# EDGAR Filing Document

**Accession Number:** 0000795422
**File Stem:** 0000035402-26-000423
**Filing Date:** 2026-1
**Character Count:** 633002
**Document Hash:** fa2f3df61287b55946460fcf24e520ea
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000423.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000423

**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 ADVISOR SERIES II
- **CENTRAL INDEX KEY:** 0000795422

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04707
- **FILM NUMBER:** 26555357

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY DIVERSIFIED TRUST
- **DATE OF NAME CHANGE:** 19930706

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PLYMOUTH FUND
- **DATE OF NAME CHANGE:** 19920130

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PLYMOUTH INVESTMENT SERIES
- **DATE OF NAME CHANGE:** 19911204

## Series and Classes Contracts Data

### Fidelity Advisor Limited Term Bond Fund (Series ID: S000005131)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000014032 | Class A                         | FDIAX           |
| C000014034 | Class C                         | FNBCX           |
| C000014035 | Class M                         | FTBRX           |
| C000014036 | Class I                         | EFIPX           |
| C000132104 | Fidelity Limited Term Bond Fund | FJRLX           |
| C000204996 | Class Z                         | FIKRX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity Advisor® Limited Term Bond Fund**

**November 30, 2025**

LTB-NPRT1-0126

1.813046.121 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 10.0%** | &nbsp;&nbsp;**Asset-Backed Securities - 10.0%** | &nbsp;&nbsp;**Asset-Backed Securities - 10.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.6%  |  |  |
| Hartwick Park Clo Ltd Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.16%, 5.0444% 1/20/2037 (b)(c)(d) | 3718000 | 3716885 |
| Neuberger Berman Ln Advisers Nbla Clo 50 Ltd / Neuberger Berman Ln Series 2024-50A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.1098% 7/23/2036 (b)(c)(d) | 6933000 | 6935024 |
| Valley Stream Pk Clo Ltd / Vy Stream Pk Clo LLC Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.19%, 5.0744% 1/20/2037 (b)(c)(d) | 5784000 | 5781918 |
| TOTAL BAILIWICK OF JERSEY |  | 16433827 |
| CANADA - 0.0%  |  |  |
| Chesapeake Funding II LLC Series 2023-2A Class A1, 6.16% 10/15/2035 (b) | 299660 | 303566 |
| Chesapeake Funding II LLC Series 2024-1A Class A1, 5.52% 5/15/2036 (b) | 553466 | 559374 |
| TOTAL CANADA |  | 862940 |
| GRAND CAYMAN (UK OVERSEAS TER) - 3.6%  |  |  |
| Ares LIV CLO Ltd Series 2025-54A Class AR2, CME Term SOFR 3 month Index + 1.31%, 5.2145% 7/15/2038 (b)(c)(d) | 2953000 | 2955548 |
| Bain Capital Credit Clo Ltd Series 2025-5A Class ARR, CME Term SOFR 3 month Index + 1.15%, 5.0344% 4/20/2034 (b)(c)(d) | 7540000 | 7536592 |
| Barings CLO Ltd Series 2024-3A Class A1RR, CME Term SOFR 3 month Index + 1.14%, 5.0244% 1/20/2036 (b)(c)(d) | 2400000 | 2400751 |
| Bbam US Clo I Ltd Series 2025-1A Class D1R, CME Term SOFR 3 month Index + 3%, 6.9045% 3/30/2038 (b)(c)(d) | 125000 | 124560 |
| Benefit Street Partners Clo Xxii Ltd Series 2025-22A Class ARR, CME Term SOFR 3 month Index + 1.15%, 5.0344% 4/20/2035 (b)(c)(d) | 7900000 | 7908050 |
| Buckhorn Park Clo Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.07%, 4.9544% 7/18/2034 (b)(c)(d) | 4766000 | 4767244 |
| Carlyle US Clo Ltd Series 2024-6A Class E, CME Term SOFR 3 month Index + 5.75%, 9.608% 10/25/2037 (b)(c)(d) | 150000 | 151008 |
| CIFC Funding Ltd Series 2025-4A Class D2R, CME Term SOFR 3 month Index + 3.75%, 7.6316% 1/17/2038 (b)(c)(d) | 100000 | 99922 |
| Dryden 104 Clo Ltd / Dryden 104 Clo LLC Series 2024-104A Class A1R, CME Term SOFR 3 month Index + 1.29%, 5.179% 8/20/2034 (b)(c)(d) | 2769000 | 2773544 |
| Dryden 68 Clo Ltd Series 2024-68A Class ARR, CME Term SOFR 3 month Index + 1.1%, 5.0045% 7/15/2035 (b)(c)(d) | 4228000 | 4219591 |
| Flatiron Clo 28 Ltd / Flatiron Clo LLC Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.08%, 4.9845% 7/15/2036 (b)(c)(d) | 10354000 | 10367802 |
| Flatiron Clo Ltd Series 2025-1A Class AR2, CME Term SOFR 3 month Index + 1.18%, 5.0318% 11/16/2034 (b)(c)(d) | 3064858 | 3065588 |
| Horizon Aircraft Finance Ltd Series 2019-1 Class A, 3.721% 7/15/2039 (b) | 360391 | 353170 |
| Invesco CLO 2021-3 Ltd Series 2025-3A Class A1R, CME Term SOFR 3 month Index + 1.08%, 4.9374% 10/22/2034 (b)(c)(d) | 5100000 | 5098608 |
| Madison Pk Fdg Xlv Ltd / Madison Pk Fdg Xlv LLC Series 2024-45A Class ARR, CME Term SOFR 3 month Index + 1.08%, 4.9845% 7/15/2034 (b)(c)(d) | 4205000 | 4207220 |
| Magnetite Xxii Ltd / Magnetite Xxii LLC Series 2024-22A Class ARR, CME Term SOFR 3 month Index + 1.25%, 5.1545% 7/15/2036 (b)(c)(d) | 4257000 | 4258107 |
| Oha Credit Funding 22 Ltd Series 2025-22A Class A1, CME Term SOFR 3 month Index + 1.33%, 5.614% 7/20/2038 (b)(c)(d) | 4678000 | 4686696 |
| Oha Credit Partners VII Ltd Series 2025-7A Class D1R4, CME Term SOFR 3 month Index + 2.5%, 6.389% 2/20/2038 (b)(c)(d) | 150000 | 150253 |
| Palmer Square Clo Ltd Series 2025-2A Class DR2, CME Term SOFR 3 month Index + 4.14%, 8.0445% 2/15/2038 (b)(c)(d) | 100000 | 100948 |
| Palmer Square CLO Series 2025-1A Class A1A5, CME Term SOFR 3 month Index + 1.05%, 4.9185% 5/21/2034 (b)(c)(d) | 8926000 | 8926339 |
| Palmer Square Ln Fdg 2025-2 Ltd / Palmer Square Ln Fdg 2025-2 LLC Series 2025-2A Class A1, CME Term SOFR 3 month Index + 0.94%, 5.2277% 7/15/2033 (b)(c)(d) | 10060000 | 10058491 |
| Palmer Square Loan Funding Ltd Series 2024-2A Class A1N, CME Term SOFR 3 month Index + 1%, 4.9045% 1/15/2033 (b)(c)(d) | 609997 | 610193 |
| Palmer Square Loan Funding Ltd Series 2024-2A Class D, CME Term SOFR 3 month Index + 4.7%, 8.6045% 1/15/2033 (b)(c)(d) | 250000 | 248295 |
| Palmer Square Loan Funding Ltd Series 2024-3A Class A1, CME Term SOFR 3 month Index + 1.08%, 4.945% 8/8/2032 (b)(c)(d) | 1747239 | 1748008 |
| RR Ltd Series 2025-16A Class A1R, CME Term SOFR 3 month Index + 1.05%, 4.9545% 7/15/2036 (b)(c)(d) | 2529000 | 2528942 |
| Trapeza Cdo Xii Ltd Series 2007-12A Class B, CME Term SOFR 3 month Index + 0.8216%, 4.7558% 4/6/2042 (b)(c)(d) | 304000 | 239663 |
| Voya Clo 2022-1 Ltd / Voya Clo 2022-1 LLC Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.25%, 5.1344% 4/20/2035 (b)(c)(d) | 3393000 | 3399705 |
| Voya CLO Ltd Series 2024-2A Class AR, CME Term SOFR 3 month Index + 1.2%, 5.0844% 7/20/2032 (b)(c)(d) | 3666055 | 3669047 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 96653885 |
| UNITED STATES - 5.8%  |  |  |
| AASET Trust Series 2019-2 Class A, 3.376% 10/16/2039 (b) | 157549 | 157076 |
| AASET Trust Series 2021-1A Class A, 2.95% 11/16/2041 (b) | 1434051 | 1378408 |
| AASET Trust Series 2021-2A Class A, 2.798% 1/15/2047 (b) | 3845281 | 3644584 |
| Affirm Asset Securitization Trust Series 2024-X2 Class A, 5.22% 12/17/2029 (b) | 548061 | 548367 |
| Affirm Asset Securitization Trust Series 2025-X1 Class A, 5.08% 4/15/2030 (b) | 970002 | 971803 |
| Affirm Asset Securitization Trust Series 2025-X2 Class A, 4.45% 10/15/2030 (b) | 5615000 | 5620386 |
| Apollo Aviation Securitization Equity Trust Series 2020-1A Class A, 3.351% 1/16/2040 (b) | 228244 | 225937 |
| ARI Fleet Lease Trust Series 2023-B Class A2, 6.05% 7/15/2032 (b) | 1445213 | 1456395 |
| ARI Fleet Lease Trust Series 2024-B Class A3, 5.26% 4/15/2033 (b) | 408000 | 416090 |
| Avis Budget Rental Car Funding AESOP LLC Series 2025-1A Class A, 4.8% 8/20/2029 (b) | 945000 | 960754 |
| Avis Budget Rental Car Funding AESOP LLC Series 2025-3A Class A, 4.17% 2/20/2030 (b) | 3035000 | 3035852 |
| Blackbird Cap II Aircraft Lease Ltd / Blackbird Cap II Aircraft Lease Us L Series 2021-1A Class A, 2.443% 7/15/2046 (b) | 3092531 | 2931594 |
| CarMax Auto Owner Trust Series 2023-4 Class A3, 6% 7/17/2028  | 850590 | 860808 |
| Carvana Auto Receivables Trust 2025-P2 Series 2025-P2 Class A3, 4.55% 8/12/2030  | 3315000 | 3337514 |
| Castlelake Aircraft Structured Trust Series 2021-1A Class A, 3.474% 1/15/2046 (b) | 363574 | 361096 |
| Citizens Auto Receivables Trust Series 2024-2 Class A3, 5.33% 8/15/2028 (b) | 947947 | 954429 |
| Daimler Trucks Retail Trust Series 2024-1 Class A3, 5.49% 12/15/2027  | 2406794 | 2426686 |
| DB Master Finance LLC Series 2017-1A Class A2II, 4.03% 11/20/2047 (b) | 123615 | 122259 |
| DB Master Finance LLC Series 2021-1A Class A2I, 2.045% 11/20/2051 (b) | 11520000 | 11266901 |
| DB Master Finance LLC Series 2025-1A Class A2I, 4.891% 8/20/2055 (b) | 1300000 | 1309273 |
| Dell Equipment Finance Trust Series 2023-3 Class A3, 5.93% 4/23/2029 (b) | 1330975 | 1338621 |
| Dell Equipment Finance Trust Series 2024-2 Class A3, 4.59% 8/22/2030 (b) | 893000 | 899208 |
| DLLAD Series 2024-1A Class A3, 5.3% 7/20/2029 (b) | 279000 | 284900 |
| DLLMT LLC Series 2024-1A Class A3, 4.84% 8/21/2028 (b) | 1625000 | 1639374 |
| Domino's Pizza Master Issuer LLC Series 2017-1A Class A23, 4.118% 7/25/2047 (b) | 3745900 | 3720708 |
| Domino's Pizza Master Issuer LLC Series 2018-1A Class A2II, 4.328% 7/25/2048 (b) | 451010 | 450362 |
| Domino's Pizza Master Issuer LLC Series 2025-1A Class A2I, 4.93% 7/25/2055 (b) | 7700000 | 7742368 |
| Enterprise Fleet Financing LLC Series 2022-3 Class A2, 4.38% 7/20/2029 (b) | 77477 | 77497 |
| Enterprise Fleet Financing LLC Series 2023-3 Class A2, 6.4% 3/20/2030 (b) | 813731 | 824588 |
| Enterprise Fleet Financing LLC Series 2024-3 Class A3, 4.98% 8/21/2028 (b) | 2821000 | 2859430 |
| Enterprise Fleet Financing LLC Series 2024-4 Class A3, 4.56% 11/20/2028 (b) | 1071000 | 1081786 |
| Enterprise Fleet Financing LLC Series 2025-1 Class A3, 4.82% 2/20/2029 (b) | 2825000 | 2872616 |
| Enterprise Fleet Financing Series 2024-2 Class A3, 5.61% 4/20/2028 (b) | 588000 | 598014 |
| Flatiron Clo 23 LLC Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.24%, 5.1216% 4/17/2036 (b)(c)(d) | 5801000 | 5806731 |
| Flatiron Rr Clo 22 LLC Series 2025-2A Class AR, CME Term SOFR 3 month Index + 0.91%, 4.8145% 10/15/2034 (b)(c)(d) | 6400000 | 6388198 |
| Ford Credit Floorplan Master Owner Trust A Series 2024-1 Class B, 5.48% 4/15/2029 (b) | 2797000 | 2842646 |
| Fordf Series 2025-1 Class A1, 4.63% 4/15/2030  | 3575000 | 3625699 |
| Fordf Series 2025-1 Class B, 4.84% 4/15/2030  | 1805000 | 1830391 |
| GMF Floorplan Owner Revolving Trust Series 2024-1A Class A1, 5.13% 3/15/2029 (b) | 5280000 | 5353357 |
| GMF Floorplan Owner Revolving Trust Series 2024-4A Class A1, 4.73% 11/15/2029 (b) | 1075000 | 1090154 |
| Juniper Valley Park CLO LLC Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1.08%, 4.9644% 7/20/2036 (b)(c)(d) | 5000000 | 4994970 |
| Kubota Credit Owner Trust Series 2024-2A Class A3, 5.26% 11/15/2028 (b) | 719000 | 730945 |
| Marlette Funding Trust 2025-1 Series 2025-1A Class A, 4.75% 7/16/2035 (b) | 317045 | 317563 |
| Mercedes-Benz Auto Lease Trust Series 2024-B Class A3, 4.23% 2/15/2028  | 4503000 | 4510536 |
| Merchants Fleet Funding LLC Series 2024-1A Class A, 5.82% 4/20/2037 (b) | 619502 | 623579 |
| MetLife Securitization Trust Series 2019-1A Class A1A, 3.75% 4/25/2058 (b) | 143616 | 142030 |
| Nissan Master Owner Tr Receivable Series 2024-B Class A, 5.05% 2/15/2029 (b) | 1648000 | 1668289 |
| Oportun Funding Trust Series 2024-3 Class A, 5.26% 8/15/2029 (b) | 128508 | 128379 |
| Oportun Issuance Trust 2025-B Series 2025-B Class A, 4.88% 5/9/2033 (b) | 3050000 | 3059597 |
| Oportun Issuance Trust Series 2025-C Class A, 4.49% 7/8/2033 (b) | 1425000 | 1426874 |
| Pk Alift Loan Funding 3 LP Series 2024-1 Class A1, 5.842% 9/15/2039 (b) | 226927 | 232502 |
| Pk Alift Loan Funding 7 LP Series 2025-2 Class A, 4.75% 3/15/2043 (b) | 1765000 | 1749859 |
| Porsche Finl Auto Securitization Tr 2023-2 Series 2023-2A Class A3, 5.79% 1/22/2029 (b) | 1118200 | 1127148 |
| SAPPHIRE AVIATION FINANCE Series 2020-1A Class A, 3.228% 3/15/2040 (b) | 3569397 | 3461185 |
| SBA Tower Trust Series 2020, 1.884% 7/15/2050 (b) | 1204000 | 1199375 |
| SLAM Ltd Series 2025-1A Class A, 5.807% 5/15/2050 (b) | 1071858 | 1103825 |
| SLAM Ltd. / SLAM LLC Series 2021-1A Class A, 2.434% 6/15/2046 (b) | 10019081 | 9548491 |
| Terwin Mortgage Trust Series 2003-4HE Class A1, CME Term SOFR 1 month Index + 0.9745%, 4.9288% 9/25/2034 (c)(d) | 1586 | 1698 |
| Tesla Electric Vehicle Trust Series 2023-1 Class A3, 5.38% 6/20/2028 (b) | 2556373 | 2575207 |
| Upstart Securitization Trust Series 2023-3 Class A, 6.9% 10/20/2033 (b) | 397708 | 399353 |
| USB Auto Owner Trust 2025-1 Series 2025-1A Class A3, 4.49% 6/17/2030 (b) | 1615000 | 1628465 |
| Verizon Master Trust Series 2024-8 Class A1A, 4.62% 11/20/2030  | 5345000 | 5420806 |
| Wheels Fleet Lease Funding 1 LLC Series 2023-2A Class A, 6.46% 8/18/2038 (b) | 2290183 | 2318333 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-2A Class A1, 4.87% 6/21/2039 (b) | 992034 | 1000161 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-3A Class A1, 4.8% 9/19/2039 (b) | 3111195 | 3136496 |
| Wheels Fleet Lease Funding 1 LLC Series 2025-2A Class A1, 4.41% 5/18/2040 (b) | 6300000 | 6345281 |
| World Omni Auto Trust Series 2024-C Class A3, 4.43% 12/17/2029  | 2687000 | 2702351 |
| World Omni Select Auto Trust Series 2025-A Class A3, 4.08% 8/15/2031  | 975000 | 975079 |
| TOTAL UNITED STATES |  | 155841237 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $269,756,656) |  | <br> **269791889** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 1.6%** | &nbsp;&nbsp;**Bank Loan Obligations - 1.6%** | &nbsp;&nbsp;**Bank Loan Obligations - 1.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| DENMARK - 0.0%  |  |  |
| Health Care - 0.0% |  |  |
| Biotechnology - 0.0% |  |  |
| Genmab A/S Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 0% 11/19/2032 (c)(d)(e)(f) | 65000 | 65216 |
| FINLAND - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Paper & Forest Products - 0.0% |  |  |
| Ahlstrom Holding 3 Oy Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5131% 5/23/2030 (c)(d)(e) | 503738 | 503989 |
| LUXEMBOURG - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Accelya Lux Finco Sarl Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.2065% 10/1/2032 (c)(d)(e) | 545000 | 527969 |
| NETHERLANDS - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Building Products - 0.0% |  |  |
| Hunter Douglas Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.0015% 1/17/2032 (c)(d)(e) | 383486 | 384253 |
| 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) | 807537 | 644011 |
| UNITED STATES - 1.6%  |  |  |
| Communication Services - 0.2% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Level 3 Financing Inc Tranche B4 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 3/29/2032 (c)(d)(e) | 80000 | 80100 |
| Lumen Technologies Inc Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 6.3802% 4/16/2029 (c)(d)(e) | 407915 | 405215 |
| Lumen Technologies Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 6.3802% 4/15/2030 (c)(d)(e) | 815831 | 810324 |
| Windstream Services LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.9157% 10/6/2032 (c)(d)(e) | 455000 | 452443 |
|  |  | 1748082 |
| Media - 0.1% |  |  |
| CMG Media Corp Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.6015% 6/18/2029 (c)(d)(e) | 543703 | 495857 |
| Sinclair Television Group Inc Tranche B7 1LN, term loan CME Term SOFR 1 month Index + 4.1%, 8.1157% 12/31/2030 (c)(d)(e) | 760000 | 688750 |
| Univision Communications Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.2802% 1/31/2029 (c)(d)(e) | 1296349 | 1282582 |
| Virgin Media Bristol LLC Tranche Q 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.3234% 1/31/2029 (c)(d)(e) | 650000 | 649389 |
|  |  | 3116578 |
| TOTAL COMMUNICATION SERVICES |  | 4864660 |
| Consumer Discretionary - 0.4% |  |  |
| Automobile Components - 0.0% |  |  |
| Clarios Global LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.6657% 1/28/2032 (c)(d)(e) | 80000 | 80225 |
| Automobiles - 0.0% |  |  |
| CWGS Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.5302% 6/3/2028 (c)(d)(e) | 451003 | 439485 |
| Broadline Retail - 0.0% |  |  |
| Great Outdoors Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 1/23/2032 (c)(d)(e) | 898114 | 899910 |
| Distributors - 0.0% |  |  |
| Solenis Holdings Ltd Tranche B6 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.0015% 6/20/2031 (c)(d)(e) | 793706 | 781801 |
| 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) | 1316871 | 1071933 |
| TKC Holdings Inc 1LN, term loan 13.5% 2/15/2027 (c)(e) | 330414 | 331239 |
|  |  | 1403172 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Fertitta Entertainment LLC/NV Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 1/29/2029 (c)(d)(e) | 800851 | 799769 |
| Flynn Restaurant Group LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.6657% 1/28/2032 (c)(d)(e) | 261812 | 262305 |
| MajorDrive Holdings IV LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2631% 6/1/2028 (c)(d)(e) | 870249 | 777907 |
| United PF Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.102% 12/30/2026 (c)(d)(e) | 449061 | 431471 |
|  |  | 2271452 |
| Household Durables - 0.0% |  |  |
| 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) | 339751 | 317405 |
| 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) | 775000 | 773706 |
|  |  | 1091111 |
| 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) | 781175 | 734953 |
| LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 8.9598% 6/6/2031 (c)(d)(e) | 543583 | 536875 |
| Park River Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.4853% 3/15/2031 (c)(d)(e) | 25000 | 25059 |
| Tory Burch LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.2802% 4/17/2028 (c)(d)(e) | 628513 | 625270 |
| Wand NewCo 3 Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 1/30/2031 (c)(d)(e) | 170766 | 170749 |
|  |  | 2092906 |
| TOTAL CONSUMER DISCRETIONARY |  | 9060062 |
| Consumer Staples - 0.0% |  |  |
| 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) | 465000 | 457443 |
| Food Products - 0.0% |  |  |
| Del Monte Foods Corp II Inc 1LN, term loan CME Term SOFR 3 month Index + 8.15%, 0% (c)(d)(e)(g) | 64646 | 29673 |
| Del Monte Foods Corp II Inc Tranche FLFO B 1LN, term loan CME Term SOFR 3 month Index + 8%, 0% (c)(d)(e)(g) | 18811 | 8634 |
| 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) | 160297 | 152683 |
| 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) | 210928 | 170852 |
| 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) | 340000 | 340850 |
|  |  | 702692 |
| TOTAL CONSUMER STAPLES |  | 1160135 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| CVR CHC LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.0015% 12/30/2027 (c)(d)(e) | 559468 | 560168 |
| 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) | 980624 | 437495 |
|  |  | 997663 |
| Financials - 0.2% |  |  |
| Capital Markets - 0.0% |  |  |
| Hightower Holding LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.6506% 2/3/2032 (c)(d)(e) | 1048544 | 1047233 |
| Financial Services - 0.1% |  |  |
| CFC USA 2025 LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.7353% 7/1/2032 (c)(d)(e) | 230000 | 223388 |
| Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.4157% 7/31/2031 (c)(d)(e) | 432391 | 426778 |
| Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.9157% 7/31/2031 (c)(d)(e) | 135000 | 134789 |
| Nexus Buyer LLC Tranche B 2LN, term loan CME Term SOFR 1 month Index + 5.75%, 9.6657% 2/16/2032 (c)(d)(e) | 330000 | 326631 |
| WH Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.389% 2/20/2032 (c)(d)(e) | 793013 | 793631 |
|  |  | 1905217 |
| Insurance - 0.1% |  |  |
| Acrisure LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.9157% 11/6/2030 (c)(d)(e) | 4963 | 4954 |
| Alliant Hldgs Intermediate LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 9/19/2031 (c)(d)(e) | 403873 | 403926 |
| Asurion LLC Tranche B10 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.0157% 8/19/2028 (c)(d)(e) | 631555 | 630172 |
| USI Inc/NY Tranche D 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.2515% 11/21/2029 (c)(d)(e) | 497381 | 498182 |
|  |  | 1537234 |
| TOTAL FINANCIALS |  | 4489684 |
| Health Care - 0.2% |  |  |
| Health Care Equipment & Supplies - 0.2% |  |  |
| Bausch + Lomb Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.1657% 1/15/2031 (c)(d)(e) | 1002488 | 1008001 |
| Medline Borrower LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 10/23/2028 (c)(d)(e) | 1476704 | 1478595 |
| QuidelOrtho Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.0015% 8/23/2032 (c)(d)(e) | 645000 | 641575 |
|  |  | 3128171 |
| Health Care Technology - 0.0% |  |  |
| AthenaHealth Group Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.6657% 2/15/2029 (c)(d)(e) | 343780 | 343064 |
| Pharmaceuticals - 0.0% |  |  |
| 1261229 BC Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.1657% 10/8/2030 (c)(d)(e) | 958175 | 945240 |
| TOTAL HEALTH CARE |  | 4416475 |
| Industrials - 0.1% |  |  |
| Commercial Services & Supplies - 0.1% |  |  |
| ABG Intermediate Holdings 2 LLC Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.1657% 12/21/2028 (c)(d)(e) | 579742 | 580502 |
| Allied Universal Holdco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 8/20/2032 (c)(d)(e) | 275000 | 275998 |
| 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) | 14738 | 13163 |
| Neptune Bidco US Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.0115% 4/11/2029 (c)(d)(e) | 456801 | 445226 |
|  |  | 1314889 |
| Ground Transportation - 0.0% |  |  |
| Genesee & Wyoming Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 5.7515% 4/10/2031 (c)(d)(e) | 425700 | 424947 |
| Machinery - 0.0% |  |  |
| Beach Acquisition Bidco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.3084% 9/13/2032 (c)(d)(e) | 35000 | 35204 |
| Passenger Airlines - 0.0% |  |  |
| Vista Management Holding Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.7353% 4/1/2031 (c)(d)(e) | 14850 | 14950 |
| TOTAL INDUSTRIALS |  | 1789990 |
| Information Technology - 0.3% |  |  |
| Communications Equipment - 0.0% |  |  |
| CommScope LLC 1LN, term loan CME Term SOFR 1 month Index + 4.75%, 8.6657% 12/17/2029 (c)(d)(e) | 890000 | 894201 |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| DG Investment Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.6657% 7/12/2032 (c)(d)(e) | 10000 | 10015 |
| IT Services - 0.1% |  |  |
| Constant Contact Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.1662% 2/10/2028 (c)(d)(e) | 337047 | 322001 |
| X Corp 1LN, term loan 9.5% 10/26/2029 (e) | 475000 | 470450 |
| X Corp Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 10.4475% 10/26/2029 (c)(d)(e) | 1639652 | 1595381 |
|  |  | 2387832 |
| Software - 0.2% |  |  |
| Ascend Learning LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.9157% 12/11/2028 (c)(d)(e) | 1030307 | 1030071 |
| Cloud Software Group Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.2515% 8/13/2032 (c)(d)(e) | 94763 | 94519 |
| Cloud Software Group Inc Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.2515% 3/21/2031 (c)(d)(e) | 74813 | 74584 |
| Dawn Bidco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 0% 10/7/2032 (c)(d)(e)(f) | 690000 | 687882 |
| Polaris Newco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.102% 6/2/2028 (c)(d)(e) | 571244 | 537552 |
| Proofpoint Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 0% 8/31/2028 (c)(d)(e)(f) | 295000 | 296132 |
| Proofpoint Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.9157% 8/31/2028 (c)(d)(e) | 711389 | 714121 |
| X.AI LLC 1LN, term loan 12.5% 6/28/2030 (e) | 154750 | 159006 |
| X.AI LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 7.25%, 11.1219% 6/28/2030 (c)(d)(e) | 109863 | 106076 |
|  |  | 3699943 |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |
| Sandisk Corp/DE Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 6.8574% 2/20/2032 (c)(d)(e) | 229697 | 230991 |
| TOTAL INFORMATION TECHNOLOGY |  | 7222982 |
| Materials - 0.2% |  |  |
| Chemicals - 0.2% |  |  |
| Advancion Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.0157% 11/24/2027 (c)(d)(e) | 541934 | 508335 |
| Arc Falcon I Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.5157% 9/30/2028 (c)(d)(e) | 402688 | 401935 |
| Chemours Co/The Tranche B3 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.4157% 10/15/2032 (c)(d)(e) | 320000 | 308800 |
| Discovery Purchaser Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.6074% 10/4/2029 (c)(d)(e) | 688289 | 668081 |
| 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) | 491460 | 436264 |
| Hexion Holdings Corp 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.9598% 3/15/2029 (c)(d)(e) | 820553 | 797643 |
| 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) | 707107 | 539876 |
| 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) | 766807 | 755466 |
| Olympus Water US Holding Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1038% 11/3/2032 (c)(d)(e) | 30000 | 29608 |
| Scih Salt Hldgs Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.1971% 1/31/2029 (c)(d)(e) | 499696 | 499946 |
| Tronox Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.5015% 9/30/2031 (c)(d)(e) | 555000 | 413347 |
| Tronox Finance LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.2515% 4/4/2029 (c)(d)(e) | 75000 | 58500 |
|  |  | 5417801 |
| Containers & Packaging - 0.0% |  |  |
| Clydesdale Acquisition Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 3.175%, 7.0907% 4/13/2029 (c)(d)(e) | 1144237 | 1139374 |
| TOTAL MATERIALS |  | 6557175 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| NRG Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 5.593% 4/16/2031 (c)(d)(e) | 34911 | 34955 |
| WEC US Holdings Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.984% 1/27/2031 (c)(d)(e) | 502328 | 502770 |
|  |  | 537725 |
| 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) | 251813 | 252863 |
| TOTAL UTILITIES |  | 790588 |
| TOTAL UNITED STATES |  | 41349414 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $44,258,496) |  | <br> **43474852** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 1.2%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 1.2%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 1.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.2%  |  |  |
| Angel Oak Mortgage Trust Series 2021-8 Class A1, 1.82% 11/25/2066 (b) | 4000733 | 3639279 |
| Bravo Residential Funding Trust Series 2020-RPL2 Class A1, 2% 5/25/2059 (b) | 2748685 | 2589010 |
| CFMT LLC Series 2024-HB13 Class A, 3% 5/25/2034 (b)(c) | 385028 | 380196 |
| CFMT LLC Series 2024-HB15 Class A, 4% 8/25/2034 (b)(c) | 193684 | 192861 |
| CSMC Trust Series 2020-RPL4 Class A1, 2% 1/25/2060 (b) | 713021 | 646019 |
| CSMC Trust Series 2021-RPL9 Class A1, 3.8742% 2/25/2061 (b)(c) | 6214521 | 6241493 |
| Fannie Mae Guaranteed REMIC Series 2018-3 Class LP, 3% 2/25/2047  | 2899997 | 2767631 |
| Fannie Mae Guaranteed REMIC Series 2019-33 Class N, 3% 3/25/2048  | 3799729 | 3638405 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3949 Class MK, 4.5% 10/15/2034  | 27171 | 27164 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-4873 Class CA, 4% 7/15/2047  | 972057 | 966833 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-4903 Class DA, 3% 10/25/2048  | 1945545 | 1836379 |
| Gcat 2021-Nqm7 Tr Series 2021-NQM7 Class A1, 1.915% 8/25/2066 (b) | 1982113 | 1847262 |
| Legacy Mortgage Asset Trust Series 2021-GS5 Class A1, 6.25% 7/25/2067 (b)(c) | 4946423 | 4951012 |
| New Residential Mortgage Loan Trust Series 2019-5A Class A1B, 3.5% 8/25/2059 (b) | 767894 | 724650 |
| Oceanview Mortgage Loan Trust Series 2020-1 Class A1A, 1.7329% 5/28/2050 (b) | 1068625 | 1014920 |
| Ocwen Loan Investment Trust Series 2023-HB1 Class A, 3% 6/25/2036 (b) | 50241 | 50034 |
| Sequoia Mortgage Trust Series 2004-6 Class A3B, CME Term SOFR 6 month Index + 1.3083%, 5.5468% 7/20/2034 (c)(d) | 349 | 326 |
| TOTAL UNITED STATES |  | 31513474 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $32,895,052) |  | <br> **31513474** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 3.0%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 3.0%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 3.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 3.0%  |  |  |
| ALA Trust Series 2025-OANA Class A, CME Term SOFR 1 month Index + 1.7426%, 5.7016% 6/15/2040 (b)(c)(d) | 4840000 | 4858130 |
| BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class ANM, 3.112% 11/5/2032 (b) | 1322630 | 1258431 |
| BANK Series 2021-BN33 Class XA, 1.0404% 5/15/2064 (c)(i) | 20372274 | 778783 |
| Benchmark Mortgage Trust Series 2019-B14 Class XA, 0.7599% 12/15/2062 (c)(i) | 21266676 | 425423 |
| Benchmark Mortgage Trust Series 2020-B17 Class XA, 1.3725% 3/15/2053 (c)(i) | 43199018 | 1749310 |
| BLOX Trust Series 2021-BLOX Class A, CME Term SOFR 1 month Index + 1.1145%, 5.0735% 9/15/2026 (b)(c)(d) | 5047000 | 5006108 |
| BMP Series 2024-MF23 Class A, CME Term SOFR 1 month Index + 1.3719%, 5.3309% 6/15/2041 (b)(c)(d) | 1009000 | 1009000 |
| 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)(c)(d) | 2765258 | 2765258 |
| BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class A, 5.6003% 5/15/2041 (b)(c) | 1832501 | 1833644 |
| BX Commercial Mortgage Trust Series 2021-PAC Class A, CME Term SOFR 1 month Index + 0.8036%, 4.7626% 10/15/2036 (b)(c)(d) | 4501000 | 4492637 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class A, CME Term SOFR 1 month Index + 1.0129%, 4.9719% 2/15/2039 (b)(c)(d) | 1119005 | 1116912 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class A, CME Term SOFR 1 month Index + 1.7614%, 5.7204% 12/9/2040 (b)(c)(d) | 1088333 | 1088333 |
| BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 5.2518% 12/15/2039 (b)(c)(d) | 405343 | 402664 |
| BX Trust 2024-CNY Series 2024-CNYN Class A, CME Term SOFR 1 month Index + 1.4419%, 5.4008% 4/15/2041 (b)(c)(d) | 6694261 | 6694261 |
| BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.1028% 3/15/2030 (b)(c)(d) | 3913736 | 3906398 |
| BX Trust 2025-ROIC Series 2025-ROIC Class B, CME Term SOFR 1 month Index + 1.3935%, 5.3524% 3/15/2030 (b)(c)(d) | 572766 | 571335 |
| BX Trust Series 2021-ACNT Class A, CME Term SOFR 1 month Index + 0.9645%, 4.9235% 11/15/2038 (b)(c)(d) | 3401506 | 3397288 |
| BX Trust Series 2025-DIME Class A, CME Term SOFR 1 month Index + 1.15%, 5.109% 2/15/2035 (b)(c)(d) | 1901000 | 1897293 |
| Cent Trust Series 2025-CITY Class A, 4.92% 7/10/2040 (b)(c) | 1322000 | 1345305 |
| CF Hippolyta Issuer LLC Series 2020-1 Class A1, 1.69% 7/15/2060 (b) | 6563431 | 5602992 |
| CF Hippolyta Issuer LLC Series 2021-1A Class A1, 1.53% 3/15/2061 (b) | 5280438 | 4310203 |
| EQT Trust Series 2024-EXTR Class A, 5.3308% 7/5/2041 (b)(c) | 5418000 | 5555229 |
| Extended Stay America Trust Series 2025-ESH Class A, CME Term SOFR 1 month Index + 1.3%, 5.259% 10/15/2042 (b)(c)(d) | 4153000 | 4159480 |
| GS Mortgage Securities Trust Series 2011-GC5 Class AS, 5.1672% 8/10/2044 (b)(c) | 1610195 | 1593380 |
| GS Mortgage Securities Trust Series 2013-GC13 Class AS, 3.8736% 7/10/2046 (b)(c) | 1360428 | 1340062 |
| Int Commercial Mortgage Trust Series 2025-PLAZA Class A, 4.8788% 11/5/2037 (b)(c) | 933000 | 940654 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class AFX, 4.2475% 7/5/2033 (b) | 2708000 | 2572654 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-BKWD Class A, CME Term SOFR 1 month Index + 1.6145%, 5.5735% 9/15/2029 (b)(c)(d) | 957087 | 928585 |
| MHP Commercial Mortgage Trust Series 2021-STOR Class A, CME Term SOFR 1 month Index + 0.8145%, 4.7735% 7/15/2038 (b)(c)(d) | 2266000 | 2261065 |
| Morgan Stanley Capital I Trust Series 2021-L6 Class XA, 1.141% 6/15/2054 (c)(i) | 6572832 | 249266 |
| SREIT Trust Series 2021-MFP Class A, CME Term SOFR 1 month Index + 0.8453%, 4.8042% 11/15/2038 (b)(c)(d) | 3402341 | 3399162 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class A, CME Term SOFR 1 month Index + 1.2429%, 5.2019% 12/15/2039 (b)(c)(d) | 1578000 | 1577999 |
| Wells Fargo Commercial Mortgage Trust Series 2017-RC1 Class ASB, 3.453% 1/15/2060  | 125115 | 124895 |
| Wells Fargo Commercial Mortgage Trust Series 2024-GRP Class A, CME Term SOFR 1 month Index + 1.7913%, 5.7503% 10/15/2041 (b)(c)(d) | 1920000 | 1920079 |
| Wells Fargo Commerical Mortgage Trust Series 2025-VTT Class A, 5.1004% 3/15/2038 (b)(c) | 1076000 | 1081671 |
| TOTAL UNITED STATES |  | 82213889 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $85,070,141) |  | <br> **82213889** |

