  |  |  | 220102 |
| Construction & Engineering - 0.1% |  |  |  |
| AECOM 6% 8/1/2033 (b) |  | 20000 | 20559 |
| Amsted Industries Inc 6.375% 3/15/2033 (b) |  | 6000 | 6207 |
| Pike Corp 5.5% 9/1/2028 (b) |  | 6000 | 5985 |
| Pike Corp 8.625% 1/31/2031 (b) |  | 5000 | 5286 |
| Railworks Holdings LP / Railworks Rally Inc 8.25% 11/15/2028 (b) |  | 17000 | 17052 |
|  |  |  | 55089 |
| Electrical Equipment - 0.1% |  |  |  |
| Sensata Technologies BV 4% 4/15/2029 (b) |  | 4000 | 3905 |
| WESCO Distribution Inc 6.375% 3/15/2033 (b) |  | 16000 | 16734 |
|  |  |  | 20639 |
| Ground Transportation - 0.1% |  |  |  |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc 8.375% 6/15/2032 (b)(n) |  | 5000 | 5148 |
| Genesee & Wyoming Inc 6.25% 4/15/2032 (b) |  | 16000 | 16453 |
|  |  |  | 21601 |
| Industrial Conglomerates - 0.0% |  |  |  |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7% 7/15/2031 (b) |  | 5000 | 5300 |
| Machinery - 0.0% |  |  |  |
| Allison Transmission Inc 5.875% 12/1/2033 (b) |  | 5000 | 5046 |
| Enpro Inc 6.125% 6/1/2033 (b) |  | 5000 | 5165 |
|  |  |  | 10211 |
| Passenger Airlines - 0.0% |  |  |  |
| JetBlue Airways Corp / JetBlue Loyalty LP 9.875% 9/20/2031 (b) |  | 12000 | 11853 |
| Professional Services - 0.2% |  |  |  |
| Amentum Holdings Inc 7.25% 8/1/2032 (b) |  | 9000 | 9447 |
| CACI International Inc 6.375% 6/15/2033 (b) |  | 12000 | 12510 |
| ION Platform Finance US Inc / ION Platform Finance SARL 5% 5/1/2028 (b) |  | 21000 | 19568 |
| ION Platform Finance US Inc / ION Platform Finance SARL 5.75% 5/15/2028 (b) |  | 10000 | 9391 |
| ION Platform Finance US Inc / ION Platform Finance SARL 8.75% 5/1/2029 (b) |  | 3000 | 2970 |
| ION Platform Finance US Inc / ION Platform Finance SARL 9% 8/1/2029 (b) |  | 3000 | 2996 |
| Science Applications International Corp 5.875% 11/1/2033 (b) |  | 13000 | 12950 |
| TriNet Group Inc 7.125% 8/15/2031 (b) |  | 5000 | 5174 |
|  |  |  | 75006 |
| Trading Companies & Distributors - 0.3% |  |  |  |
| FTAI Aviation Investors LLC 7% 6/15/2032 (b) |  | 5000 | 5244 |
| FTAI Aviation Investors LLC 7.875% 12/1/2030 (b)(n) |  | 9000 | 9582 |
| Herc Holdings Inc 7% 6/15/2030 (b) |  | 13000 | 13647 |
| Herc Holdings Inc 7.25% 6/15/2033 (b) |  | 13000 | 13762 |
| QXO Building Products Inc 6.75% 4/30/2032 (b) |  | 26000 | 27152 |
| Synergy Infrastructure Holdings LLC 7.875% 12/1/2030 (b) |  | 5000 | 5151 |
| United Rentals North America Inc 5.375% 11/15/2033 (b) |  | 19000 | 19044 |
| United Rentals North America Inc 6.125% 3/15/2034 (b) |  | 5000 | 5222 |
|  |  |  | 98804 |
| Transportation Infrastructure - 0.0% |  |  |  |
| Beacon Mobility Corp 7.25% 8/1/2030 (b) |  | 3000 | 3139 |
| TOTAL INDUSTRIALS |  |  | 1001274 |
| Information Technology - 0.7% |  |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |  |
| Insight Enterprises Inc 6.625% 5/15/2032 (b) |  | 5000 | 5119 |
| Lightning Power LLC 7.25% 8/15/2032 (b) |  | 5000 | 5306 |
| TTM Technologies Inc 4% 3/1/2029 (b) |  | 4000 | 3874 |
|  |  |  | 14299 |
| IT Services - 0.2% |  |  |  |
| Cogent Communications Group LLC / Cogent Finance Inc 7% 6/15/2027 (b) |  | 22000 | 21790 |
| Cogent Communications Group LLC / Cogent Finance Inc 7% 6/15/2027 (b) |  | 7000 | 6932 |
| CoreWeave Inc 9% 2/1/2031 (b) |  | 26000 | 23527 |
| CoreWeave Inc 9.25% 6/1/2030 (b) |  | 13000 | 11994 |
|  |  |  | 64243 |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |  |
| Amkor Technology Inc 5.875% 10/1/2033 (b) |  | 3000 | 3054 |
| Entegris Inc 4.375% 4/15/2028 (b) |  | 62000 | 61398 |
| Wolfspeed Inc 12% 6/15/2031 pay-in-kind (e) |  | 2999 | 2429 |
| Wolfspeed Inc 9.875% 6/23/2030 pay-in-kind (b)(e) |  | 1397 | 1530 |
|  |  |  | 68411 |
| Software - 0.2% |  |  |  |
| Cloud Software Group Inc 8.25% 6/30/2032 (b) |  | 4000 | 4213 |
| Cloud Software Group Inc 9% 9/30/2029 (b) |  | 31000 | 31978 |
| Fair Isaac Corp 6% 5/15/2033 (b) |  | 16000 | 16446 |
| UKG Inc 6.875% 2/1/2031 (b) |  | 5000 | 5161 |
| X.AI LLC / X.AI Co Issuer Corp 12.5% 6/30/2030  |  | 21000 | 22096 |
|  |  |  | 79894 |
| Technology Hardware, Storage & Peripherals - 0.1% |  |  |  |
| Seagate Data Storage Technology Pte Ltd 5.75% 12/1/2034 (b) |  | 5000 | 5140 |
| Seagate Data Storage Technology Pte Ltd 5.875% 7/15/2030 (b) |  | 5000 | 5148 |
| Seagate Data Storage Technology Pte Ltd 8.25% 12/15/2029 (b) |  | 9000 | 9562 |
|  |  |  | 19850 |
| TOTAL INFORMATION TECHNOLOGY |  |  | 246697 |
| Materials - 1.9% |  |  |  |
| Chemicals - 1.2% |  |  |  |
| Advancion Sciences Inc 9.25% 11/1/2026 pay-in-kind (b)(e) |  | 21471 | 18733 |
| Celanese US Holdings LLC 6.5% 4/15/2030  |  | 85000 | 84865 |
| Celanese US Holdings LLC 6.75% 4/15/2033 (n) |  | 102000 | 101509 |
| Celanese US Holdings LLC 6.879% 7/15/2032 (e) |  | 9000 | 9182 |
| Celanese US Holdings LLC 7.05% 11/15/2030 (e) |  | 6000 | 6220 |
| Celanese US Holdings LLC 7.2% 11/15/2033 (e) |  | 5000 | 5222 |
| Chemours Co/The 5.75% 11/15/2028 (b) |  | 52000 | 50469 |
| GPD Cos Inc 12.5% 12/31/2029 pay-in-kind (b) |  | 5176 | 2812 |
| Inversion Escrow Issuer LLC 6.75% 8/1/2032 (b) |  | 26000 | 25397 |
| Mativ Holdings Inc 8% 10/1/2029 (b) |  | 7000 | 7013 |
| Methanex US Operations Inc 6.25% 3/15/2032 (b)(n) |  | 5000 | 5134 |
| Olin Corp 5% 2/1/2030  |  | 61000 | 59950 |
| Olin Corp 6.625% 4/1/2033 (b) |  | 16000 | 15893 |
| Olympus Water US Holding Corp 6.25% 10/1/2029 (b)(n) |  | 5000 | 4831 |
| Solstice Advanced Materials Inc 5.625% 9/30/2033 (b) |  | 13000 | 13071 |
| Tronox Inc 4.625% 3/15/2029 (b) |  | 21000 | 13565 |
| WR Grace Holdings LLC 5.625% 8/15/2029 (b) |  | 19000 | 17887 |
| WR Grace Holdings LLC 6.625% 8/15/2032 (b) |  | 13000 | 12904 |
| WR Grace Holdings LLC 7.375% 3/1/2031 (b) |  | 1000 | 1016 |
|  |  |  | 455673 |
| Construction Materials - 0.2% |  |  |  |
| Quikrete Holdings Inc 6.375% 3/1/2032 (b) |  | 38000 | 39459 |
| Quikrete Holdings Inc 6.75% 3/1/2033 (b) |  | 14000 | 14577 |
| Smyrna Ready Mix Concrete LLC 6% 11/1/2028 (b) |  | 12000 | 12027 |
| Smyrna Ready Mix Concrete LLC 8.875% 11/15/2031 (b) |  | 5000 | 5307 |
|  |  |  | 71370 |
| Containers & Packaging - 0.2% |  |  |  |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 4% 9/1/2029 (b) |  | 17000 | 15823 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 6.25% 1/30/2031 (b)(m)(p) |  | 19000 | 19330 |
| Clydesdale Acquisition Holdings Inc 6.75% 4/15/2032 (b) |  | 16000 | 16145 |
| Clydesdale Acquisition Holdings Inc 8.75% 4/15/2030 (b)(n) |  | 4000 | 4006 |
| Crown Americas LLC 5.875% 6/1/2033 (b) |  | 13000 | 13308 |
| Graphic Packaging International LLC 6.375% 7/15/2032 (b) |  | 5000 | 5084 |
|  |  |  | 73696 |
| Metals & Mining - 0.3% |  |  |  |
| Alcoa Nederland Holding BV 7.125% 3/15/2031 (b) |  | 14000 | 14835 |
| Century Aluminum Co 6.875% 8/1/2032 (b) |  | 6000 | 6096 |
| Cleveland-Cliffs Inc 7% 3/15/2032 (b) |  | 16000 | 16401 |
| Cleveland-Cliffs Inc 7.375% 5/1/2033 (b) |  | 5000 | 5157 |
| Cleveland-Cliffs Inc 7.5% 9/15/2031 (b) |  | 16000 | 16733 |
| Commercial Metals Co 5.75% 11/15/2033 (b) |  | 12000 | 12272 |
| Commercial Metals Co 6% 12/15/2035 (b) |  | 12000 | 12224 |
| Kaiser Aluminum Corp 5.875% 3/1/2034 (b) |  | 7000 | 6977 |
| Novelis Corp 3.875% 8/15/2031 (b)(n) |  | 3000 | 2737 |
| Novelis Corp 6.375% 8/15/2033 (b) |  | 3000 | 3027 |
| Novelis Corp 6.875% 1/30/2030 (b)(n) |  | 12000 | 12435 |
|  |  |  | 108894 |
| TOTAL MATERIALS |  |  | 709633 |
| Real Estate - 0.9% |  |  |  |
| Diversified REITs - 0.4% |  |  |  |
| Piedmont Operating Partnership LP 6.875% 7/15/2029  |  | 55000 | 58448 |
| Piedmont Operating Partnership LP 9.25% 7/20/2028  |  | 15000 | 16613 |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC 6% 1/15/2030 (b) |  | 60000 | 55335 |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 6.5% 2/15/2029 (b) |  | 1000 | 949 |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 8.625% 6/15/2032 (b) |  | 10000 | 9589 |
|  |  |  | 140934 |
| Health Care REITs - 0.2% |  |  |  |
| MPT Operating Partnership LP / MPT Finance Corp 3.5% 3/15/2031  |  | 18000 | 13197 |
| MPT Operating Partnership LP / MPT Finance Corp 4.625% 8/1/2029  |  | 5000 | 4211 |
| MPT Operating Partnership LP / MPT Finance Corp 5% 10/15/2027  |  | 34000 | 32859 |
| National Health Investors Inc 5.35% 2/1/2033  |  | 20000 | 19908 |
| Omega Healthcare Investors Inc 3.25% 4/15/2033  |  | 9000 | 8024 |
|  |  |  | 78199 |
| Hotel & Resort REITs - 0.0% |  |  |  |
| RHP Hotel Properties LP / RHP Finance Corp 6.5% 6/15/2033 (b) |  | 5000 | 5196 |
| Office REITs - 0.2% |  |  |  |
| Highwoods Realty LP 7.65% 2/1/2034  |  | 31000 | 35381 |
| Kilroy Realty LP 5.875% 10/15/2035  |  | 37000 | 37534 |
|  |  |  | 72915 |
| Real Estate Management & Development - 0.1% |  |  |  |
| Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp 7% 4/15/2030 (b) |  | 3000 | 3013 |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 5.25% 4/15/2030 (b) |  | 2000 | 1864 |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 9.75% 4/15/2030 (b) |  | 4000 | 4345 |
| Brandywine Operating Partnership LP 8.875% 4/12/2029  |  | 7000 | 7582 |
| Forestar Group Inc 6.5% 3/15/2033 (b) |  | 12000 | 12351 |
| Kennedy-Wilson Inc 4.75% 2/1/2030  |  | 5000 | 4786 |
| Taylor Morrison Communities Inc 5.75% 11/15/2032 (b) |  | 5000 | 5154 |
|  |  |  | 39095 |
| Specialized REITs - 0.0% |  |  |  |
| Millrose Properties Inc 6.25% 9/15/2032 (b) |  | 5000 | 5056 |
| Millrose Properties Inc 6.375% 8/1/2030 (b) |  | 5000 | 5101 |
|  |  |  | 10157 |
| TOTAL REAL ESTATE |  |  | 346496 |
| Utilities - 1.7% |  |  |  |
| Electric Utilities - 1.6% |  |  |  |
| DPL LLC/Ohio 4.35% 4/15/2029  |  | 360000 | 353358 |
| Edison International 6.25% 3/15/2030  |  | 3000 | 3136 |
| Edison International 7.875% 6/15/2054 (e) |  | 6000 | 6240 |
| Edison International 8.125% 6/15/2053 (e)(n) |  | 9000 | 9294 |
| Hawaiian Electric Co Inc 6% 10/1/2033 (b) |  | 5000 | 5063 |
| NRG Energy Inc 5.25% 6/15/2029 (b) |  | 9000 | 9038 |
| NRG Energy Inc 5.75% 1/15/2034 (b) |  | 13000 | 13104 |
| NRG Energy Inc 5.75% 7/15/2029 (b) |  | 40000 | 40199 |
| NRG Energy Inc 6% 1/15/2036 (b) |  | 13000 | 13203 |
| NRG Energy Inc 6% 2/1/2033 (b) |  | 5000 | 5106 |
| NRG Energy Inc 6.25% 11/1/2034 (b) |  | 5000 | 5153 |
| PacifiCorp 7.375% 9/15/2055 (e) |  | 10000 | 10168 |
| PG&E Corp 5% 7/1/2028  |  | 7000 | 6949 |
| PG&E Corp 5.25% 7/1/2030  |  | 22000 | 21791 |
| PG&E Corp 7.375% 3/15/2055 (e) |  | 25000 | 25846 |
| Vistra Operations Co LLC 5% 7/31/2027 (b) |  | 22000 | 22070 |
| Vistra Operations Co LLC 6.875% 4/15/2032 (b) |  | 5000 | 5259 |
| Vistra Operations Co LLC 7.75% 10/15/2031 (b) |  | 5000 | 5311 |
| XPLR Infrastructure Operating Partners LP 7.25% 1/15/2029 (b)(n) |  | 6000 | 6149 |
| XPLR Infrastructure Operating Partners LP 7.75% 4/15/2034 (b) |  | 12000 | 12201 |
| XPLR Infrastructure Operating Partners LP 8.375% 1/15/2031 (b) |  | 6000 | 6287 |
| XPLR Infrastructure Operating Partners LP 8.625% 3/15/2033 (b) |  | 4000 | 4182 |
|  |  |  | 589107 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |  |
| AES Corp/The 6.95% 7/15/2055 (e) |  | 5000 | 4877 |
| Alpha Generation LLC 6.25% 1/15/2034 (b) |  | 5000 | 5008 |
| Alpha Generation LLC 6.75% 10/15/2032 (b) |  | 2000 | 2058 |
| Calpine Corp 4.625% 2/1/2029 (b) |  | 2000 | 1985 |
| Calpine Corp 5.125% 3/15/2028 (b) |  | 3000 | 3009 |
| Talen Energy Supply LLC 6.25% 2/1/2034 (b) |  | 13000 | 13246 |
| Talen Energy Supply LLC 6.5% 2/1/2036 (b) |  | 13000 | 13441 |
|  |  |  | 43624 |
| TOTAL UTILITIES |  |  | 632731 |
| TOTAL UNITED STATES |  |  | 7654172 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $11,587,140) |  |  | <br> **12012128** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.0%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| Software - 0.0% |  |  |
| Strategy Inc 10.75% (o)<br>(Cost $5,561)<br>| 60 | **5806** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 2.3%** | &nbsp;&nbsp;**Preferred Securities - 2.3%** | &nbsp;&nbsp;**Preferred Securities - 2.3%** | &nbsp;&nbsp;**Preferred Securities - 2.3%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 1.6%  |  |  |  |
| Energy - 0.7% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.7% |  |  |  |
| Enbridge Inc 5.75% 7/15/2080 (e) |  | 250000 | 258089 |
| Financials - 0.9% |  |  |  |
| Banks - 0.9% |  |  |  |
| Bank of Nova Scotia/The CME Term SOFR 3 month Index + 2.9096%, 6.8211% (d)(e)(q) |  | 325000 | 326261 |
| TOTAL CANADA |  |  | 584350 |
| GERMANY - 0.3%  |  |  |  |
| Consumer Discretionary - 0.3% |  |  |  |
| Automobiles - 0.3% |  |  |  |
| Volkswagen International Finance NV 3.875% (e)(l)(q) | EUR | 100000 | 116038 |
| UNITED STATES - 0.4%  |  |  |  |
| Energy - 0.2% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |  |
| Energy Transfer LP 6.625% (e)(q) |  | 25000 | 25533 |
| Energy Transfer LP Series G, 7.125% (e)(q) |  | 5000 | 5149 |
| Plains All American Pipeline LP CME Term SOFR 3 month Index + 4.3716%, 8.2234% (d)(e)(q) |  | 19000 | 19059 |
| Sunoco LP 7.875% (b)(e)(q) |  | 15000 | 15503 |
|  |  |  | 65244 |
| Financials - 0.2% |  |  |  |
| Banks - 0.0% |  |  |  |
| BW Real Estate Inc 9.5% (b)(e)(q) |  | 12000 | 12431 |
| Consumer Finance - 0.2% |  |  |  |
| Ally Financial Inc 4.7% (e)(q) |  | 2000 | 1849 |
| Ally Financial Inc 4.7% (e)(n)(q) |  | 44000 | 43170 |
|  |  |  | 45019 |
| Insurance - 0.0% |  |  |  |
| Alliant Holdings LP 10.5% (e)(h)(q) |  | 2056 | 2092 |
| TOTAL FINANCIALS |  |  | 59542 |
| Industrials - 0.0% |  |  |  |
| Trading Companies & Distributors - 0.0% |  |  |  |
| Air Lease Corp 4.125% (e)(q) |  | 23000 | 22471 |
| Aircastle Ltd 5.25% (b)(e)(q) |  | 4000 | 4026 |
|  |  |  | 26497 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Edison International 5% (e)(q) |  | 7000 | 7032 |
| TOTAL UNITED STATES |  |  | 158315 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $806,249) |  |  | <br> **858703** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 47.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 47.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 47.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 47.5%** |
|  | Yield (%) (r) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 3.625% 2/15/2053  | 3.80 to 3.81 | 1574000 | 1313122 |
| US Treasury Bonds 4% 11/15/2052  | 4.95 to 5.00 | 808000 | 721361 |
| US Treasury Bonds 4.125% 8/15/2053  | 4.36 to 4.80 | 370000 | 337408 |
| US Treasury Bonds 4.25% 8/15/2054  | 4.79 to 4.98 | 690400 | 642962 |
| US Treasury Bonds 4.375% 2/15/2038  | 3.61 | 70000 | 71572 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.65 to 4.91 | 2102000 | 2127290 |
| US Treasury Notes 3.625% 10/31/2030  | 3.71 | 44000 | 44038 |
| US Treasury Notes 3.75% 10/31/2032  | 3.92 | 15000 | 14965 |
| US Treasury Notes 3.75% 5/31/2030  | 3.61 to 3.72 | 19000 | 19129 |
| US Treasury Notes 3.875% 8/15/2033  | 4.59 to 4.77 | 457000 | 457857 |
| US Treasury Notes 4% 2/15/2034  | 3.92 to 4.44 | 81000 | 81639 |
| US Treasury Notes 4% 4/30/2032  | 4.11 | 80000 | 81175 |
| US Treasury Notes 4.125% 7/31/2031  | 3.90 | 50000 | 51142 |
| US Treasury Notes 4.25% 8/15/2035  | 4.02 to 4.15 | 2640000 | 2691150 |
| US Treasury Notes 4.375% 5/15/2034  | 3.84 to 4.32 | 8448000 | 8733780 |
| US Treasury Notes 4.5% 12/31/2031 (s) | 4.70 | 400000 | 417000 |
| US Treasury Notes 4.625% 4/30/2029  | 4.72 | 10000 | 10351 |
| US Treasury Notes 4.75% 2/15/2045  | 4.54 | 30000 | 30473 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $17,890,426) |  |  | **17846414** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 7.7%** | &nbsp;&nbsp;**Money Market Funds - 7.7%** | &nbsp;&nbsp;**Money Market Funds - 7.7%** | &nbsp;&nbsp;**Money Market Funds - 7.7%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (t) | 4.02 | 2671619 | 2672154 |
| Fidelity Securities Lending Cash Central Fund (t)(u) | 4.02 | 209159 | 209180 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $2,881,334) |  |  | **2881334** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.3%**<br> (Cost $37,168,241)<br>| <br>**37657424** |
| **NET OTHER ASSETS (LIABILITIES) - (0.3)%**  | **(116393)** |
| **NET ASSETS - 100.0%** | **37541031** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| CBOT 10Y Ultra US Treasury Notes Contracts (United States) | 1 | 3/20/2026 | 116219 | 795 | 795 |
| CBOT 2Y US Treasury Notes Contracts (United States) | 1 | 3/31/2026 | 208852 | 110 | 110 |
| CBOT 5Y US Treasury Notes Contracts (United States) | 1 | 3/31/2026 | 109758 | 287 | 287 |
| CBOT US Treasury Long Bond Contracts (United States) | 1 | 3/20/2026 | 117469 | 944 | 944 |
| TOTAL PURCHASED |  |  |  |  | 2136 |
| Sold |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| ICE Long GILT Futures (United Kingdom) | 1 | 3/27/2026 | 121224 | (1031) | (1031) |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **1105** |
| The notional amount of futures purchased as a percentage of Net Assets is 1.5% | The notional amount of futures purchased as a percentage of Net Assets is 1.5% | The notional amount of futures purchased as a percentage of Net Assets is 1.5% | The notional amount of futures purchased as a percentage of Net Assets is 1.5% | The notional amount of futures purchased as a percentage of Net Assets is 1.5% | The notional amount of futures purchased as a percentage of Net Assets is 1.5% |
| The notional amount of futures sold as a percentage of Net Assets is 0.3% | The notional amount of futures sold as a percentage of Net Assets is 0.3% | The notional amount of futures sold as a percentage of Net Assets is 0.3% | The notional amount of futures sold as a percentage of Net Assets is 0.3% | The notional amount of futures sold as a percentage of Net Assets is 0.3% | The notional amount of futures sold as a percentage of Net Assets is 0.3% |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| Currency<br> Purchased | Currency<br> Purchased | Currency<br> Sold | Currency<br> Sold | Counterparty | Settlement<br> Date | Unrealized <br> Appreciation/<br> (Depreciation) ($)  |
| CAD | 3000 | USD | 2151 | Goldman Sachs Bank USA | 12/1/2025 | (4) |
| EUR | 25000 | USD | 29010 | BNP Paribas SA | 12/2/2025 | (1) |
| USD | 7152 | AUD | 11000 | JPMorgan Chase Bank NA | 12/11/2025 | (55) |
| USD | 31270 | AUD | 48000 | JPMorgan Chase Bank NA | 12/11/2025 | (179) |
| USD | 2152 | CAD | 3000 | Goldman Sachs Bank USA | 12/11/2025 | 5 |
| USD | 91769 | CAD | 129000 | JPMorgan Chase Bank NA | 12/11/2025 | (589) |
| USD | 16380 | CAD | 23000 | JPMorgan Chase Bank NA | 12/11/2025 | (87) |
| USD | 22058 | EUR | 19000 | BNP Paribas SA | 12/11/2025 | 0 |
| USD | 27874 | EUR | 24000 | BNP Paribas SA | 12/11/2025 | 11 |
| USD | 1714519 | EUR | 1489000 | BNP Paribas SA | 12/11/2025 | (14134) |
| USD | 70694 | EUR | 61000 | BNP Paribas SA | 12/11/2025 | (124) |
| USD | 6551 | GBP | 5000 | BNP Paribas SA | 12/11/2025 | (67) |
| USD | 47539 | GBP | 36000 | BNP Paribas SA | 12/11/2025 | (114) |
| USD | 601552 | GBP | 461000 | JPMorgan Chase Bank NA | 12/11/2025 | (8676) |
| **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** |  | **(24014)** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 16 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (24030) |