---

---

| | | |
|:---|:---|:---|
| &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)<br>(Cost $39,093)<br>| 2216 | **33555** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 0.1%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.1%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| EchoStar Corp 3.875% 11/30/2030 pay-in-kind (c) | 342297 | 807505 |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Redfin Corp 0.5% 4/1/2027  | 970000 | 905010 |
| Information Technology - 0.1% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| MKS Inc 1.25% 6/1/2030  | 212000 | 266842 |
| Software - 0.1% |  |  |
| Riot Platforms Inc 0.75% 1/15/2030 (b) | 403000 | 534984 |
| Strategy Inc 0% 12/1/2029 (b)(j) | 586000 | 483157 |
| Terawulf Inc 0% 5/1/2032 (b)(j) | 248000 | 251927 |
|  |  | 1270068 |
| TOTAL INFORMATION TECHNOLOGY |  | 1536910 |
| TOTAL UNITED STATES |  | 3249425 |
| <br> **TOTAL CONVERTIBLE CORPORATE BONDS**<br> (Cost $2,661,817) |  | <br> **3249425** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| MEXICO - 0.2%  |  |  |
| United Mexican States 3.25% 4/16/2030  | 3525000 | 3334650 |
| United Mexican States 6% 5/13/2030  | 2190000 | 2301143 |
| TOTAL MEXICO |  | 5635793 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $5,695,965) |  | <br> **5635793** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 64.5%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 64.5%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 64.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| ANGOLA - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Azule Energy Finance Plc 8.125% 1/23/2030 (b) | 250000 | 250824 |
| AUSTRALIA - 0.8%  |  |  |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Westpac Banking Corp 4.11% 7/24/2034 (c) | 8710000 | 8582984 |
| Materials - 0.5% |  |  |
| Metals & Mining - 0.5% |  |  |
| Glencore Funding LLC 4.907% 4/1/2028 (b) | 7311000 | 7444415 |
| Glencore Funding LLC 5.338% 4/4/2027 (b) | 5275000 | 5359068 |
| Mineral Resources Ltd 7% 4/1/2031 (b) | 140000 | 145513 |
| Mineral Resources Ltd 9.25% 10/1/2028 (b) | 980000 | 1028995 |
|  |  | 13977991 |
| TOTAL AUSTRALIA |  | 22560975 |
| BAILIWICK OF JERSEY - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobiles - 0.0% |  |  |
| Aston Martin Capital Holdings Ltd 10% 3/31/2029 (b) | 315000 | 278590 |
| BRAZIL - 0.1%  |  |  |
| Industrials - 0.0% |  |  |
| Commercial Services & Supplies - 0.0% |  |  |
| Ambipar Lux Sarl 9.875% 2/6/2031 (b)(g) | 395000 | 88405 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| ERO Copper Corp 6.5% 2/15/2030 (b) | 845000 | 846056 |
| Samarco Mineracao SA 9% 6/30/2031 pay-in-kind (b)(c) | 419225 | 419745 |
|  |  | 1265801 |
| TOTAL BRAZIL |  | 1354206 |
| CAMEROON - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Golar LNG Ltd 7.5% 10/2/2030 (b) | 515000 | 500678 |
| Golar LNG Ltd 7.75% 9/19/2029 (b)(k) | 200000 | 199948 |
| TOTAL CAMEROON |  | 700626 |
| CANADA - 2.5%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| TELUS Corp 6.625% 10/15/2055 (c) | 500000 | 512419 |
| Consumer Discretionary - 0.1% |  |  |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| 1011778 BC ULC / New Red Finance Inc 3.875% 1/15/2028 (b) | 700000 | 691526 |
| 1011778 BC ULC / New Red Finance Inc 4% 10/15/2030 (b) | 570000 | 543145 |
| 1011778 BC ULC / New Red Finance Inc 5.625% 9/15/2029 (b) | 545000 | 555364 |
| 1011778 BC ULC / New Red Finance Inc 6.125% 6/15/2029 (b) | 305000 | 314459 |
| Ontario Gaming GTA LP/OTG Co-Issuer Inc 8% 8/1/2030 (b) | 380000 | 372683 |
|  |  | 2477177 |
| Consumer Staples - 0.2% |  |  |
| Consumer Staples Distribution & Retail - 0.2% |  |  |
| Alimentation Couche-Tard Inc 4.148% 9/29/2028 (b) | 4826000 | 4840032 |
| Energy - 1.2% |  |  |
| Oil, Gas & Consumable Fuels - 1.2% |  |  |
| Baytex Energy Corp 7.375% 3/15/2032 (b) | 260000 | 264135 |
| Canadian Natural Resources Ltd 5% 12/15/2029  | 1469000 | 1504487 |
| Cenovus Energy Inc 4.65% 3/20/2031  | 476000 | 477440 |
| Enbridge Inc 1.6% 10/4/2026  | 10000000 | 9798515 |
| Enbridge Inc 4.2% 11/20/2028  | 3340000 | 3348407 |
| Enbridge Inc 4.6% 6/20/2028  | 822000 | 831075 |
| Enbridge Inc 5.3% 4/5/2029  | 3720000 | 3839938 |
| Enbridge Inc 5.9% 11/15/2026  | 2300000 | 2336233 |
| South Bow USA Infrastructure Holdings LLC 4.911% 9/1/2027  | 5989000 | 6034669 |
|  |  | 28434899 |
| Financials - 0.5% |  |  |
| Banks - 0.3% |  |  |
| Bank of Nova Scotia/The 5.13% 2/14/2031 (c) | 4990000 | 5146286 |
| Toronto Dominion Bank 4.783% 12/17/2029  | 4185000 | 4289159 |
|  |  | 9435445 |
| Insurance - 0.2% |  |  |
| Empower Finance 2020 LP 1.357% 9/17/2027 (b) | 5321000 | 5080159 |
| TOTAL FINANCIALS |  | 14515604 |
| Industrials - 0.1% |  |  |
| Commercial Services & Supplies - 0.0% |  |  |
| Wrangler Holdco Corp 6.625% 4/1/2032 (b) | 205000 | 215156 |
| Ground Transportation - 0.1% |  |  |
| Canadian Pacific Railway Co 1.75% 12/2/2026  | 2099000 | 2052951 |
| Machinery - 0.0% |  |  |
| New Flyer Holdings Inc 9.25% 7/1/2030 (b) | 120000 | 128522 |
| TOTAL INDUSTRIALS |  | 2396629 |
| Information Technology - 0.0% |  |  |
| Software - 0.0% |  |  |
| Open Text Corp 3.875% 2/15/2028 (b) | 1300000 | 1267870 |
| Materials - 0.4% |  |  |
| Chemicals - 0.3% |  |  |
| Methanex Corp 5.125% 10/15/2027  | 705000 | 706984 |
| Nutrien Ltd 4.9% 3/27/2028  | 8000000 | 8143945 |
|  |  | 8850929 |
| Metals & Mining - 0.1% |  |  |
| Capstone Copper Corp 6.75% 3/31/2033 (b) | 245000 | 254146 |
| Hudbay Minerals Inc 4.5% 4/1/2026 (b) | 900000 | 900864 |
| New Gold Inc 6.875% 4/1/2032 (b) | 215000 | 228659 |
|  |  | 1383669 |
| TOTAL MATERIALS |  | 10234598 |
| TOTAL CANADA |  | 64679228 |
| COLOMBIA - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Canacol Energy Ltd 5.75% 11/24/2028 (b) | 485000 | 88512 |
| Gran Tierra Energy Inc 9.5% 10/15/2029 (b)(l) | 190000 | 140363 |
|  |  | 228875 |
| 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) | 575000 | 534031 |
| TOTAL COLOMBIA |  | 762906 |
| CONGO DEMOCRATIC REPUBLIC OF - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Ivanhoe Mines Ltd 7.875% 1/23/2030 (b) | 360000 | 369422 |
| DENMARK - 0.3%  |  |  |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Danske Bank A/S 4.298% 4/1/2028 (b)(c) | 7500000 | 7507857 |
| FRANCE - 1.6%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Altice France SA 6.5% 4/15/2032 (b) | 161721 | 157343 |
| Altice France SA 6.875% 10/15/2030 (b) | 154020 | 151762 |
| Altice France SA 6.875% 7/15/2032 (b) | 996608 | 971408 |
|  |  | 1280513 |
| Energy - 0.0% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Viridien 10% 10/15/2030 (b) | 250000 | 263544 |
| Financials - 1.6% |  |  |
| Banks - 1.6% |  |  |
| BNP Paribas SA 1.323% 1/13/2027 (b)(c) | 7417000 | 7390031 |
| BNP Paribas SA 4.792% 5/9/2029 (b)(c) | 7300000 | 7383119 |
| BPCE SA 2.045% 10/19/2027 (b)(c) | 6865000 | 6737079 |
| Societe Generale SA 1.488% 12/14/2026 (b)(c) | 4870000 | 4863491 |
| Societe Generale SA 1.792% 6/9/2027 (b)(c) | 6750000 | 6657568 |
| Societe Generale SA 5.249% 5/22/2029 (b)(c) | 7350000 | 7495086 |
| Societe Generale SA 5.5% 4/13/2029 (b)(c) | 1296000 | 1327323 |
|  |  | 41853697 |
| TOTAL FRANCE |  | 43397754 |
| GERMANY - 1.4%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Automobile Components - 0.0% |  |  |
| ZF North America Capital Inc 6.75% 4/23/2030 (b) | 195000 | 189432 |
| ZF North America Capital Inc 7.5% 3/24/2031 (b) | 260000 | 257255 |
|  |  | 446687 |
| Automobiles - 0.2% |  |  |
| Mercedes-Benz Finance North America LLC 4.8% 8/1/2029 (b) | 5000000 | 5106807 |
| TOTAL CONSUMER DISCRETIONARY |  | 5553494 |
| Financials - 0.8% |  |  |
| Capital Markets - 0.8% |  |  |
| Deutsche Bank AG/New York NY 2.311% 11/16/2027 (c) | 7028000 | 6898908 |
| Deutsche Bank AG/New York NY 4.95% 8/4/2031 (c) | 6430000 | 6523234 |
| Deutsche Bank AG/New York NY 6.72% 1/18/2029 (c) | 7000000 | 7338623 |
|  |  | 20760765 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Bayer US Finance LLC 6.125% 11/21/2026 (b) | 3000000 | 3049434 |
| Industrials - 0.3% |  |  |
| Machinery - 0.3% |  |  |
| Daimler Truck Finance North America LLC 2% 12/14/2026 (b) | 5000000 | 4899524 |
| Daimler Truck Finance North America LLC 4.95% 1/13/2028 (b) | 1704000 | 1729394 |
| Daimler Truck Finance North America LLC 5.125% 9/25/2027 (b) | 1437000 | 1459733 |
| TK Elevator US Newco Inc 5.25% 7/15/2027 (b) | 1375000 | 1377303 |
|  |  | 9465954 |
| TOTAL GERMANY |  | 38829647 |
| GHANA - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Kosmos Energy Ltd 7.125% 4/4/2026 (b) | 136000 | 133960 |
| Kosmos Energy Ltd 7.5% 3/1/2028 (b) | 310000 | 213900 |
| Kosmos Energy Ltd 7.75% 5/1/2027 (b) | 145000 | 126875 |
| TOTAL GHANA |  | 474735 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Global Aircraft Leasing Co Ltd 8.75% 9/1/2027 (b) | 855000 | 884270 |
| IRELAND - 1.6%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Flutter Treasury DAC 5.875% 6/4/2031 (b) | 245000 | 247452 |
| Financials - 1.0% |  |  |
| Banks - 0.1% |  |  |
| Bank of Ireland Group PLC 5.601% 3/20/2030 (b)(c) | 3531000 | 3677255 |
| Consumer Finance - 0.9% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 1/30/2026  | 7095000 | 7066509 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  | 2102000 | 2070363 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.375% 11/15/2030  | 2778000 | 2774212 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.1% 1/15/2027  | 5500000 | 5605430 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027  | 3836000 | 3945676 |
|  |  | 21462190 |
| Financial Services - 0.0% |  |  |
| GGAM Finance Ltd 5.875% 3/15/2030 (b) | 470000 | 475278 |
| TOTAL FINANCIALS |  | 25614723 |
| Industrials - 0.6% |  |  |
| Transportation Infrastructure - 0.6% |  |  |
| Avolon Holdings Funding Ltd 2.528% 11/18/2027 (b) | 1756000 | 1698887 |
| Avolon Holdings Funding Ltd 4.95% 1/15/2028 (b) | 3331000 | 3370286 |
| Avolon Holdings Funding Ltd 5.375% 5/30/2030 (b) | 2953000 | 3035965 |
| Avolon Holdings Funding Ltd 5.5% 1/15/2026 (b) | 3189000 | 3190375 |
| Avolon Holdings Funding Ltd 5.75% 3/1/2029 (b) | 4950000 | 5129282 |
|  |  | 16424795 |
| TOTAL IRELAND |  | 42286970 |
| ISRAEL - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Energean Israel Finance Ltd 5.375% 3/30/2028 (b)(k) | 130000 | 127847 |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  | 635000 | 658983 |
| TOTAL ISRAEL |  | 786830 |
| ITALY - 0.6%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Intesa Sanpaolo SpA 5.71% 1/15/2026 (b) | 5031000 | 5037035 |
| Utilities - 0.4% |  |  |
| Electric Utilities - 0.4% |  |  |
| Enel Finance International NV 4.375% 9/30/2030 (b) | 5152000 | 5144977 |
| Enel Finance International NV 5.125% 6/26/2029 (b) | 5000000 | 5140254 |
|  |  | 10285231 |
| TOTAL ITALY |  | 15322266 |
| JAPAN - 2.1%  |  |  |
| Communication Services - 0.4% |  |  |
| Diversified Telecommunication Services - 0.4% |  |  |
| NTT Finance Corp 1.591% 4/3/2028 (b) | 10000000 | 9445837 |
| NTT Finance Corp 4.567% 7/16/2027 (b) | 311000 | 313345 |
| NTT Finance Corp 4.62% 7/16/2028 (b) | 314000 | 318381 |
|  |  | 10077563 |
| Consumer Staples - 0.2% |  |  |
| Tobacco - 0.2% |  |  |
| Japan Tobacco Inc 4.85% 5/15/2028 (b) | 2993000 | 3049829 |
| Japan Tobacco Inc 5.21% 6/15/2030 (b) | 2486000 | 2587203 |
|  |  | 5637032 |
| Financials - 1.5% |  |  |
| Banks - 1.1% |  |  |
| Mitsubishi UFJ Financial Group Inc 1.538% 7/20/2027 (c) | 10000000 | 9834970 |
| Mitsubishi UFJ Financial Group Inc 1.64% 10/13/2027 (c) | 5000000 | 4893525 |
| Mizuho Financial Group Inc 1.234% 5/22/2027 (c) | 10000000 | 9862895 |
| Mizuho Financial Group Inc 4.711% 7/8/2031 (c) | 4464000 | 4530598 |
|  |  | 29121988 |
| Capital Markets - 0.4% |  |  |
| Nomura Holdings Inc 1.653% 7/14/2026  | 12500000 | 12309451 |
| TOTAL FINANCIALS |  | 41431439 |
| TOTAL JAPAN |  | 57146034 |
| LUXEMBOURG - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Altice Financing SA 5% 1/15/2028 (b) | 165000 | 110298 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Breakwater Energy Holdings Sarl 9.25% 11/15/2030 (b) | 255000 | 264119 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Herens Holdco Sarl 4.75% 5/15/2028 (b) | 65000 | 56548 |
| TOTAL LUXEMBOURG |  | 430965 |
| MAURITIUS - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| Axian Telecom Holding & Management PLC 7.25% 7/11/2030 (b) | 150000 | 151546 |
| MEXICO - 0.4%  |  |  |
| Energy - 0.4% |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| Petroleos Mexicanos 6.7% 2/16/2032  | 12250000 | 12137913 |
| NETHERLANDS - 1.4%  |  |  |
| Consumer Staples - 0.4% |  |  |
| Food Products - 0.4% |  |  |
| JDE Peet's NV 1.375% 1/15/2027 (b) | 10440000 | 10100663 |
| Financials - 1.0% |  |  |
| Banks - 1.0% |  |  |
| ABN AMRO Bank NV 1.542% 6/16/2027 (b)(c) | 8114000 | 7995575 |
| Cooperatieve Rabobank UA 1.98% 12/15/2027 (b)(c) | 7500000 | 7335340 |
| ING Groep NV 1.726% 4/1/2027 (c) | 4192000 | 4157722 |
| ING Groep NV 5.335% 3/19/2030 (c) | 6564000 | 6797984 |
|  |  | 26286621 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.3% 8/19/2028  | 1545000 | 1549506 |
| TOTAL NETHERLANDS |  | 37936790 |
| NIGERIA - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| IHS Holding Ltd 5.625% 11/29/2026 (b) | 535000 | 531095 |
| IHS Holding Ltd 7.875% 5/29/2030 (b) | 295000 | 300162 |
| TOTAL NIGERIA |  | 831257 |
| NORWAY - 0.6%  |  |  |
| Energy - 0.0% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Seadrill Finance Ltd 8.375% 8/1/2030 (b) | 370000 | 382415 |
| TGS ASA 8.5% 1/15/2030 (b) | 625000 | 648044 |
|  |  | 1030459 |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| DNB Bank ASA 1.535% 5/25/2027 (b)(c) | 4643000 | 4584513 |
| DNB Bank ASA 1.605% 3/30/2028 (b)(c) | 9570000 | 9272179 |
|  |  | 13856692 |
| TOTAL NORWAY |  | 14887151 |
| PANAMA - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Sable International Finance Ltd 7.125% 10/15/2032 (b) | 500000 | 504245 |
| Wireless Telecommunication Services - 0.0% |  |  |
| C&W Senior Finance Ltd 9% 1/15/2033 (b) | 545000 | 566302 |
| TOTAL PANAMA |  | 1070547 |
| PERU - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Volcan Cia Minera SAA 8.5% 10/28/2032 (b) | 280000 | 283976 |
| SOUTH AFRICA - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Liquid Telecommunications Financing Plc 5.5% 9/4/2026 (b) | 620000 | 566984 |
| SPAIN - 0.3%  |  |  |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Banco Santander SA 1.722% 9/14/2027 (c) | 5000000 | 4904249 |
| Banco Santander SA 5.365% 7/15/2028 (c) | 4000000 | 4077442 |
| TOTAL SPAIN |  | 8981691 |
| SWITZERLAND - 0.4%  |  |  |
| Financials - 0.4% |  |  |
| Capital Markets - 0.4% |  |  |
| UBS Group AG 1.305% 2/2/2027 (b)(c) | 10000000 | 9947405 |
| Industrials - 0.0% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| VistaJet Malta Finance PLC / Vista Management Holding Inc 7.875% 5/1/2027 (b) | 490000 | 493059 |
| VistaJet Malta Finance PLC / Vista Management Holding Inc 9.5% 6/1/2028 (b) | 125000 | 129456 |
|  |  | 622515 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Consolidated Energy Finance SA 6.5% 5/15/2026 (b) | 665000 | 630657 |
| TOTAL SWITZERLAND |  | 11200577 |
| TANZANIA - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| Communications Equipment - 0.0% |  |  |
| HTA Group Ltd/Mauritius 7.5% 6/4/2029 (b) | 545000 | 565100 |
| UNITED KINGDOM - 4.9%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Specialty Retail - 0.0% |  |  |
| Belron UK Finance PLC 5.75% 10/15/2029 (b) | 620000 | 630497 |
| Consumer Staples - 1.1% |  |  |
| Tobacco - 1.1% |  |  |
| BAT International Finance PLC 1.668% 3/25/2026  | 15000000 | 14880678 |
| BAT International Finance PLC 5.931% 2/2/2029  | 5000000 | 5255918 |
| Imperial Brands Finance PLC 4.5% 6/30/2028 (b) | 2134000 | 2154148 |
| Imperial Brands Finance PLC 5.5% 2/1/2030 (b) | 5000000 | 5201217 |
|  |  | 27491961 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| EG Global Finance PLC 12% 11/30/2028 (b) | 1700000 | 1851934 |
| Financials - 3.4% |  |  |
| Banks - 3.2% |  |  |
| Barclays PLC 2.279% 11/24/2027 (c) | 5000000 | 4906765 |
| Barclays PLC 4.476% 11/11/2029 (c) | 7700000 | 7745518 |
| Barclays PLC 5.367% 2/25/2031 (c) | 5200000 | 5387619 |
| Barclays PLC 5.69% 3/12/2030 (c) | 1821000 | 1896949 |
| HSBC Holdings PLC 4.899% 3/3/2029 (c) | 9152000 | 9289625 |
| HSBC Holdings PLC 5.21% 8/11/2028 (c) | 4327000 | 4396615 |
| HSBC Holdings PLC 5.24% 5/13/2031 (c) | 7250000 | 7496273 |
| HSBC Holdings PLC 5.597% 5/17/2028 (c) | 6300000 | 6424800 |
| HSBC Holdings PLC 7.39% 11/3/2028 (c) | 4000000 | 4233507 |
| Lloyds Banking Group PLC 3.574% 11/7/2028 (c) | 4000000 | 3959098 |
| Lloyds Banking Group PLC 4.818% 6/13/2029 (c) | 3954000 | 4017306 |
| Lloyds Banking Group PLC 5.087% 11/26/2028 (c) | 1122000 | 1142204 |
| Lloyds Banking Group PLC 5.721% 6/5/2030 (c) | 3667000 | 3847106 |
| NatWest Group PLC 4.964% 8/15/2030 (c) | 13500000 | 13811818 |
| NatWest Markets PLC 4.789% 3/21/2028 (b) | 6000000 | 6105868 |
|  |  | 84661071 |
| Financial Services - 0.2% |  |  |
| Nationwide Building Society 6.557% 10/18/2027 (b)(c) | 5800000 | 5913458 |
| TOTAL FINANCIALS |  | 90574529 |
| Industrials - 0.3% |  |  |
| Aerospace & Defense - 0.3% |  |  |
| BAE Systems Finance Inc 7.5% 7/1/2027 (b) | 4000000 | 4220484 |
| BAE Systems PLC 5% 3/26/2027 (b) | 1667000 | 1686424 |
| BAE Systems PLC 5.125% 3/26/2029 (b) | 1551000 | 1600636 |
|  |  | 7507544 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| INEOS Quattro Finance 2 Plc 9.625% 3/15/2029 (b) | 125000 | 106313 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC 6.375% 2/15/2032 (b) | 505000 | 505070 |
| TOTAL UNITED KINGDOM |  | 128667848 |
| UNITED STATES - 45.5%  |  |  |
| Communication Services - 2.2% |  |  |
| Diversified Telecommunication Services - 0.8% |  |  |
| APLD ComputeCo LLC 9.25% 12/15/2030 (b) | 1295000 | 1248056 |
| AT&T Inc 1.65% 2/1/2028  | 12588000 | 11971154 |
| AT&T Inc 4.7% 8/15/2030  | 2877000 | 2933213 |
| Cablevision Lightpath LLC 3.875% 9/15/2027 (b) | 1005000 | 989561 |
| Cablevision Lightpath LLC 5.625% 9/15/2028 (b) | 405000 | 397020 |
| Cipher Compute LLC 7.125% 11/15/2030 (b) | 230000 | 233666 |
| Frontier Communications Holdings LLC 5% 5/1/2028 (b) | 960000 | 963383 |
| Level 3 Financing Inc 3.875% 10/15/2030 (b) | 150000 | 134216 |
| Level 3 Financing Inc 4% 4/15/2031 (b) | 225000 | 197999 |
| Level 3 Financing Inc 4.875% 6/15/2029 (b) | 520000 | 495300 |
| Level 3 Financing Inc 7% 3/31/2034 (b) | 70000 | 71696 |
| Windstream Services LLC 7.5% 10/15/2033 (b) | 235000 | 239155 |
| WULF Compute LLC 7.75% 10/15/2030 (b) | 1035000 | 1070108 |
|  |  | 20944527 |
| Entertainment - 0.0% |  |  |
| Live Nation Entertainment Inc 4.75% 10/15/2027 (b) | 1550000 | 1547364 |
| ROBLOX Corp 3.875% 5/1/2030 (b) | 395000 | 377670 |
|  |  | 1925034 |
| Interactive Media & Services - 0.1% |  |  |
| Meta Platforms Inc 4.2% 11/15/2030  | 3378000 | 3401482 |
| Media - 0.9% |  |  |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.75% 3/1/2030 (b) | 255000 | 242882 |
| CCO Holdings LLC / CCO Holdings Capital Corp 5.125% 5/1/2027 (b) | 1635000 | 1632694 |
| CCO Holdings LLC / CCO Holdings Capital Corp 5.375% 6/1/2029 (b) | 630000 | 623862 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 2.25% 1/15/2029  | 4830000 | 4491890 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.75% 2/15/2028  | 4000000 | 3939003 |
| Clear Channel Outdoor Holdings Inc 7.125% 2/15/2031 (b) | 505000 | 525608 |
| Clear Channel Outdoor Holdings Inc 7.5% 3/15/2033 (b) | 150000 | 157660 |
| Clear Channel Outdoor Holdings Inc 7.5% 6/1/2029 (b) | 80000 | 79131 |
| CSC Holdings LLC 5.5% 4/15/2027 (b) | 355000 | 306321 |
| DISH DBS Corp 5.125% 6/1/2029  | 215000 | 181969 |
| DISH DBS Corp 7.75% 7/1/2026  | 395000 | 386709 |
| DISH Network Corp 11.75% 11/15/2027 (b) | 1175000 | 1226947 |
| EchoStar Corp 10.75% 11/30/2029  | 1065000 | 1174163 |
| EchoStar Corp 6.75% 11/30/2030 pay-in-kind (c) | 1545000 | 1604544 |
| EW Scripps Co/The 9.875% 8/15/2030 (b) | 1190000 | 1199233 |
| Sirius XM Radio LLC 3.125% 9/1/2026 (b) | 1660000 | 1646010 |
| TEGNA Inc 5% 9/15/2029  | 310000 | 307135 |
| Univision Communications Inc 7.375% 6/30/2030 (b)(l) | 655000 | 664455 |
| Univision Communications Inc 8% 8/15/2028 (b) | 375000 | 386994 |
| Univision Communications Inc 9.375% 8/1/2032 (b) | 125000 | 132695 |
| Warnermedia Holdings Inc 3.755% 3/15/2027  | 2385000 | 2359612 |
|  |  | 23269517 |
| Wireless Telecommunication Services - 0.4% |  |  |
| T-Mobile USA Inc 3.875% 4/15/2030  | 10000000 | 9850374 |
| TOTAL COMMUNICATION SERVICES |  | 59390934 |
| Consumer Discretionary - 3.5% |  |  |
| Automobile Components - 0.1% |  |  |
| American Axle & Manufacturing Inc 6.375% 10/15/2032 (b) | 195000 | 196196 |
| Clarios Global LP / Clarios US Finance Co 6.75% 9/15/2032 (b) | 510000 | 524573 |
| Clarios Global LP / Clarios US Finance Co 6.75% 2/15/2030 (b) | 190000 | 197501 |
| Clarios Global LP / Clarios US Finance Co 6.75% 5/15/2028 (b) | 1200000 | 1230969 |
| Patrick Industries Inc 6.375% 11/1/2032 (b) | 380000 | 389192 |
|  |  | 2538431 |
| Automobiles - 1.6% |  |  |
| General Motors Financial Co Inc 1.25% 1/8/2026  | 8359000 | 8332228 |
| General Motors Financial Co Inc 2.35% 2/26/2027  | 7500000 | 7334608 |
| General Motors Financial Co Inc 4.2% 10/27/2028  | 2709000 | 2710630 |
| General Motors Financial Co Inc 5.8% 6/23/2028  | 7500000 | 7775005 |
| General Motors Financial Co Inc 6% 1/9/2028  | 5000000 | 5178553 |
| Hyundai Capital America 4.875% 6/23/2027 (b) | 6250000 | 6314355 |
| Hyundai Capital America 5.45% 6/24/2026 (b) | 3147000 | 3167852 |
| Nissan Motor Acceptance Co LLC 2.45% 9/15/2028 (b) | 45000 | 41352 |
| Nissan Motor Acceptance Co LLC 5.55% 9/13/2029 (b) | 70000 | 69406 |
| Nissan Motor Acceptance Co LLC 6.125% 9/30/2030 (b) | 335000 | 332002 |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC 10% 1/15/2031 (b) | 360000 | 344930 |
|  |  | 41600921 |
| Broadline Retail - 0.1% |  |  |
| Saks Global Enterprises LLC 11% 12/15/2029 (b) | 480180 | 166383 |
| Wayfair LLC 6.75% 11/15/2032 (b) | 130000 | 132646 |
| Wayfair LLC 7.25% 10/31/2029 (b)(l) | 455000 | 473312 |
| Wayfair LLC 7.75% 9/15/2030 (b) | 690000 | 735386 |
|  |  | 1507727 |
| Diversified Consumer Services - 0.1% |  |  |
| Service Corp International/US 5.75% 10/15/2032  | 500000 | 510207 |
| Sotheby's 7.375% 10/15/2027 (b) | 1545000 | 1538187 |
| StoneMor Inc 8.5% 5/15/2029 (b) | 770000 | 751891 |
| TKC Holdings Inc 10.5% 5/15/2029 (b) | 710000 | 728111 |
|  |  | 3528396 |
| Hotels, Restaurants & Leisure - 0.4% |  |  |
| Boyd Gaming Corp 4.75% 12/1/2027  | 475000 | 474080 |
| Caesars Entertainment Inc 4.625% 10/15/2029 (b) | 450000 | 425884 |
| Caesars Entertainment Inc 6% 10/15/2032 (b)(l) | 275000 | 262358 |
| Caesars Entertainment Inc 6.5% 2/15/2032 (b) | 705000 | 717093 |
| Carnival Corp 5.125% 5/1/2029 (b) | 265000 | 267217 |
| Carnival Corp 5.75% 3/15/2030 (b) | 420000 | 431662 |
| Carnival Corp 5.75% 8/1/2032 (b) | 125000 | 128139 |
| Carnival Corp 5.875% 6/15/2031 (b) | 970000 | 998762 |
| Carnival Corp 6.125% 2/15/2033 (b) | 455000 | 468691 |
| Churchill Downs Inc 4.75% 1/15/2028 (b) | 325000 | 323547 |
| Churchill Downs Inc 6.75% 5/1/2031 (b)(l) | 525000 | 541488 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 6.75% 1/15/2030 (b) | 1110000 | 1035237 |
| Hilton Domestic Operating Co Inc 3.75% 5/1/2029 (b)(l) | 395000 | 383234 |
| Hilton Domestic Operating Co Inc 5.875% 4/1/2029 (b) | 245000 | 250919 |
| Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc 5% 6/1/2029 (b) | 420000 | 403549 |
| Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc 6.625% 1/15/2032 (b) | 265000 | 269902 |
| Life Time Inc 6% 11/15/2031 (b) | 450000 | 458902 |
| Lindblad Expeditions LLC 7% 9/15/2030 (b)(l) | 145000 | 148710 |
| MajorDrive Holdings IV LLC 6.375% 6/1/2029 (b) | 95000 | 64599 |
| NCL Corp Ltd 5.875% 1/15/2031 (b) | 385000 | 379937 |
| NCL Corp Ltd 6.25% 3/1/2030 (b) | 125000 | 126357 |
| Royal Caribbean Cruises Ltd 5.5% 4/1/2028 (b) | 990000 | 1007541 |
| Royal Caribbean Cruises Ltd 5.625% 9/30/2031 (b) | 210000 | 214633 |
| Six Flags Entertainment Corp 5.5% 4/15/2027 (b) | 575000 | 567636 |
| Viking Cruises Ltd 9.125% 7/15/2031 (b) | 465000 | 498829 |
| Viking Ocean Cruises Ship VII Ltd 5.625% 2/15/2029 (b) | 125000 | 125035 |
| VOC Escrow Ltd 5% 2/15/2028 (b) | 200000 | 199964 |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp 5.25% 5/15/2027 (b) | 325000 | 326232 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 6.25% 3/15/2033 (b) | 175000 | 178946 |
|  |  | 11679083 |
| Household Durables - 0.1% |  |  |
| LGI Homes Inc 7% 11/15/2032 (b) | 460000 | 450650 |
| LGI Homes Inc 8.75% 12/15/2028 (b) | 370000 | 385478 |
| New Home Co Inc/The 8.5% 11/1/2030 (b) | 135000 | 139052 |
| Newell Brands Inc 6.375% 5/15/2030 (l) | 190000 | 182585 |
| Newell Brands Inc 8.5% 6/1/2028 (b) | 225000 | 234220 |
| Somnigroup International Inc 4% 4/15/2029 (b)(l) | 900000 | 876332 |
| Whirlpool Corp 6.125% 6/15/2030  | 325000 | 328268 |
|  |  | 2596585 |
| Leisure Products - 0.2% |  |  |
| Brunswick Corp/DE 5.85% 3/18/2029  | 4539000 | 4684674 |
| Mattel Inc 5% 11/17/2030  | 2013000 | 2031075 |
|  |  | 6715749 |
| Specialty Retail - 0.9% |  |  |
| Advance Auto Parts Inc 5.95% 3/9/2028  | 6525000 | 6668942 |
| Advance Auto Parts Inc 7% 8/1/2030 (b) | 180000 | 183716 |
| AutoNation Inc 4.45% 1/15/2029  | 6760000 | 6778451 |
| AutoZone Inc 5.165% 6/15/2030  | 1075000 | 1112719 |
| AutoZone Inc 6.25% 11/1/2028  | 3398000 | 3601436 |
| Group 1 Automotive Inc 6.375% 1/15/2030 (b) | 585000 | 600963 |
| LBM Acquisition LLC 6.25% 1/15/2029 (b) | 120000 | 107342 |
| LBM Acquisition LLC 9.5% 6/15/2031 (b) | 430000 | 443210 |
| O'Reilly Automotive Inc 5.75% 11/20/2026  | 1697000 | 1723168 |
| Park River Holdings Inc 8% 3/15/2031 (b) | 95000 | 98139 |
| SGUS LLC 11% 12/15/2029 (b) | 308002 | 249591 |
| Staples Inc 10.75% 9/1/2029 (b) | 1260000 | 1238380 |
| Wand NewCo 3 Inc 7.625% 1/30/2032 (b)(l) | 215000 | 226552 |
| White Cap Supply Holdings LLC 7.375% 11/15/2030 (b) | 230000 | 234581 |
|  |  | 23267190 |
| TOTAL CONSUMER DISCRETIONARY |  | 93434082 |
| Consumer Staples - 1.9% |  |  |
| Beverages - 0.4% |  |  |
| Molson Coors Beverage Co 3% 7/15/2026  | 10575000 | 10507350 |
| Consumer Staples Distribution & Retail - 0.8% |  |  |
| 7-Eleven Inc 0.95% 2/10/2026 (b) | 7891000 | 7840390 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 3.5% 3/15/2029 (b) | 265000 | 254062 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 5.5% 3/31/2031 (b) | 235000 | 238211 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 6.5% 2/15/2028 (b) | 935000 | 951755 |
| C&S Group Enterprises LLC 5% 12/15/2028 (b) | 285000 | 264715 |
| Dollar General Corp 4.625% 11/1/2027  | 4000000 | 4031448 |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (b) | 735000 | 767875 |
| Mars Inc 4.6% 3/1/2028 (b) | 4141000 | 4194406 |
| Mars Inc 4.8% 3/1/2030 (b) | 1360000 | 1393158 |
| Performance Food Group Inc 5.5% 10/15/2027 (b) | 425000 | 424974 |
| Performance Food Group Inc 6.125% 9/15/2032 (b) | 340000 | 349789 |
| US Foods Inc 4.75% 2/15/2029 (b) | 455000 | 452881 |
| US Foods Inc 5.75% 4/15/2033 (b) | 185000 | 188330 |
|  |  | 21351994 |
| Food Products - 0.2% |  |  |
| Bunge Ltd Finance Corp 4.1% 1/7/2028  | 2685000 | 2691683 |
| Campbell's Company/The 5.3% 3/20/2026  | 1106000 | 1109571 |
| Fiesta Purchaser Inc 7.875% 3/1/2031 (b) | 110000 | 115710 |
| Fiesta Purchaser Inc 9.625% 9/15/2032 (b) | 590000 | 631881 |
| Post Holdings Inc 4.625% 4/15/2030 (b) | 290000 | 282464 |
| Post Holdings Inc 6.375% 3/1/2033 (b) | 230000 | 232798 |
| TreeHouse Foods Inc 4% 9/1/2028  | 305000 | 301969 |
|  |  | 5366076 |
| Tobacco - 0.5% |  |  |
| Philip Morris International Inc 4.125% 4/28/2028  | 7300000 | 7329622 |
| Philip Morris International Inc 4.875% 2/13/2029  | 6400000 | 6548986 |
|  |  | 13878608 |
| TOTAL CONSUMER STAPLES |  | 51104028 |
| Energy - 3.8% |  |  |
| Energy Equipment & Services - 0.2% |  |  |
| Archrock Partners LP / Archrock Partners Finance Corp 6.25% 4/1/2028 (b) | 370000 | 372272 |
| Archrock Partners LP / Archrock Partners Finance Corp 6.625% 9/1/2032 (b) | 125000 | 128715 |
| Kodiak Gas Services LLC 7.25% 2/15/2029 (b) | 485000 | 505667 |
| Nabors Industries Ltd 7.5% 1/15/2028 (b) | 650000 | 650839 |
| SESI LLC 7.875% 9/30/2030 (b)(l) | 645000 | 641796 |
| Transocean International Ltd 7.875% 10/15/2032 (b) | 70000 | 72969 |
| Transocean International Ltd 8.25% 5/15/2029 (b) | 530000 | 539125 |
| USA Compression Partners LP / USA Compression Finance Corp 6.25% 10/1/2033 (b) | 290000 | 292600 |
| USA Compression Partners LP / USA Compression Finance Corp 7.125% 3/15/2029 (b) | 240000 | 249471 |
| Valaris Ltd 8.375% 4/30/2030 (b) | 300000 | 312978 |
| WBI Operating LLC 6.25% 10/15/2030 (b) | 775000 | 775310 |
|  |  | 4541742 |
| Oil, Gas & Consumable Fuels - 3.6% |  |  |
| Aethon United BR LP / Aethon United Finance Corp 7.5% 10/1/2029 (b) | 260000 | 271680 |
| Buckeye Partners LP 4.125% 12/1/2027  | 255000 | 252212 |
| California Resources Corp 8.25% 6/15/2029 (b) | 780000 | 816095 |
| Cheniere Energy Inc 4.625% 10/15/2028  | 650000 | 650002 |
| CNX Midstream Partners LP 4.75% 4/15/2030 (b) | 450000 | 431609 |
| CNX Resources Corp 7.25% 3/1/2032 (b) | 445000 | 464067 |
| Comstock Resources Inc 5.875% 1/15/2030 (b) | 460000 | 446935 |
| Comstock Resources Inc 6.75% 3/1/2029 (b) | 750000 | 752274 |
| CVR Energy Inc 8.5% 1/15/2029 (b) | 855000 | 879343 |
| DBR Land Holdings LLC 6.25% 12/1/2030 (b) | 315000 | 319035 |
| DCP Midstream Operating LP 5.125% 5/15/2029  | 4900000 | 5015721 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp 8.625% 3/15/2029 (b) | 870000 | 911896 |
| Diamondback Energy Inc 5.2% 4/18/2027  | 5172000 | 5243758 |
| Energy Transfer LP 5.25% 7/1/2029  | 515000 | 531508 |
| Energy Transfer LP 6.5% 2/15/2056 (c)(l) | 335000 | 330262 |
| EQT Corp 3.625% 5/15/2031 (b) | 5400000 | 5092234 |
| EQT Corp 5.7% 4/1/2028  | 4000000 | 4130350 |
| EQT Corp 7.5% 6/1/2027  | 750000 | 761813 |
| Global Partners LP / GLP Finance Corp 6.875% 1/15/2029  | 215000 | 217602 |
| Global Partners LP / GLP Finance Corp 7.125% 7/1/2033 (b) | 85000 | 86331 |
| Harvest Midstream I LP 7.5% 5/15/2032 (b) | 405000 | 420847 |
| Hess Corp 4.3% 4/1/2027  | 4500000 | 4516246 |
| Hess Midstream Operations LP 4.25% 2/15/2030 (b) | 230000 | 224325 |
| Hess Midstream Operations LP 5.875% 3/1/2028 (b) | 565000 | 574508 |
| Hess Midstream Operations LP 6.5% 6/1/2029 (b) | 560000 | 579477 |
| Howard Midstream Energy Partners LLC 7.375% 7/15/2032 (b) | 240000 | 253317 |
| Kinetik Holdings LP 6.625% 12/15/2028 (b) | 980000 | 1008159 |
| Matador Resources Co 6.5% 4/15/2032 (b) | 300000 | 304672 |
| Moss Creek Resources Holdings Inc 8.25% 9/1/2031 (b) | 180000 | 172631 |
| MPLX LP 1.75% 3/1/2026  | 15044000 | 14947640 |
| Northern Oil & Gas Inc 7.875% 10/15/2033 (b) | 305000 | 296826 |
| Northern Oil & Gas Inc 8.75% 6/15/2031 (b) | 370000 | 378324 |
| Occidental Petroleum Corp 5% 8/1/2027  | 3189000 | 3247295 |
| Occidental Petroleum Corp 5.2% 8/1/2029  | 1325000 | 1358008 |
| Occidental Petroleum Corp 6.625% 9/1/2030  | 1610000 | 1735123 |
| ONEOK Inc 4.25% 9/24/2027  | 458000 | 459077 |
| ONEOK Inc 4.4% 10/15/2029  | 479000 | 480492 |
| ONEOK Inc 4.85% 7/15/2026  | 525000 | 526030 |
| ONEOK Inc 6.5% 9/1/2030 (b) | 5247000 | 5627847 |
| PBF Holding Co LLC / PBF Finance Corp 6% 2/15/2028  | 165000 | 163219 |
| PBF Holding Co LLC / PBF Finance Corp 7.875% 9/15/2030 (b)(l) | 630000 | 620497 |
| PBF Holding Co LLC / PBF Finance Corp 9.875% 3/15/2030 (b)(l) | 595000 | 625460 |
| Plains All American Pipeline LP / PAA Finance Corp 3.55% 12/15/2029  | 5242000 | 5090160 |
| Plains All American Pipeline LP / PAA Finance Corp 3.8% 9/15/2030  | 2074000 | 2011218 |
| Prairie Acquiror LP 9% 8/1/2029 (b) | 1050000 | 1085342 |
| Rockies Express Pipeline LLC 6.75% 3/15/2033 (b) | 185000 | 194099 |
| SM Energy Co 6.625% 1/15/2027 (l) | 400000 | 400462 |
| Summit Midstream Holdings LLC 8.625% 10/31/2029 (b) | 125000 | 128985 |
| Sunoco LP / Sunoco Finance Corp 5.875% 3/15/2028  | 245000 | 245778 |
| Sunoco LP / Sunoco Finance Corp 6% 4/15/2027  | 1050000 | 1051652 |
| Sunoco LP 5.625% 3/15/2031 (b) | 770000 | 774381 |
| Sunoco LP 6.625% 8/15/2032 (b) | 540000 | 556703 |
| Talos Production Inc 9% 2/1/2029 (b) | 240000 | 250312 |
| Targa Resources Corp 4.9% 9/15/2030  | 825000 | 841456 |
| Targa Resources Corp 6.15% 3/1/2029  | 7061000 | 7445535 |
| Venture Global LNG Inc 7% 1/15/2030 (b) | 295000 | 289394 |
| Venture Global Plaquemines LNG LLC 7.5% 5/1/2033 (b) | 225000 | 245177 |
| Western Gas Partners LP 6.35% 1/15/2029  | 5546000 | 5852276 |
| Williams Cos Inc/The 4.625% 6/30/2030  | 1288000 | 1302704 |
| Williams Cos Inc/The 4.8% 11/15/2029  | 2339000 | 2385311 |
| Williams Cos Inc/The 5.4% 3/2/2026  | 1334000 | 1338647 |
|  |  | 97614339 |
| TOTAL ENERGY |  | 102156081 |
| Financials - 19.5% |  |  |
| Banks - 8.2% |  |  |
| Bank of America Corp 1.734% 7/22/2027 (c) | 7174000 | 7062372 |
| Bank of America Corp 4.623% 5/9/2029 (c) | 7300000 | 7399609 |
| Bank of America Corp 5.202% 4/25/2029 (c) | 10500000 | 10768151 |
| Bank of America Corp 5.819% 9/15/2029 (c) | 9400000 | 9826260 |
| Citigroup Inc 4.075% 4/23/2029 (c) | 7879000 | 7874537 |
| Citigroup Inc 4.786% 3/4/2029 (c) | 5300000 | 5374923 |
| Citigroup Inc 5.174% 2/13/2030 (c) | 12400000 | 12756080 |
| HAT Holdings I LLC / HAT Holdings II LLC 8% 6/15/2027 (b) | 81000 | 84029 |
| Huntington Bancshares Inc/OH 4.443% 8/4/2028 (c) | 6370000 | 6401769 |
| Huntington Bancshares Inc/OH 6.208% 8/21/2029 (c) | 5000000 | 5251096 |
| JPMorgan Chase & Co 1.47% 9/22/2027 (c) | 10000000 | 9791492 |
| JPMorgan Chase & Co 2.522% 4/22/2031 (c) | 3000000 | 2801703 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (c) | 12053000 | 11379565 |
| JPMorgan Chase & Co 4.603% 10/22/2030 (c) | 5000000 | 5081719 |
| JPMorgan Chase & Co 4.915% 1/24/2029 (c) | 5300000 | 5401375 |
| JPMorgan Chase & Co 4.995% 7/22/2030 (c) | 21400000 | 22019895 |
| JPMorgan Chase & Co 5.103% 4/22/2031 (c) | 1642000 | 1702900 |
| JPMorgan Chase & Co 5.571% 4/22/2028 (c) | 3266000 | 3331144 |
| Morgan Stanley Bank NA 5.016% 1/12/2029 (c) | 2928000 | 2983334 |
| Morgan Stanley Private Bank NA 4.204% 11/17/2028 (c) | 8100000 | 8113722 |
| Morgan Stanley Private Bank NA 4.466% 7/6/2028 (c) | 7560000 | 7606431 |
| PNC Financial Services Group Inc/The 5.492% 5/14/2030 (c) | 4591000 | 4787836 |
| Santander Holdings USA Inc 2.49% 1/6/2028 (c) | 2768000 | 2711570 |
| Santander Holdings USA Inc 3.244% 10/5/2026  | 4000000 | 3971995 |
| Santander Holdings USA Inc 6.174% 1/9/2030 (c) | 3664000 | 3825585 |
| Truist Financial Corp 4.873% 1/26/2029 (c) | 4000000 | 4061842 |
| Truist Financial Corp 5.071% 5/20/2031 (c) | 5288000 | 5442478 |
| US Bancorp 4.653% 2/1/2029 (c) | 2000000 | 2024839 |
| Wells Fargo & Co 4.078% 9/15/2029 (c) | 7800000 | 7797167 |
| Wells Fargo & Co 4.3% 7/22/2027  | 7000000 | 7029700 |
| Wells Fargo & Co 4.97% 4/23/2029 (c) | 5300000 | 5403972 |
| Wells Fargo & Co 5.244% 1/24/2031 (c) | 7692000 | 7992698 |
| Wells Fargo & Co 5.707% 4/22/2028 (c) | 6200000 | 6331985 |
| Wells Fargo & Co 6.303% 10/23/2029 (c) | 5800000 | 6141549 |
|  |  | 220535322 |
| Capital Markets - 5.2% |  |  |
| Ares Strategic Income Fund 4.85% 1/15/2029 (b) | 4691000 | 4631207 |
| Ares Strategic Income Fund 5.45% 9/9/2028 (b) | 7076000 | 7110306 |
| Athene Global Funding 1.73% 10/2/2026 (b) | 5000000 | 4899752 |
| Athene Global Funding 4.721% 10/8/2029 (b) | 5300000 | 5301465 |
| Athene Global Funding 5.516% 3/25/2027 (b) | 7000000 | 7101083 |
| Bank of New York Mellon 4.729% 4/20/2029 (c) | 2106000 | 2143332 |
| Broadstreet Partners Group LLC 5.875% 4/15/2029 (b) | 510000 | 509137 |
| Equitable America Global Funding 4.65% 6/9/2028 (b) | 2575000 | 2603129 |
| Equitable America Global Funding 4.95% 6/9/2030 (b) | 3483000 | 3554616 |
| Focus Financial Partners LLC 6.75% 9/15/2031 (b) | 490000 | 506250 |
| GA Global Funding Trust 5.4% 1/13/2030 (b) | 3308000 | 3401390 |
| Goldman Sachs Group Inc/The 2.64% 2/24/2028 (c) | 10000000 | 9820320 |
| Goldman Sachs Group Inc/The 4.223% 5/1/2029 (c) | 6000000 | 6012368 |
| Goldman Sachs Group Inc/The 4.937% 4/23/2028 (c) | 7200000 | 7278966 |
| Goldman Sachs Group Inc/The 6.484% 10/24/2029 (c) | 7439000 | 7908926 |
| HPS Corporate Lending Fund 4.9% 9/11/2028 (b) | 2137000 | 2121474 |
| HPS Corporate Lending Fund 6.25% 9/30/2029  | 5000000 | 5145960 |
| Intercontinental Exchange Inc 3.625% 9/1/2028  | 5500000 | 5446966 |
| Jane Street Group / JSG Finance Inc 6.125% 11/1/2032 (b) | 430000 | 437433 |
| Jane Street Group / JSG Finance Inc 6.75% 5/1/2033 (b) | 320000 | 334681 |
| Jefferies Finance LLC / JFIN Co-Issuer Corp 5% 8/15/2028 (b) | 430000 | 408442 |
| LPL Holdings Inc 4.9% 4/3/2028  | 8265000 | 8382764 |
| Morgan Stanley 4.133% 10/18/2029 (c) | 6660000 | 6659286 |
| Morgan Stanley 4.994% 4/12/2029 (c) | 3914000 | 3992119 |
| Morgan Stanley 5.042% 7/19/2030 (c) | 11500000 | 11821945 |
| Morgan Stanley 5.164% 4/20/2029 (c) | 9860000 | 10094701 |
| Morgan Stanley 6.407% 11/1/2029 (c) | 3900000 | 4141000 |
| Nuveen LLC 5.55% 1/15/2030 (b) | 984000 | 1028541 |
| Sammons Financial Group Global Funding 5.05% 1/10/2028 (b) | 4131000 | 4196202 |
| Sammons Financial Group Global Funding 5.1% 12/10/2029 (b) | 3365000 | 3465848 |
| VFH Parent LLC / Valor Co-Issuer Inc 7.5% 6/15/2031 (b) | 480000 | 503769 |
|  |  | 140963378 |
| Consumer Finance - 2.1% |  |  |
| American Express Co 4.731% 4/25/2029 (c) | 6000000 | 6099638 |
| American Express Co 5.085% 1/30/2031 (c) | 1297000 | 1341277 |
| Capital One Financial Corp 1.878% 11/2/2027 (c) | 7000000 | 6850011 |
| Capital One Financial Corp 5.468% 2/1/2029 (c) | 9443000 | 9692233 |
| Capital One Financial Corp 7.149% 10/29/2027 (c) | 5000000 | 5126371 |
| Encore Capital Group Inc 6.625% 4/15/2031 (b) | 265000 | 264919 |
| Ford Motor Credit Co LLC 5.73% 9/5/2030  | 665000 | 676778 |
| Ford Motor Credit Co LLC 5.85% 5/17/2027  | 4000000 | 4055440 |
| Ford Motor Credit Co LLC 5.875% 11/7/2029  | 13200000 | 13503668 |
| Ford Motor Credit Co LLC 6.95% 6/10/2026  | 6500000 | 6566617 |
| Navient Corp 6.75% 6/15/2026  | 765000 | 773107 |
| OneMain Finance Corp 3.5% 1/15/2027  | 655000 | 646457 |
| OneMain Finance Corp 6.125% 5/15/2030  | 280000 | 284502 |
| OneMain Finance Corp 6.75% 3/15/2032  | 75000 | 76653 |
| OneMain Finance Corp 7.5% 5/15/2031  | 675000 | 709109 |
| PRA Group Inc 5% 10/1/2029 (b) | 135000 | 124831 |
| PRA Group Inc 8.875% 1/31/2030 (b)(l) | 365000 | 378396 |
|  |  | 57170007 |
| Financial Services - 1.1% |  |  |
| Aircastle Ltd / Aircastle Ireland DAC 5% 9/15/2030 (b) | 6290000 | 6362914 |
| Aircastle Ltd / Aircastle Ireland DAC 5.25% 3/15/2030 (b) | 3585000 | 3668554 |
| Block Inc 5.625% 8/15/2030 (b) | 240000 | 244544 |
| Block Inc 6% 8/15/2033 (b) | 150000 | 154163 |
| Block Inc 6.5% 5/15/2032  | 430000 | 449382 |
| Corebridge Financial Inc 3.65% 4/5/2027  | 3345000 | 3319186 |
| Corebridge Global Funding 4.65% 8/20/2027 (b) | 1596000 | 1611584 |
| Corebridge Global Funding 4.9% 1/7/2028 (b) | 2298000 | 2334116 |
| CrossCountry Intermediate HoldCo LLC 6.5% 10/1/2030 (b) | 260000 | 263301 |
| CrossCountry Intermediate HoldCo LLC 6.75% 12/1/2032 (b) | 160000 | 161784 |
| Global Payments Inc 4.5% 11/15/2028  | 5521000 | 5539438 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 10% 11/15/2029 (b) | 885000 | 887212 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 5.25% 5/15/2027 (l) | 1180000 | 1164836 |
| Jackson Financial Inc 5.17% 6/8/2027  | 1397000 | 1412643 |
| NFE Financing LLC 12% 11/15/2029 (b)(g) | 270536 | 68554 |
| Rocket Cos Inc 6.125% 8/1/2030 (b) | 460000 | 477509 |
| Rocket Cos Inc 6.5% 8/1/2029 (b) | 310000 | 321560 |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc 6.75% 8/15/2032 (b) | 265000 | 275444 |
| UWM Holdings LLC 6.25% 3/15/2031 (b) | 335000 | 336481 |
| UWM Holdings LLC 6.625% 2/1/2030 (b) | 490000 | 497939 |
| Windstream Services LLC / Windstream Escrow Finance Corp 8.25% 10/1/2031 (b) | 390000 | 404913 |
|  |  | 29956057 |
| Insurance - 2.8% |  |  |
| Acrisure LLC / Acrisure Finance Inc 8.25% 2/1/2029 (b) | 730000 | 759712 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 4/15/2028 (b) | 465000 | 473489 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 7% 1/15/2031 (b) | 460000 | 477935 |
| American International Group Inc 4.85% 5/7/2030  | 7000000 | 7168245 |
| AmWINS Group Inc 4.875% 6/30/2029 (b) | 110000 | 107285 |
| AmWINS Group Inc 6.375% 2/15/2029 (b) | 290000 | 298013 |
| APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves 7.875% 11/1/2029 (b) | 795000 | 801678 |
| Arthur J Gallagher & Co 4.6% 12/15/2027  | 3119000 | 3149177 |
| Brown & Brown Inc 4.7% 6/23/2028  | 1180000 | 1191419 |
| Brown & Brown Inc 4.9% 6/23/2030  | 2414000 | 2445551 |
| Equitable Financial Life Global Funding 1.4% 8/27/2027 (b) | 15000000 | 14343655 |
| Equitable Financial Life Global Funding 1.7% 11/12/2026 (b) | 5000000 | 4895425 |
| Fortitude Group Holdings LLC 6.25% 4/1/2030 (b) | 3422000 | 3560970 |
| Guardian Life Global Funding 1.4% 7/6/2027 (b) | 8010000 | 7700781 |
| HUB International Ltd 7.375% 1/31/2032 (b)(l) | 745000 | 775175 |
| Jackson National Life Global Funding 4.6% 10/1/2029 (b) | 4963000 | 4995073 |
| Jackson National Life Global Funding 5.35% 1/13/2030 (b) | 7744000 | 8031200 |
| Jackson National Life Global Funding 5.55% 7/2/2027 (b) | 1453000 | 1483323 |
| Panther Escrow Issuer LLC 7.125% 6/1/2031 (b) | 355000 | 367076 |
| RGA Global Funding 2% 11/30/2026 (b) | 3680000 | 3604941 |
| RGA Global Funding 5.448% 5/24/2029 (b) | 2658000 | 2756233 |
| Ryan Specialty LLC 5.875% 8/1/2032 (b) | 425000 | 434455 |
| Western-Southern Global Funding 4.9% 5/1/2030 (b) | 653000 | 671799 |
| Willis North America Inc 4.5% 9/15/2028  | 5000000 | 5038915 |
|  |  | 75531525 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.1% |  |  |
| Rithm Capital Corp 8% 4/1/2029 (b) | 120000 | 122597 |
| Starwood Property Trust Inc 5.25% 10/15/2028 (b) | 780000 | 785331 |
| Starwood Property Trust Inc 6.5% 7/1/2030 (b) | 490000 | 511526 |
|  |  | 1419454 |
| TOTAL FINANCIALS |  | 525575743 |
| Health Care - 2.5% |  |  |
| Biotechnology - 0.2% |  |  |
| Amgen Inc 5.15% 3/2/2028  | 6578000 | 6732928 |
| Health Care Equipment & Supplies - 0.2% |  |  |
| Alcon Finance Corp 2.75% 9/23/2026 (b) | 4038000 | 3996741 |
| Avantor Funding Inc 3.875% 11/1/2029 (b) | 275000 | 262468 |
| Avantor Funding Inc 4.625% 7/15/2028 (b) | 625000 | 619097 |
| Medline Borrower LP 3.875% 4/1/2029 (b) | 285000 | 276667 |
| Medline Borrower LP/Medline Co-Issuer Inc 6.25% 4/1/2029 (b) | 440000 | 455101 |
|  |  | 5610074 |
| Health Care Providers & Services - 1.9% |  |  |
| Acadia Healthcare Co Inc 7.375% 3/15/2033 (b)(l) | 155000 | 157956 |
| AMN Healthcare Inc 6.5% 1/15/2031 (b)(l) | 470000 | 471348 |
| Centene Corp 2.45% 7/15/2028  | 4360000 | 4064614 |
| CHS/Community Health Systems Inc 5.25% 5/15/2030 (b) | 365000 | 344814 |
| CHS/Community Health Systems Inc 9.75% 1/15/2034 (b) | 255000 | 271187 |
| CVS Health Corp 4.3% 3/25/2028  | 11600000 | 11632164 |
| CVS Health Corp 5% 2/20/2026  | 8000000 | 8008584 |
| CVS Health Corp 7% 3/10/2055 (c) | 360000 | 378491 |
| HCA Inc 3.125% 3/15/2027  | 7100000 | 7006770 |
| HCA Inc 5% 3/1/2028  | 2439000 | 2485860 |
| Humana Inc 5.75% 12/1/2028  | 6000000 | 6243635 |
| Icon Investments Six DAC 5.809% 5/8/2027  | 4656000 | 4748247 |
| LifePoint Health Inc 11% 10/15/2030 (b) | 325000 | 357775 |
| Molina Healthcare Inc 6.25% 1/15/2033 (b) | 610000 | 611383 |
| Molina Healthcare Inc 6.5% 2/15/2031 (b) | 790000 | 806996 |
| Owens & Minor Inc 6.625% 4/1/2030 (b) | 270000 | 173153 |
| Surgery Center Holdings Inc 7.25% 4/15/2032 (b) | 135000 | 138539 |
| Tenet Healthcare Corp 5.125% 11/1/2027  | 2310000 | 2310224 |
| US Acute Care Solutions LLC 9.75% 5/15/2029 (b) | 690000 | 700956 |
|  |  | 50912696 |
| Health Care Technology - 0.1% |  |  |
| IQVIA Inc 5% 5/15/2027 (b) | 1510000 | 1508288 |
| IQVIA Inc 6.25% 6/1/2032 (b) | 275000 | 287640 |
| IQVIA Inc 6.5% 5/15/2030 (b) | 290000 | 301706 |
|  |  | 2097634 |
| Pharmaceuticals - 0.1% |  |  |
| 1261229 BC Ltd 10% 4/15/2032 (b) | 700000 | 723671 |
| Bausch Health Cos Inc 11% 9/30/2028 (b) | 255000 | 266543 |
| Jazz Securities DAC 4.375% 1/15/2029 (b) | 490000 | 483725 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 4.125% 4/30/2028 (b)(l) | 470000 | 458046 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 5.125% 4/30/2031 (b) | 210000 | 175866 |
|  |  | 2107851 |
| TOTAL HEALTH CARE |  | 67461183 |
| Industrials - 2.4% |  |  |
| Aerospace & Defense - 0.9% |  |  |
| Boeing Co 3.2% 3/1/2029  | 7200000 | 6963973 |
| Boeing Co 5.04% 5/1/2027  | 2300000 | 2322610 |
| Boeing Co 6.259% 5/1/2027  | 418000 | 429422 |
| BWX Technologies Inc 4.125% 4/15/2029 (b) | 525000 | 515211 |
| L3Harris Technologies Inc 5.4% 1/15/2027  | 6000000 | 6089983 |
| RTX Corp 5.75% 1/15/2029  | 1205000 | 1264656 |
| TransDigm Inc 6.25% 1/31/2034 (b) | 85000 | 88131 |
| TransDigm Inc 6.375% 3/1/2029 (b) | 3200000 | 3296000 |
| TransDigm Inc 6.75% 1/31/2034 (b) | 380000 | 397039 |
|  |  | 21367025 |
| Air Freight & Logistics - 0.0% |  |  |
| Rand Parent LLC 8.5% 2/15/2030 (b)(l) | 845000 | 871952 |
| Building Products - 0.1% |  |  |
| Advanced Drainage Systems Inc 5% 9/30/2027 (b) | 250000 | 249676 |
| Camelot Return Merger Sub Inc 8.75% 8/1/2028 (b) | 685000 | 572831 |
| JH North America Holdings Inc 5.875% 1/31/2031 (b) | 570000 | 577681 |
| MIWD Holdco II LLC / MIWD Finance Corp 5.5% 2/1/2030 (b) | 285000 | 269133 |
| Standard Building Solutions Inc 6.5% 8/15/2032 (b) | 370000 | 381709 |
|  |  | 2051030 |
| Commercial Services & Supplies - 0.3% |  |  |
| Allied Universal Holdco LLC / Allied Universal Finance Corp 6.875% 6/15/2030 (b) | 330000 | 341086 |
| Artera Services LLC 8.5% 2/15/2031 (b) | 1445000 | 1249125 |
| Brand Industrial Services Inc 10.375% 8/1/2030 (b) | 775000 | 760009 |
| CoreCivic Inc 8.25% 4/15/2029  | 355000 | 374001 |
| GEO Group Inc/The 10.25% 4/15/2031  | 480000 | 526703 |
| GEO Group Inc/The 8.625% 4/15/2029  | 235000 | 247631 |
| GFL Environmental Inc 4% 8/1/2028 (b) | 1420000 | 1392200 |
| Madison IAQ LLC 4.125% 6/30/2028 (b) | 750000 | 735756 |
| Neptune Bidco US Inc 10.375% 5/15/2031 (b) | 795000 | 803774 |
| Neptune Bidco US Inc 9.29% 4/15/2029 (b) | 940000 | 932950 |
| OT Midco Inc 10% 2/15/2030 (b) | 110000 | 43593 |
| Prime Security Services Borrower LLC / Prime Finance Inc 5.75% 4/15/2026 (b) | 197000 | 197547 |
| Waste Pro USA Inc 7% 2/1/2033 (b) | 245000 | 254826 |
| Williams Scotsman Inc 6.625% 4/15/2030 (b) | 485000 | 500807 |
|  |  | 8360008 |
| Construction & Engineering - 0.0% |  |  |
| Pike Corp 5.5% 9/1/2028 (b) | 370000 | 369076 |
| Pike Corp 8.625% 1/31/2031 (b) | 250000 | 264301 |
| Railworks Holdings LP / Railworks Rally Inc 8.25% 11/15/2028 (b) | 485000 | 486474 |
|  |  | 1119851 |
| Electrical Equipment - 0.2% |  |  |
| Trans-Allegheny Interstate Line Co 5.2% 1/15/2031 (b) | 4996000 | 5147394 |
| WESCO Distribution Inc 6.375% 3/15/2033 (b) | 245000 | 256237 |
|  |  | 5403631 |
| Ground Transportation - 0.1% |  |  |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc 8.25% 1/15/2030 (b) | 120000 | 123581 |
| Genesee & Wyoming Inc 6.25% 4/15/2032 (b) | 350000 | 359896 |
| Uber Technologies Inc 4.15% 1/15/2031  | 1106000 | 1101155 |
| XPO Inc 6.25% 6/1/2028 (b) | 620000 | 632675 |
|  |  | 2217307 |
| Machinery - 0.3% |  |  |
| Beach Acquisition Bidco LLC 10% 7/15/2033 pay-in-kind (b)(c) | 245000 | 265126 |
| Esab Corp 6.25% 4/15/2029 (b) | 385000 | 396625 |
| Ingersoll Rand Inc 5.176% 6/15/2029  | 4200000 | 4354081 |
| Ingersoll Rand Inc 5.197% 6/15/2027  | 4200000 | 4265385 |
|  |  | 9281217 |
| Passenger Airlines - 0.2% |  |  |
| American Airlines 2016-3 Class A Pass Through Trust 7.25% 2/15/2028 (b) | 245000 | 250810 |
| American Airlines 2019-1 Class B Pass Through Trust equipment trust certificate 3.85% 8/15/2029  | 2652822 | 2592169 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd 5.5% 4/20/2026 (b) | 358334 | 358962 |
| United Airlines 2019-2 Class B Pass Through Trust equipment trust certificate 3.5% 11/1/2029  | 1452760 | 1414659 |
| United Airlines Inc 4.375% 4/15/2026 (b) | 775000 | 774023 |
|  |  | 5390623 |
| Professional Services - 0.1% |  |  |
| Amentum Holdings Inc 7.25% 8/1/2032 (b) | 490000 | 514332 |
| ION Platform Finance US Inc / ION Platform Finance SARL 5% 5/1/2028 (b) | 605000 | 563715 |
| ION Platform Finance US Inc / ION Platform Finance SARL 5.75% 5/15/2028 (b) | 595000 | 558786 |
| ION Platform Finance US Inc / ION Platform Finance SARL 9% 8/1/2029 (b) | 220000 | 219735 |
| Paychex Inc 5.1% 4/15/2030  | 197000 | 202452 |
| TriNet Group Inc 7.125% 8/15/2031 (b) | 655000 | 677847 |
| Verisk Analytics Inc 4.5% 8/15/2030  | 555000 | 559495 |
|  |  | 3296362 |
| Trading Companies & Distributors - 0.2% |  |  |
| Air Lease Corp 2.2% 1/15/2027  | 3565000 | 3482991 |
| FTAI Aviation Investors LLC 7% 6/15/2032 (b) | 205000 | 215004 |
| FTAI Aviation Investors LLC 7.875% 12/1/2030 (b)(l) | 425000 | 452479 |
| Herc Holdings Inc 7% 6/15/2030 (b) | 450000 | 472379 |
| QXO Building Products Inc 6.75% 4/30/2032 (b) | 335000 | 349846 |
| Synergy Infrastructure Holdings LLC 7.875% 12/1/2030 (b) | 125000 | 128785 |
| United Rentals North America Inc 3.875% 11/15/2027 (l) | 575000 | 568935 |
|  |  | 5670419 |
| Transportation Infrastructure - 0.0% |  |  |
| Beacon Mobility Corp 7.25% 8/1/2030 (b) | 250000 | 261643 |
| TOTAL INDUSTRIALS |  | 65291068 |
| Information Technology - 2.3% |  |  |
| Electronic Equipment, Instruments & Components - 0.5% |  |  |
| Amphenol Corp 5.05% 4/5/2029  | 1216000 | 1253366 |
| Coherent Corp 5% 12/15/2029 (b)(l) | 765000 | 758139 |
| Dell International LLC / EMC Corp 5% 4/1/2030  | 2305000 | 2362605 |
| Dell International LLC / EMC Corp 5.25% 2/1/2028  | 8564000 | 8761055 |
| Lightning Power LLC 7.25% 8/15/2032 (b) | 240000 | 254682 |
|  |  | 13389847 |
| IT Services - 0.2% |  |  |
| CDW LLC / CDW Finance Corp 5.1% 3/1/2030  | 1789000 | 1827377 |
| Cogent Communications Group LLC / Cogent Finance Inc 7% 6/15/2027 (b) | 905000 | 896281 |
| Cogent Communications Group LLC / Cogent Finance Inc 7% 6/15/2027 (b) | 585000 | 579408 |
| CoreWeave Inc 9% 2/1/2031 (b) | 570000 | 515789 |
| CoreWeave Inc 9.25% 6/1/2030 (b) | 1255000 | 1157870 |
| Sabre GLBL Inc 11.125% 7/15/2030 (b)(l) | 290000 | 250832 |
|  |  | 5227557 |
| Semiconductors & Semiconductor Equipment - 0.7% |  |  |
| Broadcom Inc 4.15% 11/15/2030  | 15000000 | 14989306 |
| Entegris Inc 4.75% 4/15/2029 (b) | 1280000 | 1277498 |
| Micron Technology Inc 5.327% 2/6/2029  | 3100000 | 3197961 |
| Wolfspeed Inc 9.875% 6/23/2030 pay-in-kind (b)(c) | 103479 | 113309 |
|  |  | 19578074 |
| Software - 0.8% |  |  |
| Cloud Software Group Inc 6.625% 8/15/2033 (b) | 100000 | 99823 |
| Cloud Software Group Inc 9% 9/30/2029 (b) | 555000 | 572501 |
| Elastic NV 4.125% 7/15/2029 (b) | 570000 | 549713 |
| Ellucian Holdings Inc 6.5% 12/1/2029 (b) | 145000 | 146980 |
| Gen Digital Inc 6.25% 4/1/2033 (b) | 270000 | 277838 |
| Oracle Corp 4.45% 9/26/2030  | 8341000 | 8218992 |
| Roper Technologies Inc 4.45% 9/15/2030  | 4036000 | 4058533 |
| Roper Technologies Inc 4.5% 10/15/2029  | 1568000 | 1584715 |
| SS&C Technologies Inc 5.5% 9/30/2027 (b) | 1625000 | 1624739 |
| UKG Inc 6.875% 2/1/2031 (b) | 630000 | 650383 |
| VMware LLC 1.4% 8/15/2026  | 2882000 | 2831280 |
| X.AI LLC / X.AI Co Issuer Corp 12.5% 6/30/2030  | 1115000 | 1173187 |
|  |  | 21788684 |
| Technology Hardware, Storage & Peripherals - 0.1% |  |  |
| Hewlett Packard Enterprise Co 4.4% 9/25/2027  | 2177000 | 2186571 |
| Seagate Data Storage Technology Pte Ltd 5.875% 7/15/2030 (b) | 620000 | 638410 |
| Western Digital Corp 4.75% 2/15/2026  | 163000 | 162861 |
|  |  | 2987842 |
| TOTAL INFORMATION TECHNOLOGY |  | 62972004 |
| Materials - 1.2% |  |  |
| Chemicals - 0.6% |  |  |
| Axalta Coating Systems Dutch Holding B BV 7.25% 2/15/2031 (b) | 650000 | 687006 |
| Celanese US Holdings LLC 6.5% 4/15/2030 (l) | 300000 | 299525 |
| Celanese US Holdings LLC 6.665% 7/15/2027 (c) | 2545000 | 2619167 |
| Celanese US Holdings LLC 6.75% 4/15/2033  | 330000 | 328412 |
| Chemours Co/The 4.625% 11/15/2029 (b) | 145000 | 129528 |
| Chemours Co/The 5.75% 11/15/2028 (b) | 1025000 | 994812 |
| Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP 4.75% 5/15/2030 (b) | 787000 | 799629 |
| LSB Industries Inc 6.25% 10/15/2028 (b) | 380000 | 378096 |
| Mativ Holdings Inc 8% 10/1/2029 (b) | 220000 | 220393 |
| Methanex US Operations Inc 6.25% 3/15/2032 (b) | 125000 | 128344 |
| Mosaic Co/The 5.375% 11/15/2028  | 5750000 | 5937520 |
| Olin Corp 6.625% 4/1/2033 (b) | 215000 | 213564 |
| Olympus Water US Holding Corp 7.25% 2/15/2033 (b) | 200000 | 198531 |
| Olympus Water US Holding Corp 7.25% 6/15/2031 (b)(l) | 430000 | 430425 |
| Scih Salt Hldgs Inc 6.625% 5/1/2029 (b) | 925000 | 928978 |
| WR Grace Holdings LLC 5.625% 8/15/2029 (b) | 260000 | 244761 |
| WR Grace Holdings LLC 6.625% 8/15/2032 (b) | 530000 | 526101 |
| WR Grace Holdings LLC 7.375% 3/1/2031 (b) | 260000 | 264209 |
|  |  | 15329001 |
| Construction Materials - 0.5% |  |  |
| Amrize Finance US LLC 4.6% 4/7/2027 (b) | 1936000 | 1947360 |
| Amrize Finance US LLC 4.7% 4/7/2028 (b) | 1401000 | 1418327 |
| CRH America Finance Inc 4.4% 2/9/2031  | 6600000 | 6614927 |
| Quikrete Holdings Inc 6.375% 3/1/2032 (b) | 695000 | 721684 |
| Smyrna Ready Mix Concrete LLC 8.875% 11/15/2031 (b) | 750000 | 796016 |
| VM Consolidated Inc 5.5% 4/15/2029 (b) | 900000 | 899357 |
|  |  | 12397671 |
| Containers & Packaging - 0.1% |  |  |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 3.25% 9/1/2028 (b) | 265000 | 255127 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 4% 9/1/2029 (b) | 900000 | 837666 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 6.25% 1/30/2031 (b)(m) | 200000 | 203476 |
| Berry Global Inc 4.875% 7/15/2026 (b) | 187000 | 187048 |
| Clydesdale Acquisition Holdings Inc 6.75% 4/15/2032 (b) | 265000 | 267388 |
| Clydesdale Acquisition Holdings Inc 8.75% 4/15/2030 (b)(l) | 595000 | 595934 |
| Graphic Packaging International LLC 6.375% 7/15/2032 (b) | 430000 | 437269 |
| Sealed Air Corp 5% 4/15/2029 (b) | 740000 | 745164 |
|  |  | 3529072 |
| Metals & Mining - 0.0% |  |  |
| Alcoa Nederland Holding BV 7.125% 3/15/2031 (b) | 80000 | 84768 |
| Alumina Pty Ltd 6.375% 9/15/2032 (b) | 750000 | 780785 |
| Cleveland-Cliffs Inc 7% 3/15/2032 (b) | 385000 | 394643 |
| Cleveland-Cliffs Inc 7.5% 9/15/2031 (b) | 350000 | 366044 |
|  |  | 1626240 |
| TOTAL MATERIALS |  | 32881984 |
| Real Estate - 1.8% |  |  |
| Diversified REITs - 0.3% |  |  |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 6.5% 2/15/2029 (b) | 785000 | 745094 |
| Vici Properties LP / Vici Note Co Inc 3.875% 2/15/2029 (b) | 6000000 | 5880720 |
| VICI Properties LP 4.75% 4/1/2028  | 352000 | 355863 |
| Vornado Realty LP 2.15% 6/1/2026  | 1017000 | 1003387 |
|  |  | 7985064 |
| Health Care REITs - 0.2% |  |  |
| Healthcare Realty Holdings LP 3.5% 8/1/2026  | 621000 | 617140 |
| MPT Operating Partnership LP / MPT Finance Corp 5% 10/15/2027  | 645000 | 623359 |
| Ventas Realty LP 3% 1/15/2030  | 4013000 | 3821723 |
|  |  | 5062222 |
| Hotel & Resort REITs - 0.0% |  |  |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 4.875% 5/15/2029 (b)(l) | 390000 | 378566 |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 7% 2/1/2030 (b)(l) | 245000 | 250130 |
| RHP Hotel Properties LP / RHP Finance Corp 7.25% 7/15/2028 (b) | 350000 | 361078 |
|  |  | 989774 |
| Office REITs - 0.0% |  |  |
| COPT Defense Properties LP 4.5% 10/15/2030  | 225000 | 224086 |
| Real Estate Management & Development - 0.0% |  |  |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 9.75% 4/15/2030 (b) | 240000 | 260725 |
| Taylor Morrison Communities Inc 5.75% 11/15/2032 (b) | 210000 | 216452 |
|  |  | 477177 |
| Retail REITs - 0.8% |  |  |
| Brixmor Operating Partnership LP 2.25% 4/1/2028  | 4348000 | 4168548 |
| Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL 5.75% 5/15/2026 (b) | 720000 | 717640 |
| Realty Income Corp 2.1% 3/15/2028  | 5695000 | 5460762 |
| Realty Income Corp 2.2% 6/15/2028  | 456000 | 437038 |
| Simon Property Group LP 4.375% 10/1/2030  | 7660000 | 7721596 |
|  |  | 18505584 |
| Specialized REITs - 0.5% |  |  |
| American Tower Corp 3.6% 1/15/2028  | 4000000 | 3958628 |
| American Tower Corp 4.9% 3/15/2030  | 7910000 | 8094234 |
| Iron Mountain Inc 4.875% 9/15/2027 (b) | 475000 | 473326 |
| Millrose Properties Inc 6.375% 8/1/2030 (b) | 630000 | 642681 |
| SBA Communications Corp 3.875% 2/15/2027  | 1525000 | 1517719 |
|  |  | 14686588 |
| TOTAL REAL ESTATE |  | 47930495 |
| Utilities - 4.4% |  |  |
| Electric Utilities - 2.5% |  |  |
| American Electric Power Co Inc 5.8% 3/15/2056 (c) | 520000 | 516390 |
| Cleco Corporate Holdings LLC 3.743% 5/1/2026  | 2893000 | 2882111 |
| Duke Energy Corp 4.3% 3/15/2028  | 9784000 | 9832604 |
| Duke Energy Florida LLC 4.2% 12/1/2030  | 2734000 | 2739702 |
| Edison International 7.875% 6/15/2054 (c) | 250000 | 260015 |
| Eversource Energy 5.45% 3/1/2028  | 9000000 | 9216485 |
| Exelon Corp 2.75% 3/15/2027  | 681000 | 668903 |
| FirstEnergy Corp 1.6% 1/15/2026  | 606000 | 603490 |
| FirstEnergy Pennsylvania Electric Co 5.15% 3/30/2026 (b) | 2524000 | 2530831 |
| Georgia Power Co 4.65% 5/16/2028  | 3465000 | 3520057 |
| Jersey Central Power & Light Co 4.4% 1/15/2031 (b) | 2825000 | 2817994 |
| NextEra Energy Capital Holdings Inc 4.685% 9/1/2027  | 3111000 | 3143927 |
| NRG Energy Inc 5.75% 7/15/2029 (b) | 1105000 | 1110511 |
| Pacific Gas and Electric Co 2.1% 8/1/2027  | 4000000 | 3858022 |
| PG&E Corp 5% 7/1/2028  | 260000 | 258104 |
| PG&E Corp 7.375% 3/15/2055 (c) | 1300000 | 1344010 |
| Pinnacle West Capital Corp 4.9% 5/15/2028  | 1038000 | 1055821 |
| Pinnacle West Capital Corp 5.15% 5/15/2030  | 3598000 | 3719554 |
| Sierra Pacific Power Co 6.2% 12/15/2055 (c) | 737000 | 730593 |
| Southern Co/The 5.5% 3/15/2029  | 3052000 | 3172415 |
| Vistra Operations Co LLC 5% 7/31/2027 (b) | 11550000 | 11586983 |
| Vistra Operations Co LLC 5.05% 12/30/2026 (b) | 1288000 | 1299142 |
| Vistra Operations Co LLC 7.75% 10/15/2031 (b) | 475000 | 504541 |
| XPLR Infrastructure Operating Partners LP 7.25% 1/15/2029 (b)(l) | 320000 | 327946 |
|  |  | 67700151 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Alpha Generation LLC 6.25% 1/15/2034 (b) | 130000 | 130204 |
| Alpha Generation LLC 6.75% 10/15/2032 (b) | 250000 | 257297 |
| Calpine Corp 5.125% 3/15/2028 (b) | 800000 | 802244 |
| Southern Power Co 4.25% 10/1/2030  | 2170000 | 2166451 |
| Sunnova Energy Corp 5.875% (b)(g)(h) | 525000 | 1313 |
|  |  | 3357509 |
| Multi-Utilities - 1.8% |  |  |
| Dominion Energy Inc 1.45% 4/15/2026  | 8000000 | 7919455 |
| Dominion Energy Inc 3.375% 4/1/2030  | 2670000 | 2578352 |
| Dominion Energy Inc 5% 6/15/2030  | 6400000 | 6592435 |
| DTE Energy Co 4.95% 7/1/2027  | 1444000 | 1461595 |
| DTE Energy Co 5.2% 4/1/2030  | 8060000 | 8335402 |
| NiSource Inc 2.95% 9/1/2029  | 5690000 | 5457207 |
| NiSource Inc 5.25% 3/30/2028  | 6140000 | 6299215 |
| Public Service Enterprise Group Inc 4.9% 3/15/2030  | 6966000 | 7135348 |
| Sempra 3.4% 2/1/2028  | 2613000 | 2574109 |
| Sempra 6.375% 4/1/2056 (c) | 765000 | 779299 |
|  |  | 49132417 |
| TOTAL UTILITIES |  | 120190077 |
| TOTAL UNITED STATES |  | 1228387679 |
| ZAMBIA - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| First Quantum Minerals Ltd 8% 3/1/2033 (b) | 200000 | 210656 |
| First Quantum Minerals Ltd 8.625% 6/1/2031 (b) | 415000 | 434775 |
| First Quantum Minerals Ltd 9.375% 3/1/2029 (b) | 140000 | 147802 |
| TOTAL ZAMBIA |  | 793233 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $1,731,393,794) |  | <br> **1744486397** |