---

**Currency Abbreviations**

---

| | | |
|:---|:---|:---|
| AUD | - | Australian Dollar |
| BRL | - | Brazilian Real |
| CAD | - | Canadian Dollar |
| EUR | - | European Monetary Unit (Euro) |
| GBP | - | British Pound Sterling |
| JPY | - | Japanese Yen |
| USD | - | United States Dollar |

---

**Legend**

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

(b) 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 $7,761,824 or 20.7% of net assets.

(c) 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.

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

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

(f) A coupon rate of 0% signifies an unsettled loan. The coupon rate will be determined upon settlement of the loan after period end.

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

(h) Level 3 security.

(i) 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 $124 and $122, respectively.

(j) Non-income producing.

(k) Zero coupon bond which is issued at a discount.

(l) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $2,361,424 or 6.3% of net assets.

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

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

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

(p) A portion of the security sold on a delayed delivery basis.

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

(r) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(s) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $20,850.

(t) 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.

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

**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 ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 334434 | 5836083 | 3498277 | 8839 | (86) | - | 2672154 | 2671619 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 271635 | 406921 | 469376 | 235 | - | - | 209180 | 209159 | 0.0% |
| Total | 606069 | 6243004 | 3967653 | 9074 | (86) | - | 2881334 |  |  |

---

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

Amounts in the dividend income column 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 income received for lending certain types of securities.

**Investment Valuation**

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

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

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

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

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

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

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

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations, Bank Loan Obligations, Convertible Corporate Bonds, Foreign Government and Government Agency Obligations, Municipal Securities, Non-Convertible Corporate Bonds 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. Asset-Backed Securities and Commercial Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, 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. For foreign debt securities, when significant market or security specific events arise, valuations may be determined in good faith in accordance with procedures adopted by the Board. 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.