---

---

| | | |
|:---|:---|:---|
| &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% (n)<br>(Cost $530,803)<br>| 5400 | **522558** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED KINGDOM - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| Barclays PLC 7.625% (c)(o) | 200000 | 214324 |
| UNITED STATES - 0.4%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Energy Transfer LP Series G, 7.125% (c)(o) | 690000 | 710589 |
| Plains All American Pipeline LP CME Term SOFR 3 month Index + 4.3716%, 8.2234% (c)(d)(o) | 550000 | 551699 |
| Sunoco LP 7.875% (b)(c)(o) | 815000 | 842382 |
|  |  | 2104670 |
| Financials - 0.3% |  |  |
| Banks - 0.2% |  |  |
| Bank of America Corp 6.25% (c)(o) | 1030000 | 1047820 |
| Citigroup Inc 6.75% (c)(o) | 215000 | 217281 |
| Citigroup Inc 6.875% (c)(o) | 705000 | 723700 |
| Citigroup Inc 6.95% (c)(o) | 325000 | 333662 |
| Citigroup Inc 7.125% (c)(o) | 300000 | 308420 |
| JPMorgan Chase & Co 6.5% (c)(o) | 455000 | 474834 |
| Wells Fargo & Co 3.9% (c)(l)(o) | 650000 | 652354 |
| Wells Fargo & Co 7.625% (c)(l)(o) | 325000 | 351395 |
|  |  | 4109466 |
| Capital Markets - 0.0% |  |  |
| Goldman Sachs Group Inc/The 6.125% (c)(o) | 105000 | 107883 |
| Goldman Sachs Group Inc/The 6.85% (c)(o) | 489000 | 517495 |
|  |  | 625378 |
| Consumer Finance - 0.1% |  |  |
| Ally Financial Inc 4.7% (c)(o) | 800000 | 739466 |
| Ally Financial Inc 4.7% (c)(l)(o) | 1210000 | 1187175 |
|  |  | 1926641 |
| TOTAL FINANCIALS |  | 6661485 |
| Industrials - 0.0% |  |  |
| Trading Companies & Distributors - 0.0% |  |  |
| Air Lease Corp 4.125% (c)(o) | 960000 | 937927 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| Edison International 5% (c)(o) | 555000 | 557510 |
| TOTAL UNITED STATES |  | 10261592 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $10,202,673) |  | <br> **10475916** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.1%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.1%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2035  | 3166 | 3188 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2035  | 2005 | 2019 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039  | 280286 | 284045 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039  | 142610 | 144522 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 383192 | 388331 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2049  | 2558162 | 2555692 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2032  | 1757 | 1837 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2035  | 16317 | 17121 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032  | 5182 | 5420 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032  | 1754 | 1833 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035  | 2277 | 2393 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036  | 15349 | 16097 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036  | 12019 | 12599 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036  | 2852 | 2995 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2033  | 140 | 148 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2031  | 1943 | 2049 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2032  | 366 | 389 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2032  | 2144 | 2285 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2033  | 831 | 888 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2033  | 11228 | 11913 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032  | 695 | 732 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032  | 88 | 92 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2031  | 2811 | 2946 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032  | 1741 | 1846 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032  | 158 | 168 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2033  | 3289 | 3500 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2028  | 1851 | 1940 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032  | 8150 | 8569 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032  | 6986 | 7434 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032  | 864 | 908 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032  | 161 | 171 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028  | 79 | 83 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 334 | 339 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027  | 1838 | 1869 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 389 | 393 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 258 | 262 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 42 | 43 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 41 | 42 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 13 | 13 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028  | 48 | 49 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027  | 22 | 22 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2027  | 345 | 350 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2027  | 71 | 73 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027  | 7 | 7 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027  | 213 | 216 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 583 | 596 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 346 | 349 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 26 | 27 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 4 | 4 |
| Freddie Mac Gold Pool 8.5% 2/1/2027  | 1508 | 1518 |
| Freddie Mac Gold Pool 8.5% 8/1/2027  | 88 | 88 |
| Ginnie Mae I Pool 7% 11/15/2028  | 5790 | 5879 |
| Ginnie Mae I Pool 7% 7/15/2028  | 275 | 277 |
| Ginnie Mae I Pool 7.5% 10/15/2028  | 941 | 963 |
| TOTAL UNITED STATES |  | 3497532 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $3,699,585) |  | <br> **3497532** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 17.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 17.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 17.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 17.4%** |
|  | Yield (%) (p) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Notes 1.5% 2/15/2030  | 3.89 | 1184000 | 1089418 |
| US Treasury Notes 3.375% 9/15/2028  | 3.60 to 3.62 | 125291000 | 124899466 |
| US Treasury Notes 3.5% 11/15/2028  | 3.49 | 142631300 | 142664730 |
| US Treasury Notes 3.625% 8/31/2030  | 3.70 to 3.74 | 24205000 | 24229583 |
| US Treasury Notes 3.875% 6/30/2030  | 3.80 to 3.96 | 32829700 | 33225965 |
| US Treasury Notes 4% 3/31/2030  | 3.95 | 35310600 | 35903708 |
| US Treasury Notes 4.125% 7/31/2028  | 3.71 to 4.31 | 29881500 | 30361238 |
| US Treasury Notes 4.625% 9/30/2028 (q) | 4.12 to 4.82 | 75687200 | 77987381 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $466,317,216) |  |  | **470361489** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 2.3%** | &nbsp;&nbsp;**Money Market Funds - 2.3%** | &nbsp;&nbsp;**Money Market Funds - 2.3%** | &nbsp;&nbsp;**Money Market Funds - 2.3%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (r) | 4.02 | 53136092 | 53146720 |
| Fidelity Securities Lending Cash Central Fund (r)(s) | 4.02 | 9201100 | 9202020 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $62,348,740) |  |  | **62348740** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.8%**<br> (Cost $2,714,870,031)<br>| <br>**2727605509** |
| **NET OTHER ASSETS (LIABILITIES) - (0.8)%**  | **(21985125)** |
| **NET ASSETS - 100.0%** | **2705620384** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &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 2Y US Treasury Notes Contracts (United States) | 472 | 3/31/2026 | 98577938 | 51916 | 51916 |
| CBOT 5Y US Treasury Notes Contracts (United States) | 2445 | 3/31/2026 | 268357852 | 702846 | 702846 |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **754762** |
| The notional amount of futures purchased as a percentage of Net Assets is 13.5% | The notional amount of futures purchased as a percentage of Net Assets is 13.5% | The notional amount of futures purchased as a percentage of Net Assets is 13.5% | The notional amount of futures purchased as a percentage of Net Assets is 13.5% | The notional amount of futures purchased as a percentage of Net Assets is 13.5% | The notional amount of futures purchased as a percentage of Net Assets is 13.5% |

---

**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 $918,361,638 or 33.9% of net assets.

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

(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) 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.

(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) Interest Only (IO) security represents the right to receive only monthly interest payments on an underlying pool of assets. Principal shown is the outstanding par amount of the pool as of the end of the period.

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

(k) 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 $327,795 or 0.0% of net assets.

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

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

(n) 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.

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

(p) 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.

(q) 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 $3,748,561.

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

(s) 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 | 28586805 | 276118775 | 251557538 | 412294 | (1322) | - | 53146720 | 53136092 | 0.1% |
| Fidelity Securities Lending Cash Central Fund | 9771190 | 18914964 | 19484084 | 5335 | (50) | - | 9202020 | 9201100 | 0.0% |
| Total | 38357995 | 295033739 | 271041622 | 417629 | (1372) | - | 62348740 |  |  |

---

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, 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, Collateralized Mortgage Obligations, Commercial Mortgage Securities and U.S. Government Agency - 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. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

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):

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.

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.

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.

The Fund invests a significant portion of its assets in structured securities of issuers backed by commercial and residential mortgage loans, credit card receivables and automotive loans. The value and related income of these securities is sensitive to changes in economic conditions, including delinquencies and/or defaults.