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

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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 Merrimack Street Trust

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity Tactical Bond ETF

- **b. EDGAR series identifier (if any):** S000079047

- **c. LEI of Series:** 549300W5F89BCIBZIP45

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

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

- **b. Date as of which information is reported:** 2025-11-30

**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:** $38161779.27

**Total Liabilities:** $631056.22

**Net Assets:** $37530723.05

**Delayed Delivery Securities:** $200000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 273.65431385 | **1-Year:** 1398.72770656 | **5-Year:** 5303.04932995 | **10-Year:** 9521.52839122 | **30-Year:** 5525.87027060

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

- **3-Month:** 463.83378267 | **1-Year:** 1264.12475130 | **5-Year:** 1324.33501915 | **10-Year:** 233.37417869 | **30-Year:** 133.19254513

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000239880 | 1.29%                | 0.55%                | 0.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $50556.10                | $192794.92                                 |
| Month 2  | $15564.21                | $38191.06                                  |
| Month 3  | $15211.61                | $36955.21                                  |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Index

- **Index Identifier:** 19808143

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANGLIAN WATER SVCS FINANC PLC                                                    | ANGLIAN WATER SVCS FINANC PLC 6.293% 07/30/2030 REGS                                                    | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |     25000 | PA      | $34879.73     | 0.09%             | 2030-07-30      | 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        |   2719407 | NS      | $2719951.09   | 7.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Securities Lending Cash Central Fund                                                           | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    200455 | NS      | $200475.34    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/CAD settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-588.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/AUD settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-55.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/EUR settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-14133.51    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/GBP settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8675.57     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/EUR settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $11.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/GBP settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-67.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/GBP settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-114.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/EUR settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-123.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/CAD settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-86.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/AUD settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-179.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP 5.65% 12/01/2044                                                                          | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $11402.64     | 0.03%             | 2044-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 5.625% 08/01/2033                                                                          | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      1000 | PA      | $901.20       | 0.00%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.375% 02/15/2038                                                           | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $71572.27     | 0.19%             | 2038-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 5.5% 04/15/2027 144A                                                                   | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5177.27      | 0.01%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 7.75% 07/01/2026                                                                          | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20559.21     | 0.05%             | 2026-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                              | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $32859.26     | 0.09%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                | DNKN 2017-1A A2II 4.03% 11/20/2047 144A                                                                 | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    115312 | PA      | $114047.97    | 0.30%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA FRN TSFR3M+290.961 PERP                                                             | CUSIP: 064159KJ4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EP               | CORP              | CA        |    325000 | PA      | $323182.28    | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE LP                                                     | PLAINS ALL AMERN PIPELINE LP TSFR3M+437.161 PERP                                                        | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |     19000 | PA      | $18989.24     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 4.75% 10/15/2027                                                                          | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15923.06     | 0.04%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 6.625%/VAR PERP                                                                      | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     25000 | PA      | $25046.28     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | NOTA DO TESOURO NACIONAL 10% 01/01/2029                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $69972.16     | 0.19%             | 2029-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE 1.75% 12/15/25                                                                           | CUSIP: 167505KK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $199703.04    | 0.53%             | 2025-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                        | OLIN CORP 5% 02/01/2030                                                                                 | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59950.12     | 0.16%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 6.5% 05/15/2026 144A                                                     | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     18000 | PA      | $17070.41     | 0.05%             | 2026-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                       | BAUSCH HEALTH AMERICAS INC 8.5% 01/31/2027 144A                                                         | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5974.44      | 0.02%             | 2027-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE FOUNDATION INC                                                  | PRIME HEALTHCARE FOUNDATION INC 7% 12/01/2027                                                           | CUSIP: 74166AAA0<br>LEI: 984500CA2F5A8B78A337 | Long             | DBT              | CORP              | US        |    142000 | PA      | $147092.18    | 0.39%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                              | TOLEDO HOSPITAL/THE 5.325% 11/15/2028                                                                   | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203508.40    | 0.54%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARGENTUM NETHERLANDS BV FOR ZURICH INSURANCE CO LTD                              | ARGENTUM NETHERLANDS BV FOR ZURICH INSURANCE CO LTD 2.75%/VAR 02/19/2049 REGS                           | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $114597.99    | 0.31%             | 2049-02-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3%/VAR 07/22/2028                                                                     | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $129781.19    | 0.35%             | 2028-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | KOSMOS ENERGY LTD 7.125% 04/04/2026 144A                                                                | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12805.00     | 0.03%             | 2026-04-04      | Fixed         | 0.07%                 | 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        |      9000 | PA      | $9037.94      | 0.02%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22070.44     | 0.06%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE LTD                                                     | HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A                                            | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     67896 | PA      | $66535.46     | 0.18%             | 2039-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                          | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4210.80      | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                         | SOTHEBYS 7.375% 10/15/2027 144A                                                                         | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26880.92     | 0.07%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                         | ZIGGO BV 4.875% 01/15/2030 144A                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |      5000 | PA      | $4737.15      | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 6.25% 05/15/2026                                  | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1998.09      | 0.01%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THUNDERBOLT III AIRCRAFT LEASE LTD                                               | THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A                                      | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     84389 | PA      | $82790.73     | 0.22%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                                 | MOBICO GROUP PLC STEP 11/20/2028 REGS                                                                   | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116577.85    | 0.31%             | 2028-11-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TR 2019-OC11                                                                  | BX TR 2019-OC11 4.075457% 12/09/2041 144A                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31000 | PA      | $28631.85     | 0.08%             | 2041-12-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | BAUSCH HEALTH COS INC 5.25% 01/30/2030 144A                                                             | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2205.00      | 0.01%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                              | CALPINE CORPORATION 5.125% 03/15/2028 144A                                                              | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3008.42      | 0.01%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                            | NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A                                                              | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     12000 | PA      | $12015.48     | 0.03%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 7.125%/VAR PERP                                                                      | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |      5000 | PA      | $5135.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | NOTA DO TESOURO NACIONAL 10% 01/01/2031                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |   1000000 | PA      | $167223.30    | 0.45%             | 2031-01-01      | Fixed         | 0.10%                 | 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        |      3000 | PA      | $2977.40      | 0.01%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 5% 03/15/2027                                                                              | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5994.70      | 0.02%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                            | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $1950.57      | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                           | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                               | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |     30713 | PA      | $29510.23     | 0.08%             | 2026-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.625% 04/15/2030 144A                                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63310.94     | 0.17%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 5.25% 05/15/2027                                  | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34550.21     | 0.09%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051         | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $283153.06    | 0.75%             | 2051-04-01      | 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        |    360000 | PA      | $353357.86    | 0.94%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                     | ENTEGRIS INC 4.375% 04/15/2028 144A                                                                     | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61397.83     | 0.16%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                 | CENTENE CORP 4.625% 12/15/2029                                                                          | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77337.22     | 0.21%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 4.625% 06/01/2030 144A                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62076.01     | 0.17%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                         | VIRGIN MEDIA FINANCE PLC 5% 07/15/2030 144A                                                             | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |      2000 | PA      | $1770.05      | 0.00%             | 2030-07-15      | Fixed         | 0.05%                 | 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        |      9000 | PA      | $3214.25      | 0.01%             | 2030-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                           | UNITED PLANET FITNESS TERM B 1LN 12/30/2026                                                             | CUSIP: 91132UAK9<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |       990 | PA      | $954.96       | 0.00%             | 2026-12-30      | Variable      | 0.13%                 | 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        |     90000 | PA      | $85217.86     | 0.23%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 3.875%/VAR PERP REGS                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |    100000 | PA      | $113981.18    | 0.30%             |  |  |  | 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        |      2000 | PA      | $1890.00      | 0.01%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5% 07/01/2028                                                                             | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6948.96      | 0.02%             | 2028-07-01      | 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        |     22000 | PA      | $21790.67     | 0.06%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| VTR FINANCE BV                                                                   | VTR FINANCE BV 6.375% 07/15/2028 144A                                                                   | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $24547.00     | 0.07%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                         | TK ELEVATOR US NEWCO INC 5.25% 07/15/2027 144A                                                          | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4006.70      | 0.01%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC 5.75%/VAR 07/15/2080                                                                       | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |    250000 | PA      | $252659.00    | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A                                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $14739.70     | 0.04%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                              | CALPINE CORPORATION 4.625% 02/01/2029 144A                                                              | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1985.29      | 0.01%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     29000 | PA      | $16104.81     | 0.04%             | 2031-02-15      | Fixed         | 0.03%                 | 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        |     14000 | PA      | $12494.30     | 0.03%             | 2028-08-15      | Fixed         | 0.04%                 | 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        |     16000 | PA      | $16226.67     | 0.04%             | 2028-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 3.625% 01/15/2029 144A                                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4501.80      | 0.01%             | 2029-01-15      | 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 3.5% 03/15/2029 144A             | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28761.68     | 0.08%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                        | PIKE CORP 5.5% 09/01/2028 144A                                                                          | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5985.00      | 0.02%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                  | CORNERSTONE BUILDING BRANDS INC 6.125% 01/15/2029 144A                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2501.56      | 0.01%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4923.19      | 0.01%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     21000 | PA      | $20010.62     | 0.05%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP 5.125% 10/15/2027                                                                         | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     61000 | PA      | $61171.72     | 0.16%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 4.875% 09/23/2032 144A                                                               | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    260000 | PA      | $247869.05    | 0.66%             | 2032-09-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 2.875%/VAR 05/30/2031 REGS                                                                | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |    100000 | PA      | $116111.56    | 0.31%             | 2031-05-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 7.375% 07/01/2028                                                                         | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4661.00      | 0.01%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                        | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                                          | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    222000 | PA      | $205960.50    | 0.55%             | 2031-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC DEL                                            | ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A                                              | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7627.50      | 0.02%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020                                               | VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A                                                | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86044.57     | 0.23%             | 2042-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 7.69% 01/23/2050                                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    570000 | PA      | $508269.00    | 1.35%             | 2050-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                    | SMYRNA READY MIX CONCRETE LLC 6% 11/01/2028 144A                                                        | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12027.08     | 0.03%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                  | CHEMOURS CO/THE 5.75% 11/15/2028 144A                                                                   | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50468.51     | 0.13%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031                                                            | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $13196.65     | 0.04%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                               | LUMEN TECHNOLOGIES 4.5% 01/15/2029 144A                                                                 | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      1000 | PA      | $926.70       | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                    | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                        | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6501.78      | 0.02%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                               | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4472.59      | 0.01%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                          | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                          | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |     16000 | PA      | $14860.00     | 0.04%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 3.5% 09/01/2028 144A                                                              | CUSIP: 36168QAM6<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $1962.34      | 0.01%             | 2028-09-01      | Fixed         | 0.04%                 | 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        |     16000 | PA      | $15946.67     | 0.04%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 0.625% 01/18/2033 REGS                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    100000 | PA      | $95740.57     | 0.26%             | 2033-01-18      | Fixed         | 0.01%                 | 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        |      2000 | PA      | $1767.05      | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                           | LOGICOR FINANCING SARL 0.875% 01/14/2031 REGS                                                           | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $101394.36    | 0.27%             | 2031-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 12/20/2025                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  47900000 | PA      | $306593.12    | 0.82%             | 2025-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 0.5%/VAR 01/19/2030 REGS                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $107621.45    | 0.29%             | 2030-01-19      | Variable      | 0.01%                 | 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        |      1000 | PA      | $949.16       | 0.00%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | 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        |      3000 | PA      | $2787.85      | 0.01%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                      | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     91000 | PA      | $81412.19     | 0.22%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                      | ASURION TERM B3 2LN 01/31/2028                                                                          | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     11000 | PA      | $10511.93     | 0.03%             | 2028-01-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 4.875% 03/15/2028                                                                          | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      1000 | PA      | $987.36       | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029                                                     | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $51617.20     | 0.14%             | 2029-01-15      | Fixed         | 0.07%                 | 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: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5001.46      | 0.01%             | 2028-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                             | CONSTANT CONTACT INC TERM B 2LN 02/12/2029                                                              | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |      1000 | PA      | $882.26       | 0.00%             | 2029-02-12      | Variable      | 0.12%                 | 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        |     27000 | PA      | $27081.86     | 0.07%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                              | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                                | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $3002.88      | 0.01%             | 2026-04-01      | Fixed         | 0.04%                 | 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        |      4000 | PA      | $3874.24      | 0.01%             | 2029-03-01      | 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        |     39558 | PA      | $32200.15     | 0.09%             | 2028-03-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                                          | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                            | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |     26000 | PA      | $23776.74     | 0.06%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A            | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $15822.57     | 0.04%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | KOSMOS ENERGY LTD 7.5% 03/01/2028 144A                                                                  | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1380.00      | 0.00%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                       | TRONOX INC 4.625% 03/15/2029 144A                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     21000 | PA      | $13564.95     | 0.04%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                              | OWENS and MINOR INC 4.5% 03/31/2029 144A                                                                | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2828.79      | 0.01%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| CONSTANT CONTACT INC                                                             | CONSTANT CONTACT TERM B 1LN 02/10/2028                                                                  | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |      9922 | PA      | $9478.87      | 0.03%             | 2028-02-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                   | OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033                                                         | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8024.50      | 0.02%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HOLDING 3 OY                                                            | AHLSTROM HOLDING 3 OY 4.875% 02/04/2028 144A                                                            | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |      2000 | PA      | $1944.39      | 0.01%             | 2028-02-04      | Fixed         | 0.05%                 | 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        |      4000 | PA      | $3905.62      | 0.01%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 4.625% 01/31/2032                                                                        | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2953.92      | 0.01%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN GMBH                                                              | LEG IMMOBILIEN GMBH 0.875% 03/30/2033 REGS                                                              | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $93513.93     | 0.25%             | 2033-03-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                               | REDFIN CORP CONV 0.5% 04/01/2027                                                                        | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22392.00     | 0.06%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                  | CORNERSTONE BUILDING BRANDS TERM B 04/12/2028                                                           | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      4987 | PA      | $3956.04      | 0.01%             | 2028-04-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                               | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $11724.37     | 0.03%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| 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        |     12000 | PA      | $11694.80     | 0.03%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                             | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2002.04      | 0.01%             | 2029-04-15      | 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        |      7000 | PA      | $6149.54      | 0.02%             | 2033-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |     44000 | PA      | $43091.31     | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| HERENS US HOLDCO CORP                                                            | LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028                                                       | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |     15910 | PA      | $14123.33     | 0.04%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                                                     | STONEMOR INC 8.5% 05/15/2029 144A                                                                       | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20506.13     | 0.05%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                                  | ZF FINANCE GMBH 2% 05/06/2027 REGS                                                                      | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $113111.56    | 0.30%             | 2027-05-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                                               | HERENS HOLDCO SARL 4.75% 05/15/2028 144A                                                                | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |     15000 | PA      | $13049.71     | 0.03%             | 2028-05-15      | 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        |     12000 | PA      | $12306.11     | 0.03%             | 2029-05-15      | Fixed         | 0.10%                 | 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        |     36000 | PA      | $20353.88     | 0.05%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS INC 6.875% 05/15/2028 144A                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5037.24      | 0.01%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                       | CLUB CAR TERM 1LN 06/01/2028                                                                            | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |      9940 | PA      | $8885.65      | 0.02%             | 2028-06-01      | Variable      | 0.08%                 | 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        |     21000 | PA      | $17449.27     | 0.05%             | 2030-04-01      | Fixed         | 0.06%                 | 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        |     20000 | PA      | $14443.60     | 0.04%             | 2026-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                       | MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6120.00      | 0.02%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                                                                | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      7000 | PA      | $8048.79      | 0.02%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032                                                                  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $14413.89     | 0.04%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A                                                 | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9891.41      | 0.03%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 3.5% 06/01/2031                                                                               | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4690.30      | 0.01%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                       | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 7.125% 06/01/2028 144A                       | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14079.79     | 0.04%             | 2028-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A                         | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4013.19      | 0.01%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                        | AMERICAN ROCK SALT TERM 1LN 6/9/2028                                                                    | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       982 | PA      | $745.77       | 0.00%             | 2028-06-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | BAUSCH HEALTH COS INC 4.875% 06/01/2028 144A                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4524.98      | 0.01%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |      2000 | PA      | $1845.