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 Advisor Series II

- **b. Investment Company Act file number:** 811-04707

- **c. CIK number of Registrant:** 0000795422

- **d. LEI of Registrant:** EIVUM2R16VT371T5KS40

- **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 Advisor Limited Term Bond Fund

- **b. EDGAR series identifier (if any):** S000005131

- **c. LEI of Series:** RM4US4KM4PQMB5E5Q888

**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:** $2715613664.72

**Total Liabilities:** $19776278.47

**Net Assets:** $2695837386.25

**Delayed Delivery Securities:** $200000.00

**Cash Not Reported:** $1669197.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 52434.24933528 | **1-Year:** 283023.31299119 | **5-Year:** 267332.87314197 | **10-Year:** 4513.79542231 | **30-Year:** 801.41121400

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

- **3-Month:** 13136.97509504 | **1-Year:** 27879.00736290 | **5-Year:** 22495.33286492 | **10-Year:** 1397.14944839 | **30-Year:** 618.49932150

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014032 | 0.30%                | 0.40%                | 0.47%                |
| Class ID C000014034 | 0.32%                | 0.25%                | 0.49%                |
| Class ID C000014035 | 0.39%                | 0.32%                | 0.56%                |
| Class ID C000014036 | 0.32%                | 0.43%                | 0.58%                |
| Class ID C000132104 | 0.32%                | 0.43%                | 0.50%                |
| Class ID C000204996 | 0.33%                | 0.43%                | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $468746.30               | $1236832.92                                |
| Month 2  | $1134440.88              | $-479120.49                                |
| Month 3  | $368983.66               | $4005441.87                                |

**Designated Index Information**

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

- **Index Identifier:** 19808154

### Schedule of Portfolio Investments

| Name                                                                               | Title                                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BAE SYSTEMS FINANCE INC                                                            | BAE SYSTEMS FINANCE INC 7.5% 07/01/2027 144A                                                            | CUSIP: 11041RAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4220483.56   | 0.16%             | 2027-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 8.5% 08/01/2027#                                                                              | CUSIP: 31283HBD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        88 | PA      | $88.50        | 0.00%             | 2027-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 8.5% 02/01/2027#                                                                              | CUSIP: 3128FLNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1508 | PA      | $1517.63      | 0.00%             | 2027-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 8/27 #251115                                                                                 | CUSIP: 31371F3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       213 | PA      | $215.99       | 0.00%             | 2027-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 9/27 #251191                                                                                 | CUSIP: 31371F7C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        26 | PA      | $26.70        | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 5/27 #250912                                                                                 | CUSIP: 31371FVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        22 | PA      | $22.19        | 0.00%             | 2027-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 7/27 #250990                                                                                 | CUSIP: 31371FXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7 | PA      | $7.06         | 0.00%             | 2027-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 9/28 #251968                                                                                 | CUSIP: 31371GZ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        79 | PA      | $83.06        | 0.00%             | 2028-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 8/32 #254407                                                                                 | CUSIP: 31371KR45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       161 | PA      | $170.90       | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 9/27 #313711                                                                                 | CUSIP: 31374GN45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4 | PA      | $3.86         | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 11/27 #313835                                                                                | CUSIP: 31374GSY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        41 | PA      | $41.67        | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 11/27 #313853                                                                                | CUSIP: 31374GTJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13 | PA      | $13.30        | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 6/27 #357002                                                                                 | CUSIP: 31376JRX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       345 | PA      | $349.85       | 0.00%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 6/27 #391260                                                                                 | CUSIP: 31377YTR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        71 | PA      | $72.59        | 0.00%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 9/27 #394494                                                                                 | CUSIP: 31378CGB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       583 | PA      | $595.99       | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 9/27 #398754                                                                                 | CUSIP: 31378G5P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       346 | PA      | $349.26       | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 10/27 #397974                                                                                | CUSIP: 31378GCK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1838 | PA      | $1868.84      | 0.00%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 11/27 #404971                                                                                | CUSIP: 31378P2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        42 | PA      | $43.03        | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 11/27 #405001                                                                                | CUSIP: 31378P3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       389 | PA      | $392.59       | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 11/27 #404745                                                                                | CUSIP: 31378PTA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       258 | PA      | $262.10       | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 1/28 #409486                                                                                 | CUSIP: 31378U2T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       334 | PA      | $339.29       | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 2/28 #417236                                                                                 | CUSIP: 31379EPV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        48 | PA      | $49.31        | 0.00%             | 2028-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FHR 3949 MK 4.5% 10/34                                                                                  | CUSIP: 3137AFZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     27171 | PA      | $27164.57     | 0.00%             | 2034-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 8/28 #441271                                                                                 | CUSIP: 31380JFL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1851 | PA      | $1939.59      | 0.00%             | 2028-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 5/32 #545605                                                                                 | CUSIP: 31385JDJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       695 | PA      | $732.43       | 0.00%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 6.50% 7/32 #545759                                                                                 | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5182 | PA      | $5420.44      | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 6.50% 7/32 #545762                                                                                 | CUSIP: 31385JJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1754 | PA      | $1833.45      | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 8/32 #545996                                                                                 | CUSIP: 31385JRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       864 | PA      | $907.98       | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 1/33 #555279                                                                                 | CUSIP: 31385W2L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       140 | PA      | $148.38       | 0.00%             | 2033-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 10/31 #606360                                                                                | CUSIP: 31388JTR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1943 | PA      | $2048.51      | 0.00%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 8/32 #639118                                                                                 | CUSIP: 31389YAT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6986 | PA      | $7434.34      | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 6/32 #642643                                                                                 | CUSIP: 31390C5C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1741 | PA      | $1845.82      | 0.00%             | 2032-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 5/32 #642202                                                                                 | CUSIP: 31390CNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        88 | PA      | $92.15        | 0.00%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 6/32 #646311                                                                                 | CUSIP: 31390HAL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       158 | PA      | $167.96       | 0.00%             | 2032-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 8/32 #657322                                                                                 | CUSIP: 31390VG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8150 | PA      | $8568.58      | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 11/32 #666787                                                                                | CUSIP: 31391GXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2144 | PA      | $2285.03      | 0.00%             | 2032-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 10/32 #667440                                                                                | CUSIP: 31391HPZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       366 | PA      | $388.68       | 0.00%             | 2032-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 6/31 #668480                                                                                 | CUSIP: 31391JUD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2811 | PA      | $2946.41      | 0.00%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 2/33 #684028                                                                                 | CUSIP: 31400C4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       831 | PA      | $887.63       | 0.00%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 3/33 #694402                                                                                 | CUSIP: 31400QNT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11228 | PA      | $11912.76     | 0.00%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 6/33 #712130                                                                                 | CUSIP: 31401MEB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3289 | PA      | $3500.39      | 0.00%             | 2033-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 6.50% 12/32 #735415                                                                                | CUSIP: 31402RAQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1757 | PA      | $1837.41      | 0.00%             | 2032-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 6.50% 7/35 #745092                                                                                 | CUSIP: 31403CXV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2277 | PA      | $2393.39      | 0.00%             | 2035-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 4.50% 3/35 #808172                                                                                 | CUSIP: 31406E2D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3166 | PA      | $3188.24      | 0.00%             | 2035-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 4.50% 3/35 #816100                                                                                 | CUSIP: 31406PUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2005 | PA      | $2019.02      | 0.00%             | 2035-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 6.50% 8/36 #888034                                                                                 | CUSIP: 31410FSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2852 | PA      | $2995.18      | 0.00%             | 2036-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 6.50% 8/36 #888544                                                                                 | CUSIP: 31410GER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15349 | PA      | $16097.12     | 0.00%             | 2036-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 6.50% 12/35 #AD0723                                                                                | CUSIP: 31418MYV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16317 | PA      | $17121.29     | 0.00%             | 2035-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 6.50% 8/36 #AE0746                                                                                 | CUSIP: 31419AZL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12019 | PA      | $12598.71     | 0.00%             | 2036-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                       | Fidelity Cash Central Fund                                                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  50201803 | NS      | $50211843.69  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                       | Fidelity Securities Lending Cash Central Fund                                                           | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   9675780 | NS      | $9676747.85   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MTG SECS TR 2011-GC5                                                            | GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A                                                          | CUSIP: 36191YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1610195 | PA      | $1593379.88   | 0.06%             | 2044-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2013-GC13                                                           | GS MTG SECS TR 2013-GC13 AS CSTR 07/10/2046 144A                                                        | CUSIP: 36198EAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1360428 | PA      | $1340062.11   | 0.05%             | 2046-07-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.50% 10/28 #446737                                                                                | CUSIP: 36208CHN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       941 | PA      | $962.65       | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/28 #468064                                                                                 | CUSIP: 36209C5Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       275 | PA      | $277.63       | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 11/28 #781129                                                                                | CUSIP: 36225BHE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5790 | PA      | $5878.99      | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR                                                                     | SEMT 2004-6 A3B TSFR6M+130.826 7/34                                                                     | CUSIP: 81744FCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       349 | PA      | $326.34       | 0.00%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TERWIN MORTGAGE TRUST                                                              | TMTS 2003-4HE A TSFR1M+97.448 9/34                                                                      | CUSIP: 881561BU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1586 | PA      | $1697.64      | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC                                          | TRAP 2007-12A B TSFR3M+82.161 4/42                                                                      | CUSIP: 89413GAG3<br>LEI: 5493000R4ICCD2N68609 | Long             | ABS-CBDO         | CORP              | KY        |    304000 | PA      | $239662.96    | 0.01%             | 2042-04-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 4.3% 07/22/2027                                                                  | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7029700.37   | 0.26%             | 2027-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                | INTESA SANPAOLO SPA 5.71% 01/15/2026 144A                                                               | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   5031000 | PA      | $5037035.64   | 0.19%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                           | MOLSON COORS BEVERAGE CO 3% 07/15/2026                                                                  | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |  10575000 | PA      | $10507350.24  | 0.39%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                      | HEALTHCARE REALTY HOLDINGS LP 3.5% 08/01/2026                                                           | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    621000 | PA      | $617139.69    | 0.02%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                          | ONEOK INC 4.85% 07/15/2026                                                                              | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    525000 | PA      | $526030.08    | 0.02%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                   | CSC HOLDINGS LLC 5.5% 04/15/2027 144A                                                                   | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    355000 | PA      | $306321.61    | 0.01%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                          | HESS CORP 4.3% 04/01/2027                                                                               | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4516245.81   | 0.17%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                      | DISH DBS CORP 7.75% 07/01/2026                                                                          | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $386709.03    | 0.01%             | 2026-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                   | CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A                                                           | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1632694.00   | 0.06%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017                                                       | WELLS FARGO COML MTG TR 2017-RC1 ASB 3.453% 01/15/2060                                                  | CUSIP: 95001FAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125115 | PA      | $124895.22    | 0.00%             | 2060-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                                       | SIX FLAGS ENTERTAINMENT CORP 5.5% 04/15/2027 144A                                                       | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    575000 | PA      | $567636.11    | 0.02%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                          | CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026                                                             | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   2893000 | PA      | $2882110.98   | 0.11%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/ WYNN LAS V                                                     | WYNN LAS VEGAS LLC/ WYNN LAS V 5.25% 05/15/2027 144A                                                    | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $326231.75    | 0.01%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC | DOMINOS PIZZA MASTER ISR LLC 2017-1A A23 4.118% 07/25/2047 144A                                         | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3745900 | PA      | $3720708.45   | 0.14%             | 2047-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                  | IRON MOUNTAIN INC 4.875% 09/15/2027 144A                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    475000 | PA      | $473325.86    | 0.02%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                             | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                              | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $623359.41    | 0.02%             | 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        |    123615 | PA      | $122259.43    | 0.00%             | 2047-11-20      | Fixed         | 0.04%                 | 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        |    550000 | PA      | $549688.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 3.574%/VAR 11/07/2028                                                          | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3959097.56   | 0.15%             | 2028-11-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS MLP                                                               | BUCKEYE PARTNERS MLP 4.125% 12/01/2027                                                                  | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252211.80    | 0.01%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.75% 02/15/2028        | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3939002.88   | 0.15%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                | AMERICAN TOWER CORP 3.6% 01/15/2028                                                                     | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3958628.32   | 0.15%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                | CHURCHILL DOWNS INC 4.75% 01/15/2028 144A                                                               | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323546.50    | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                             | SEMPRA 3.4% 02/01/2028                                                                                  | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2613000 | PA      | $2574108.29   | 0.10%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2018-3 LP 3% 02/25/2047                                                  | CUSIP: 3136B0VG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2899997 | PA      | $2767630.35   | 0.10%             | 2047-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                               | WESTERN DIGITAL CORP 4.75% 02/15/2026                                                                   | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162860.62    | 0.01%             | 2026-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                                     | VOC ESCROW LTD 5% 02/15/2028 144A                                                                       | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    200000 | PA      | $199964.44    | 0.01%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 4.3% 03/25/2028                                                                         | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  11600000 | PA      | $11632163.20  | 0.43%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.075%/VAR 04/23/2029                                                                     | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7879000 | PA      | $7874537.33   | 0.29%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 4.223%/VAR 05/01/2029                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6012367.98   | 0.22%             | 2029-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                     | CONSOLIDATED ENERGY FINANCE SA 6.5% 05/15/2026 144A                                                     | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    665000 | PA      | $630656.74    | 0.02%             | 2026-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC | DOMINOS PIZZA MASTER ISR LLC 2018-1A A2II 4.328% 07/25/2048 144A                                        | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    451010 | PA      | $450362.44    | 0.02%             | 2048-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                       | NAVIENT CORP 6.75% 06/15/2026                                                                           | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    765000 | PA      | $773107.47    | 0.03%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                         | J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A                                       | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2708000 | PA      | $2572654.16   | 0.10%             | 2033-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                       | SM ENERGY CO 6.625% 01/15/2027                                                                          | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400462.00    | 0.01%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| WILLIS NORTH AMERICA INC                                                           | WILLIS NORTH AMERICA INC 4.5% 09/15/2028                                                                | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5038915.35   | 0.19%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                        | SUNOCO LP / SUNOCO FIN CORP 5.875% 03/15/2028                                                           | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $245778.37    | 0.01%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                              | MICRON TECHNOLOGY INC 5.327% 02/06/2029                                                                 | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3197960.50   | 0.12%             | 2029-02-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 3.2% 03/01/2029                                                                               | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $6963972.05   | 0.26%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SS and C TECHNOLOGIES INC                                                          | SS and C TECHNOLOGIES INC 5.5% 09/30/2027 144A                                                          | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1624739.35   | 0.06%             | 2027-09-30      | Fixed         | 0.06%                 | 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        |    136000 | PA      | $133960.00    | 0.00%             | 2026-04-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRIME SEC SVCS BORROWER LLC / PRIME FIN INC                                        | PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 5.75% 04/15/2026 144A                                       | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $197546.87    | 0.01%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 4% 07/15/2047                                                            | CUSIP: 3137FLDT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    972057 | PA      | $966833.19    | 0.04%             | 2047-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST 2019-1                                                | METLIFE SECURITIZATION TRUST 2019-1A A1A 3.75% 04/25/2058 144A                                          | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    143616 | PA      | $142030.27    | 0.01%             | 2058-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL   | BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL 5.75% 05/15/2026 144A  | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $717640.34    | 0.03%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                          | IQVIA INC 5% 05/15/2027 144A                                                                            | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1508287.96   | 0.06%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                         | DCP MIDSTREAM OPER LP 5.125% 05/15/2029                                                                 | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $5015720.95   | 0.19%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                   | CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A                                                           | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $623862.29    | 0.02%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                   | BERRY GLOBAL INC 4.875% 07/15/2026 144A                                                                 | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    187000 | PA      | $187048.00    | 0.01%             | 2026-07-15      | 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        |  11550000 | PA      | $11586983.10  | 0.43%             | 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        |    360391 | PA      | $353170.25    | 0.01%             | 2039-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 3% 03/25/2048                                                            | CUSIP: 3136B45G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3799729 | PA      | $3638404.41   | 0.13%             | 2048-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                               | WESTPAC BANKING CORP 4.11%/VAR 07/24/2034                                                               | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   8710000 | PA      | $8582984.60   | 0.32%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                        | SUNOCO LP / SUNOCO FIN CORP 6% 04/15/2027                                                               | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1051651.65   | 0.04%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FREDDIE MAC REMICS 3% 10/25/2048                                                                        | CUSIP: 3137FN3S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1945545 | PA      | $1836378.57   | 0.07%             | 2048-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1B PTT                                                             | AMER AIRLINE 19-1B PTT 3.85% 08/15/2029                                                                 | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2652822 | PA      | $2592169.13   | 0.10%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 2.95% 09/01/2029                                                                           | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   5690000 | PA      | $5457206.85   | 0.20%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                        | VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030                                                               | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   4013000 | PA      | $3821722.92   | 0.14%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                              | TENET HEALTHCARE CORP 5.125% 11/01/2027                                                                 | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2310224.07   | 0.09%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                                                            | UNITED AIR 2019-2 B PTT 3.5% 11/01/2029                                                                 | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1452760 | PA      | $1414658.73   | 0.05%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                               | 1011778 BC ULC/NEW RED FIN INC 3.875% 01/15/2028 144A                                                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    700000 | PA      | $691526.29    | 0.03%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                     | PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029                                                         | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5242000 | PA      | $5090159.76   | 0.19%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                          | TEGNA INC 5% 09/15/2029                                                                                 | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307135.54    | 0.01%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                                                 | ALCON FINANCE CORP 2.75% 09/23/2026 144A                                                                | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   4038000 | PA      | $3996741.33   | 0.15%             | 2026-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                         | PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A                                                         | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $424973.99    | 0.02%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                   | CCO HLDGS LLC/CAP CORP 4.75% 03/01/2030 144A                                                            | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $242881.66    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                         | ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A                                                           | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249676.53    | 0.01%             | 2027-09-30      | 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        |   1545000 | PA      | $1538186.09   | 0.06%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2019-BROOK                                       | J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A                             | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    957087 | PA      | $928585.03    | 0.03%             | 2029-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2019-NQM4                                                | NEW RESIDENTIAL MTG LN TR 2019-NQM4 3.5% 08/25/2059 144A                                                | CUSIP: 64830MAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    767894 | PA      | $724649.61    | 0.03%             | 2059-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                      | LIVE NATION ENTERTAINMENT INC 4.75% 10/15/2027 144A                                                     | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1547363.92   | 0.06%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 TR                                                                    | AASET 2019-2 TR 3.376% 10/16/2039 144A                                                                  | CUSIP: 00038RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    157549 | PA      | $157076.36    | 0.01%             | 2039-10-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                      | UNITED RENTALS NORTH AMER INC 3.875% 11/15/2027                                                         | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    575000 | PA      | $568934.50    | 0.02%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 4.5% 08/01/2039#FM1353                                                                        | CUSIP: 3140X4QF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383192 | PA      | $388329.85    | 0.01%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 4.5% 06/01/2039#FM1045                                                                        | CUSIP: 3140X4ET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142610 | PA      | $144522.48    | 0.01%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 4.5% 03/01/2039#FM1774                                                                        | CUSIP: 3140X46L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280286 | PA      | $284044.42    | 0.01%             | 2039-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 09/01/2049#FM1534                                                                        | CUSIP: 3140X4V45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2558162 | PA      | $2555690.91   | 0.09%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B14 MTG TR                                                          | BENCHMARK 2019-B14 MTG TR CSTR 12/15/2062                                                               | CUSIP: 08162YAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21266676 | PA      | $425422.85    | 0.02%             | 2062-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2019                                                        | BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A                                                      | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1322630 | PA      | $1258431.15   | 0.05%             | 2032-11-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                                 | ARCHROCK PARTNERS LP / FIN CORP 6.25% 04/01/2028 144A                                                   | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $372271.80    | 0.01%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                | CALPINE CORPORATION 5.125% 03/15/2028 144A                                                              | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802244.00    | 0.03%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030                                                           | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3525000 | PA      | $3334650.00   | 0.12%             | 2030-04-16      | Fixed         | 0.03%                 | 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        |    650000 | PA      | $650838.50    | 0.02%             | 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        |    690000 | PA      | $708687.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                     | ALTICE FING SA 5% 01/15/2028 144A                                                                       | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    165000 | PA      | $110297.55    | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                              | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                            | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1267869.72   | 0.05%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST                                        | APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A                                      | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    228244 | PA      | $225936.68    | 0.01%             | 2040-01-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 1.5% 02/15/2030                                                                               | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1184000 | PA      | $1089418.75   | 0.04%             | 2030-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC 3.244% 10/05/2026                                                               | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3971994.72   | 0.15%             | 2026-10-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE                                                          | SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A                                                        | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3569397 | PA      | $3461185.04   | 0.13%             | 2040-03-15      | Fixed         | 0.03%                 | 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        |    449061 | PA      | $431470.90    | 0.02%             | 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        |    290000 | PA      | $282464.18    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B17 MORTGAGE TRUST                                                  | BENCHMARK 2020-B17 MORTGAGE TRUST CSTR 03/15/2053                                                       | CUSIP: 08162MAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  43199018 | PA      | $1749309.69   | 0.06%             | 2053-03-15      | Variable      | 0.01%                 | 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        |   1180000 | PA      | $1164835.58   | 0.04%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                                                                | DOMINION ENERGY INC 3.375% 04/01/2030                                                                   | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2578351.66   | 0.10%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 2.522%/VAR 04/22/2031                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2801703.09   | 0.10%             | 2031-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 5.04% 05/01/2027                                                                              | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2322610.01   | 0.09%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 2.956%/VAR 05/13/2031                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12053000 | PA      | $11379565.14  | 0.42%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                   | FIRSTENERGY CORP 1.6% 01/15/2026                                                                        | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    606000 | PA      | $603489.75    | 0.02%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                     | PLAINS ALL AM PIPELN/PAA FIN C 3.8% 09/15/2030                                                          | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2074000 | PA      | $2011218.42   | 0.07%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                      | PG and E CORP 5% 07/01/2028                                                                             | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258104.05    | 0.01%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                        | PACIFIC GAS and ELECTRIC CO 2.1% 08/01/2027                                                             | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3858021.60   | 0.14%             | 2027-08-01      | Fixed         | 0.02%                 | 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        |   1375000 | PA      | $1377302.89   | 0.05%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                       | GUARDIAN LIFE GLOBAL FUNDING 1.4% 07/06/2027 144A                                                       | CUSIP: 40139LAH6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   8010000 | PA      | $7700781.16   | 0.29%             | 2027-07-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                       | SBA TOWER TR 1.884% 07/15/2050 144A                                                                     | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1204000 | PA      | $1199375.07   | 0.04%             | 2050-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                                | AVANTOR FUNDING INC 4.625% 07/15/2028 144A                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    625000 | PA      | $619097.06    | 0.02%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                            | CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A                                                           | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6563431 | PA      | $5602991.30   | 0.21%             | 2060-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 1.65% 02/01/2028                                                                           | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  12588000 | PA      | $11971154.01  | 0.44%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MTG LN TR 2020-1                                                         | OCEANVIEW MTG LN TR 2020-1 1.73291% 05/28/2050 144A                                                     | CUSIP: 676477AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1172348 | PA      | $1113430.43   | 0.04%             | 2050-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 4.15% 11/15/2030                                                                           | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14989305.90  | 0.56%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 1.75% 03/01/2026                                                                                | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  15044000 | PA      | $14947640.47  | 0.55%             | 2026-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC             | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A             | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $254061.54    | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030                                                             | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1735122.76   | 0.06%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                   | BOYD GAMING CORP 4.75% 12/01/2027                                                                       | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474079.88    | 0.02%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                          | PIKE CORP 5.5% 09/01/2028 144A                                                                          | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369075.00    | 0.01%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                            | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.4% 08/27/2027 144A                                            | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14343654.75  | 0.53%             | 2027-08-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                                | TREEHOUSE FOODS INC 4% 09/01/2028                                                                       | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301969.18    | 0.01%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                                           | VIRGIN/O2 TERM Q 1LN 01/31/2029                                                                         | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |    650000 | PA      | $649389.00    | 0.02%             | 2029-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                                            | EMPOWER FINANCE 2020 LP 1.357% 09/17/2027 144A                                                          | CUSIP: 29248HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5321000 | PA      | $5080159.46   | 0.19%             | 2027-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                          | CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    405000 | PA      | $397020.20    | 0.01%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                          | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $989561.29    | 0.04%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                               | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    570000 | PA      | $543145.48    | 0.02%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                      | METHANEX CORP 5.125% 10/15/2027                                                                         | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    705000 | PA      | $706984.58    | 0.03%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                      | BAT INTL FINANCE PLC 1.668% 03/25/2026                                                                  | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $14880678.30  | 0.55%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-RPL4 TR                                                                  | CSMC 2020-RPL4 TR 2% 01/25/2060 144A                                                                    | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    713021 | PA      | $646019.45    | 0.02%             | 2060-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A                                                        | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3189000 | PA      | $3190375.16   | 0.12%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANCION HOLDINGS LLC                                                             | ANGUS CHEMICAL TERM B 1LN 11/24/2027                                                                    | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    541934 | PA      | $508334.54    | 0.02%             | 2027-11-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2020-RPL2                                                 | BRAVO RESIDENTIAL FDG TR 2020-RPL2 2% 05/25/2059 144A                                                   | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2748685 | PA      | $2589009.90   | 0.10%             | 2059-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                     | PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028                                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $163220.11    | 0.01%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                    | CHEMOURS CO/THE 5.75% 11/15/2028 144A                                                                   | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $994811.91    | 0.04%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                              | GFL ENVIRONMENTAL INC 4% 08/01/2028 144A                                                                | CUSIP: 36168QAL8<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |   1420000 | PA      | $1392199.95   | 0.05%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                   | HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A                                                  | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    395000 | PA      | $383233.78    | 0.01%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                               | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                                 | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $963383.04    | 0.04%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                      | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                        | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $264715.21    | 0.01%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A                                                      | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4870000 | PA      | $4863491.00   | 0.18%             | 2026-12-14      | Variable      | 0.01%                 | 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        |    120000 | PA      | $107342.27    | 0.00%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                            | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                          | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    575000 | PA      | $534031.25    | 0.02%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                            | SBA COMMUNICATIONS CORP 3.875% 02/15/2027                                                               | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1517719.19   | 0.06%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 1.25% 01/08/2026                                                               | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   8359000 | PA      | $8332228.21   | 0.31%             | 2026-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.75% 01/30/2026                              | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7095000 | PA      | $7066508.18   | 0.26%             | 2026-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 1.323%/VAR 01/13/2027 144A                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7417000 | PA      | $7390030.68   | 0.27%             | 2027-01-13      | 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        |    785000 | PA      | $745093.58    | 0.03%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 3.9%/VAR PERP                                                                    | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    650000 | PA      | $646990.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1                                           | CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A                                         | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    363574 | PA      | $361096.12    | 0.01%             | 2046-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                       | US FOODS INC 4.75% 02/15/2029 144A                                                                      | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    455000 | PA      | $452880.79    | 0.02%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 1.305%/VAR 02/02/2027 144A                                                                 | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $9947405.40   | 0.37%             | 2027-02-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| 7 ELEVEN INC                                                                       | 7 ELEVEN INC 0.95% 02/10/2026 144A                                                                      | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   7891000 | PA      | $7840388.70   | 0.29%             | 2026-02-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHIP VII LTD                                                  | VIKING OCEAN CRUISES SHIP VII LTD 5.625% 02/15/2029 144A                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    125000 | PA      | $125034.75    | 0.00%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                  | GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029                                                     | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $217601.93    | 0.01%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                         | MIZUHO FINL GROUP INC 1.234%/VAR 05/22/2027                                                             | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $9862894.70   | 0.37%             | 2027-05-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                             | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                            | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752274.00    | 0.03%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                                | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                                | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $900864.00    | 0.03%             | 2026-04-01      | 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        |   1316871 | PA      | $1071932.73   | 0.04%             | 2028-03-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                   | NTT FINANCE CORP 1.591% 04/03/2028 144A                                                                 | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $9445837.10   | 0.35%             | 2028-04-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                                            | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                            | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $566983.80    | 0.02%             | 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 3.25% 09/01/2028 144A         | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $255126.87    | 0.01%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC          | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A            | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $837665.64    | 0.03%             | 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        |    310000 | PA      | $213900.00    | 0.01%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                   | BRIXMOR OPERATING PARTNERSHIP LP 2.25% 04/01/2028                                                       | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   4348000 | PA      | $4168548.26   | 0.15%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                               | CONSTANT CONTACT TERM B 1LN 02/10/2028                                                                  | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |    337047 | PA      | $322001.49    | 0.01%             | 2028-02-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                        | ENERGEAN ISRAEL FINANCE LTD 5.375% 03/30/2028 144A REGS                                                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    130000 | PA      | $127847.72    | 0.00%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                  | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358334 | PA      | $358962.21    | 0.01%             | 2026-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                            | CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A                                                           | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5280438 | PA      | $4310203.49   | 0.16%             | 2061-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                       | SOMNIGROUP INTERNATIONAL INC 4% 04/15/2029 144A                                                         | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    900000 | PA      | $876331.53    | 0.03%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| VM CONSOLIDATED INC                                                                | VM CONSOLIDATED INC 5.5% 04/15/2029 144A                                                                | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    900000 | PA      | $899356.86    | 0.03%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                                 | REDFIN CORP CONV 0.5% 04/01/2027                                                                        | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    970000 | PA      | $905010.00    | 0.03%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                       | ING GROEP NV 1.726%/VAR 04/01/2027                                                                      | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4192000 | PA      | $4157722.02   | 0.15%             | 2027-04-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                | DOMINION ENERGY INC 1.45% 04/15/2026                                                                    | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7919455.12   | 0.29%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                        | ROYAL CARIBBEAN CRUISES LTD 5.5% 04/01/2028 144A                                                        | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    990000 | PA      | $1007541.17   | 0.04%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                               | BWX TECHNOLOGIES INC 4.125% 04/15/2029 144A                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    525000 | PA      | $515211.48    | 0.02%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TORY BURCH                                                                         | TORY BURCH TERM B 1LN 4/17/2028                                                                         | CUSIP: 89148GAF7<br>LEI: 549300GGL74W33KY2650 | Long             | LON              | CORP              | US        |    628513 | PA      | $625269.66    | 0.02%             | 2028-04-17      | 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        |    210000 | PA      | $175865.51    | 0.01%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                 | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                               | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $458046.16    | 0.02%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| SCIH SALT HLDGS INC                                                                | SCIH SALT HLDGS INC 6.625% 05/01/2029 144A                                                              | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $928977.50    | 0.03%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                           | BROADSTREET PARTNERS INC 5.875% 04/15/2029 144A                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    510000 | PA      | $509137.18    | 0.02%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                                | MORTON TERM B 1LN 01/31/2029                                                                            | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    499696 | PA      | $499945.74    | 0.02%             | 2029-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                | UNITED AIRLINES INC 4.375% 04/15/2026 144A                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    775000 | PA      | $774022.88    | 0.03%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                                                       | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7174000 | PA      | $7062371.99   | 0.26%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |   1210000 | PA      | $1185011.08   | 0.04%             |  |  |  | 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        |    491460 | PA      | $436263.94    | 0.02%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                                | JAZZ SECURITIES DAC 4.375% 01/15/2029 144A                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    490000 | PA      | $483725.47    | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                                                       | STONEMOR INC 8.5% 05/15/2029 144A                                                                       | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $751891.37    | 0.03%             | 2029-05-15      | Fixed         | 0.09%                 | 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        |     65000 | PA      | $56548.73     | 0.00%             | 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        |    710000 | PA      | $728111.39    | 0.03%             | 2029-05-15      | Fixed         | 0.10%                 | 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        |    870249 | PA      | $777907.02    | 0.03%             | 2028-06-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                       | UNIVISION TERM B 1LN 01/31/2029                                                                         | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   1296349 | PA      | $1282582.08   | 0.05%             | 2029-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                           | EQT CORP 3.625% 05/15/2031 144A                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5092233.97   | 0.19%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                         | MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     95000 | PA      | $64600.00     | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                    | BANK 2021-BNK33 VAR 05/15/2064                                                                          | CUSIP: 06541CBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20372274 | PA      | $778783.15    | 0.03%             | 2064-05-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER   | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 4.875% 05/15/2029 144A | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $378566.41    | 0.01%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| VORNADO REALTY L P                                                                 | VORNADO REALTY LP 2.15% 06/01/2026                                                                      | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $1003387.24   | 0.04%             | 2026-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                 | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A                                                 | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79131.24     | 0.00%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC          | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 5% 06/01/2029 144A            | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $403548.81    | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                       | DNB BANK ASA 1.535%/VAR 05/25/2027 144A                                                                 | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   4643000 | PA      | $4584513.20   | 0.17%             | 2027-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CWGS GROUP LLC                                                                     | CAMPING WORLD TERM B 1LN 06/03/2028                                                                     | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    451003 | PA      | $439484.52    | 0.02%             | 2028-06-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 3.875% 04/15/2030                                                                      | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9850373.60   | 0.37%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LTD / SLAM 2021-1 LLC                                                  | SLAM 2021-1 LTD / SLAM 2021-1 LLC 2.434% 06/15/2046 144A                                                | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10019081 | PA      | $9548491.41   | 0.35%             | 2046-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |    800000 | PA      | $738035.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                  | SOLERA TERM B 1LN 06/02/2028                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    571244 | PA      | $537552.22    | 0.02%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 1.792%/VAR 06/09/2027 144A                                                      | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   6750000 | PA      | $6657567.53   | 0.25%             | 2027-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                   | ABN AMRO BANK NV 1.542%/VAR 06/16/2027 144A                                                             | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   8114000 | PA      | $7995574.71   | 0.30%             | 2027-06-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                             | COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    460000 | PA      | $446935.40    | 0.02%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                               | ONEMAIN FINANCE CORP 3.5% 01/15/2027                                                                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    655000 | PA      | $646457.29    | 0.02%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                    | MADISON IAQ LLC 4.125% 06/30/2028 144A                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $735756.23    | 0.03%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L         | BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A       | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3092531 | PA      | $2931594.23   | 0.11%             | 2046-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                                               | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                                    | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |    339751 | PA      | $317405.27    | 0.01%             | 2028-06-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 2.45% 07/15/2028                                                                           | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4360000 | PA      | $4064614.36   | 0.15%             | 2028-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                         | ELASTIC NV 4.125% 07/15/2029 144A                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    570000 | PA      | $549712.67    | 0.02%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MSC 2021-L6                                                                        | MSC 2021-L6 XA 1.35631% 06/15/2054                                                                      | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6572832 | PA      | $249266.10    | 0.01%             | 2054-06-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                | NOMURA HOLDINGS INC 1.653% 07/14/2026                                                                   | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  12500000 | PA      | $12309451.13  | 0.46%             | 2026-07-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                | CHENIERE ENERGY INC 4.625% 10/15/2028                                                                   | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    650000 | PA      | $650001.50    | 0.02%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MHP COML MTG TR 2021-STOR                                                          | MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A                                                         | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2266000 | PA      | $2261065.33   | 0.08%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                 | MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027                                                        | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $9834970.00   | 0.36%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                   | AMWINS GROUP INC 4.875% 06/30/2029 144A                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107285.13    | 0.00%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                         | VMWARE LLC 1.4% 08/15/2026                                                                              | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2882000 | PA      | $2831280.37   | 0.11%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                             | JEFFERIES FIN LLC/JFIN 5% 08/15/2028 144A                                                               | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $408442.81    | 0.02%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                         | HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A                                                        | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $224325.49    | 0.01%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                | SIRIUS XM RADIO INC 3.125% 09/01/2026 144A                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1646010.02   | 0.06%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                    | CHEMOURS CO/THE 4.625% 11/15/2029 144A                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    145000 | PA      | $129527.79    | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                               | WR GRACE HOLDING LLC 5.625% 08/15/2029 144A                                                             | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    260000 | PA      | $244761.16    | 0.01%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 2.528% 11/18/2027 144A                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1756000 | PA      | $1698887.31   | 0.06%             | 2027-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                                | SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A                                                              | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $1312.50      | 0.00%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| BLOX 2021-BLOX                                                                     | BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A                                                          | CUSIP: 055522AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5047000 | PA      | $5006108.20   | 0.19%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                      | DISH DBS CORP 5.125% 06/01/2029                                                                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $181969.03    | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                 | BANCO SANTANDER SA 1.722%/VAR 09/14/2027                                                                | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5000000 | PA      | $4904248.85   | 0.18%             | 2027-09-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Arc Falcon I Inc                                                                   | ARCLIN TERM B 1LN 09/30/2028                                                                            | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    402688 | PA      | $401935.05    | 0.01%             | 2028-09-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                          | CAESARS ENTERTAINMENT INC 4.625% 10/15/2029 144A                                                        | CUSIP: 12769GAA8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    450000 | PA      | $425884.14    | 0.02%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                     | NISSAN MOTOR ACCEPTANCE CO LLC 2.45% 09/15/2028 144A                                                    | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41352.00     | 0.00%             | 2028-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 1.47%/VAR 09/22/2027                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9791491.70   | 0.36%             | 2027-09-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                          | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                         | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $431609.27    | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                      | PRA GROUP INC 5% 10/01/2029 144A                                                                        | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    135000 | PA      | $124831.73    | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JDE PEETS BV                                                                       | JDE PEETS BV 1.375% 01/15/2027 144A                                                                     | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |  10440000 | PA      | $10100663.46  | 0.37%             | 2027-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                       | DNB BANK ASA 1.605%/VAR 03/30/2028 144A                                                                 | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   9570000 | PA      | $9272178.35   | 0.34%             | 2028-03-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.25% 01/15/2029        | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4830000 | PA      | $4491889.71   | 0.17%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                                 | LSB INDUSTRIES INC 6.25% 10/15/2028 144A                                                                | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378096.28    | 0.01%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                | MEDLINE BORROWER LP 3.875% 04/01/2029 144A                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    285000 | PA      | $276666.71    | 0.01%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 1.73% 10/02/2026 144A                                                             | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4899751.85   | 0.18%             | 2026-10-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 1.6% 10/04/2026                                                                            | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9798515.00   | 0.36%             | 2026-10-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                 | MITSUBISHI UFJ FIN GRP INC 1.64%/VAR 10/13/2027                                                         | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4893524.90   | 0.18%             | 2027-10-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                     | AIR LEASE CORP 4.125%/VAR PERP                                                                          | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |    960000 | PA      | $929549.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                            | BPCE SA 2.045%/VAR 10/19/2027 144A                                                                      | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6865000 | PA      | $6737079.24   | 0.25%             | 2027-10-19      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                  | DB MASTER FIN LLC 2.045% 11/20/2051 144A                                                                | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |  11520000 | PA      | $11266900.99  | 0.42%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                              | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A                                  | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4501000 | PA      | $4492637.14   | 0.17%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                                | AVANTOR FUNDING INC 3.875% 11/01/2029 144A                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    275000 | PA      | $262468.17    | 0.01%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 2.45% 10/29/2026                              | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2102000 | PA      | $2070363.24   | 0.08%             | 2026-10-29      | Fixed         | 0.02%                 | 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        |    145000 | PA      | $126875.00    | 0.00%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                                        | ROBLOX CORP 3.875% 05/01/2030 144A                                                                      | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $377670.80    | 0.01%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 1.878%/VAR 11/02/2027                                                              | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6850010.93   | 0.25%             | 2027-11-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                                            | RAILWORKS HOLDINGS LP/R 8.25% 11/15/2028 144A                                                           | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $486474.40    | 0.02%             | 2028-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 TR                                                                    | AASET 2021-1 TR 2.95% 11/16/2041 144A                                                                   | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1434051 | PA      | $1378407.54   | 0.05%             | 2041-11-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                                                    | BX TR 2021-ACNT TSFR1M+96.448 11/15/2026 144A                                                           | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3401506 | PA      | $3397287.91   | 0.13%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                               | EDISON INTERNATIONAL 5%/VAR PERP                                                                        | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |    555000 | PA      | $551607.