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                | SOLERA TERM B 1LN 06/02/2028                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      4948 | PA      | $4656.47      | 0.01%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                                                    | WESTERN ALLIANCE BANCORPORATN 3%/VAR 06/15/2031                                                         | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12440.74     | 0.03%             | 2031-06-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                    | AIRCASTLE LTD 5.25%/VAR PERP 144A                                                                       | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | BM        |      4000 | PA      | $3980.97      | 0.01%             |  |  |  | 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        |      1000 | PA      | $971.60       | 0.00%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI HOMES INC 4% 07/15/2029 144A                                                                        | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1827.78      | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                                             | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                                    | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |     12993 | PA      | $12138.48     | 0.03%             | 2028-06-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 3.625% 07/15/2026 144A                                                             | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      1000 | PA      | $992.30       | 0.00%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                             | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18621.59     | 0.05%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032                                                       | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80733.51     | 0.22%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 3.875% 08/15/2031 144A                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2736.90      | 0.01%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN LLC/JFIN                                                           | JEFFERIES FIN LLC/JFIN 5% 08/15/2028 144A                                                               | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7598.94      | 0.02%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                 | CENTENE CORP 2.625% 08/01/2031                                                                          | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42843.07     | 0.11%             | 2031-08-01      | Fixed         | 0.03%                 | 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        |     33000 | PA      | $22027.50     | 0.06%             | 2029-08-15      | Fixed         | 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        |     12000 | PA      | $10167.93     | 0.03%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC 4.75% 02/01/2030                                                                     | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4786.00      | 0.01%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 5.625% 08/15/2029 144A                                                             | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17886.39     | 0.05%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                    | MODIVCARE INC 5% 10/01/2029 144A                                                                        | CUSIP: 60783XAA2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |      2000 | PA      | $0.20         | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                         | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $51393.99     | 0.14%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                  | ADAPTHEALTH LLC 5.125% 03/01/2030 144A                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6797.46      | 0.02%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 4.875% 09/01/2029 144A                                                                       | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      1000 | PA      | $927.50       | 0.00%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENSTALL GROUP BV                                                                 | ESDEC SOLAR TERM B 1LN 8/30/2028                                                                        | CUSIP: N/A<br>LEI: 724500UTJRTIU7878U15       | Long             | LON              | CORP              | NL        |     14775 | PA      | $7018.02      | 0.02%             | 2028-08-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN-WUERTTEM AG                                                   | ENBW ENERGIE BADEN-WUERTTEM AG EUSA5+NA 08/31/2081 REGS                                                 | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $110273.51    | 0.29%             | 2081-08-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.125% 06/01/2029                                                                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $16080.98     | 0.04%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                   | ASHTON WOODS USA LLC/FIN CO 4.625% 04/01/2030 144A                                                      | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2840.05      | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 6.25% 10/01/2029 144A                                              | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4831.06      | 0.01%             | 2029-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CNX MIDSTREAM PARTNERS LP                                                        | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                         | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38365.27     | 0.10%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 5.625% 10/15/2028 144A                                                   | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |      2000 | PA      | $1388.00      | 0.00%             | 2028-10-15      | Fixed         | 0.06%                 | 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        |     60000 | PA      | $55335.22     | 0.15%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP 4.125% 02/15/2032 144A                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1906.95      | 0.01%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                               | HARBOUR ENERGY PLC 5.5% 10/15/2026 144A                                                                 | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |      2000 | PA      | $1985.00      | 0.01%             | 2026-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP 4.125%/VAR PERP                                                                          | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |     23000 | PA      | $22270.47     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27756.89     | 0.07%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | KOSMOS ENERGY LTD 7.75% 05/01/2027 144A                                                                 | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3500.00      | 0.01%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 5.5% 03/15/2029                                                                            | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4925.82      | 0.01%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| RAILWORKS HOLDINGS LP/R                                                          | RAILWORKS HOLDINGS LP/R 8.25% 11/15/2028 144A                                                           | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17051.68     | 0.05%             | 2028-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 5%/VAR PERP                                                                        | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |      7000 | PA      | $6957.21      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.25% 12/01/2026 144A                                                                     | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $976.93       | 0.00%             | 2026-12-01      | Fixed         | 0.05%                 | 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        |     21471 | PA      | $18733.45     | 0.05%             | 2026-11-01      | Variable      | 0.09%                 | 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        |     49000 | PA      | $46468.03     | 0.12%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                               | CANACOL ENERGY LTD 5.75% 11/24/2028 144A                                                                | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $6752.50      | 0.02%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                                | REWORLD HLDG CORP 4.875% 12/01/2029 144A                                                                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1895.21      | 0.01%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | TAPESTRY INC 3.05% 03/15/2032                                                                           | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9095.37      | 0.02%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS HOLDING LTD 5.625% 11/29/2026 144A                                                                  | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      7000 | PA      | $6948.90      | 0.02%             | 2026-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS HOLDING LTD 6.25% 11/29/2028 144A                                                                   | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     12000 | PA      | $11925.00     | 0.03%             | 2028-11-29      | Fixed         | 0.06%                 | 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        |      2000 | PA      | $1864.03      | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | NOTA DO TESOURO NACIONAL 10% 01/01/2033                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    800000 | PA      | $128707.34    | 0.34%             | 2033-01-01      | Fixed         | 0.10%                 | 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        |     29000 | PA      | $27046.73     | 0.07%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                           | CALUMET SPEC PROD PRT/FIN CORP 8.125% 01/15/2027 144A                                                   | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5981.55      | 0.02%             | 2027-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A                                                            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5513.01      | 0.01%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                        | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 6.375% 02/01/2030 144A                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |     19000 | PA      | $18295.73     | 0.05%             | 2030-02-01      | Fixed         | 0.06%                 | 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        |     12000 | PA      | $12015.00     | 0.03%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                                                      | PEDIATRIX MEDICAL GROUP INC 5.375% 02/15/2030 144A                                                      | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4011.34      | 0.01%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                           | BX COMMERCIAL MORTGAGE TRUST 22-LP2 B TSFR1M+126.27 02/15/2039 144A                                     | CUSIP: 05610HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $69912.69     | 0.19%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HEXION INC                                                                       | HEXION TERM 2LN 03/15/2030                                                                              | CUSIP: 42829JAB5<br>LEI: 54930030FZF8HYAEHM46 | Long             | LON              | CORP              | US        |      1706 | PA      | $1662.18      | 0.00%             | 2030-03-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS TERM 1LN 2/15/2027                                                                         | CUSIP: 87256KAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8978 | PA      | $9000.05      | 0.02%             | 2027-02-15      | Variable      | 0.14%                 | 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        |      8000 | PA      | $5130.45      | 0.01%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                   | TARGA RES CORP 4.2% 02/01/2033                                                                          | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153602.89    | 0.41%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 1.125% 03/31/2037 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     20000 | PA      | $18872.22     | 0.05%             | 2037-03-31      | Fixed         | 0.01%                 | 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        |      4000 | PA      | $4006.28      | 0.01%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| BX TRUST 2022-IND                                                                | BX TRUST 2022-IND TSFR1M+219.7 04/15/2024 144A                                                          | CUSIP: 05609WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84000 | PA      | $84078.04     | 0.22%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                        | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 7.875% 05/01/2027 144A                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |     14000 | PA      | $14087.39     | 0.04%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 8% 11/01/2027 144A                                                                | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     21000 | PA      | $21468.20     | 0.06%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | KINETIK HOLDINGS LP 5.875% 06/15/2030 144A                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5039.86      | 0.01%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 06/15/2030                                                                 | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58262.04     | 0.16%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC              | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                  | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6932.56      | 0.02%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC VAR 07/15/2032                                                                    | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9181.92      | 0.02%             | 2032-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SUB INC                                                    | CAMELOT RETURN MERGER SUB INC 8.75% 08/01/2028 144A                                                     | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4181.25      | 0.01%             | 2028-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                  | CORNERSTONE BUILDING PRODUCTS TERM 1LN 08/01/2028                                                       | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      4987 | PA      | $3964.81      | 0.01%             | 2028-08-01      | Variable      | 0.10%                 | 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        |      4000 | PA      | $4181.07      | 0.01%             | 2028-09-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4% 11/15/2052                                                               | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    808000 | PA      | $721360.94    | 1.92%             | 2052-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                              | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21835.00     | 0.06%             | 2029-04-15      | Fixed         | 0.09%                 | 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        |      9911 | PA      | $9659.93      | 0.03%             | 2029-04-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                      | SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS                                                      | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $126256.03    | 0.34%             | 2034-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                   | ALTICE FINANCING TERM B 1LN 10/31/2027                                                                  | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |       997 | PA      | $733.12       | 0.00%             | 2027-10-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 6.375% 02/01/2031 144A                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2055.62      | 0.01%             | 2031-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP 5.817%/VAR 02/01/2034                                                        | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5263.86      | 0.01%             | 2034-02-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FIN CORP 5.468%/VAR 02/01/2029                                                              | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9237.54      | 0.02%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3.625% 02/15/2053                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1574000 | PA      | $1313121.79   | 3.50%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP 5.65% 03/01/2053                                                                                | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46908.72     | 0.12%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP 5% 03/01/2033                                                                                   | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50478.35     | 0.13%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2.75% 06/01/2033                                                                   | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     25000 | PA      | $17591.43     | 0.05%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                  | RAND PARENT LLC 8.5% 02/15/2030 144A                                                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27861.19     | 0.07%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 7.375% 03/01/2031 144A                                                             | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1016.19      | 0.00%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 6.7% 02/14/2033                                                                           | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2093.81      | 0.01%             | 2033-02-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 8.125%/VAR 06/15/2053                                                              | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9293.66      | 0.02%             | 2053-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: —       |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 9% 09/30/2029 144A                                                             | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31977.52     | 0.09%             | 2029-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                            | ZF NORTH AMER CAP INC 7.125% 04/14/2030 144A                                                            | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6930.41      | 0.02%             | 2030-04-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 3.5% 12/21/2034 REGS                                                          | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     50000 | PA      | $30408.13     | 0.08%             | 2034-12-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                        | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 9.5% 06/01/2028 144A                          | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |      4000 | PA      | $4142.61      | 0.01%             | 2028-06-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO-ISSUER INC                                        | EMRLD BORROWER LP / EMERALD CO-ISSUER INC 6.625% 12/15/2030 144A                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27981.53     | 0.07%             | 2030-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.75% 05/31/2030                                                                              | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19000 | PA      | $19129.14     | 0.05%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                         | BAYER AG 4.625% 05/26/2033 REGS                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     55000 | PA      | $67873.12     | 0.18%             | 2033-05-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 8% 06/15/2028 144A                                                                     | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      2000 | PA      | $2118.72      | 0.01%             | 2028-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS PTY LTD                                                 | AUSNET SERVICES HOLDINGS PTY LTD 6.134% 05/31/2033                                                      | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |     10000 | PA      | $6835.64      | 0.02%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                           | CALUMET SPEC PROD PRT/FIN CORP 9.75% 07/15/2028 144A                                                    | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $17981.64     | 0.05%             | 2028-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NIELSEN HOLDINGS TERM A 1LN 10/11/2028                                                                  | CUSIP: 64069JAF9<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |      2000 | PA      | $1948.86      | 0.01%             | 2028-10-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD 9.125% 07/15/2031 144A                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5363.76      | 0.01%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                                | PIEDMONT OPERATING PARTNERSHIP LP 9.25% 07/20/2028                                                      | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16613.12     | 0.04%             | 2028-07-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30400.36     | 0.08%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                 | TRINET GROUP INC 7.125% 08/15/2031 144A                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5174.41      | 0.01%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.875% 08/15/2033                                                                             | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    457000 | PA      | $457856.88    | 1.22%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.125% 08/15/2053                                                           | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $337408.20    | 0.90%             | 2053-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                              | COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A                                              | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2123.31      | 0.01%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                              | COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A                                              | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2144.94      | 0.01%             | 2043-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                              | COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A                                              | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2157.92      | 0.01%             | 2053-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                              | COLUMBIA PIPELINES OPERATING CO LLC 6.714% 08/15/2063 144A                                              | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2205.91      | 0.01%             | 2063-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                              | COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A                                              | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6443.13      | 0.02%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                 | FINASTRA TERM 1LN 9/13/2029                                                                             | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |      1380 | PA      | $1379.64      | 0.00%             | 2029-09-13      | Variable      | 0.11%                 | No            |                  3 | On Loan: No      |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC VAR 11/15/2030                                                                    | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6219.53      | 0.02%             | 2030-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC VAR 11/15/2033                                                                    | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5221.76      | 0.01%             | 2033-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A                                                   | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24622.88     | 0.07%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP                         | ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP 7% 04/15/2030 144A                             | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3012.70      | 0.01%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO PIK VAR 06/01/2031 144A                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     68518 | PA      | $77060.14     | 0.21%             | 2031-06-01      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 6.875% 09/15/2028 144A                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6205.79      | 0.02%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A                                                          | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5310.96      | 0.01%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 8.375% 01/15/2029 144A                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5209.73      | 0.01%             | 2029-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                         | BOOST NEWCO BORROWER LLC 7.5% 01/15/2031 144A                                                           | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5309.75      | 0.01%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                    | CLUE OPCO LLC 9.5% 10/15/2031 144A                                                                      | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3106.23      | 0.01%             | 2031-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 9.25% 10/01/2028 144A                                                             | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $5249.98      | 0.01%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.625% 01/31/2034 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     75000 | PA      | $101255.57    | 0.27%             | 2034-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                           | GRAN TIERRA ENERGY INC 9.5% 10/15/2029 144A                                                             | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10342.50     | 0.03%             | 2029-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FIN CORP 7.624%/VAR 10/30/2031                                                              | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     11000 | PA      | $12447.13     | 0.03%             | 2031-10-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                                 | OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A                                                         | CUSIP: 68373BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70148 | PA      | $70191.57     | 0.19%             | 2040-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                           | INEOS QUATTRO TERM B 1LN 04/02/2029                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12972 | PA      | $9904.24      | 0.03%             | 2029-04-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 8.75% 11/15/2030 144A                                                                    | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5397.97      | 0.01%             | 2030-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP                                 | OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 7.375% 02/15/2031 144A                                 | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5298.78      | 0.01%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                            | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                               | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     13000 | PA      | $14161.85     | 0.04%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                    | SMYRNA READY MIX CONCRETE LLC 8.875% 11/15/2031 144A                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5306.77      | 0.01%             | 2031-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 8% 11/14/2035                                                                      | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $215600.00    | 0.57%             | 2035-11-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 7.125% 12/01/2031 144A                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55564.88     | 0.15%             | 2031-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | HIGHWOODS REALTY LP 7.65% 02/01/2034                                                                    | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     31000 | PA      | $35381.46     | 0.09%             | 2034-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 9.125% 01/31/2030 144A                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5242.20      | 0.01%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI HOMES INC 8.75% 12/15/2028 144A                                                                     | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4167.33      | 0.01%             | 2028-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                      | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9581.90      | 0.03%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| PG and E CORP                                                                    | PG and E CORP CONV 4.25% 12/01/2027                                                                     | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10255.00     | 0.03%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                        | PIKE CORP 8.625% 01/31/2031 144A                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5286.03      | 0.01%             | 2031-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A                                                             | CUSIP: 36168QAQ7<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5249.12      | 0.01%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                         | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 7.5% 12/15/2033 144A                                           | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $17332.32     | 0.05%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                              | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6148.98      | 0.02%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| KINETIK HOLDINGS LP                                                              | KINETIK HOLDINGS LP 6.625% 12/15/2028 144A                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16459.74     | 0.04%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 7.875%/VAR 06/15/2054                                                              | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6240.38      | 0.02%             | 2054-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 8.5% 01/15/2029 144A                                                                     | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9256.24      | 0.02%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                             | SAMARCO MINERACAO SA PIK VAR 06/30/2031 144A                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     17955 | PA      | $17977.26     | 0.05%             | 2031-06-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 8.25% 01/15/2032 144A                                                 | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5242.59      | 0.01%             | 2032-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC        | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 6.625% 01/15/2032 144A        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5092.49      | 0.01%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                 | WAND NEWCO 3 INC 7.625% 01/30/2032 144A                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4214.91      | 0.01%             | 2032-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| KEHE DIST/FIN / NEXTWAVE                                                         | KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A                                                             | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10447.28     | 0.03%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | TALOS PRODUCTION INC 9% 02/01/2029 144A                                                                 | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5214.83      | 0.01%             | 2029-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                                                          | CHAMPIONS FINANCING INC 8.75% 02/15/2029 144A                                                           | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9968.11      | 0.03%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| ARTERA SERVICES LLC                                                              | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                                | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44086.76     | 0.12%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                              | ARTERA SERVICES TERM 1LN 2/15/2031                                                                      | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |       997 | PA      | $836.63       | 0.00%             | 2031-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                          | UKG INC 6.875% 02/01/2031 144A                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5161.77      | 0.01%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 12% 02/15/2031 144A                                                      | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     18000 | PA      | $12240.00     | 0.03%             | 2031-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                                 | AMBIPAR LUX SARL 9.875% 02/06/2031 144A                                                                 | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     26000 | PA      | $5819.06      | 0.02%             | 2031-02-06      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY TERM B 1LN 11/15/2030                                                               | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |      6990 | PA      | $5574.44      | 0.01%             | 2030-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 02/15/2034                                                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     81000 | PA      | $81639.14     | 0.22%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14740.00     | 0.04%             | 2031-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC                                                                                         | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |       444 | NS      | $5274.72      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 6.25% 02/15/2032 144A                                                                    | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5162.84      | 0.01%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS CO                                                                   | AMER SPORTS CO 6.75% 02/16/2031 144A                                                                    | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10425.02     | 0.03%             | 2031-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5150.00      | 0.01%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                                | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5214.24      | 0.01%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                              | PRAIRIE ACQUIROR LP 9% 08/01/2029 144A                                                                  | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5168.30      | 0.01%             | 2029-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 6.25% 03/15/2032 144A                                                       | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      2000 | PA      | $2069.50      | 0.01%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | WHIRLPOOL CORP 5.75% 03/01/2034                                                                         | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      1000 | PA      | $961.29       | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC PIK VAR 02/15/2030 144A                                                          | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      1099 | PA      | $1063.28      | 0.00%             | 2030-02-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE INC 6.375% 03/01/2034 144A                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5200.59      | 0.01%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                             | HEATHROW FUNDING LTD 6% 03/05/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    100000 | PA      | $136436.67    | 0.36%             | 2032-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                   | ALTICE FING SA 9.625% 07/15/2027 144A                                                                   | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      6000 | PA      | $4789.02      | 0.01%             | 2027-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                       | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 8.625% 03/15/2029 144A                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $40878.08     | 0.11%             | 2029-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.875% 04/01/2030 144A                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5268.02      | 0.01%             | 2030-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 7% 03/15/2032 144A                                                                 | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16400.74     | 0.04%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                               | RITHM CAPITAL CORP 8% 04/01/2029 144A                                                                   | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5108.22      | 0.01%             | 2029-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 8.25% 04/15/2029                                                                          | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3160.57      | 0.01%             | 2029-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MOTOR CREDIT CO LLC 5.8% 03/08/2029                                                                | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50969.64     | 0.14%             | 2029-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 7.125% 03/15/2031 144A                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     14000 | PA      | $14834.61     | 0.04%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                    | UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A                                                    | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5222.00      | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                             | BEAZER HOMES USA INC 7.5% 03/15/2031 144A                                                               | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5075.40      | 0.01%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ASTON MARTIN CAPITAL HOLDINGS LTD                                                | ASTON MARTIN CAP HLDGS LTD 10% 03/31/2029 144A                                                          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     14000 | PA      | $12381.76     | 0.03%             | 2029-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 7.25% 04/01/2029 144A                                                              | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16956.64     | 0.05%             | 2029-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                               | BAYTEX ENERGY CORP 7.375% 03/15/2032 144A                                                               | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $9143.16      | 0.02%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                | MACQUARIE AIRFINANCE HOLDINGS LTD 6.5% 03/26/2031 144A                                                  | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $5361.40      | 0.01%             | 2031-03-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                                        | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A                                         | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $53784.64     | 0.14%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS SCA SICAV-SIF                                              | CBRE OPEN-ENDED FUNDS SCA SICAV-SIF 4.75% 03/27/2034 REGS                                               | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $122091.37    | 0.33%             | 2034-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC                          | MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC 6.75% 04/01/2032 144A                           | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2043.11      | 0.01%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.25% 07/01/2031 144A                                                                    | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $9586.56      | 0.03%             | 2031-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                               | LUMEN TECHNOLOGIES 4.125% 04/15/2030 144A                                                               | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1982.90      | 0.01%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 6.125% 04/01/2032 144A                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5185.21      | 0.01%             | 2032-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 4.5% 04/01/2030 144A                                                              | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      1000 | PA      | $921.25       | 0.00%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 3.875% 10/15/2030 144A                                                            | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10737.24     | 0.03%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 4.875% 06/15/2029 144A                                                            | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5715.00      | 0.02%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 4% 04/15/2031 144A                                                                | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2639.99      | 0.01%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                         | SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A                                                          | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2052.44      | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 6.875% 04/15/2029 144A                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $5188.15      | 0.01%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                        | MILLICOM INTL CELLULAR SA 7.375% 04/02/2032 144A                                                        | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $103728.00    | 0.28%             | 2032-04-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                               | LUMEN TECHNOLOGIES TERM B2 1LN SUPER_PRIORITY 04/15/2030                                                | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |      9937 | PA      | $9869.47      | 0.03%             | 2030-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRANDSAFWAY TERM B 1LN 08/01/2030                                                                       | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |      8915 | PA      | $7962.24      | 0.02%             | 2030-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                          | GENESEE and WYOMING INC 6.25% 04/15/2032 144A                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16452.37     | 0.04%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                   | BRANDYWINE OPER PARTNERSHIP LP 8.875% 04/12/2029                                                        | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7581.56      | 0.02%             | 2029-04-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTL FINANCE PLC 4.125% 04/12/2032 REGS                                                             | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $119734.69    | 0.32%             | 2032-04-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 6.875% 04/15/2032 144A                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5258.75      | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                               | RWE FINANCE US LLC 5.875% 04/16/2034 144A                                                               | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158271.54    | 0.42%             | 2034-04-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 8.25% 05/15/2029 144A                                                      | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5086.09      | 0.01%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 8.5% 05/15/2031 144A                                                       | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     31000 | PA      | $31252.00     | 0.08%             | 2031-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                     | VALLOUREC SA 7.5% 04/15/2032 144A                                                                       | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     19000 | PA      | $20228.64     | 0.05%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 7.25% 05/01/2032 144A                                                                         | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5276.77      | 0.01%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 7% 05/01/2029 144A                                                                            | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5204.66      | 0.01%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                            | ZF NORTH AMER CAP INC 6.875% 04/23/2032 144A                                                            | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6650.42      | 0.02%             | 2032-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 7.125% 04/30/2031 144A                                                          | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5267.14      | 0.01%             | 2031-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.625% 04/30/2029                                                                             | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $10350.78     | 0.03%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                           | HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A                                                             | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5195.65      | 0.01%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                          | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                           | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16254.05     | 0.04%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                | ILIAD HOLDING SAS 8.5% 04/15/2031 144A                                                                  | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      2000 | PA      | $2148.23      | 0.01%             | 2031-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.375% 05/15/2034                                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8448000 | PA      | $8733779.96   | 23.27%            | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 6.5% 05/15/2032                                                                               | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22991.61     | 0.06%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                       | GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A                                                       | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5084.52      | 0.01%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 6.75% 05/15/2034 144A                                | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4499.48      | 0.01%             | 2034-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 7.875% 05/15/2034 144A                               | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $11773.09     | 0.03%             | 2034-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 8.25% 06/30/2032 144A                                                          | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4213.59      | 0.01%             | 2032-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.5% 05/15/2031                                                                    | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32566.46     | 0.09%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 6.5% 06/01/2029 144A                                                         | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5173.90      | 0.01%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                             | LIFEPOINT HEALTH INC 10% 06/01/2032 144A                                                                | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4227.88      | 0.01%             | 2032-06-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                     | AMPRION GMBH 3.625% 05/21/2031 REGS                                                                     | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $118668.05    | 0.32%             | 2031-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                          | MKS INC CONV 1.25% 06/01/2030                                                                           | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      6000 | PA      | $7552.15      | 0.02%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                         | ENCORE CAP GROUP INC 8.5% 05/15/2030 144A                                                               | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10642.72     | 0.03%             | 2030-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                    | PRA GROUP INC 8.875% 01/31/2030 144A                                                                    | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6220.20      | 0.02%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| INSIGHT ENTERPRISES INC                                                          | INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A                                                          | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5118.80      | 0.01%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                      | STAPLES TERM B 1LN 9/4/2029                                                                             | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |      5930 | PA      | $5557.51      | 0.01%             | 2029-09-04      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP 8.25% 06/15/2029 144A                                                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40804.73     | 0.11%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                      | STAPLES INC 10.75% 09/01/2029 144A                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21622.50     | 0.06%             | 2029-09-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7% 06/01/2032 144A                                                                       | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5268.15      | 0.01%             | 2032-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | US LBM TERM B 1LN 06/06/2031                                                                            | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     11770 | PA      | $11073.20     | 0.03%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                                                       | SOTERA HEALTH HOLDINGS LLC 7.375% 06/01/2031 144A                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3159.50      | 0.01%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A                                                       | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30000.36     | 0.08%             | 2031-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| SUBWAY FDG LLC ISSUER                                                            | SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A                                                            | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24750 | PA      | $25031.59     | 0.07%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 8.5% 06/15/2029 144A                                                | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5240.39      | 0.01%             | 2029-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 7.5% 11/06/2030 144A                                                | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5191.94      | 0.01%             | 2030-11-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                      | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7% 06/15/2032 144A                                          | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5244.00      | 0.01%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC              | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                  | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21789.70     | 0.06%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                             | HOWARD MIDSTREAM ENERGY PARTNERS LLC 7.375% 07/15/2032 144A                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5277.44      | 0.01%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                             | WRANGLER HOLDCO CORP 6.625% 04/01/2032 144A                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9445.87      | 0.03%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 6.125% 06/15/2029 144A                                                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4000 | PA      | $4124.05      | 0.01%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC / VALOR CO-ISSUER INC                                             | VFH PARENT LLC / VALOR CO-ISSUER INC 7.5% 06/15/2031 144A                                               | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3148.55      | 0.01%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                      | STAPLES INC 12.75% 01/15/2030 144A                                                                      | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     13150 | PA      | $10364.74     | 0.03%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                    | MODIVCARE TERM B 1LN 07/01/2031                                                                         | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |      5070 | PA      | $2078.79      | 0.01%             | 2031-07-01      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                                | PIEDMONT OPERATING PARTNERSHIP LP 6.875% 07/15/2029                                                     | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58447.55     | 0.16%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                            | WILLIAMS SCOTSMAN INC 6.625% 06/15/2029 144A                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9285.89      | 0.02%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO-ISSUER INC                                        | EMRLD BORROWER LP / EMERALD CO-ISSUER INC 6.75% 07/15/2031 144A                                         | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5233.47      | 0.01%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                  | MASTERBRAND INC 7% 07/15/2032 144A                                                                      | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2063.31      | 0.01%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP                                  | LADDER CAP FIN HLDGS LLLP/CORP 7% 07/15/2031 144A                                                       | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5300.06      | 0.01%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                  | KRONOS ACQUISITION HOLDINGS INC 8.25% 06/30/2031 144A                                                   | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $6665.37      | 0.02%             | 2031-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC WT                                                                                      | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |        14 | NS      | $43.26        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RESIDEO FUNDING INC                                                              | RESIDEO FUNDING INC 6.5% 07/15/2032 144A                                                                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3071.27      | 0.01%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.25% 12/01/2034                                                                   | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    123000 | PA      | $89001.99     | 0.24%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                | SOLERA TERM PIK TERM 2LN 06/04/2029                                                                     | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |      8000 | PA      | $7520.00      | 0.02%             | 2029-06-04      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                                                 | STAR HOLDING LLC 8.75% 08/01/2031 144A                                                                  | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4038.09      | 0.01%             | 2031-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 10.25% 04/15/2031                                                                     | CUSIP: 36162JAH9<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15362.17     | 0.04%             | 2031-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 8.625% 04/15/2029                                                                     | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5268.75      | 0.01%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 8.875% 08/15/2031 144A                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4882.50      | 0.01%             | 2031-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.125% 07/31/2031                                                                             | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $51141.98     | 0.14%             | 2031-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 9.125% 01/31/2030 144A                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5314.40      | 0.01%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 6% 02/01/2033 144A                                                          | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      5000 | PA      | $5148.08      | 0.01%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                             | AMENTUM HOLDINGS INC 7.25% 08/01/2032 144A                                                              | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9446.91      | 0.03%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                  | CORNERSTONE BUILDING BRANDS INC 9.5% 08/15/2029 144A                                                    | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4014.81      | 0.01%             | 2029-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                  | STANDARD BUILDING SOLUTIONS INC 6.5% 08/15/2032 144A                                                    | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5158.23      | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS INC                                              | M2S GROUP TERM B 1LN 8/25/2031                                                                          | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12288 | PA      | $12106.62     | 0.03%             | 2031-08-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                                            | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    690400 | PA      | $642961.97    | 1.71%             | 2054-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                              | LIGHTNING POWER LLC 7.25% 08/15/2032 144A                                                               | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5305.88      | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 6.375% 03/01/2033 144A                                                                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5060.83      | 0.01%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                                                                       | DAVITA INC 6.875% 09/01/2032 144A                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5202.64      | 0.01%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                      | DEL MONTE FOODS TERM 1LN SUPER_PRIORITY FIRST OUT 08/02/2028                                            | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1192 | PA      | $546.95       | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                   | GLOBAL AIRCRAFT LEASING CO LTD 8.75% 09/01/2027 144A                                                    | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     29000 | PA      | $29992.79     | 0.08%             | 2027-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RES HLDGS INC                                                         | MOSS CREEK RES HLDGS INC 8.25% 09/01/2031 144A                                                          | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12467.88     | 0.03%             | 2031-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                            | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 6.75% 08/15/2032 144A                             | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5197.06      | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                          | JETBLUE AIRWAYS/LOYALTY 9.875% 09/20/2031 144A                                                          | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11853.00     | 0.03%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES                                                        | PRIME HEALTHCARE SERVICES 9.375% 09/01/2029 144A                                                        | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9541.80      | 0.03%             | 2029-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6% 01/15/2033 144A                                                                        | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9202.54      | 0.02%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 5.625% 09/15/2029 144A                                                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5095.08      | 0.01%             | 2029-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5143.96      | 0.01%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 5.875% 03/15/2033 144A                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31965.50     | 0.09%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                            | SUBWAY FDG LLC ISSUER 5.246% 07/30/2054 144A                                                            | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    123750 | PA      | $123294.30    | 0.33%             | 2054-07-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                            | SUBWAY FDG LLC ISSUER 5.914% 07/30/2054 144A                                                            | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24750 | PA      | $24668.51     | 0.07%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                            | SUBWAY FDG LLC ISSUER 5.566% 07/30/2054 144A                                                            | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24750 | PA      | $24603.64     | 0.07%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 7.375%/VAR 03/15/2055                                                                     | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25846.35     | 0.07%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 9% 06/15/2030                                     | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4833.28      | 0.01%             | 2030-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | KOSMOS ENERGY LTD 8.75% 10/01/2031 144A                                                                 | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      1000 | PA      | $580.00       | 0.00%             | 2031-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                         | HELP AT HOME TERM 1LN 09/24/2031                                                                        | CUSIP: 40467AAN9<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |      4980 | PA      | $4421.09      | 0.01%             | 2031-09-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.5% 10/01/2031 144A                             | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5143.58      | 0.01%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7.375% 10/01/2032 144A                           | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5169.12      | 0.01%             | 2032-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                   | SERVICE CORP INTERNATIONAL INC 5.75% 10/15/2032                                                         | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5102.07      | 0.01%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 5.875% 03/15/2030 144A                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     31000 | PA      | $31348.13     | 0.08%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                        | AMERICAN ROCK SALT TERM 1LN DD 06/12/2028                                                               | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       124 | PA      | $123.05       | 0.00%             | 2028-06-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                         | HAH GROUP HOLDING CO LLC 9.75% 10/01/2031 144A                                                          | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3772.96      | 0.01%             | 2031-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.625% 09/30/2031 144A                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      5000 | PA      | $5110.30      | 0.01%             | 2031-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRONOX FIN LLC                                                                   | TRONOX TERM B 1LN 09/30/2031                                                                            | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |     10000 | PA      | $7447.70      | 0.02%             | 2031-09-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                             | ALPHA GENERATION LLC 6.75% 10/15/2032 144A                                                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2058.38      | 0.01%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP                         | WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP 8.25% 10/01/2031 144A                          | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $28032.45     | 0.07%             | 2031-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26006.18     | 0.07%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| MATIV INC                                                                        | MATIV INC 8% 10/01/2029 144A                                                                            | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7012.50      | 0.02%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                           | SABLE INTL FIN LTD 7.125% 10/15/2032 144A                                                               | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |     12000 | PA      | $12101.88     | 0.03%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS, L.P.                                                           | ALLIANT HOLDINGS LP 10%/ 10.5% PIK PREF PERP                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2056 | PA      | $2053.53      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                        | AMERICAN ROCK SALT TERM 1LN 06/12/2028                                                                  | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       474 | PA      | $469.24       | 0.00%             | 2028-06-12      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 6.25% 10/15/2034 144A                                                                    | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5078.21      | 0.01%             | 2034-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 6% 04/15/2030 144A                                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5146.99      | 0.01%             | 2030-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP CPIK VAR 11/30/2030                                                                       | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     23787 | PA      | $56115.34     | 0.15%             | 2030-11-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 5.75% 04/15/2033 144A                                                                      | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5090.00      | 0.01%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS                                                                     | NEW FORTRESS 12% 11/15/2029 144A                                                                        | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16468 | PA      | $4172.99      | 0.01%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 6% 10/15/2032 144A                                                            | CUSIP: 12769GAD2<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3816.12      | 0.01%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 7.375% 05/01/2033 144A                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5156.95      | 0.01%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                   | COX MEDIA GROUP TERM B2 1LN 06/18/2029                                                                  | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4917 | PA      | $4484.37      | 0.01%             | 2029-06-18      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 6.125% 11/01/2032 144A                                                          | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17293.86     | 0.05%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6% 02/01/2033 144A                                                                       | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5105.99      | 0.01%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6.25% 11/01/2034 144A                                                                    | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5152.65      | 0.01%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 9.75% 01/15/2029                                  | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5037.30      | 0.01%             | 2029-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                    | LIFE TIME INC 6% 11/15/2031 144A                                                                        | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14276.96     | 0.04%             | 2031-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                         | CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A                                                         | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     29000 | PA      | $29004.03     | 0.08%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES | APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES 7.875% 11/01/2029 144A | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14117.60     | 0.04%             | 2029-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.625% 05/15/2029                                                                  | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5173.85      | 0.01%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                   | CMG MEDIA CORP 8.875% 06/18/2029 144A                                                                   | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1640.00      | 0.00%             | 2029-06-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.75% 07/15/2029 144A                                                                    | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40199.48     | 0.11%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP PIK VAR 11/30/2030                                                                        | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     57960 | PA      | $60193.78     | 0.16%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI HOMES INC 7% 11/15/2032 144A                                                                        | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25471.49     | 0.07%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                    | ENBW INTERNATIONAL FINANCE BV 3.75% 11/20/2035 REGS                                                     | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |     50000 | PA      | $58477.44     | 0.16%             | 2035-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TPC GROUP INC                                                                    | TPC GROUP TERM 1LN 12/16/2031                                                                           | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |      4943 | PA      | $4291.74      | 0.01%             | 2031-12-16      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                             | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25056.68     | 0.07%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 10% 11/15/2029 144A                               | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3007.50      | 0.01%             | 2029-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS HOLDING LTD 8.25% 11/29/2031 144A                                                                   | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     17000 | PA      | $17629.00     | 0.05%             | 2031-11-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                | ILIAD HOLDING SAS 7% 04/15/2032 144A                                                                    | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     22000 | PA      | $22678.35     | 0.06%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                          | TGS ASA 8.5% 01/15/2030 144A                                                                            | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |      9000 | PA      | $9331.84      | 0.02%             | 2030-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                       | METHANEX US OPERATIONS INC 6.25% 03/15/2032 144A                                                        | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5133.80      | 0.01%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                                        | BOEING CO 6.858% 05/01/2054                                                                             | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    154000 | PA      | $175447.51    | 0.47%             | 2054-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO 6.298% 05/01/2029                                                                             | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3190.65      | 0.01%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO 6.388% 05/01/2031                                                                             | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2176.03      | 0.01%             | 2031-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO 6.528% 05/01/2034                                                                             | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3335.94      | 0.01%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO 6.259% 05/01/2027                                                                             | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2054.65      | 0.01%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO 7.008% 05/01/2064                                                                             | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4580.45      | 0.01%             | 2064-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC T5Y+NA 01/17/2040                                                                         | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25117.95     | 0.07%             | 2040-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP 7%/VAR 03/10/2055                                                                       | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24181.40     | 0.06%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP 6.75%/VAR 12/10/2054                                                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27981.10     | 0.07%             | 2054-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                      | HEXION TERM 1LN 03/15/2029                                                                              | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     10970 | PA      | $10663.56     | 0.03%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                         | AES CORP 6.95%/VAR 07/15/2055                                                                           | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4877.60      | 0.01%             | 2055-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/ FIN CORP                                                      | GENESIS ENERGY LP/ FIN CORP 8% 05/15/2033                                                               | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14443.20     | 0.04%             | 2033-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                 | UWM HOLDINGS LLC 6.625% 02/01/2030 144A                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5081.01      | 0.01%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                                               | RIOT PLATFORMS INC CONV 0.75% 01/15/2030 144A                                                           | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $13275.03     | 0.04%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONE SKY FLIGHT LLC                                                               | ONE SKY FLIGHT LLC 8.875% 12/15/2029 144A                                                               | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6349.76      | 0.02%             | 2029-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HORIZON US FINCO LP                                                              | THE TRAVEL CORP TERM B 1LN 10/31/2031                                                                   | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10955 | PA      | $10462.21     | 0.03%             | 2031-10-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 6.5% 07/01/2030 144A                                                               | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9395.37      | 0.03%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.5% 12/31/2031                                                                               | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $417000.00    | 1.11%             | 2031-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 6.75% 02/01/2032 144A                                                                      | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5074.50      | 0.01%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 6.875% 01/30/2030 144A                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12434.63     | 0.03%             | 2030-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                        | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 02/15/2030 144A                                         | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12473.76     | 0.03%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL PWR HLDGS S A                                                      | CONTOURGLOBAL PWR HLDGS S A 6.75% 02/28/2030 144A                                                       | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     16000 | PA      | $16460.00     | 0.04%             | 2030-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39459.01     | 0.11%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC 6.75% 03/01/2033 144A                                                             | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14577.32     | 0.04%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATP TOWER HOLDINGS/ ANDEAN TELECOM PARTNERS CHILE SPA/ ANDEAN TOWER PARTNERS C   | ATP TOWER HOLDINGS/ ANDEAN TELECOM PARTNERS CHILE SPA/ ANDEAN TOWER PARTNERS C 7.875% 02/03/2030 144A   | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9252.80      | 0.02%             | 2030-02-03      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     22000 | PA      | $22661.96     | 0.06%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                         | SLM CORP 6.5% 01/31/2030                                                                                | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6254.04      | 0.02%             | 2030-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                  | ATLAS AIR TERM B 1LN 03/18/2030                                                                         | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4987 | PA      | $4989.53      | 0.01%             | 2030-03-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                               | BX TRUST 2025-DIME TSFR1M+150 02/15/2035 144A                                                           | CUSIP: 05613UAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83000 | PA      | $82844.56     | 0.22%             | 2035-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                               | BX TRUST 2025-DIME TSFR1M+175 02/15/2035 144A                                                           | CUSIP: 05613UAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54000 | PA      | $53898.86     | 0.14%             | 2035-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                       | ADIENT GLOBAL HOLDINGS LTD 7.5% 02/15/2033 144A                                                         | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      6000 | PA      | $6211.70      | 0.02%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 7.5% 09/15/2031 144A                                                               | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16733.46     | 0.04%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.875% 03/01/2028 144A                                                       | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16269.25     | 0.04%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                                        | STONEPEAK NILE PARENT LLC 7.25% 03/15/2032 144A                                                         | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4227.55      | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                           | TWITTER TERM B1 1LN 10/26/2029                                                                          | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16944 | PA      | $16486.36     | 0.04%             | 2029-10-26      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PENNYMAC FINANCIAL SERVICES INC 6.875% 02/15/2033 144A                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6245.15      | 0.02%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                     | OT MIDCO INC 10% 02/15/2030 144A                                                                        | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $3963.02      | 0.01%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                  | WHP TERM B 1LN 02/20/2032                                                                               | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |      8978 | PA      | $8984.50      | 0.02%             | 2032-02-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                       | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                           | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |     22000 | PA      | $22859.91     | 0.06%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS INC 7%/VAR 04/15/2055                                                             | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $3118.21      | 0.01%             | 2055-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                         | SNAP INC 6.875% 03/01/2033 144A                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5150.68      | 0.01%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS INC 7.125%/VAR 04/15/2055                                                         | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $3175.66      | 0.01%             | 2055-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                           | X TERM 1LN 10/26/2029                                                                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15000 | PA      | $14856.30     | 0.04%             | 2029-10-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.75% 02/15/2045                                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $30473.44     | 0.08%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.75% 03/15/2030 144A                                                                     | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     14000 | PA      | $14388.74     | 0.04%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING INC                                               | SIXTH STREET SPECIALTY LENDING INC 5.625% 08/15/2030                                                    | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101220.29    | 0.27%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.25% 03/15/2033 144A            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5177.56      | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INC                                                            | AMSTED INDUSTRIES INC 6.375% 03/15/2033 144A                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6207.42      | 0.02%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 6.375% 03/15/2033 144A                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16733.86     | 0.04%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                                          | WEX INC 6.5% 03/15/2033 144A                                                                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2039.83      | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                        | OLIN CORP 6.625% 04/01/2033 144A                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15893.14     | 0.04%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                               | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |     52792 | PA      | $23552.84     | 0.06%             | 2028-10-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| WALKER and DUNLOP INC                                                            | WALKER and DUNLOP INC 6.625% 04/01/2033 144A                                                            | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5139.19      | 0.01%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.75% 03/15/2032                                                                   | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5110.19      | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                           | BRIGHTSPEED TERM B 1LN 10/03/2031                                                                       | CUSIP: 20752KAR4<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |      2157 | PA      | $1409.78      | 0.00%             | 2031-10-03      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                           | BRIGHTSPEED TERM B-DD 1LN 04/03/2031                                                                    | CUSIP: 20752KAP8<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |     16000 | PA      | $14141.77     | 0.04%             | 2031-04-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC 6.75% 04/15/2033                                                                  | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101509.28    | 0.27%             | 2033-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC 6.5% 04/15/2030                                                                   | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84865.44     | 0.23%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                              | AXON ENTERPRISE INC 6.125% 03/15/2030 144A                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14430.78     | 0.04%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                              | AXON ENTERPRISE INC 6.25% 03/15/2033 144A                                                               | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5191.16      | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                               | FORESTAR GROUP INC 6.5% 03/15/2033 144A                                                                 | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12351.28     | 0.03%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                         | ACADIA HEALTHCARE CO INC 7.375% 03/15/2033 144A                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5095.34      | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26644.40     | 0.07%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE LLC 6.75% 03/15/2033 144A                                                      | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5245.93      | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                         | VIRIDIEN 10% 10/15/2030 144A                                                                            | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |      9000 | PA      | $9487.58      | 0.03%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 6.25% 03/15/2030                                                                   | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3135.78      | 0.01%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                                   | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9460.73      | 0.03%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                            | WILLIAMS SCOTSMAN INC 6.625% 04/15/2030 144A                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5162.96      | 0.01%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 3.375% 12/12/2035 REGS                                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     26000 | PA      | $30929.72     | 0.08%             | 2035-12-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                  | NATGASOLINE TERM B 1LN 03/29/2030                                                                       | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |     10842 | PA      | $10887.20     | 0.03%             | 2030-03-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 7.375%/VAR 09/15/2055                                                                        | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10168.41     | 0.03%             | 2055-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC          | MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC 11.875% 04/15/2031 144A         | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6274.68      | 0.02%             | 2031-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC          | MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC 8.25% 04/15/2030 144A           | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3119.89      | 0.01%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD 10% 04/15/2032 144A                                                                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     34000 | PA      | $35149.71     | 0.09%             | 2032-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-SPOT                                           | BX COMMERCIAL MORTGAGE TRUST 2025-SPOT TSFR1M+144.34 04/15/2040 144A                                    | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90664 | PA      | $90664.18     | 0.24%             | 2040-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 6.25% 07/01/2033 144A                                                                         | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5135.61      | 0.01%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 8.375% 01/15/2031 144A                                             | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6287.48      | 0.02%             | 2031-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                             | CAPSTONE COPPER CORP 6.75% 03/31/2033 144A                                                              | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5186.66      | 0.01%             | 2033-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 8.625% 03/15/2033 144A                                             | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4182.32      | 0.01%             | 2033-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     24950 | PA      | $24613.18     | 0.07%             | 2030-10-08      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 6.75% 04/15/2032 144A                                               | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16144.22     | 0.04%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                      | DEL MONTE TERM FLFO B 1LN 8/2/2028                                                                      | CUSIP: 24521WAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       344 | PA      | $157.75       | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                                                               | BW REAL ESTATE INC 9.5%/VAR PERP 144A                                                                   | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     12000 | PA      | $12237.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5%/VAR 01/31/2056                                  | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      7000 | PA      | $7195.82      | 0.02%             | 2056-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 6.5% 10/15/2030 144A                                                               | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5212.07      | 0.01%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.5% 05/01/2033 144A                                                 | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5448.38      | 0.01%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.75% 05/01/2035 144A                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5570.45      | 0.01%             | 2035-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 04/30/2032                                                                                 | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $81175.00     | 0.22%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                                        | QXO BUILDING PRODUCTS INC 6.75% 04/30/2032 144A                                                         | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27152.22     | 0.07%             | 2032-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACRISURE HOLDINGS INC                                                            | ACRISURE HOLDINGS INC SER A-2 PC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       402 | NS      | $10757.52     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 6.75% 05/01/2033 144A                                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13596.43     | 0.04%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                         | JEFFERSON CAPITAL HOLDIN 8.25% 05/15/2030 144A                                                          | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5230.73      | 0.01%             | 2030-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                            | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2102000 | PA      | $2127289.69   | 5.67%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PENNYMAC FINANCIAL SERVICES INC 6.875% 05/15/2032 144A                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12527.30     | 0.03%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE INC 6.75% 05/15/2035 144A                                                          | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20039.17     | 0.05%             | 2035-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                           | FAIR ISAAC CORPORATION 6% 05/15/2033 144A                                                               | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16445.60     | 0.04%             | 2033-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC EUAMDB01+NA 08/14/2031 REGS                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $117494.16    | 0.31%             | 2031-08-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.875% 07/15/2030 144A                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      5000 | PA      | $5148.47      | 0.01%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.875% 06/15/2031 144A                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     13000 | PA      | $13385.46     | 0.04%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                               | CROWN AMERICAS LLC 5.875% 06/01/2033 144A                                                               | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13308.66     | 0.04%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 05/31/2033 144A                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13324.95     | 0.04%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| ENPRO INC                                                                        | ENPRO INC 6.125% 06/01/2033 144A                                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5165.01      | 0.01%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 7.875% 06/15/2032                                                                          | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5166.27      | 0.01%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 6.75% 06/15/2033 144A                                                                    | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5272.96      | 0.01%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                               | AVIS BUDG CAR RENT LLC/FIN INC 8.375% 06/15/2032 144A                                                   | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5148.17      | 0.01%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 3.75% 10/12/2045 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     35000 | PA      | $40460.85     | 0.11%             | 2045-10-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 7% 06/15/2030 144A                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13646.52     | 0.04%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 7.25% 06/15/2033 144A                                                                 | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13762.44     | 0.04%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | COREWEAVE INC 9.25% 06/01/2030 144A                                                                     | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11993.87     | 0.03%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                    | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.75% 12/01/2030                                          | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $207553.60    | 0.55%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 6.75% 07/15/2033 144A                                                                        | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13508.50     | 0.04%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                           | CACI INTERNATIONAL INC 6.375% 06/15/2033 144A                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12510.05     | 0.03%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                              | RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 06/15/2033 144A                                                | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5195.84      | 0.01%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.125% 09/15/2032                                                                  | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5178.33      | 0.01%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 6.25% 06/01/2032 144A                                                                         | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19873.34     | 0.05%             | 2032-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                           | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC 10% 01/15/2031 144A                              | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5748.83      | 0.02%             | 2031-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                    | JH NORTH AMERICA HOLDINGS INC 6.125% 07/31/2032 144A                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5125.41      | 0.01%             | 2032-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                      | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6.875% 06/15/2030 144A                                    | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13436.72     | 0.04%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                       | ARES STRATEGIC INCOME FUND 5.8% 09/09/2030 144A                                                         | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10107.05     | 0.03%             | 2030-09-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA LLC / ARU FIN CORP                                        | ASCENT RESOURCES UTICA LLC / ARU FIN CORP 6.625% 07/15/2033 144A                                        | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4076.78      | 0.01%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                             | ROCKET COS INC 6.125% 08/01/2030 144A                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13494.81     | 0.04%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                             | ROCKET COS INC 6.375% 08/01/2033 144A                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13613.18     | 0.04%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 6.75% 07/01/2032 144A                                               | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5121.40      | 0.01%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                         | X.AI TERM B 1LN 06/28/2030                                                                              | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13970 | PA      | $13488.59     | 0.04%             | 2030-06-28      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                         | X.AI TERM 1LN 06/28/2030                                                                                | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       998 | PA      | $1024.93      | 0.00%             | 2030-06-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | WHIRLPOOL CORP 6.125% 06/15/2030                                                                        | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14140.77     | 0.04%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | WHIRLPOOL CORP 6.5% 06/15/2033                                                                          | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26830.90     | 0.07%             | 2033-06-15      | 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 8.625% 06/15/2032 144A                       | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9588.77      | 0.03%             | 2032-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                                              | NEW HOME CO INC/THE 8.5% 11/01/2030 144A                                                                | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3090.07      | 0.01%             | 2030-11-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 7.125% 07/01/2033 144A                                                | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5078.27      | 0.01%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US LONG BOND(CBT) FUT MAR26 USH6                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         1 | NC      | $944.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 10YR ULTRA FUT MAR26 UXYH6                                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         1 | NC      | $795.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 6.875% 06/30/2033 144A                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19349.35     | 0.05%             | 2033-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                               | RITHM CAPITAL CORP 8% 07/15/2030 144A                                                                   | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6115.59      | 0.02%             | 2030-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                             | BEACON MOBILITY CORP 7.25% 08/01/2030 144A                                                              | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3139.71      | 0.01%             | 2030-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 9.75% 04/15/2030 144A                                        | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4345.42      | 0.01%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NOURISH BUYER I INC                                                              | ACTUS NUTRITION TERM B 1LN 07/12/2032                                                                   | CUSIP: 66979CAH4<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |     10000 | PA      | $10025.00     | 0.03%             | 2032-07-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                                                      | GPD COS INC PIK 12.5% 12/31/2029 144A                                                                   | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5176 | PA      | $2811.80      | 0.01%             | 2029-12-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                         | SGUS LLC 11% 12/15/2029 144A                                                                            | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8166 | PA      | $6617.37      | 0.02%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| X.AI LLC / X.AI CO ISSUER CO                                                     | X.AI LLC / X.AI CO ISSUER CO 12.5% 06/30/2030                                                           | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $22095.91     | 0.06%             | 2030-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC 8.5% 07/15/2032 144A                                                             | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5193.75      | 0.01%             | 2032-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                | TELUS CORPORATION 6.625%/VAR 10/15/2055                                                                 | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $6149.03      | 0.02%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                | TELUS CORPORATION 7%/VAR 10/15/2055                                                                     | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $3131.64      | 0.01%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                                    | LFS TOPCO LLC 8.75% 07/15/2030 144A                                                                     | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16621.45     | 0.04%             | 2030-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS TERM B 1LN 06/30/2032                                                                | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |      4000 | PA      | $3981.36      | 0.01%             | 2032-06-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 5YR NOTE (CBT) FUT MAR26 FVH6                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         1 | NC      | $287.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIAN TELECOM HOLDING and MANAGEMENT LTD                                         | AXIAN TELECOM HOLDING and MANAGEMENT LTD 7.25% 07/11/2030 144A                                          | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |      6000 | PA      | $6061.86      | 0.02%             | 2030-07-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                       | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 7.375% 06/30/2033 144A                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5122.35      | 0.01%             | 2033-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                    | GOLAR LNG LTD CONV 2.75% 12/15/2030 144A                                                                | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |      7000 | PA      | $6733.45      | 0.02%             | 2030-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 2YR NOTE (CBT) FUT MAR26 TUH6                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         1 | NC      | $109.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                         | CHAMPION IRON CANADA INC 7.875% 07/15/2032 144A                                                         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5265.66      | 0.01%             | 2032-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042                                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11198.18     | 0.03%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                      | DEL MONTE FOODS CORP II INC TERM TLB DIP ROLLUP 03/30/2026                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3880 | PA      | $3142.99      | 0.01%             | 2026-03-30      | Variable      | 0.14%                 | No            |                  3 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                      | DEL MONTE FOODS CORP II INC PIK TERM TLA DIP 03/30/2026                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2949 | PA      | $2808.75      | 0.01%             | 2026-03-30      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                    | LONG GILT FUTURE MAR26 G H6                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        -1 | NC      | $-1030.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.5% 01/15/2034 144A                                                 | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13445.94     | 0.04%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.75% 01/15/2036 144A                                                | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13625.85     | 0.04%             | 2036-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                     | DISCOVERY COMMUNICATIONS LLC 6.35% 06/01/2040                                                           | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3606.20      | 0.01%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032                                                              | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1827.50      | 0.00%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052                                                              | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2244.00      | 0.01%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                     | DISCOVERY COMMUNICATIONS LLC 5% 09/20/2037                                                              | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2551.80      | 0.01%             | 2037-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 5.75% 09/15/2033 144A                                                  | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5124.95      | 0.01%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.75% 12/01/2034 144A                                           | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      5000 | PA      | $5139.90      | 0.01%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.25% 12/15/2029 144A                                           | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      9000 | PA      | $9561.15      | 0.03%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.75% 08/01/2032 144A                                                                     | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      5000 | PA      | $5125.57      | 0.01%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                   | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.625%/VAR 03/01/2055                                    | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $2072.47      | 0.01%             | 2055-03-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 9.375% 08/01/2032 144A                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13800.31     | 0.04%             | 2032-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| AECOM                                                                            | AECOM 6% 08/01/2033 144A                                                                                | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20558.80     | 0.05%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                                         | CENTURY ALUMINUM COMPANY 6.875% 08/01/2032 144A                                                         | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6096.82      | 0.02%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                  | STANDARD BUILDING SOLUTIONS INC 6.25% 08/01/2033 144A                                                   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26666.77     | 0.07%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER LLC                                                      | INVERSION ESCROW ISSUER LLC 6.75% 08/01/2032 144A                                                       | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25397.25     | 0.07%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | COREWEAVE INC 9% 02/01/2031 144A                                                                        | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23527.25     | 0.06%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 03/15/2033 144A                                                 | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13663.86     | 0.04%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                   | ASHTON WOODS USA LLC/FIN CO 6.875% 08/01/2033 144A                                                      | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5025.48      | 0.01%             | 2033-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.125% 02/15/2031 144A                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13530.49     | 0.04%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                                 | AMERITEX HOLDCO INTERMEDIATE LLC 7.625% 08/15/2033 144A                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5252.97      | 0.01%             | 2033-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                     | STRATEGY INC 9%/VAR PERP PFD                                                                            | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |        60 | NS      | $5806.