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                            | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A                                            | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4895425.45   | 0.18%             | 2026-11-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                 | REALTY INCOME CORP 2.2% 06/15/2028                                                                      | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    456000 | PA      | $437038.37    | 0.02%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   7028000 | PA      | $6898907.73   | 0.26%             | 2027-11-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                  | SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A                                                      | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3402341 | PA      | $3399162.01   | 0.13%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                                 | CANACOL ENERGY LTD 5.75% 11/24/2028 144A                                                                | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |    485000 | PA      | $88512.50     | 0.00%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 21-GS5                                                 | LEGACY MORTGAGE ASSET TRUST 21-GS5 VAR 07/25/2067 144A                                                  | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4946423 | PA      | $4951011.67   | 0.18%             | 2067-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 2.279%/VAR 11/24/2027                                                                      | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4906764.75   | 0.18%             | 2027-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                        | CANADIAN PAC RY CO 1.75% 12/02/2026                                                                     | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2099000 | PA      | $2052950.63   | 0.08%             | 2026-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 TR                                                                    | AASET 2021-2 TR 2.798% 01/15/2047 144A                                                                  | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3845281 | PA      | $3644583.82   | 0.14%             | 2047-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                    | IHS HOLDING LTD 5.625% 11/29/2026 144A                                                                  | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    535000 | PA      | $531094.50    | 0.02%             | 2026-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                 | RGA GLOBAL FUNDING 2% 11/30/2026 144A                                                                   | CUSIP: 76209PAA1<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3604940.70   | 0.13%             | 2026-11-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL9 TR                                                                  | CSMC 2021-RPL9 TR VAR 02/25/2061 144A                                                                   | CUSIP: 12658XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6214521 | PA      | $6241493.34   | 0.23%             | 2061-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                      | COHERENT CORP 5% 12/15/2029 144A                                                                        | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    765000 | PA      | $758139.17    | 0.03%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                           | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A                                             | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4899524.05   | 0.18%             | 2026-12-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM7 TR                                                                  | GCAT 2021-NQM7 TR 1.888% 08/25/2066 144A                                                                | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1982113 | PA      | $1847262.06   | 0.07%             | 2066-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                           | COOPERATIEVE RABOBANK UA 1.98%/VAR 12/15/2027 144A                                                      | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   7500000 | PA      | $7335339.60   | 0.27%             | 2027-12-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2021-8                                                            | ANGEL OAK MTG TR 2021-8 1.82% 12/01/2025 144A                                                           | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000733 | PA      | $3639279.15   | 0.13%             | 2066-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028                                                            | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2768000 | PA      | $2711570.06   | 0.10%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                     | AIR LEASE CORP 2.2% 01/15/2027                                                                          | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3565000 | PA      | $3482991.49   | 0.13%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 2.35% 02/26/2027                                                               | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7334607.83   | 0.27%             | 2027-02-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC                 | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A                | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1035236.73   | 0.04%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MIWD HOLDCO II LLC / MIWD FINANCE CORP                                             | MIWD HOLDCO II LLC / MIWD FINANCE CORP 5.5% 02/01/2030 144A                                             | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $269132.54    | 0.01%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9820319.90   | 0.36%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                       | CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A                                                      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    365000 | PA      | $344813.81    | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                    | ERO COPPER CORP 6.5% 02/15/2030 144A                                                                    | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    845000 | PA      | $846056.25    | 0.03%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                             | ATHENAHEALTH GROUP TERM B 1LN 02/15/2029                                                                | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    343780 | PA      | $343065.00    | 0.01%             | 2029-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                             | BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A                                      | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1119005 | PA      | $1116911.60   | 0.04%             | 2039-02-15      | Variable      | 0.05%                 | 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        |    330414 | PA      | $331239.60    | 0.01%             | 2027-02-15      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 6.7% 02/16/2032                                                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  12250000 | PA      | $12137912.50  | 0.45%             | 2032-02-16      | Fixed         | 0.07%                 | 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        |    270000 | PA      | $173152.65    | 0.01%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                | NOVOLEX TERM 1LN 04/13/2029                                                                             | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1144237 | PA      | $1139373.62   | 0.04%             | 2029-04-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                    | DANSKE BANK AS (UNGTD) 4.298%/VAR 04/01/2028 144A                                                       | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   7500000 | PA      | $7507856.55   | 0.28%             | 2028-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                | CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A                                               | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    595000 | PA      | $595933.56    | 0.02%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| SEALED AIR CORP                                                                    | SEALED AIR CORP 5% 04/15/2029 144A                                                                      | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    740000 | PA      | $745164.46    | 0.03%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                       | ENTEGRIS INC 4.75% 04/15/2029 144A                                                                      | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1277497.60   | 0.05%             | 2029-04-15      | Fixed         | 0.05%                 | 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        |    490000 | PA      | $493058.58    | 0.02%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                              | VICI PROPERTIES LP / VICI NOTE CO INC 3.875% 02/15/2029 144A                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5880719.76   | 0.22%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                              | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                                  | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1412642.70   | 0.05%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC                | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                  | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $896280.60    | 0.03%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                       | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    655000 | PA      | $664454.93    | 0.02%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CELANESE US HLDGS LLC                                                              | CELANESE US HLDGS LLC VAR 07/15/2027                                                                    | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2619166.39   | 0.10%             | 2027-07-15      | 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        |    685000 | PA      | $572831.32    | 0.02%             | 2028-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON BANCSHARES INC/OH                                                       | HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028                                                      | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   6370000 | PA      | $6401768.78   | 0.24%             | 2028-08-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028                                                                  | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4327000 | PA      | $4396615.07   | 0.16%             | 2028-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                               | DUKE ENERGY CORP NEW 4.3% 03/15/2028                                                                    | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   9784000 | PA      | $9832603.88   | 0.36%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                        | ASURION TERM B10 1LN 08/19/2028                                                                         | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    631555 | PA      | $630171.58    | 0.02%             | 2028-08-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2022-3 LLC                                                   | ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A                                                  | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     77477 | PA      | $77496.83     | 0.00%             | 2029-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                          | ONEOK INC 6.5% 09/01/2030 144A                                                                          | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5247000 | PA      | $5627846.36   | 0.21%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                                | DOLLAR GEN CORP NEW 4.625% 11/01/2027                                                                   | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4031447.96   | 0.15%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                              | BAUSCH HEALTH COS INC 11% 09/30/2028 144A                                                               | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $266543.42    | 0.01%             | 2028-09-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                           | EQT CORP 5.7% 04/01/2028                                                                                | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4130350.32   | 0.15%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 7.39%/VAR 11/03/2028                                                                  | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4233506.64   | 0.16%             | 2028-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                  | DISH NETWORK CORP 11.75% 11/15/2027 144A                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1226946.75   | 0.05%             | 2027-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                               | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                              | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    940000 | PA      | $932950.00    | 0.03%             | 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        |    456801 | PA      | $445225.64    | 0.02%             | 2029-04-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                        | EXELON CORP 2.75% 03/15/2027                                                                            | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    681000 | PA      | $668902.96    | 0.02%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 6% 01/09/2028                                                                  | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5178552.75   | 0.19%             | 2028-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 5.25% 02/01/2028                                                                     | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8564000 | PA      | $8761055.07   | 0.32%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 6.72%/VAR 01/18/2029                                                     | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7338622.55   | 0.27%             | 2029-01-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 4.873%/VAR 01/26/2029                                                             | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4061841.60   | 0.15%             | 2029-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 5.468%/VAR 02/01/2029                                                              | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   9443000 | PA      | $9692232.97   | 0.36%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                     | US BANCORP DEL 4.653%/VAR 02/01/2029                                                                    | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2024839.20   | 0.08%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                             | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 04/15/2028 144A                            | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $473489.04    | 0.02%             | 2028-04-15      | Fixed         | 0.07%                 | 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        |    845000 | PA      | $871952.12    | 0.03%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC             | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.5% 02/15/2028 144A             | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $951755.20    | 0.04%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                               | WR GRACE HOLDING LLC 7.375% 03/01/2031 144A                                                             | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264209.42    | 0.01%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                              | AMERICAN AIRLINES INC 7.25% 02/15/2028 144A                                                             | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250810.43    | 0.01%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 5% 02/20/2026                                                                           | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8008584.16   | 0.30%             | 2026-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                          | AMGEN INC 5.15% 03/02/2028                                                                              | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   6578000 | PA      | $6732928.02   | 0.25%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 5.4% 03/02/2026                                                                        | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1334000 | PA      | $1338647.10   | 0.05%             | 2026-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                  | EVERSOURCE ENERGY 5.45% 03/01/2028                                                                      | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9216485.46   | 0.34%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                             | ADVANCE AUTO PARTS INC 5.95% 03/09/2028                                                                 | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   6525000 | PA      | $6668941.50   | 0.25%             | 2028-03-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 5.25% 03/30/2028                                                                           | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   6140000 | PA      | $6299215.42   | 0.23%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                        | NUTRIEN LTD 4.9% 03/27/2028                                                                             | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $8143944.80   | 0.30%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                                               | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 5.15% 03/30/2026 144A                                              | CUSIP: 708696CA5<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   2524000 | PA      | $2530830.88   | 0.09%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                           | CLOUD SOFTWARE GROUP INC 9% 09/30/2029 144A                                                             | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    555000 | PA      | $572500.82    | 0.02%             | 2029-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                        | VALARIS LTD 8.375% 04/30/2030 144A                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    300000 | PA      | $312978.90    | 0.01%             | 2030-04-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                | CHURCHILL DOWNS INC 6.75% 05/01/2031 144A                                                               | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    525000 | PA      | $541488.15    | 0.02%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 5.202%/VAR 04/25/2029                                                       | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10768151.21  | 0.40%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                          | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 05/15/2028 144A                                         | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1230968.40   | 0.05%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 5.164%/VAR 04/20/2029                                                                    | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9860000 | PA      | $10094700.54  | 0.37%             | 2029-04-20      | Variable      | 0.05%                 | 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        |    125000 | PA      | $129456.63    | 0.00%             | 2028-06-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                   | GEORGIA POWER CO 4.65% 05/16/2028                                                                       | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3520056.70   | 0.13%             | 2028-05-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                           | NORTHERN OIL AND GAS INC 8.75% 06/15/2031 144A                                                          | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    370000 | PA      | $378323.52    | 0.01%             | 2031-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                            | XPO INC 6.25% 06/01/2028 144A                                                                           | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    620000 | PA      | $632675.28    | 0.02%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                         | FIRST QUANTUM MINERALS LTD 8.625% 06/01/2031 144A                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $434774.75    | 0.02%             | 2031-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                          | IQVIA INC 6.5% 05/15/2030 144A                                                                          | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    290000 | PA      | $301706.14    | 0.01%             | 2030-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 3.65% 04/05/2027                                                               | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $3319185.56   | 0.12%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 6.95% 06/10/2026                                                               | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6566617.14   | 0.24%             | 2026-06-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                                | RHP HOTEL PPTYS LP and RHP FIN CORP 7.25% 07/15/2028 144A                                               | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $361077.50    | 0.01%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2023-HB1                                                          | OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A                                                          | CUSIP: 67578KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50241 | PA      | $50034.22     | 0.00%             | 2036-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 5.8% 06/23/2028                                                                | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7775005.20   | 0.29%             | 2028-06-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                 | VIKING CRUISES LTD 9.125% 07/15/2031 144A                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    465000 | PA      | $498829.22    | 0.02%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                               | SEADRILL FINANCE LTD 8.375% 08/01/2030 144A                                                             | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |    370000 | PA      | $382414.61    | 0.01%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 7.625%/VAR PERP                                                                  | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    325000 | PA      | $346153.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| ONTARIO GAMING GTA LP/OTG CO-ISSUER INC                                            | ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 8% 08/01/2030 144A                                              | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    380000 | PA      | $372682.61    | 0.01%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                      | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    775000 | PA      | $760009.10    | 0.03%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.125% 07/31/2028                                                                             | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 121517400 | PA      | $123468324.19 | 4.58%             | 2028-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                       | UNIVISION COMMUNICATIONS INC 8% 08/15/2028 144A                                                         | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    375000 | PA      | $386993.63    | 0.01%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                          | L3HARRIS TECHNOLOGIES INC 5.4% 01/15/2027                                                               | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6089983.44   | 0.23%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                      | BAT INTL FINANCE PLC 5.931% 02/02/2029                                                                  | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5255917.70   | 0.19%             | 2029-02-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                   | TRINET GROUP INC 7.125% 08/15/2031 144A                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    655000 | PA      | $677847.06    | 0.03%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 3.125% 03/15/2027                                                                               | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $7006770.26   | 0.26%             | 2027-03-15      | Fixed         | 0.03%                 | 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        |    630000 | PA      | $620496.51    | 0.02%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON BANCSHARES INC/OH                                                       | HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029                                                      | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5251096.35   | 0.19%             | 2029-08-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                   | SOUTHERN COMPANY 5.5% 03/15/2029                                                                        | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3052000 | PA      | $3172414.83   | 0.12%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 5.819%/VAR 09/15/2029                                                       | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9826259.92   | 0.36%             | 2029-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                           | VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A                                                          | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    475000 | PA      | $504540.73    | 0.02%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                          | CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A                                                         | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    299660 | PA      | $303566.38    | 0.01%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.1% 01/15/2027                               | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5500000 | PA      | $5605429.89   | 0.21%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.625% 09/30/2028                                                                             | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75687200 | PA      | $77987380.93  | 2.89%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                              | MINERAL RESOURCES LTD 9.25% 10/01/2028 144A                                                             | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    980000 | PA      | $1028995.10   | 0.04%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                            | WESTERN GAS PARTNERS LP 6.35% 01/15/2029                                                                | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   5546000 | PA      | $5852276.41   | 0.22%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                               | LIFEPOINT HEALTH INC 11% 10/15/2030 144A                                                                | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $357775.28    | 0.01%             | 2030-10-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TR 2023-B                                                          | ARI FLEET LEASE TR 2023-B 6.05% 07/15/2032 144A                                                         | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1445213 | PA      | $1456394.72   | 0.05%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2023-3                                                | DELL EQUIPMENT FINANCE TRUST 2023-3 A3 5.93% 04/23/2029 144A                                            | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1330975 | PA      | $1338621.69   | 0.05%             | 2029-04-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-4                                                        | CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028                                                               | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    850590 | PA      | $860807.92    | 0.03%             | 2028-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                        | NATIONWIDE BUILDING SOC(UNGTD) 6.557%/VAR 10/18/2027 144A                                               | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   5800000 | PA      | $5913457.69   | 0.22%             | 2027-10-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029                                                            | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $6141549.47   | 0.23%             | 2029-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A                                                  | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   2290183 | PA      | $2318333.34   | 0.09%             | 2038-08-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2023-3 LLC                                                   | ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A                                                   | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    813731 | PA      | $824588.12    | 0.03%             | 2030-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 6.484%/VAR 10/24/2029                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7439000 | PA      | $7908925.87   | 0.29%             | 2029-10-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                       | AUTOZONE INC 6.25% 11/01/2028                                                                           | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   3398000 | PA      | $3601436.19   | 0.13%             | 2028-11-01      | Fixed         | 0.06%                 | 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        |    190000 | PA      | $140362.50    | 0.01%             | 2029-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 7.149%/VAR 10/29/2027                                                              | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5126371.55   | 0.19%             | 2027-10-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINL AUTO SECURITIZATION TR 2023-2                                         | PORSCHE FINL AUTO SECURITIZATION TR 2023 5.79% 01/22/2029 144A                                          | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1118200 | PA      | $1127148.13   | 0.04%             | 2029-01-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 6.407%/VAR 11/01/2029                                                                    | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $4140999.53   | 0.15%             | 2029-11-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2023-3                                                | UPSTART SECURITIZATION TRUST 2023-3 A 6.9% 10/20/2033 144A                                              | CUSIP: 91684MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    397708 | PA      | $399352.74    | 0.01%             | 2033-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                             | INEOS QUATTRO TERM B 1LN 04/02/2029                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    707107 | PA      | $539876.07    | 0.02%             | 2029-04-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                         | HUMANA INC 5.75% 12/01/2028                                                                             | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6243634.56   | 0.23%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                           | RTX CORP 5.75% 01/15/2029                                                                               | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1264656.08   | 0.05%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                     | TARGA RES CORP 6.15% 03/01/2029                                                                         | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   7061000 | PA      | $7445534.79   | 0.28%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 5.9% 11/15/2026                                                                            | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2300000 | PA      | $2336233.28   | 0.09%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                              | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                               | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1851934.10   | 0.07%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                      | SMYRNA READY MIX CONCRETE LLC 8.875% 11/15/2031 144A                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    750000 | PA      | $796015.50    | 0.03%             | 2031-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                            | INEOS QUATTRO FINANCE 2 9.625% 03/15/2029 144A                                                          | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $106312.50    | 0.00%             | 2029-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV                                          | AXALTA COATING SYSTEMS DUTCH HOLDING B BV 7.25% 02/15/2031 144A                                         | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    650000 | PA      | $687005.80    | 0.03%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                             | OREILLY AUTOMOTIVE INC 5.75% 11/20/2026                                                                 | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1723167.62   | 0.06%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                   | BAYER US FIN LLC 6.125% 11/21/2026 144A                                                                 | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3049433.55   | 0.11%             | 2026-11-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                      | LGI HOMES INC 8.75% 12/15/2028 144A                                                                     | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    370000 | PA      | $385478.21    | 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        |    425000 | PA      | $452478.80    | 0.02%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| BX COML MTG TR 2023-XL3                                                            | BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A                                                | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1088333 | PA      | $1088333.06   | 0.04%             | 2040-12-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                          | PIKE CORP 8.625% 01/31/2031 144A                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264301.32    | 0.01%             | 2031-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                             | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7% 01/15/2031 144A                               | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $477935.40    | 0.02%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC                                           | HAT HOLDINGS I LLC / HAT HOLDINGS II LLC 8% 06/15/2027 144A                                             | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $84028.73     | 0.00%             | 2027-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                          | MOSAIC CO NEW 5.375% 11/15/2028                                                                         | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5937519.58   | 0.22%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                               | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                              | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327945.60    | 0.01%             | 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        |    980000 | PA      | $1008159.37   | 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        |    250000 | PA      | $260015.75    | 0.01%             | 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        |    855000 | PA      | $879342.71    | 0.03%             | 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        |    419225 | PA      | $419744.84    | 0.02%             | 2031-06-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TESLA ELEC VEH TR 2023-1                                                           | TESLA ELEC VEH TR 2023-1 5.38% 06/20/2028 144A                                                          | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2556373 | PA      | $2575207.00   | 0.10%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC 6.174%/VAR 01/09/2030                                                           | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3664000 | PA      | $3825585.37   | 0.14%             | 2030-01-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC          | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 6.625% 01/15/2032 144A        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $269901.97    | 0.01%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD                                                                | WESTINGHOUSE TERM B 1LN 1/27/2031                                                                       | CUSIP: N/A<br>LEI: 5493002M6GRSU1IWMG57       | Long             | LON              | CORP              | US        |    502328 | PA      | $502770.33    | 0.02%             | 2031-01-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 5.75% 03/01/2029 144A                                                       | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4950000 | PA      | $5129282.32   | 0.19%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                                | ACRISURE LLC / ACRISURE FINANCE INC 8.25% 02/01/2029 144A                                               | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $759711.73    | 0.03%             | 2029-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                   | WAND NEWCO 3 INC 7.625% 01/30/2032 144A                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    215000 | PA      | $226551.52    | 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        |    735000 | PA      | $767875.08    | 0.03%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                              | HUB INTERNATIONAL LTD 7.375% 01/31/2032 144A                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    745000 | PA      | $775174.74    | 0.03%             | 2032-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                               | TALOS PRODUCTION INC 9% 02/01/2029 144A                                                                 | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250311.60    | 0.01%             | 2029-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                 | REALTY INCOME CORP 2.1% 03/15/2028                                                                      | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   5695000 | PA      | $5460761.23   | 0.20%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                          | CAESARS ENTERTAINMENT INC 6.5% 02/15/2032 144A                                                          | CUSIP: 12769GAC4<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    705000 | PA      | $717092.16    | 0.03%             | 2032-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                                | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                                | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1249124.90   | 0.05%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                            | UKG INC 6.875% 02/01/2031 144A                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    630000 | PA      | $650383.02    | 0.02%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                            | KODIAK GAS SERVICES LLC 7.25% 02/15/2029 144A                                                           | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    485000 | PA      | $505667.31    | 0.02%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                                   | AMBIPAR LUX SARL 9.875% 02/06/2031 144A                                                                 | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    395000 | PA      | $88404.95     | 0.00%             | 2031-02-06      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                     | CONSOLIDATED ENERGY TERM B 1LN 11/15/2030                                                               | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |    807537 | PA      | $644010.65    | 0.02%             | 2030-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                               | FIESTA PURCHASER INC 7.875% 03/01/2031 144A                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $115710.21    | 0.00%             | 2031-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 5.174%/VAR 02/13/2030                                                                     | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12400000 | PA      | $12756079.02  | 0.47%             | 2030-02-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                    | PHILIP MORRIS INTL INC 4.875% 02/13/2029                                                                | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6548986.75   | 0.24%             | 2029-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3296000.00   | 0.12%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                   | AMWINS GROUP INC 6.375% 02/15/2029 144A                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    290000 | PA      | $298012.70    | 0.01%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                 | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                                | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    445000 | PA      | $464067.36    | 0.02%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                                | PRAIRIE ACQUIROR LP 9% 08/01/2029 144A                                                                  | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1085341.95   | 0.04%             | 2029-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                         | FIRST QUANTUM MINERALS LTD 9.375% 03/01/2029 144A                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $147802.20    | 0.01%             | 2029-03-01      | Fixed         | 0.09%                 | 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        |    870000 | PA      | $911895.72    | 0.03%             | 2029-03-15      | Fixed         | 0.09%                 | 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        |    385000 | PA      | $394642.71    | 0.01%             | 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        |    120000 | PA      | $122597.28    | 0.00%             | 2029-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                             | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 7.125% 03/15/2029 144A                           | CUSIP: 91740PAG3<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |    240000 | PA      | $249471.36    | 0.01%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                      | CORECIVIC INC 8.25% 04/15/2029                                                                          | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    355000 | PA      | $374000.67    | 0.01%             | 2029-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 5.69%/VAR 03/12/2030                                                                       | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1821000 | PA      | $1896949.43   | 0.07%             | 2030-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                         | ALCOA NEDERLAND HOLDING BV 7.125% 03/15/2031 144A                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     80000 | PA      | $84769.20     | 0.00%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                       | ING GROEP NV 5.335%/VAR 03/19/2030                                                                      | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6564000 | PA      | $6797983.89   | 0.25%             | 2030-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MASTER OWNER TR RECEIVABLE                                                  | NISSAN MASTER OWNER TR RECEIVABLE 5.05% 02/15/2029 144A                                                 | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1648000 | PA      | $1668289.02   | 0.06%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LTD                                                  | ASTON MARTIN CAP HLDGS LTD 10% 03/31/2029 144A                                                          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    315000 | PA      | $278589.56    | 0.01%             | 2029-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                          | BANK IRELAND GROUP PLC 5.601%/VAR 03/20/2030 144A                                                       | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   3531000 | PA      | $3677254.80   | 0.14%             | 2030-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 5.13% 03/15/2029 144A                                                  | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5280000 | PA      | $5353356.10   | 0.20%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                       | BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A                                                             | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6694261 | PA      | $6694261.33   | 0.25%             | 2041-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                     | BRUNSWICK CORP 5.85% 03/18/2029                                                                         | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   4539000 | PA      | $4684674.30   | 0.17%             | 2029-03-18      | Fixed         | 0.06%                 | 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        |    260000 | PA      | $264135.82    | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                    | BAE SYSTEMS PLC 5% 03/26/2027 144A                                                                      | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1667000 | PA      | $1686423.53   | 0.06%             | 2027-03-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                    | BAE SYSTEMS PLC 5.125% 03/26/2029 144A                                                                  | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1551000 | PA      | $1600637.27   | 0.06%             | 2029-03-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                             | THE CAMPBELL'S COMPANY 5.3% 03/20/2026                                                                  | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $1109570.91   | 0.04%             | 2026-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                                          | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A                                         | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $455100.80    | 0.02%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2 LLC                                                                | VOYA CLO 2019-2 LLC AR TSFR3M+120 07/20/2032 144A                                                       | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3666055 | PA      | $3669046.91   | 0.14%             | 2032-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 5.516% 03/25/2027 144A                                                            | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7101083.01   | 0.26%             | 2027-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                     | NRG TERM B 1LN 04/16/2031                                                                               | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |     34911 | PA      | $34955.03     | 0.00%             | 2031-04-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                   | HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A                                                 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250919.69    | 0.01%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                          | PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $367075.90    | 0.01%             | 2031-06-01      | Fixed         | 0.07%                 | 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        |    150000 | PA      | $134215.50    | 0.00%             | 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        |    520000 | PA      | $495300.00    | 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        |    225000 | PA      | $197999.19    | 0.01%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                          | ESAB CORP 6.25% 04/15/2029 144A                                                                         | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    385000 | PA      | $396625.08    | 0.01%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                          | MATADOR RES CO 6.5% 04/15/2032 144A                                                                     | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304671.60    | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                   | GLENCORE FDG LLC 5.338% 04/04/2027 144A                                                                 | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5275000 | PA      | $5359068.41   | 0.20%             | 2027-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                           | SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A                                                          | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138539.43    | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                            | GENESEE and WYOMING TERM B 1LN 04/10/2031                                                               | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    425700 | PA      | $424946.51    | 0.02%             | 2031-04-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                 | LUMEN TECHNOLOGIES TERM B1 1LN 4/16/2029                                                                | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    407915 | PA      | $405215.05    | 0.02%             | 2029-04-16      | Variable      | 0.06%                 | 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        |    815831 | PA      | $810324.06    | 0.03%             | 2030-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                                             | CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A                                            | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    947947 | PA      | $954428.99    | 0.04%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                           | AMPHENOL CORPORATION NEW 5.05% 04/05/2029                                                               | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1253365.98   | 0.05%             | 2029-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 5.3% 04/05/2029                                                                            | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3720000 | PA      | $3839937.56   | 0.14%             | 2029-04-05      | Fixed         | 0.05%                 | 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        |     14738 | PA      | $13163.49     | 0.00%             | 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        |    350000 | PA      | $359895.55    | 0.01%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                          | CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A                                                         | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    553466 | PA      | $559373.65    | 0.02%             | 2036-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                         | NUVEEN LLC 5.55% 01/15/2030 144A                                                                        | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    984000 | PA      | $1028541.17   | 0.04%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                             | DIAMONDBACK ENERGY INC 5.2% 04/18/2027                                                                  | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   5172000 | PA      | $5243758.03   | 0.19%             | 2027-04-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                       | TRANSOCEAN INTERNATIONAL LTD 8.25% 05/15/2029 144A                                                      | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    530000 | PA      | $539125.01    | 0.02%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2024-1                                                 | DAIMLER TRUCKS RETAIL TRUST 2024-1 5.49% 12/15/2027                                                     | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2406794 | PA      | $2426686.42   | 0.09%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 5.571%/VAR 04/22/2028                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3266000 | PA      | $3331143.96   | 0.12%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 5.707%/VAR 04/22/2028                                                            | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6331985.48   | 0.23%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.45% 04/15/2027                              | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3836000 | PA      | $3945675.96   | 0.15%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                              | ZF NORTH AMER CAP INC 6.75% 04/23/2030 144A                                                             | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189432.59    | 0.01%             | 2030-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                                  | ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A                                                 | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    588000 | PA      | $598013.58    | 0.02%             | 2028-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                             | HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A                                                             | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    405000 | PA      | $420847.25    | 0.02%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                            | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                           | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $700955.82    | 0.03%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                        | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.809% 05/08/2027                                           | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   4656000 | PA      | $4748247.28   | 0.18%             | 2027-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                                           | BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A                                                        | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1832501 | PA      | $1833643.54   | 0.07%             | 2041-05-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER   | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7% 02/01/2030 144A     | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $250130.06    | 0.01%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| PALMER SQUARE LOAN FUNDING 2024-3 LTD                                              | PALMER SQUARE LOAN FUNDING 2024-3 LTD A1 TSFR3M+108 08/08/2032 144A                                     | CUSIP: 69690EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1747239 | PA      | $1748008.12   | 0.06%             | 2032-08-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                                                   | DLLAD 2024-1 LLC 5.3% 07/20/2029 144A                                                                   | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    279000 | PA      | $284899.99    | 0.01%             | 2029-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                     | FORD CR FLOORPLN MAST OWN TR A 5.48% 04/15/2029 144A                                                    | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   2797000 | PA      | $2842646.20   | 0.11%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                          | BLOCK INC 6.5% 05/15/2032                                                                               | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    430000 | PA      | $449381.39    | 0.02%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                         | GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A                                                       | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437268.88    | 0.02%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                 | INGERSOLL RAND INC 5.197% 06/15/2027                                                                    | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4265385.05   | 0.16%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                 | INGERSOLL RAND INC 5.176% 06/15/2029                                                                    | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4354080.74   | 0.16%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                               | ONEMAIN FINANCE CORP 7.5% 05/15/2031                                                                    | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    675000 | PA      | $709108.43    | 0.03%             | 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        |    560000 | PA      | $579476.24    | 0.02%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028                                                                 | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6300000 | PA      | $6424800.48   | 0.24%             | 2028-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                     | PNC FINANCIAL SERVICES GRP INC 5.492%/VAR 05/14/2030                                                    | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4591000 | PA      | $4787836.09   | 0.18%             | 2030-05-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                            | MKS INC CONV 1.25% 06/01/2030                                                                           | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    212000 | PA      | $266842.50    | 0.01%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 5.85% 05/17/2027                                                               | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4055440.08   | 0.15%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                      | PRA GROUP INC 8.875% 01/31/2030 144A                                                                    | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    365000 | PA      | $378395.50    | 0.01%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| PROOFPOINT INC                                                                     | PROOFPOINT TERM B 1LN 08/31/2028                                                                        | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    711389 | PA      | $714120.61    | 0.03%             | 2028-08-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                            | HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A                                                            | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    545000 | PA      | $565099.60    | 0.02%             | 2029-06-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                   | CALIFORNIA RES CORP 8.25% 06/15/2029 144A                                                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    780000 | PA      | $816094.50    | 0.03%             | 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        |   1260000 | PA      | $1238379.53   | 0.05%             | 2029-09-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 7.125%/VAR PERP                                                                           | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    300000 | PA      | $307490.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                      | BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A                                                   | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1009000 | PA      | $1008999.50   | 0.04%             | 2041-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                | US LBM TERM B 1LN 06/06/2031                                                                            | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    781175 | PA      | $734952.92    | 0.03%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                 | RGA GLOBAL FUNDING 5.448% 05/24/2029 144A                                                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2756233.14   | 0.10%             | 2029-05-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                                 | CFMT 2024-HB13 LLC VAR 05/25/2034 144A                                                                  | CUSIP: 12530VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    385028 | PA      | $380195.66    | 0.01%             | 2034-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 5.721%/VAR 06/05/2030                                                          | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3667000 | PA      | $3847106.36   | 0.14%             | 2030-06-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                       | ARI FLEET LEASE TRUST 2024-B 5.26% 04/15/2033 144A                                                      | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    408000 | PA      | $416090.44    | 0.02%             | 2033-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                               | OLYMPUS WATER US HOLDING CORPORATION 7.25% 06/15/2031 144A                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430424.83    | 0.02%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| 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        |    205000 | PA      | $215003.80    | 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        |    585000 | PA      | $579407.99    | 0.02%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                               | HOWARD MIDSTREAM ENERGY PARTNERS LLC 7.375% 07/15/2032 144A                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $253316.97    | 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        |    205000 | PA      | $215155.91    | 0.01%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 5.25% 07/01/2029                                                                     | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    515000 | PA      | $531507.14    | 0.02%             | 2029-07-01      | Fixed         | 0.05%                 | 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        |    305000 | PA      | $314458.97    | 0.01%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                        | MERCHANTS FLEET FUNDING LLC 5.82% 04/20/2037 144A                                                       | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    619502 | PA      | $623578.58    | 0.02%             | 2037-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC / VALOR CO-ISSUER INC                                               | VFH PARENT LLC / VALOR CO-ISSUER INC 7.5% 06/15/2031 144A                                               | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $503768.64    | 0.02%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                           | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5.125% 09/25/2027 144A                                         | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1437000 | PA      | $1459733.50   | 0.05%             | 2027-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                            | HYUNDAI CAP AMER 5.45% 06/24/2026 144A                                                                  | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3147000 | PA      | $3167851.68   | 0.12%             | 2026-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2024-2                                                   | KUBOTA CREDIT OWNER TRUST 2024-2 5.26% 11/15/2028 144A                                                  | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    719000 | PA      | $730945.25    | 0.03%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                               | ENEL FINANCE INTL NV 5.125% 06/26/2029 144A                                                             | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $5140254.05   | 0.19%             | 2029-06-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 3 LP                                                         | PK ALIFT LOAN FUNDING 3 LP 5.842% 09/15/2039 144A                                                       | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    226927 | PA      | $232501.82    | 0.01%             | 2039-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                        | IMPERIAL BRANDS FINANCE PLC 5.5% 02/01/2030 144A                                                        | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5201217.45   | 0.19%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                       | JACKSON NATL LIFE GLOBAL FDG 5.55% 07/02/2027 144A                                                      | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $1483322.53   | 0.06%             | 2027-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                 | BANCO SANTANDER SA 5.365%/VAR 07/15/2028                                                                | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4000000 | PA      | $4077442.64   | 0.15%             | 2028-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN                 | NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN AR TSFR3M+125 07/23/2036 144A        | CUSIP: 64134VAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   6933000 | PA      | $6935024.44   | 0.26%             | 2036-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.995%/VAR 07/22/2030                                                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  21400000 | PA      | $22019895.08  | 0.82%             | 2030-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                                              | ENTERPRISE FLEET FINANCING 2024-3 LLC 4.98% 08/21/2028 144A                                             | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2821000 | PA      | $2859430.20   | 0.11%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                  | GEO GROUP INC/THE 10.25% 04/15/2031                                                                     | CUSIP: 36162JAH9<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |    480000 | PA      | $526703.00    | 0.02%             | 2031-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                  | GEO GROUP INC/THE 8.625% 04/15/2029                                                                     | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |    235000 | PA      | $247631.25    | 0.01%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 5.042%/VAR 07/19/2030                                                                    | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11821945.15  | 0.44%             | 2030-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                                      | SUMMIT MIDSTREAM HOLDINGS LLC 8.625% 10/31/2029 144A                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $128985.88    | 0.00%             | 2029-10-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                             | VENTURE GLOBAL LNG INC 7% 01/15/2030 144A                                                               | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    295000 | PA      | $289393.57    | 0.01%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 5.2% 08/01/2029                                                               | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1358008.40   | 0.05%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 5% 08/01/2027                                                                 | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3189000 | PA      | $3247294.92   | 0.12%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXII LTD / MAGNETITE XXII LLC                                            | MAGNETITE XXII LTD / MAGNETITE XXII LLC ARR TSFR3M+125 07/15/2036 144A                                  | CUSIP: 55954HAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4257000 | PA      | $4258106.82   | 0.16%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT TR 2024-EXTR                                                                   | EQT TR 2024-EXTR A VAR 07/05/2041 144A                                                                  | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5418000 | PA      | $5555229.27   | 0.21%             | 2041-07-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                             | GROUP 1 AUTOMOTIVE INC 6.375% 01/15/2030 144A                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    585000 | PA      | $600963.48    | 0.02%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                               | AMENTUM HOLDINGS INC 7.25% 08/01/2032 144A                                                              | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    490000 | PA      | $514331.93    | 0.02%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                            | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 08/01/2029 144A                                            | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5106806.85   | 0.19%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                      | DTE ENERGY CO 4.95% 07/01/2027                                                                          | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1461595.11   | 0.05%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                    | STANDARD BUILDING SOLUTIONS INC 6.5% 08/15/2032 144A                                                    | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    370000 | PA      | $381708.65    | 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        |    766807 | PA      | $755466.15    | 0.03%             | 2031-08-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1 LLC                                                                   | DLLMT 2024-1 LLC 4.84% 08/21/2028 144A                                                                  | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1625000 | PA      | $1639373.78   | 0.06%             | 2028-08-21      | Fixed         | 0.05%                 | 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        |    240000 | PA      | $254682.24    | 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        |    230000 | PA      | $232798.18    | 0.01%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 4.8% 11/15/2029                                                                        | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2339000 | PA      | $2385310.82   | 0.09%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                        | DEL MONTE FOODS TERM 1LN SUPER_PRIORITY FIRST OUT 08/02/2028                                            | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64646 | PA      | $29672.66     | 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        |    855000 | PA      | $884270.07    | 0.03%             | 2027-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 4.87% 06/21/2039 144A                                                  | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    992034 | PA      | $1000161.03   | 0.04%             | 2039-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO TRUST 2024-C                                                       | WORLD OMNI AUTO TRUST 2024-C A3 4.43% 12/17/2029                                                        | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2687000 | PA      | $2702351.10   | 0.10%             | 2029-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RES HLDGS INC                                                           | MOSS CREEK RES HLDGS INC 8.25% 09/01/2031 144A                                                          | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    180000 | PA      | $172632.20    | 0.01%             | 2031-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                                 | ARCHROCK PARTNERS LP / FIN CORP 6.625% 09/01/2032 144A                                                  | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $128715.50    | 0.00%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 4.964%/VAR 08/15/2030                                                                 | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  13500000 | PA      | $13811818.28  | 0.51%             | 2030-08-15      | Variable      | 0.05%                 | 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        |    265000 | PA      | $275444.18    | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                             | CDW LLC / CDW FIN CORP 5.1% 03/01/2030                                                                  | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1789000 | PA      | $1827376.54   | 0.07%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                             | ROPER TECHNOLOGIES INC 4.5% 10/15/2029                                                                  | CUSIP: 776696AG1<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $1584715.07   | 0.06%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                          | COREBRIDGE GBL FUNDING 4.65% 08/20/2027 144A                                                            | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1611584.51   | 0.06%             | 2027-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15 LLC                                                                 | CFMT 2024-HB15 LLC VAR 08/25/2034 144A                                                                  | CUSIP: 15723AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    193684 | PA      | $192861.47    | 0.01%             | 2034-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC                                          | VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC A1R TSFR3M+125 04/20/2035 144A                                | CUSIP: 92918UAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3393000 | PA      | $3399704.57   | 0.13%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                       | NCL CORP LTD 6.25% 03/01/2030 144A                                                                      | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $126357.50    | 0.00%             | 2030-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                               | 1011778 BC ULC/NEW RED FIN INC 5.625% 09/15/2029 144A                                                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    545000 | PA      | $555363.72    | 0.02%             | 2029-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC                                            | DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC A1R TSFR3M+129 08/20/2034 144A                                  | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2769000 | PA      | $2773543.93   | 0.10%             | 2034-08-20      | Variable      | 0.05%                 | 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        |    340000 | PA      | $349789.28    | 0.01%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                      | GOLAR LNG LTD 7.75% 09/19/2029 144A REGS                                                                | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | BM        |    200000 | PA      | $199948.00    | 0.01%             | 2029-09-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                                 | RYAN SPECIALTY LLC 5.875% 08/01/2032 144A                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434454.55    | 0.02%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                               | FIESTA PURCHASER INC 9.625% 09/15/2032 144A                                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $631881.15    | 0.02%             | 2032-09-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                      | PG and E CORP 7.375%/VAR 03/15/2055                                                                     | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1344010.20   | 0.05%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                          | ONEOK INC 4.25% 09/24/2027                                                                              | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    458000 | PA      | $459077.37    | 0.02%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                          | ONEOK INC 4.4% 10/15/2029                                                                               | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    479000 | PA      | $480491.81    | 0.02%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                 | BUNGE LTD FIN CORP 4.1% 01/07/2028                                                                      | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2691681.76   | 0.10%             | 2028-01-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                               | WYNN RESORTS FIN LLC / CAP CORP 6.25% 03/15/2033 144A                                                   | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $178946.25    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                                 | AVIS BUDG CAR RENT LLC/FIN INC 8.25% 01/15/2030 144A                                                    | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $123580.97    | 0.00%             | 2030-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                       | FOCUS FINANCIAL PARTNERS LLC 6.75% 09/15/2031 144A                                                      | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    490000 | PA      | $506250.36    | 0.02%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                     | NISSAN MOTOR ACCEPTANCE CO LLC 5.55% 09/13/2029 144A                                                    | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69406.03     | 0.00%             | 2029-09-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                      | INTERCONTINENTAL EXCHANGE INC 3.625% 09/01/2028                                                         | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5446966.25   | 0.20%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                      | HEWLETT PACKARD ENTERPRISE CO 4.4% 09/25/2027                                                           | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2177000 | PA      | $2186571.01   | 0.08%             | 2027-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                     | SERVICE CORP INTERNATIONAL INC 5.75% 10/15/2032                                                         | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510207.00    | 0.02%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                   | GGAM FINANCE LTD 5.875% 03/15/2030 144A                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    470000 | PA      | $475278.10    | 0.02%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TR 2024-B                                                 | MERCEDES-BENZ AUTO LEASE TR 2024-B 4.89% 02/15/2028                                                     | CUSIP: 58769GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4503000 | PA      | $4510535.77   | 0.17%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                        | ROYAL CARIBBEAN CRUISES LTD 5.625% 09/30/2031 144A                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    210000 | PA      | $214632.72    | 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        |    555000 | PA      | $413347.35    | 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        |    250000 | PA      | $257297.25    | 0.01%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AETHON UNITED BR LP / AETHON UNITED FINANCE CORP                                   | AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 7.5% 10/01/2029 144A                                   | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $271679.72    | 0.01%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 6.125%/VAR PERP                                                           | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    105000 | PA      | $107510.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP                           | WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP 8.25% 10/01/2031 144A                          | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $404913.21    | 0.02%             | 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        |    455000 | PA      | $473312.39    | 0.02%             | 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        |    220000 | PA      | $220392.92    | 0.01%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                       | JACKSON NATL LIFE GLOBAL FDG 4.6% 10/01/2029 144A                                                       | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   4963000 | PA      | $4995073.49   | 0.19%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                             | SABLE INTL FIN LTD 7.125% 10/15/2032 144A                                                               | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $504245.00    | 0.02%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                      | ECHOSTAR CORP 10.75% 11/30/2029                                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1174162.50   | 0.04%             | 2029-11-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                      | ECHOSTAR CORP CPIK VAR 11/30/2030                                                                       | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    342297 | PA      | $807504.68    | 0.03%             | 2030-11-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                       | US FOODS INC 5.75% 04/15/2033 144A                                                                      | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188329.82    | 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        |    270536 | PA      | $68553.82     | 0.00%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                              | BELRON UK FINANCE PLC 5.75% 10/15/2029 144A                                                             | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $630497.22    | 0.02%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                          | CAESARS ENTERTAINMENT INC 6% 10/15/2032 144A                                                            | CUSIP: 12769GAD2<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    275000 | PA      | $262358.38    | 0.01%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 4.721% 10/08/2029 144A                                                            | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5301465.13   | 0.20%             | 2029-10-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                                              | ENTERPRISE FLEET FINANCING 2024-4 LLC 4.56% 11/20/2028 144A                                             | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1071000 | PA      | $1081785.51   | 0.04%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                                           | DELL EQUIP FIN TR 2024-2 4.59% 08/22/2030 144A                                                          | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    893000 | PA      | $899208.23    | 0.03%             | 2030-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-GRP                                                   | WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A                                          | CUSIP: 95003YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1920000 | PA      | $1920079.49   | 0.07%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                             | PATRICK INDUSTRIES INC 6.375% 11/01/2032 144A                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389191.82    | 0.01%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-6 LTD                                                          | CARLYLE US CLO 2024-6 LTD E TSFR3M+575 10/25/2037 144A                                                  | CUSIP: 14319QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $151007.85    | 0.01%             | 2037-10-25      | Variable      | 0.10%                 | 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        |    543703 | PA      | $495857.24    | 0.02%             | 2029-06-18      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.603%/VAR 10/22/2030                                                             | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5081719.15   | 0.19%             | 2030-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                            | JANE STREET GRP/JSG FIN 6.125% 11/01/2032 144A                                                          | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $437432.98    | 0.02%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING TRUST 2024-3                                                       | OPORTUN FUNDING TRUST 2024-3 5.26% 08/15/2029 144A                                                      | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    128508 | PA      | $128378.86    | 0.00%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                      | LIFE TIME INC 6% 11/15/2031 144A                                                                        | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458902.35    | 0.02%             | 2031-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                           | CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A                                                         | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    505000 | PA      | $505070.26    | 0.02%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES   | APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES 7.875% 11/01/2029 144A | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $801678.00    | 0.03%             | 2029-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 4.8% 09/19/2039 144A                                                   | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   3111195 | PA      | $3136496.41   | 0.12%             | 2039-09-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                  | NEWELL BRANDS INC 6.375% 05/15/2030                                                                     | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182584.91    | 0.01%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| PALMER SQUARE LOAN FUNDING 2024-2 LTD                                              | PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A                                    | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    609997 | PA      | $610192.55    | 0.02%             | 2033-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2024-2 LTD                                                    | PALMER SQUARE LN FDG 2024-2 LTD D TSFR3M+470 01/15/2033 144A                                            | CUSIP: 69703HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248294.50    | 0.01%             | 2033-01-15      | Variable      | 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        |   1105000 | PA      | $1110510.56   | 0.04%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC                                    | VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC ARR TSFR3M+119 01/20/2037 144A                          | CUSIP: 92013AAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5784000 | PA      | $5781917.76   | 0.21%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                      | ECHOSTAR CORP PIK VAR 11/30/2030                                                                        | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1604544.30   | 0.06%             | 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        |    460000 | PA      | $450649.42    | 0.02%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                              | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                             | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    610000 | PA      | $611382.87    | 0.02%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                              | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 10% 11/15/2029 144A                               | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $887212.50    | 0.03%             | 2029-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUCKHORN PARK CLO LTD                                                              | BUCKHORN PARK CLO LTD ARR TSFR3M+107 07/18/2034 144A                                                    | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4766000 | PA      | $4767243.93   | 0.18%             | 2034-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                              | ELLUCIAN HOLDINGS INC 6.5% 12/01/2029 144A                                                              | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146979.83    | 0.01%             | 2029-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                    | IHS HOLDING LTD 7.875% 05/29/2030 144A                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    295000 | PA      | $300162.50    | 0.01%             | 2030-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                            | TGS ASA 8.5% 01/15/2030 144A                                                                            | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |    625000 | PA      | $648044.35    | 0.02%             | 2030-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                               | VERIZON MASTER TRUST 4.62% 11/20/2030                                                                   | CUSIP: 92348KDM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5345000 | PA      | $5420806.00   | 0.20%             | 2030-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                       | STRATEGY INC CONV 0% 12/01/2029 144A                                                                    | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    586000 | PA      | $483157.00    | 0.02%             | 2029-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 5.087%/VAR 11/26/2028                                                          | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1122000 | PA      | $1142204.21   | 0.04%             | 2028-11-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                           | VISTRA OPERATIONS CO LLC 5.05% 12/30/2026 144A                                                          | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1299142.49   | 0.05%             | 2026-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                         | METHANEX US OPERATIONS INC 6.25% 03/15/2032 144A                                                        | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $128345.00    | 0.00%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 4.73% 11/15/2029 144A                                                  | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1075000 | PA      | $1090154.49   | 0.04%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-X2                                          | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 5.22% 12/17/2029 144A                                         | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    548061 | PA      | $548366.74    | 0.02%             | 2029-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 6.259% 05/01/2027                                                                             | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    418000 | PA      | $429421.81    | 0.02%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HARTWICK PARK CLO LTD                                                              | HARTWICK PARK CLO LTD AR TSFR3M+116 01/20/2037 144A                                                     | CUSIP: 417403AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3718000 | PA      | $3716884.60   | 0.14%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 6.75%/VAR PERP                                                                            | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    215000 | PA      | $216650.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN 68 CLO LTD                                                                  | DRYDEN 68 CLO LTD ARR TSFR3M+110 07/15/2035 144A                                                        | CUSIP: 26252QAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4228000 | PA      | $4219590.51   | 0.16%             | 2035-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                      | COMMSCOPE TERM 1LN 12/17/2029                                                                           | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |    890000 | PA      | $894200.80    | 0.03%             | 2029-12-17      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC                                    | MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A                          | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4205000 | PA      | $4207220.24   | 0.16%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 7%/VAR 03/10/2055                                                                       | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    360000 | PA      | $378491.40    | 0.01%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                             | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.1% 12/10/2029 144A                                             | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3465848.04   | 0.13%             | 2029-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 4.95% 01/15/2028 144A                                                       | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3331000 | PA      | $3370286.11   | 0.13%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                                           | BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A                                                | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405343 | PA      | $402663.67    | 0.01%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                        | HEXION TERM 1LN 03/15/2029                                                                              | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    820553 | PA      | $797643.25    | 0.03%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP/DE                                                                    | SANDISK TERM B 1LN 2/20/2032                                                                            | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    229697 | PA      | $230990.58    | 0.01%             | 2032-02-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                   | UWM HOLDINGS LLC 6.625% 02/01/2030 144A                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $497938.98    | 0.02%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                           | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A                        | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1578000 | PA      | $1577999.05   | 0.06%             | 2039-12-15      | Variable      | 0.05%                 | 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        |    403000 | PA      | $534983.89    | 0.02%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                          | TORONTO DOMINION BANK 4.783% 12/17/2029                                                                 | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4185000 | PA      | $4289159.04   | 0.16%             | 2029-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                         | CVR ENERGY TERM B 1LN 12/30/2027                                                                        | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    559468 | PA      | $560167.51    | 0.02%             | 2027-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TRONOX FIN LLC                                                                     | TRONOX TERM B 1LN 04/04/2029                                                                            | CUSIP: 89705DAQ5<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |     75000 | PA      | $58500.00     | 0.00%             | 2029-04-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2019-III                                                           | BARINGS CLO LTD 2019-III A1RR TSFR3M+114 01/20/2036 144A                                                | CUSIP: 06761KAW1<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2400751.20   | 0.09%             | 2036-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                       | GALLAGHER (ARTHUR J.) and CO 4.6% 12/15/2027                                                            | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   3119000 | PA      | $3149176.82   | 0.12%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                       | ACRISURE TERM B6 1LN 11/06/2030                                                                         | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      4962 | PA      | $4955.06      | 0.00%             | 2030-11-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                       | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                                 | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    579742 | PA      | $580501.16    | 0.02%             | 2028-12-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                            | USI TERM D 1LN 11/21/2029                                                                               | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    497381 | PA      | $498181.69    | 0.02%             | 2029-11-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                        | STARWOOD PPTY TR INC 6.5% 07/01/2030 144A                                                               | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    490000 | PA      | $511525.70    | 0.02%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOLENIS HOLDINGS LTD                                                               | SOLENIS TERM B6 1LN 6/20/2031                                                                           | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    793706 | PA      | $781800.87    | 0.03%             | 2031-06-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 5.875% 11/07/2029                                                              | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  13200000 | PA      | $13503667.06  | 0.50%             | 2029-11-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                             | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A                                            | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   4131000 | PA      | $4196201.76   | 0.16%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 6% 05/13/2030                                                              | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2190000 | PA      | $2301142.50   | 0.09%             | 2030-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                       | JACKSON NATL LIFE GLOBAL FDG 5.35% 01/13/2030 144A                                                      | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   7744000 | PA      | $8031199.79   | 0.30%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                          | COREBRIDGE GBL FUNDING 4.9% 01/07/2028 144A                                                             | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2298000 | PA      | $2334115.62   | 0.09%             | 2028-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 5.5%/VAR 04/13/2029 144A                                                        | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1296000 | PA      | $1327324.32   | 0.05%             | 2029-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                           | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 4.95% 01/13/2028 144A                                          | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1729393.62   | 0.06%             | 2028-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                            | GA GLOBAL FUNDING TRUST 5.4% 01/13/2030 144A                                                            | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3308000 | PA      | $3401389.50   | 0.13%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP LP                                                          | FLYNN RESTAURANT TERM B 1LN 01/28/2032                                                                  | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |    261812 | PA      | $262304.62    | 0.01%             | 2032-01-28      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                   | CALIBER COLLISION TERM B 1LN 01/30/2031                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    170766 | PA      | $170748.60    | 0.01%             | 2031-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                                                 | HUNTER DOUGLAS TERM B 1LN 1/17/2032                                                                     | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |    383486 | PA      | $384252.94    | 0.01%             | 2032-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORPORATION                                                    | ENVU TERM B 1LN 10/04/2029                                                                              | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    688289 | PA      | $668080.89    | 0.02%             | 2029-10-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                  | CLARIOS TERM B 1LN 01/28/2032                                                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |     80000 | PA      | $80224.80     | 0.00%             | 2032-01-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                                  | WASTE PRO USA INC 7% 02/01/2033 144A                                                                    | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    245000 | PA      | $254825.73    | 0.01%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                          | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 02/15/2030 144A                                         | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $197501.20    | 0.01%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                           | AZULE ENERGY FINANCE PLC 8.125% 01/23/2030 144A                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $250824.00    | 0.01%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                           | BASS PRO TERM B 1LN 01/23/2032                                                                          | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    898114 | PA      | $899910.27    | 0.03%             | 2032-01-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINE LTD                                                                   | IVANHOE MINE LTD 7.875% 01/23/2030 144A                                                                 | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $369421.92    | 0.01%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 5.244%/VAR 01/24/2031                                                            | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7692000 | PA      | $7992696.89   | 0.30%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.915%/VAR 01/24/2029                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5401374.90   | 0.20%             | 2029-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 6.85%/VAR PERP                                                            | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    489000 | PA      | $507209.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                     | MORGAN STANLEY BK NA SALT LAKE 5.016%/VAR 01/12/2029                                                    | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2928000 | PA      | $2983334.08   | 0.11%             | 2029-01-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC                                        | CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC D2R TSFR3M+375 01/17/2038 144A                              | CUSIP: 17181TAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99922.60     | 0.00%             | 2038-01-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                                 | BX TRUST 2025-DIME A TSFR1M+115 02/15/2035 144A                                                         | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1901000 | PA      | $1897293.05   | 0.07%             | 2035-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                                | ASCEND LEARNING TERM B 1LN 12/11/2028                                                                   | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   1030307 | PA      | $1030069.85   | 0.04%             | 2028-12-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                    | INTRAFI TERM B 1LN 07/31/2031                                                                           | CUSIP: 65343UAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    432390 | PA      | $426778.07    | 0.02%             | 2031-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                                              | ENTERPRISE FLEET FINANCING 2025-1 LLC 4.82% 02/20/2029 144A                                             | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2825000 | PA      | $2872615.66   | 0.11%             | 2029-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                | AMERICAN EXPRESS CO 5.085%/VAR 01/30/2031                                                               | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1341277.28   | 0.05%             | 2031-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                              | QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    695000 | PA      | $721684.53    | 0.03%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 6.5%/VAR PERP                                                                     | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    455000 | PA      | $469931.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                              | AIRCASTLE LTD / AIRCASTLE IRELAND DAC 5.25% 03/15/2030 144A                                             | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3585000 | PA      | $3668553.52   | 0.14%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                      | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    455000 | PA      | $468690.50    | 0.02%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                      | SINCLAIR BROADCASTING TERM B7 1LN 12/31/2030                                                            | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    760000 | PA      | $688750.00    | 0.03%             | 2030-12-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                            | BANK OF NOVA SCOTIA 5.13%/VAR 02/14/2031                                                                | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4990000 | PA      | $5146285.35   | 0.19%             | 2031-02-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS VII LTD                                                        | OHA CREDIT PARTNERS VII LTD D1R4 TSFR3M+250 02/20/2038 144A                                             | CUSIP: 67102QBT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150252.75    | 0.01%             | 2038-02-20      | Variable      | 0.06%                 | 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        |    350000 | PA      | $366044.35    | 0.01%             | 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        |    565000 | PA      | $574507.82    | 0.02%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2015-1 LTD / PALMER SQUARE CLO 2015-1 LLC                        | PALMER SQUARE CLO 2015-1 LTD / PALMER SQUARE CLO 2015-1 LLC A1A5 TSFR3M+105 05/21/2034 144A             | CUSIP: 69689ABU3<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |   8926000 | PA      | $8926339.19   | 0.33%             | 2034-05-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                             | TWITTER TERM B1 1LN 10/26/2029                                                                          | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1639652 | PA      | $1595381.24   | 0.06%             | 2029-10-26      | Variable      | 0.10%                 | 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        |    110000 | PA      | $43593.25     | 0.00%             | 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        |    793012 | PA      | $793631.05    | 0.03%             | 2032-02-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 6.95%/VAR PERP                                                                            | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    325000 | PA      | $332679.75    | 0.01%             |  |  |  | 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        |    545000 | PA      | $566302.42    | 0.02%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 22 LLC                                                             | FLATIRON RR CLO 22 LLC AR TSFR3M+91 10/15/2034 144A                                                     | CUSIP: 33883QAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6400000 | PA      | $6388198.40   | 0.24%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                             | X TERM 1LN 10/26/2029                                                                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    475000 | PA      | $470449.50    | 0.02%             | 2029-10-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I LTD                                                                  | BBAM US CLO I LTD D1R TSFR3M+300 03/30/2038 144A                                                        | CUSIP: 054978AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $124560.00    | 0.00%             | 2038-03-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                    | GEN DIGITAL INC 6.25% 04/01/2033 144A                                                                   | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277838.10    | 0.01%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                 | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                                  | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3913736 | PA      | $3906397.58   | 0.14%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                 | BX TRUST 2025-ROIC B TSFR1M+149.33 03/15/2030 144A                                                      | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    572766 | PA      | $571335.64    | 0.02%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                      | CARNIVAL CORP 5.75% 03/15/2030 144A                                                                     | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    420000 | PA      | $431662.14    | 0.02%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 7.625%/VAR PERP                                                                            | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |    200000 | PA      | $211097.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                      | DTE ENERGY CO 5.2% 04/01/2030                                                                           | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   8060000 | PA      | $8335402.06   | 0.31%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 5% 03/01/2028                                                                                   | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2439000 | PA      | $2485860.21   | 0.09%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                         | HPS CORPORATE LENDING FUND 6.25% 09/30/2029                                                             | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5145959.75   | 0.19%             | 2029-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                         | FIRST QUANTUM MINERALS LTD 8% 03/01/2033 144A                                                           | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $210655.62    | 0.01%             | 2033-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 5.367%/VAR 02/25/2031                                                                      | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5200000 | PA      | $5387619.33   | 0.20%             | 2031-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                             | WESCO DISTRIBUTION INC 6.375% 03/15/2033 144A                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    245000 | PA      | $256237.17    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.786%/VAR 03/04/2029                                                                     | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5374923.19   | 0.20%             | 2029-03-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 4.899%/VAR 03/03/2029                                                                 | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9152000 | PA      | $9289624.57   | 0.34%             | 2029-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                          | OLIN CORP 6.625% 04/01/2033 144A                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213564.08    | 0.01%             | 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        |    980624 | PA      | $437495.42    | 0.02%             | 2028-10-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHIL CHEM LLC /CHEV LP                                                     | CHEVRON PHIL CHEM LLC /CHEV LP 4.75% 05/15/2030 144A                                                    | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    787000 | PA      | $799629.22    | 0.03%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALUMINA LTD                                                                        | ALUMINA LTD 6.375% 09/15/2032 144A                                                                      | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $780784.50    | 0.03%             | 2032-09-15      | Fixed         | 0.06%                 | 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        |     75000 | PA      | $76652.85     | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                                       | NEW GOLD INC 6.875% 04/01/2032 144A                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $228658.74    | 0.01%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2025-VTT                                                   | WELLS FARGO COML MTG TR 2025-VTT A VAR 03/15/2038 144A                                                  | CUSIP: 94990GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1076000 | PA      | $1081670.74   | 0.04%             | 2038-03-15      | Variable      | 0.05%                 | 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        |    330000 | PA      | $328412.38    | 0.01%             | 2033-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                           | MARS INC 4.6% 03/01/2028 144A                                                                           | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4141000 | PA      | $4194405.98   | 0.16%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                           | MARS INC 4.8% 03/01/2030 144A                                                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1393158.46   | 0.05%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                              | CELANESE US HLDGS LLC 6.5% 04/15/2030                                                                   | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299525.07    | 0.01%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ACADIA HEALTHCARE CO INC                                                           | ACADIA HEALTHCARE CO INC 7.375% 03/15/2033 144A                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157955.54    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                                                                | DOMINION ENERGY INC 5% 06/15/2030                                                                       | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6592435.26   | 0.24%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                                | PUBLIC SVC ENTERPRISE GRP INC 4.9% 03/15/2030                                                           | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   6966000 | PA      | $7135348.06   | 0.26%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                        | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    690000 | PA      | $735385.44    | 0.03%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                       | ROCKIES EXPRESS PIPELINE LLC 6.75% 03/15/2033 144A                                                      | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194099.41    | 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        |    250000 | PA      | $263543.75    | 0.01%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                | AMERICAN TOWER CORP 4.9% 03/15/2030                                                                     | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   7910000 | PA      | $8094233.55   | 0.30%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                     | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                                   | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $625459.57    | 0.02%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| WILLIAMS SCOTSMAN INC                                                              | WILLIAMS SCOTSMAN INC 6.625% 04/15/2030 144A                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    485000 | PA      | $500806.64    | 0.02%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                    | NATGASOLINE TERM B 1LN 03/29/2030                                                                       | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    251812 | PA      | $252862.56    | 0.01%             | 2030-03-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                | NATWEST MARKETS PLC 4.789% 03/21/2028 144A                                                              | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $6105868.08   | 0.23%             | 2028-03-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-2 LTD                                                       | PALMER SQUARE CLO 2021-2 LTD DR2 TSFR3M+414 02/15/2038 144A                                             | CUSIP: 69701XAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100949.20    | 0.00%             | 2038-02-15      | Variable      | 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        |    700000 | PA      | $723670.50    | 0.03%             | 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        |   2765258 | PA      | $2765257.59   | 0.10%             | 2040-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                               | CAPSTONE COPPER CORP 6.75% 03/31/2033 144A                                                              | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $254146.34    | 0.01%             | 2033-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4% 03/31/2030                                                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35310600 | PA      | $35903707.91  | 1.33%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                     | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    958175 | PA      | $945239.64    | 0.04%             | 2030-10-08      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                                                       | VISTAJET TERM B 1LN 04/01/2031                                                                          | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |     14850 | PA      | $14951.13     | 0.00%             | 2031-04-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 5.375% 05/30/2030 144A                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2953000 | PA      | $3035964.54   | 0.11%             | 2030-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                   | GLENCORE FDG LLC 4.907% 04/01/2028 144A                                                                 | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   7311000 | PA      | $7444414.49   | 0.28%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                | CLYDESDALE ACQUISITION HOLDINGS INC 6.75% 04/15/2032 144A                                               | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267388.71    | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                        | DEL MONTE TERM FLFO B 1LN 8/2/2028                                                                      | CUSIP: 24521WAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18811 | PA      | $8634.14      | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                                   | FLATIRON CLO LTD AR2 TSFR3M+118 11/16/2034 144A                                                         | CUSIP: 33883JAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3064858 | PA      | $3065587.83   | 0.11%             | 2034-11-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 4.75% 04/01/2028                                                                     | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    352000 | PA      | $355862.98    | 0.01%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 5% 04/01/2030                                                                        | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2362604.88   | 0.09%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS LLC                                                       | FORTITUDE GROUP HOLDINGS LLC 6.25% 04/01/2030 144A                                                      | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   3422000 | PA      | $3560969.85   | 0.13%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                   | LPL HOLDINGS INC 4.9% 04/03/2028                                                                        | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   8265000 | PA      | $8382763.85   | 0.31%             | 2028-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                              | AMRIZE FINANCE US LLC 4.6% 04/07/2027 144A                                                              | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1936000 | PA      | $1947360.16   | 0.07%             | 2027-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                              | AMRIZE FINANCE US LLC 4.7% 04/07/2028 144A                                                              | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1418326.52   | 0.05%             | 2028-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                        | PAYCHEX INC 5.1% 04/15/2030                                                                             | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    197000 | PA      | $202452.24    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                       | AUTOZONE INC 5.165% 06/15/2030                                                                          | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1112718.90   | 0.04%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                  | JAPAN TOBACCO INC 4.85% 05/15/2028 144A                                                                 | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   2993000 | PA      | $3049828.87   | 0.11%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                  | JAPAN TOBACCO INC 5.21% 06/15/2030 144A                                                                 | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   2486000 | PA      | $2587203.72   | 0.10%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 4.994%/VAR 04/12/2029                                                                    | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3914000 | PA      | $3992119.37   | 0.15%             | 2029-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1702899.78   | 0.06%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                            | BANK OF NEW YORK MELLON 4.729%/VAR 04/20/2029                                                           | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   2106000 | PA      | $2143331.67   | 0.08%             | 2029-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTST LINE CO                                                      | TRANS-ALLEGHENY INTST LINE CO 5.2% 01/15/2031 144A                                                      | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4996000 | PA      | $5147393.94   | 0.19%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                 | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.5% 05/01/2033 144A                                                 | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $245177.10    | 0.01%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 4.97%/VAR 04/23/2029                                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5403971.80   | 0.20%             | 2029-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 4.937%/VAR 04/23/2028                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7278965.78   | 0.27%             | 2028-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                | AMERICAN EXPRESS CO 4.731%/VAR 04/25/2029                                                               | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6099637.62   | 0.23%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                                          | QXO BUILDING PRODUCTS INC 6.75% 04/30/2032 144A                                                         | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    335000 | PA      | $349845.86    | 0.01%             | 2032-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                            | JANE STREET GRP/JSG FIN 6.75% 05/01/2033 144A                                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $334681.28    | 0.01%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                                    | WESTERN-SOUTHERN GLOBAL FUNDING 4.9% 05/01/2030 144A                                                    | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    653000 | PA      | $671799.10    | 0.02%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                    | PHILIP MORRIS INTL INC 4.125% 04/28/2028                                                                | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7329621.65   | 0.27%             | 2028-04-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2025-X1                                             | AFFIRM ASSET SECURITIZATION TR 2025-X1 A 5.24% 04/15/2030 144A                                          | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    970002 | PA      | $971802.79    | 0.04%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 4.792%/VAR 05/09/2029 144A                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7300000 | PA      | $7383118.97   | 0.27%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                   | AMERICAN INTERNATIONAL GRP INC 4.85% 05/07/2030                                                         | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7168245.21   | 0.27%             | 2030-05-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                       | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7399608.72   | 0.27%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 5.24%/VAR 05/13/2031                                                                  | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7250000 | PA      | $7496272.71   | 0.28%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                  | NEWELL BRANDS INC 8.5% 06/01/2028 144A                                                                  | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234219.60    | 0.01%             | 2028-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 22 LTD                                                          | OHA CREDIT FUNDING 22 LTD A1 TSFR3M+ 07/20/2038 144A                                                    | CUSIP: 67121HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4678000 | PA      | $4686696.40   | 0.17%             | 2038-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                         | PINNACLE WEST CAPITAL CORP 4.9% 05/15/2028                                                              | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1055821.58   | 0.04%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                         | PINNACLE WEST CAPITAL CORP 5.15% 05/15/2030                                                             | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   3598000 | PA      | $3719553.54   | 0.14%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                            | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.875% 07/15/2030 144A                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    620000 | PA      | $638410.28    | 0.02%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                      | CARNIVAL CORP 5.875% 06/15/2031 144A                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    970000 | PA      | $998761.47    | 0.04%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 5.249%/VAR 05/22/2029 144A                                                      | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   7350000 | PA      | $7495085.55   | 0.28%             | 2029-05-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                | ALA TRUST 2025-OANA A 6.04263% 06/15/2030 144A                                                          | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4840000 | PA      | $4858129.67   | 0.18%             | 2040-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1                                                                        | SLAM 2025-1 5.807% 05/15/2050 144A                                                                      | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1071858 | PA      | $1103825.10   | 0.04%             | 2050-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 5.071%/VAR 05/20/2031                                                             | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   5288000 | PA      | $5442478.29   | 0.20%             | 2031-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                  | HERC HOLDINGS INC 7% 06/15/2030 144A                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    450000 | PA      | $472379.40    | 0.02%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 A1                                                                    | FORDF 2025-1 A1 4.63% 04/15/2030                                                                        | CUSIP: 34529BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3575000 | PA      | $3625698.86   | 0.13%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 A1                                                                    | FORDF 2025-1 A1 4.84% 04/15/2030                                                                        | CUSIP: 34529BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1805000 | PA      | $1830391.12   | 0.07%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                 | AVIS BUDGET RENTCAR FDG AE LLC 4.8% 08/20/2029 144A                                                     | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    945000 | PA      | $960754.28    | 0.04%             | 2029-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                      | COREWEAVE INC 9.25% 06/01/2030 144A                                                                     | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1157869.74   | 0.04%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                      | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.75% 12/01/2030                                          | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    635000 | PA      | $658982.68    | 0.02%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                     | SABRE GLBL INC 11.125% 07/15/2030 144A                                                                  | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    290000 | PA      | $250832.60    | 0.01%             | 2030-07-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: —       |
| AHLSTROM HOLDING 3 OY                                                              | AHLSTROM TERM B 1LN 5/23/2030                                                                           | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |    503738 | PA      | $503989.37    | 0.02%             | 2030-05-23      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY CO                                            | FLUTTER TREASURY DESIGNATED ACTIVITY CO 5.875% 06/04/2031 144A                                          | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    390000 | PA      | $393903.90    | 0.01%             | 2031-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CFC USA 2025 LLC                                                                   | CFC GROUP TERM B 1LN 07/01/2032                                                                         | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230000 | PA      | $223387.50    | 0.01%             | 2032-07-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 4.7% 08/15/2030                                                                            | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2877000 | PA      | $2933212.52   | 0.11%             | 2030-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 23 LLC                                                                | FLATIRON CLO 23-1A AR LLC TSFR3M+124 04/17/2036 144A                                                    | CUSIP: 33883DAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5801000 | PA      | $5806731.39   | 0.22%             | 2036-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS INC                                                             | NEW FLYER HOLDINGS INC 9.25% 07/01/2030 144A                                                            | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $128522.16    | 0.00%             | 2030-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                          | IQVIA INC 6.25% 06/01/2032 144A                                                                         | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287640.38    | 0.01%             | 2032-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                             | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC 10% 01/15/2031 144A                              | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $344929.50    | 0.01%             | 2031-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                      | JH NORTH AMERICA HOLDINGS INC 5.875% 01/31/2031 144A                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    570000 | PA      | $577681.32    | 0.02%             | 2031-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                        | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6.875% 06/15/2030 144A                                    | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $341086.02    | 0.01%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                                   | EQUITABLE AMERICA GLOBAL FUNDING 4.95% 06/09/2030 144A                                                  | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   3483000 | PA      | $3554616.44   | 0.13%             | 2030-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                         | ARES STRATEGIC INCOME FUND 5.45% 09/09/2028 144A                                                        | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   7076000 | PA      | $7110305.58   | 0.26%             | 2028-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                                   | EQUITABLE AMERICA GLOBAL FUNDING 4.65% 06/09/2028 144A                                                  | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2603128.94   | 0.10%             | 2028-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-B                                                      | OPORTUN ISSUANCE TRUST 2025-B 4.88% 05/09/2033 144A                                                     | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3050000 | PA      | $3059597.44   | 0.11%             | 2033-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                               | ROCKET COS INC 6.125% 08/01/2030 144A                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $477508.52    | 0.02%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                     | TARGA RES CORP 4.9% 09/15/2030                                                                          | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    825000 | PA      | $841455.95    | 0.03%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P2                                             | CARVANA AUTO RECEIVABLES TRUST 2025-P2 4.55% 08/12/2030                                                 | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3315000 | PA      | $3337513.82   | 0.12%             | 2030-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                           | X.AI TERM B 1LN 06/28/2030                                                                              | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109862 | PA      | $106076.64    | 0.00%             | 2030-06-28      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                           | X.AI TERM 1LN 06/28/2030                                                                                | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    154750 | PA      | $159005.63    | 0.01%             | 2030-06-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1                                                        | USB AUTO OWNER TRUST 2025-1 4.49% 06/17/2030 144A                                                       | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1615000 | PA      | $1628464.74   | 0.06%             | 2030-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                     | WHIRLPOOL CORP 6.125% 06/15/2030                                                                        | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328267.88    | 0.01%             | 2030-06-15      | Fixed         | 0.06%                 | 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        |    135000 | PA      | $139053.27    | 0.01%             | 2030-11-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 4.818%/VAR 06/13/2029                                                          | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3954000 | PA      | $4017306.03   | 0.15%             | 2029-06-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                  | GLOBAL PARTNERS LP / GLP FIN CORP 7.125% 07/01/2033 144A                                                | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $86330.59     | 0.00%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                                | BROWN and BROWN INC 4.7% 06/23/2028                                                                     | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1191419.71   | 0.04%             | 2028-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                                | BROWN and BROWN INC 4.9% 06/23/2030                                                                     | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2414000 | PA      | $2445550.74   | 0.09%             | 2030-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                 | BAUSCH and LOMB TERM B 1LN 1/15/2031                                                                    | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |   1002488 | PA      | $1008001.18   | 0.04%             | 2031-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 4.6% 06/20/2028                                                                            | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    822000 | PA      | $831075.49    | 0.03%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                               | BEACON MOBILITY CORP 7.25% 08/01/2030 144A                                                              | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261642.50    | 0.01%             | 2030-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                            | HYUNDAI CAP AMER 4.875% 06/23/2027 144A                                                                 | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6314355.06   | 0.23%             | 2027-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                         | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 9.75% 04/15/2030 144A                                        | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $260725.20    | 0.01%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                     | PROOFPOINT TERM 1LN 08/31/2028                                                                          | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    295000 | PA      | $296132.80    | 0.01%             | 2028-08-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                        | SKECHERS TERM B 1LN 09/13/2032                                                                          | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     35000 | PA      | $35204.05     | 0.00%             | 2032-09-13      | Variable      | 0.07%                 | 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        |    340000 | PA      | $340850.00    | 0.01%             | 2032-07-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                           | ARES CLO AR2 TSFR3M+131 07/15/2038 144A                                                                 | CUSIP: 04017WAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2953000 | PA      | $2955548.44   | 0.11%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.875% 06/30/2030                                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32829700 | PA      | $33225964.66  | 1.23%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                           | SGUS LLC 11% 12/15/2029 144A                                                                            | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308002 | PA      | $249591.26    | 0.01%             | 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        |   1115000 | PA      | $1173187.39   | 0.04%             | 2030-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                        | BEACH ACQUISITION BIDCO LLC PIK VAR 07/15/2033 144A                                                     | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    245000 | PA      | $265126.02    | 0.01%             | 2033-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                        | IMPERIAL BRANDS FINANCE PLC 4.5% 06/30/2028 144A                                                        | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2134000 | PA      | $2154147.97   | 0.08%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                  | TELUS CORPORATION 6.625%/VAR 10/15/2055                                                                 | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $512419.37    | 0.02%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                          | CONVERGINT TECH TERM B 1LN 07/12/2032                                                                   | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $10015.60     | 0.00%             | 2032-07-12      | Variable      | 0.08%                 | 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        |      2445 | NC      | $702845.81    | 0.03%             |  |  |  | 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        |    150000 | PA      | $151546.50    | 0.01%             | 2030-07-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC                  | PALMER SQUARE LN FDG LTD 2025-2A A1 TSFR3M+94 07/15/2033 144A                                           | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10060000 | PA      | $10058491.00  | 0.37%             | 2033-07-15      | Variable      | 0.05%                 | 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        |       472 | NC      | $51916.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                         | MIZUHO FINL GROUP INC 4.711%/VAR 07/08/2031                                                             | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   4464000 | PA      | $4530598.15   | 0.17%             | 2031-07-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 4.625% 06/30/2030                                                                      | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1302704.30   | 0.05%             | 2030-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                           | WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027                                                              | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2359611.68   | 0.09%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                        | DEL MONTE FOODS CORP II INC TERM TLB DIP ROLLUP 03/30/2026                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    210928 | PA      | $170852.05    | 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        |    160297 | PA      | $152682.73    | 0.01%             | 2026-03-30      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2025-1                                                      | MARLETTE FUNDING TRUST 2025-1A A 4.75% 07/16/2035 144A                                                  | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    317045 | PA      | $317562.90    | 0.01%             | 2035-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                               | CENT TRUST 2025-CITY A VAR 07/10/2040 144A                                                              | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1322000 | PA      | $1345304.88   | 0.05%             | 2040-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                      | CARNIVAL CORP 5.75% 08/01/2032 144A                                                                     | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    125000 | PA      | $128139.13    | 0.00%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                   | NTT FINANCE CORP 4.62% 07/16/2028 144A                                                                  | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    314000 | PA      | $318380.90    | 0.01%             | 2028-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                   | NTT FINANCE CORP 4.567% 07/16/2027 144A                                                                 | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    311000 | PA      | $313344.93    | 0.01%             | 2027-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXII LTD                                               | BENEFIT STREET PARTNERS CLO XXII LTD AR2 TSFR3M+115 04/20/2035 144A                                     | CUSIP: 08186UAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7900000 | PA      | $7908050.10   | 0.29%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                              | AIRCASTLE LTD / AIRCASTLE IRELAND DAC 5% 09/15/2030 144A                                                | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6290000 | PA      | $6362914.31   | 0.24%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                       | UNIVISION COMMUNICATIONS INC 9.375% 08/01/2032 144A                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132695.25    | 0.00%             | 2032-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC T5Y+289 6.875%/VAR PERP                                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    705000 | PA      | $721592.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 4.41% 05/18/2040 144A                                                  | CUSIP: 96328GCK1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   6300000 | PA      | $6345280.62   | 0.24%             | 2040-05-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                     | MORGAN STANLEY PRIVATE BANK NA 4.466%/VAR 07/06/2028                                                    | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   7560000 | PA      | $7606431.55   | 0.28%             | 2028-07-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                      | COREWEAVE INC 9% 02/01/2031 144A                                                                        | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    570000 | PA      | $515789.64    | 0.02%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                      | GOLDEN NUGGET TERM B 1LN 01/29/2029                                                                     | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    800851 | PA      | $799769.36    | 0.03%             | 2029-01-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 6.25%/VAR PERP                                                              | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   1030000 | PA      | $1041522.61   | 0.04%             |  |  |  | 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        |    150000 | PA      | $157659.90    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                 | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.125% 02/15/2031 144A                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    505000 | PA      | $525607.54    | 0.02%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                               | SOLENIS TERM B 1LN 11/3/2032                                                                            | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |     30000 | PA      | $29608.20     | 0.00%             | 2032-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                       | STRATEGY INC 9%/VAR PERP PFD                                                                            | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      5400 | NS      | $522558.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                                                | MEDLINE TERM B 1LN 10/23/2028                                                                           | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1476704 | PA      | $1478594.37   | 0.05%             | 2028-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                             | ADVANCE AUTO PARTS INC 7% 08/01/2030 144A                                                               | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183716.22    | 0.01%             | 2030-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                                      | C and S WHOLESALE GROCERS TERM B 1LN 9/20/2030                                                          | CUSIP: 12676AAB1<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |    465000 | PA      | $457443.75    | 0.02%             | 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        |    543583 | PA      | $536875.37    | 0.02%             | 2031-06-06      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 4.95%/VAR 08/04/2031                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   6430000 | PA      | $6523234.94   | 0.24%             | 2031-08-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                      | EW SCRIPPS CO 9.875% 08/15/2030 144A                                                                    | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1199233.21   | 0.04%             | 2030-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                       | CHS/CMNTY HEALTH SYSTEMS INC 9.75% 01/15/2034 144A                                                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    255000 | PA      | $271187.15    | 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        |    280000 | PA      | $284502.12    | 0.01%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                       | NEXTERA ENERGY CAP HLDGS INC 4.685% 09/01/2027                                                          | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3111000 | PA      | $3143927.14   | 0.12%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                                | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    430000 | PA      | $443209.60    | 0.02%             | 2031-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                     | ALLIANT HOLDINGS TERM B 1LN 09/19/2031                                                                  | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    403873 | PA      | $403925.57    | 0.01%             | 2031-09-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                              | HIGHTOWER TERM B 1LN 02/03/2032                                                                         | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   1048544 | PA      | $1047233.07   | 0.04%             | 2032-02-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                        | ALLIED UNIVERSAL TERM B 1LN 08/20/2032                                                                  | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    275000 | PA      | $275998.25    | 0.01%             | 2032-08-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 FINANCING INC 7% 03/31/2034 144A                                                                | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71696.80     | 0.00%             | 2034-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 4.476%/VAR 11/11/2029                                                                      | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7700000 | PA      | $7745516.93   | 0.29%             | 2029-11-11      | Variable      | 0.04%                 | 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        |    630000 | PA      | $642680.64    | 0.02%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-5 LTD                                                 | BAIN CAPITAL CREDIT CLO 2020-5 LTD ARR TSFR3M+115 04/20/2034 144A                                       | CUSIP: 05683FBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7540000 | PA      | $7536591.92   | 0.28%             | 2034-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                           | LINDBLAD EXPEDITIONS LLC 7% 09/15/2030 144A                                                             | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148709.54    | 0.01%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| NEXUS BUYER LLC                                                                    | INTRAFI NETWORK TERM B 1LN 07/31/2031                                                                   | CUSIP: 65343UAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135000 | PA      | $134789.40    | 0.00%             | 2031-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                    | INTRAFI NETWORK TERM B 2LN 2/16/2032                                                                    | CUSIP: 65343UAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    330000 | PA      | $326630.70    | 0.01%             | 2032-02-16      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC | DOMINOS PIZZA MASTER ISR LLC 4.93% 07/25/2055 144A                                                      | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7700000 | PA      | $7742366.94   | 0.29%             | 2055-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                           | CLOUD SOFTWARE GROUP INC 6.625% 08/15/2033 144A                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99822.91     | 0.00%             | 2033-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                             | ROPER TECHNOLOGIES INC 4.45% 09/15/2030                                                                 | CUSIP: 776696AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   4036000 | PA      | $4058532.50   | 0.15%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                               | VERISK ANALYTICS INC 4.5% 08/15/2030                                                                    | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    555000 | PA      | $559495.40    | 0.02%             | 2030-08-15      | Fixed         | 0.04%                 | 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        |    530000 | PA      | $526100.31    | 0.02%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                          | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 4.911% 09/01/2027                                             | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   5989000 | PA      | $6034668.52   | 0.22%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                           | CLOUD SOFTWARE TERM B 1LN 8/13/2032                                                                     | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     94762 | PA      | $94518.96     | 0.00%             | 2032-08-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                           | CLOUD SOFTWARE TERM B2 1LN 3/21/2031                                                                    | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     74812 | PA      | $74584.32     | 0.00%             | 2031-03-21      | 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        |    645000 | PA      | $641575.05    | 0.02%             | 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        |    480180 | PA      | $166383.91    | 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        |    335000 | PA      | $330262.46    | 0.01%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                                                                      | TRANSDIGM INC 6.25% 01/31/2034 144A                                                                     | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88131.32     | 0.00%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| OPORTUN ISSUANCE TRUST 2025-C                                                      | OPORTUN ISSUANCE TRUST 2025-C 4.49% 07/08/2033 144A                                                     | CUSIP: 68378RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1425000 | PA      | $1426874.16   | 0.05%             | 2033-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM INC 6.75% 01/31/2034 144A                                                                     | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    380000 | PA      | $397039.06    | 0.01%             | 2034-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                    | NXP B V/NXP FDG LLC/NXP USA INC 4.3% 08/19/2028                                                         | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1545000 | PA      | $1549506.12   | 0.06%             | 2028-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                            | SIMON PROPERTY GROUP LP 4.375% 10/01/2030                                                               | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   7660000 | PA      | $7721595.98   | 0.29%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                          | BLOCK INC 5.625% 08/15/2030 144A                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244544.16    | 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        |    150000 | PA      | $154163.46    | 0.01%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC                                          | FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC A1R TSFR3M+108 07/15/2036 144A                                | CUSIP: 33884EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10354000 | PA      | $10367801.88  | 0.38%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                           | EQT CORP 7.5% 06/01/2027                                                                                | CUSIP: 26884LBH1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $761812.97    | 0.03%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.625% 08/31/2030                                                                             | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37537600 | PA      | $37575723.94  | 1.39%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                             | SEMPRA 6.375%/VAR 04/01/2056                                                                            | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    765000 | PA      | $779299.25    | 0.03%             | 2056-04-01      | Variable      | 0.06%                 | 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        |    665000 | PA      | $676777.92    | 0.03%             | 2030-09-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                                                   | JERSEY CENTRAL POWR and LIGHT CO 4.4% 01/15/2031 144A                                                   | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2817993.89   | 0.10%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                          | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 09/15/2032 144A                                         | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $524573.25    | 0.02%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 TERM B4 1LN 03/29/2032                                                                          | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     80000 | PA      | $80100.00     | 0.00%             | 2032-03-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                          | SUNOCO LP 7.875%/VAR PERP 144A                                                                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |    815000 | PA      | $829262.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                          | SUNOCO LP 5.625% 03/15/2031 144A                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    770000 | PA      | $774380.53    | 0.03%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                         | HPS CORPORATE LENDING FUND 4.9% 09/11/2028 144A                                                         | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   2137000 | PA      | $2121474.01   | 0.08%             | 2028-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                            | SIERRA PACIFIC POWER CO 6.375%/VAR 12/15/2055                                                           | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    737000 | PA      | $730593.04    | 0.03%             | 2055-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 7 LP                                                         | PK ALIFT LOAN FUNDING 7 LP 4.75% 03/15/2043 144A                                                        | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1765000 | PA      | $1749858.59   | 0.06%             | 2043-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.375% 09/15/2028                                                                             | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 125291000 | PA      | $124899465.63 | 4.63%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                 | AVIS BUDGET RENTCAR FDG AE LLC 4.17% 02/20/2030 144A                                                    | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   3035000 | PA      | $3035851.62   | 0.11%             | 2030-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 4.078%/VAR 09/15/2029                                                            | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7797166.49   | 0.29%             | 2029-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                              | UBER TECHNOLOGIES INC 4.15% 01/15/2031                                                                  | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $1101154.72   | 0.04%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                         | ARES STRATEGIC INCOME FUND 4.85% 01/15/2029 144A                                                        | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   4691000 | PA      | $4631206.92   | 0.17%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                       | NCL CORP LTD 5.875% 01/15/2031 144A                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    385000 | PA      | $379936.56    | 0.01%             | 2031-01-15      | 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        |    335000 | PA      | $336481.10    | 0.01%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST 2025-A                                                | WORLD OMNI SELECT AUTO TRUST 2025-A 4.08% 08/15/2031                                                    | CUSIP: 98164UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    975000 | PA      | $975079.37    | 0.04%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVESCO U S CLO 2021-3 LTD / INVESCO U S CLO 2021-3 LLC                            | INVESCO CLO 2021-3A A1R TSFR3M+108 10/22/2034 144A                                                      | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |   5100000 | PA      | $5098607.70   | 0.19%             | 2034-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                              | ZF NORTH AMER CAP INC 7.5% 03/24/2031 144A                                                              | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257254.89    | 0.01%             | 2031-03-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                                | AMERICAN AXLE and MFG INC 6.375% 10/15/2032 144A                                                        | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196196.13    | 0.01%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                             | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.25% 10/01/2033 144A                            | CUSIP: 91740PAH1<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292599.27    | 0.01%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                         | WEBER BLACKSTONE TERM B 1LN 10/1/2032                                                                   | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    775000 | PA      | $773705.75    | 0.03%             | 2032-10-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ACCELYA LUX FINCO SARL                                                             | ACCELYA TERM B 1LN 10/1/2032                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    545000 | PA      | $527968.75    | 0.02%             | 2032-10-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                  | SOUTHERN POWER CO 4.25% 10/01/2030                                                                      | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2166451.44   | 0.08%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                            | PARK RIVER HOLDINGS INC 8% 03/15/2031 144A                                                              | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98139.94     | 0.00%             | 2031-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JUNIPER VALLEY PARK CLO LLC                                                        | JUNIPER VALLEY PARK CLO LLC 1A ARR TSFR3M+108 07/20/2036 144A                                           | CUSIP: 48206KAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $4994970.00   | 0.19%             | 2036-07-20      | Variable      | 0.05%                 | 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        |    140000 | PA      | $145512.50    | 0.01%             | 2031-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.375% 11/15/2030                             | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2778000 | PA      | $2774212.17   | 0.10%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                           | NORTHERN OIL AND GAS INC 7.875% 10/15/2033 144A                                                         | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    305000 | PA      | $296826.09    | 0.01%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                      | GOLAR LNG LTD 7.5% 10/02/2030 144A                                                                      | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    515000 | PA      | $500677.85    | 0.02%             | 2030-10-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                                               | CROSSCOUNTRY INTERMEDIATE HOLDCO LLC 6.5% 10/01/2030 144A                                               | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $263300.96    | 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        |    780000 | PA      | $785331.30    | 0.03%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE                                                                     | AMN HEALTHCARE 6.5% 01/15/2031 144A                                                                     | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    470000 | PA      | $471347.52    | 0.02%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| WINDSTREAM SERVICES LLC                                                            | UNITI GROUP TERM B 1LN 10/6/2032                                                                        | CUSIP: 97381JAK9<br>LEI: 549300L3SXBFJVGRCF66 | Long             | LON              | CORP              | US        |    455000 | PA      | $452442.90    | 0.02%             | 2032-10-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                            | PRIMESOURCE TERM B 1LN 3/15/2031                                                                        | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |     25000 | PA      | $25059.50     | 0.00%             | 2031-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                               | ENEL FINANCE INTL NV 4.375% 09/30/2030 144A                                                             | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   5152000 | PA      | $5144976.79   | 0.19%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                         | COPT DEFENSE PROPERTIES LP 4.5% 10/15/2030                                                              | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224087.01    | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                     | AMERICAN ELEC PWR CO INC 5.80%/VAR 03/15/2056                                                           | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    520000 | PA      | $516390.00    | 0.02%             | 2056-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 4.45% 09/26/2030                                                                            | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8341000 | PA      | $8218991.94   | 0.30%             | 2030-09-26      | Fixed         | 0.04%                 | 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        |    235000 | PA      | $239155.04    | 0.01%             | 2033-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                     | NISSAN MOTOR ACCEPTANCE CO LLC 6.125% 09/30/2030 144A                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332002.32    | 0.01%             | 2030-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                       | ALIMENTATION COUCHE-TARD INC 4.148% 09/29/2028 144A                                                     | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   4826000 | PA      | $4840031.55   | 0.18%             | 2028-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                               | OLYMPUS WATER US HOLDING CORPORATION 7.25% 02/15/2033 144A                                              | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198531.29    | 0.01%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                           | ENCORE CAP GROUP INC 6.625% 04/15/2031 144A                                                             | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264918.72    | 0.01%             | 2031-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                               | EXTENDED STAY AMERICA TRUST 2025-ESH VAR 10/15/2042 144A                                                | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4153000 | PA      | $4159480.34   | 0.15%             | 2042-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                    | CHEMOURS CO/THE TERM 1LN B3 10/15/2032                                                                  | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    320000 | PA      | $308800.00    | 0.01%             | 2032-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                                           | SESI LLC 7.875% 09/30/2030 144A                                                                         | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |    645000 | PA      | $641795.66    | 0.02%             | 2030-09-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| WBI OPERATING LLC                                                                  | WBI OPERATING LLC 6.25% 10/15/2030 144A                                                                 | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $775310.03    | 0.03%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                   | WOLFSPEED INC/DE PIK VAR 06/23/2030 144A                                                                | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103479 | PA      | $113309.51    | 0.00%             | 2030-06-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                      | CARNIVAL CORP 5.125% 05/01/2029 144A                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    265000 | PA      | $267217.26    | 0.01%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                       | TRANSOCEAN INTERNATIONAL LTD 7.875% 10/15/2032 144A                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     70000 | PA      | $72968.71     | 0.00%             | 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        |    161721 | PA      | $157343.09    | 0.01%             | 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        |    154020 | PA      | $151761.73    | 0.01%             | 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        |    996608 | PA      | $971408.14    | 0.04%             | 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        |    130000 | PA      | $130203.97    | 0.00%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                  | DB MASTER FIN LLC 4.891% 08/20/2055 144A                                                                | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1309272.90   | 0.05%             | 2055-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                               | ROCKET COS INC 6.5% 08/01/2029 144A                                                                     | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $321560.83    | 0.01%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                           | LUXCO 3                                                                                                 | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |      2216 | NS      | $33555.93     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                            | CRH AMER FIN INC 4.4% 02/09/2031                                                                        | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6614927.29   | 0.25%             | 2031-02-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAWN BIDCO LLC                                                                     | DAWN BIDCO TERM B 1LN 10/07/2032                                                                        | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    690000 | PA      | $687881.70    | 0.03%             | 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        |    220000 | PA      | $219734.58    | 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 5% 05/01/2028 144A                              | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $563714.01    | 0.02%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                            | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 5.75% 05/15/2028 144A                           | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $558786.46    | 0.02%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RR 16 LTD                                                                          | RR 16 LTD A1R TSFR3M+105 07/15/2036 144A                                                                | CUSIP: 74971CAJ2<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |   2529000 | PA      | $2528941.83   | 0.09%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA                                           | INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA VAR 11/05/2037 144A                                            | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    933000 | PA      | $940653.96    | 0.03%             | 2037-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                   | WULF COMPUTE LLC 7.75% 10/15/2030 144A                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1070107.68   | 0.04%             | 2030-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 4.133%/VAR 10/18/2029                                                                    | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6660000 | PA      | $6659286.38   | 0.25%             | 2029-10-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC             | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 5.5% 03/31/2031 144A             | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $238211.51    | 0.01%             | 2031-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 4.2% 10/27/2028                                                                | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2709000 | PA      | $2710630.14   | 0.10%             | 2028-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA                                                              | VOLCAN CIA MINERA SAA 8.5% 10/28/2032 144A                                                              | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    280000 | PA      | $283976.00    | 0.01%             | 2032-10-28      | Fixed         | 0.09%                 | 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        |    230000 | PA      | $234581.01    | 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        |    248000 | PA      | $251926.92    | 0.01%             | 2032-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                 | META PLATFORMS INC 4.2% 11/15/2030                                                                      | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3378000 | PA      | $3401481.90   | 0.13%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2025-X2                                          | SEAFFIRM ASSET SECURITIZATION TRUST 2025-X2 4.66% 10/15/2030 144A                                       | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5615000 | PA      | $5620385.91   | 0.21%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                               | NEPTUNE BIDCO US INC 10.375% 05/15/2031 144A                                                            | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    795000 | PA      | $803774.29    | 0.03%             | 2031-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                    | TAYLOR MORRISON COMMUNITIES INC 5.75% 11/15/2032 144A                                                   | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216451.62    | 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        |    230000 | PA      | $233666.16    | 0.01%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                        | WAYFAIR LLC 6.75% 11/15/2032 144A                                                                       | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132645.89    | 0.00%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BREAKWATER ENERGY HOLDINGS SARL                                                    | BREAKWATER ENERGY HOLDINGS SARL 9.25% 11/15/2030 144A                                                   | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |    255000 | PA      | $264118.80    | 0.01%             | 2030-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                         | MATTEL INC 5% 11/17/2030                                                                                | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   2013000 | PA      | $2031074.89   | 0.08%             | 2030-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                | GLOBAL PAYMENTS INC 4.5% 11/15/2028                                                                     | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   5521000 | PA      | $5539438.21   | 0.21%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                          | SUNOCO LP 6.625% 08/15/2032 144A                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    540000 | PA      | $556703.28    | 0.02%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                 | AUTONATION INC DEL 4.45% 01/15/2029                                                                     | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6760000 | PA      | $6778450.95   | 0.25%             | 2029-01-15      | Fixed         | 0.04%                 | 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        |   1295000 | PA      | $1248055.69   | 0.05%             | 2030-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                     | CANADIAN NATL RESOURCES LTD 5% 12/15/2029                                                               | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1469000 | PA      | $1504486.84   | 0.06%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENMAB AS                                                                          | GENMAB TERM B 1LN 11/19/2032                                                                            | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |     65000 | PA      | $65216.45     | 0.00%             | 2032-11-19      | Variable      | 0.00%                 | 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        |    125000 | PA      | $128785.56    | 0.00%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                     | MORGAN STANLEY PRIVATE BANK NA 4.204%/VAR 11/17/2028                                                    | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   8100000 | PA      | $8113721.64   | 0.30%             | 2028-11-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                              | MOLINA HEALTHCARE INC 6.5% 02/15/2031 144A                                                              | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    790000 | PA      | $806996.28    | 0.03%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 4.2% 11/20/2028                                                                            | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3340000 | PA      | $3348406.88   | 0.12%             | 2028-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 4.65% 03/20/2031                                                                     | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    476000 | PA      | $477439.68    | 0.02%             | 2031-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                                               | CROSSCOUNTRY INTERMEDIATE HOLDCO LLC 6.75% 12/01/2032 144A                                              | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $161784.25    | 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        |    200000 | PA      | $203475.56    | 0.01%             | 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        |    315000 | PA      | $319035.15    | 0.01%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                            | DUKE ENERGY FLORIDA LLC 4.2% 12/01/2030                                                                 | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2734000 | PA      | $2739702.03   | 0.10%             | 2030-12-01      | Fixed         | 0.04%                 | 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