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                                    | C and S WHOLESALE GROCERS TERM B 1LN 9/20/2030                                                          | CUSIP: 12676AAB1<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |      5000 | PA      | $4918.75      | 0.01%             | 2030-09-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | US LBM TERM B 1LN 06/06/2031                                                                            | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      6997 | PA      | $6911.05      | 0.02%             | 2031-06-06      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                    | EW SCRIPPS CO 9.875% 08/15/2030 144A                                                                    | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9069.83      | 0.02%             | 2030-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 9.75% 01/15/2034 144A                                                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5317.40      | 0.01%             | 2034-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.125% 05/15/2030                                                                  | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5080.40      | 0.01%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                                | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13399.36     | 0.04%             | 2031-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.25% 08/15/2035                                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2640000 | PA      | $2691150.00   | 7.17%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 7% 03/31/2034 144A                                                                | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19460.56     | 0.05%             | 2034-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC REIT                                                     | MILLROSE PROPERTIES INC REIT 6.375% 08/01/2030 144A                                                     | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5100.64      | 0.01%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | KILROY REALTY LP 5.875% 10/15/2035                                                                      | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37534.02     | 0.10%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                             | HOWARD MIDSTREAM ENERGY PARTNERS LLC 6.625% 01/15/2034 144A                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5125.74      | 0.01%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                         | LINDBLAD EXPEDITIONS LLC 7% 09/15/2030 144A                                                             | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5127.92      | 0.01%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PENNYMAC FINANCIAL SERVICES INC 6.75% 02/15/2034 144A                                                   | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5152.14      | 0.01%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                         | SNAP INC 6.875% 03/15/2034 144A                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5111.01      | 0.01%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 6.625% 08/15/2032 144A                                                             | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12904.35     | 0.03%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                   | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.5%/VAR 03/01/2055                                      | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $9545.56      | 0.03%             | 2055-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                                                 | QUIDELORTHO TERM B 1LN 08/23/2032                                                                       | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |      5000 | PA      | $4973.45      | 0.01%             | 2032-08-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                      | SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 144A                                                         | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     13834 | PA      | $4793.53      | 0.01%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 6.5%/VAR 02/15/2056                                                                  | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4929.29      | 0.01%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 6.75%/VAR 02/15/2056                                                                 | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4975.29      | 0.01%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.25% 01/31/2034 144A                                                                     | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5184.20      | 0.01%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 6.375% 08/15/2033 144A                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3027.27      | 0.01%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.75% 01/31/2034 144A                                                                     | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13582.92     | 0.04%             | 2034-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 5.625% 08/15/2030 144A                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5094.67      | 0.01%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 6% 08/15/2033 144A                                                                            | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13360.83     | 0.04%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                           | CONNECT HOLDING II LLC 10.5% 04/03/2031 144A                                                            | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4739.43      | 0.01%             | 2031-04-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 7.25% 01/12/2056                                                          | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    174000 | PA      | $173652.00    | 0.46%             | 2056-01-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 6.75% 10/01/2035 144A                                                           | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5137.43      | 0.01%             | 2035-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MOTOR CREDIT CO LLC 5.73% 09/05/2030                                                               | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5088.56      | 0.01%             | 2030-09-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 6.5% 10/01/2033 144A                                                            | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12240.65     | 0.03%             | 2033-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                      | GLOBAL MEDICAL RESPONSE INC 7.375% 10/01/2032 144A                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3160.80      | 0.01%             | 2032-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                                          | DREAM FINDERS HOMES INC 6.875% 09/15/2030 144A                                                          | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6046.77      | 0.02%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6.75% 03/15/2034 144A                      | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5005.91      | 0.01%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.5% 03/15/2033                                                                    | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5024.20      | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CENTURY CMNTYS INC                                                               | CENTURY COMMUNITIES INC 6.625% 09/15/2033 144A                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6084.29      | 0.02%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                        | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 09/15/2032 144A                                         | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13371.48     | 0.04%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 7.875%/VAR PERP 144A                                                                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |     15000 | PA      | $15262.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 5.625% 03/15/2031 144A                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5028.45      | 0.01%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 5.875% 03/15/2034 144A                                                                        | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5032.21      | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 6.25% 09/15/2033 144A                                                                      | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     12000 | PA      | $11856.33     | 0.03%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC REIT                                                     | MILLROSE PROPERTIES INC REIT 6.25% 09/15/2032 144A                                                      | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5056.48      | 0.01%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                             | AMKOR TECHNOLOGY INC 5.875% 10/01/2033 144A                                                             | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3054.06      | 0.01%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 10/15/2033 144A                          | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5024.72      | 0.01%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                 | UWM HOLDINGS LLC 6.25% 03/15/2031 144A                                                                  | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5022.11      | 0.01%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIGHT and WONDER INTERNATIONAL INC                                               | LIGHT and WONDER INTERNATIONAL INC 6.25% 10/01/2033 144A                                                | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12073.74     | 0.03%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| HAWAIIAN ELECTRIC CO INC                                                         | HAWAIIAN ELECTRIC CO INC 6% 10/01/2033 144A                                                             | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5062.68      | 0.01%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD                                                       | NAVIGATOR AIRCRAFT ABS LTD 1 A 0% 10/15/2050 144A                                                       | CUSIP: 63943GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    248754 | PA      | $247386.87    | 0.66%             | 2050-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                            | ZF NORTH AMER CAP INC 7.5% 03/24/2031 144A                                                              | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4947.21      | 0.01%             | 2031-03-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP 5.625% 01/31/2034 144A                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13177.47     | 0.04%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                              | AMERICAN AXLE and MFG INC 6.375% 10/15/2032 144A                                                        | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5030.67      | 0.01%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                              | AMERICAN AXLE and MFG INC 7.75% 10/15/2033 144A                                                         | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13129.26     | 0.03%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                           | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.25% 10/01/2033 144A                            | CUSIP: 91740PAH1<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9080.67      | 0.02%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORVIA                                                                           | FORVIA 6.75% 09/15/2033 144A                                                                            | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      6000 | PA      | $6108.13      | 0.02%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                       | WEBER BLACKSTONE TERM B 1LN 10/1/2032                                                                   | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     20000 | PA      | $19966.60     | 0.05%             | 2032-10-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                                  | SOLSTICE ADVANCED MATERIALS INC 5.625% 09/30/2033 144A                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13071.14     | 0.03%             | 2033-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                              | AMERICAN AXLE and MANUFACTURING TERM C 1LN 2/24/2032                                                    | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |      5000 | PA      | $5000.00      | 0.01%             | 2032-02-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                          | PARK RIVER HOLDINGS INC 8% 03/15/2031 144A                                                              | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5165.26      | 0.01%             | 2031-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 7% 04/01/2031 144A                                                                | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $5196.88      | 0.01%             | 2031-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                                          | SCIENCE APPLICATIONS INTERNATIONAL CORP 5.875% 11/01/2033 144A                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12949.72     | 0.03%             | 2033-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTORS INC                                                    | NATIONAL HEALTH INVESTORS INC 5.35% 02/01/2033                                                          | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19907.99     | 0.05%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | LAMAR MEDIA CORP 5.375% 11/01/2033 144A                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13014.17     | 0.03%             | 2033-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                    | GOLAR LNG LTD 7.5% 10/02/2030 144A                                                                      | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     13000 | PA      | $12638.47     | 0.03%             | 2030-10-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                                             | CROSSCOUNTRY INTERMEDIATE HOLDCO LLC 6.5% 10/01/2030 144A                                               | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5063.48      | 0.01%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 5.25% 10/15/2028 144A                                                              | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5034.18      | 0.01%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                          | UNITI GROUP TERM B 1LN 10/6/2032                                                                        | CUSIP: 97381JAK9<br>LEI: 549300L3SXBFJVGRCF66 | Long             | LON              | CORP              | US        |     10000 | PA      | $9943.80      | 0.03%             | 2032-10-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                          | WINDSTREAM SERVICES LLC 7.5% 10/15/2033 144A                                                            | CUSIP: 97382BAB5<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13229.85     | 0.04%             | 2033-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP 7% 01/15/2034 144A                                                                  | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4987.42      | 0.01%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.75% 01/15/2034 144A                                                                    | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13104.22     | 0.03%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6% 01/15/2036 144A                                                                       | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13202.70     | 0.04%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| P3 GROUP SARL                                                                    | P3 GROUP SARL 3.75% 04/02/2033 REGS                                                                     | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $114721.56    | 0.31%             | 2033-04-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EF HOLDCO / EF CAYMAN HOLD / ELLINGTON FIN REIT CAYMAN/TRS / EF CAYMAN NON-MTM   | EF HOLDCO / EF CAYMAN HOLD / ELLINGTON FIN REIT CAYMAN/TRS / EF CAYMAN NON-MTM 7.375% 09/30/2030 144A   | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7071.58      | 0.02%             | 2030-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                | WBI OPERATING LLC 6.25% 10/15/2030 144A                                                                 | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5002.00      | 0.01%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 5.75% 01/15/2031 144A                                                              | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5081.74      | 0.01%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                | WBI OPERATING LLC 6.5% 10/15/2033 144A                                                                  | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4997.58      | 0.01%             | 2033-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD 5.875% 10/15/2033 144A                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     19000 | PA      | $19308.03     | 0.05%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE PIK VAR 06/15/2031                                                                     | CUSIP: 977852AS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2999 | PA      | $2429.19      | 0.01%             | 2031-06-15      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE CONV 2.5% 06/15/2031                                                                   | CUSIP: 977852AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $3388.75      | 0.01%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE PIK VAR 06/23/2030 144A                                                                | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1397 | PA      | $1529.72      | 0.00%             | 2030-06-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                             | GRUBHUB HOLDINGS INC PIK 13% 07/31/2030 144A                                                            | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1883 | PA      | $1597.36      | 0.00%             | 2030-07-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP/THE                                                            | ADT SECURITY CORP/THE 5.875% 10/15/2033 144A                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7104.69      | 0.02%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 7.875% 10/15/2032 144A                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5212.05      | 0.01%             | 2032-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.5% 04/15/2032 144A                                                                   | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     42344 | PA      | $41197.71     | 0.11%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.875% 10/15/2030 144A                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      6930 | PA      | $6828.39      | 0.02%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.875% 07/15/2032 144A                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     39804 | PA      | $38797.53     | 0.10%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                             | ALPHA GENERATION LLC 6.25% 01/15/2034 144A                                                              | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5007.85      | 0.01%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1                                          | ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1 10% 01/15/2033 144A                                             | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4000 | PA      | $3810.44      | 0.01%             | 2033-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE CONV 2.5% 06/15/2031 144A                                                              | CUSIP: 977852AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $1694.38      | 0.00%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                    | MODIVCARE TERM DD 1LN 02/22/2026                                                                        | CUSIP: 60783LAJ9<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |       568 | PA      | $550.89       | 0.00%             | 2026-02-22      | Variable      | 0.11%                 | No            |                  3 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                         | LUXCO 3                                                                                                 | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |       637 | NS      | $9645.82      | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                         | ALTICE FRANCE HOLDING SA CVR                                                                            | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |        16 | NS      | $184.36       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DAWN BIDCO LLC                                                                   | DAWN BIDCO TERM B 1LN 10/07/2032                                                                        | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4984.65      | 0.01%             | 2032-10-07      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                          | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 9% 08/01/2029 144A                              | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2996.38      | 0.01%             | 2029-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                          | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 8.75% 05/01/2029 144A                           | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2970.39      | 0.01%             | 2029-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                          | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 5% 05/01/2028 144A                              | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $19566.93     | 0.05%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                          | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 5.75% 05/15/2028 144A                           | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9391.37      | 0.03%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | SFR TERM B13 1LN 05/14/2029                                                                             | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |       768 | PA      | $763.34       | 0.00%             | 2029-05-14      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | SFR TERM B14 1LN 5/31/2031                                                                              | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |      8450 | PA      | $8467.13      | 0.02%             | 2031-05-31      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY TERM B 1LN 10/11/2032                                                                      | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      5000 | PA      | $5000.00      | 0.01%             | 2032-10-11      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 6.25% 02/01/2034 144A                                                           | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13246.01     | 0.04%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 6.5% 02/01/2036 144A                                                            | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13440.51     | 0.04%             | 2036-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                 | WULF COMPUTE LLC 7.75% 10/15/2030 144A                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19644.49     | 0.05%             | 2030-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GGAM MASTER TR INTERNATIONA LTD / LLC                                            | GGAM MASTER TR INTERNATIONA LTD / LLC 5.923% 09/30/2060 144A                                            | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $252866.98    | 0.67%             | 2060-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 5.5% 03/31/2031 144A             | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5068.33      | 0.01%             | 2031-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA                                                            | VOLCAN CIA MINERA SAA 8.5% 10/28/2032 144A                                                              | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      9000 | PA      | $9127.80      | 0.02%             | 2032-10-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.75% 10/31/2032                                                                              | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $14964.84     | 0.04%             | 2032-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.625% 10/31/2030                                                                             | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     44000 | PA      | $44037.81     | 0.12%             | 2030-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                             | KAISER ALUMINUM CORP 5.875% 03/01/2034 144A                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6976.87      | 0.02%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                                                    | WHITE CAP SUPPLY HOLDINGS LLC 7.375% 11/15/2030 144A                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3059.75      | 0.01%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                     | TERAWULF INC CONV 0% 05/01/2032 144A                                                                    | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5079.17      | 0.01%             | 2032-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH TERM Initial Exchange Term Loans 1LN 06/28/2029                                             | CUSIP: 13781HAS9<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |      2941 | PA      | $2294.15      | 0.01%             | 2029-06-28      | Variable      | 0.14%                 | No            |                  3 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 10.375% 05/15/2031 144A                                                            | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19209.70     | 0.05%             | 2031-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 5.5% 11/15/2032 144A                                                              | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5079.23      | 0.01%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6% 11/15/2033 144A                                                                | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5162.64      | 0.01%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.75% 11/15/2032 144A                                                   | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5153.61      | 0.01%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                               | CIPHER COMPUTE LLC 7.125% 11/15/2030 144A                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16255.04     | 0.04%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 6.75% 11/15/2032 144A                                                                       | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13264.59     | 0.04%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                         | ALLISON TRANSMISSION INC 5.875% 12/01/2033 144A                                                         | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5045.55      | 0.01%             | 2033-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 6.625% 08/15/2032 144A                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5154.66      | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 4.625% 05/01/2030 144A                                                                        | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15597.41     | 0.04%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 4.5% 10/01/2029 144A                                                                          | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1948.66      | 0.01%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                        | CARPENTER TECHNOLOGY CORP 5.625% 03/01/2034 144A                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13212.58     | 0.04%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                               | APLD COMPUTECO LLC 9.25% 12/15/2030 144A                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28912.49     | 0.08%             | 2030-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                             | COMMERCIAL METALS CO 5.75% 11/15/2033 144A                                                              | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12271.55     | 0.03%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                             | COMMERCIAL METALS CO 6% 12/15/2035 144A                                                                 | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12224.08     | 0.03%             | 2035-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 7.75% 04/15/2034 144A                                              | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12200.54     | 0.03%             | 2034-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                                      | ACUSHNET CO 5.625% 12/01/2033 144A                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4031.08      | 0.01%             | 2033-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                        | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 8%/VAR 06/01/2056                                             | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13246.05     | 0.04%             | 2056-06-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS LLC                                              | SYNERGY INFRASTRUCTURE HOLDINGS LLC 7.875% 12/01/2030 144A                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5151.42      | 0.01%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 6.5% 02/15/2031 144A                                                              | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12258.17     | 0.03%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                                        | DHL GROUP 3.75% 11/25/2037 REGS                                                                         | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |     10000 | PA      | $11640.11     | 0.03%             | 2037-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                                             | CROSSCOUNTRY INTERMEDIATE HOLDCO LLC 6.75% 12/01/2032 144A                                              | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5055.76      | 0.01%             | 2032-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6.25% 01/30/2031 144A         | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19330.18     | 0.05%             | 2031-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                                            | DBR LAND HOLDINGS LLC 6.25% 12/01/2030 144A                                                             | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13166.53     | 0.04%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY RV                                                  | MASSACHUSET REV 6.625% 10/1/2030                                                                        | CUSIP: 57585BQT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35504.86     | 0.09%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                    | UNITED RENTALS NORTH AMER INC 5.375% 11/15/2033 144A                                                    | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19043.63     | 0.05%             | 2033-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer