# EDGAR Filing Document

**Accession Number:** 0000225322
**File Stem:** 0001752724-23-067494
**Filing Date:** 2023-3
**Character Count:** 440041
**Document Hash:** 8fb9daab6e0895c5c0214086946010a3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067494.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067494

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SUMMER STREET TRUST
- **CENTRAL INDEX KEY:** 0000225322
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02737
- **FILM NUMBER:** 23763577

**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 HIGH INCOME FUND
- **DATE OF NAME CHANGE:** 19890309

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY AGGRESSIVE INCOME FUND
- **DATE OF NAME CHANGE:** 19810205

## Series and Classes Contracts Data

### Fidelity Global High Income Fund (Series ID: S000032505)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000100277 | Fidelity Global High Income Fund                  | FGHNX           |
| C000100278 | Fidelity Advisor Global High Income Fund: Class A | FGHAX           |
| C000100279 | Fidelity Advisor Global High Income Fund: Class C | FGHCX           |
| C000100280 | Fidelity Advisor Global High Income Fund: Class M | FGHTX           |
| C000100281 | Fidelity Advisor Global High Income Fund: Class I | FGHIX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

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

**January 31, 2023**

GHI-NPRT3-0423

1.926257.111 ---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds - 81.4%** | &nbsp;&nbsp;**Corporate Bonds - 81.4%** | &nbsp;&nbsp;**Corporate Bonds - 81.4%** | &nbsp;&nbsp;**Corporate Bonds - 81.4%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Convertible Bonds - 1.8%  |  |  |  |
| Broadcasting - 0.8% |  |  |  |
| DISH Network Corp.: |  |  |  |
|  0% 12/15/25  |  | 86000  | 56717  |
|  2.375% 3/15/24  |  | 210000  | 194565  |
|  3.375% 8/15/26  |  | 646000  | 422673  |
|  |  |  | 673955 |
| Diversified Financial Services - 0.4% |  |  |  |
| New Cotai LLC 5% 2/24/27 (b) |  | 150721 | 323840 |
| Energy - 0.6% |  |  |  |
| Mesquite Energy, Inc. 15% 7/15/23 (b)(c) |  | 27566 | 176571 |
| Mesquite Energy, Inc. 15% 7/15/23 (b)(c) |  | 47694 | 305499 |
|  |  |  | 482070 |
| TOTAL CONVERTIBLE BONDS |  |  | 1479865 |
| Nonconvertible Bonds - 79.6%  |  |  |  |
| Aerospace - 1.5% |  |  |  |
| ATI, Inc.: |  |  |  |
|  4.875% 10/1/29  |  | 35000  | 32030  |
|  5.125% 10/1/31  |  | 25000  | 22719  |
|  5.875% 12/1/27  |  | 70000  | 67537  |
| Bombardier, Inc.: |  |  |  |
|  6% 2/15/28 (d) |  | 110000  | 104322  |
|  7.875% 4/15/27 (d) |  | 170000  | 169334  |
| Embraer Netherlands Finance BV 5.05% 6/15/25  |  | 75000 | 73842 |
| Moog, Inc. 4.25% 12/15/27 (d) |  | 20000 | 18550 |
| Rolls-Royce PLC 5.75% 10/15/27 (d) |  | 55000 | 53456 |
| TransDigm, Inc.: |  |  |  |
|  4.875% 5/1/29  |  | 200000  | 180095  |
|  5.5% 11/15/27  |  | 335000  | 319925  |
|  6.25% 3/15/26 (d) |  | 180000  | 179937  |
| Wesco Aircraft Holdings, Inc. 8.5% 11/15/24 (d) |  | 45000 | 21825 |
|  |  |  | 1243572 |
| Air Transportation - 0.6% |  |  |  |
| Air Canada 3.875% 8/15/26 (d) |  | 65000 | 60125 |
| Allegiant Travel Co. 7.25% 8/15/27 (d) |  | 40000 | 39104 |
| Azul Investments LLP 5.875% 10/26/24 (d) |  | 200000 | 150475 |
| Mileage Plus Holdings LLC 6.5% 6/20/27 (d) |  | 49500 | 50010 |
| Spirit Loyalty Cayman Ltd. / Spirit IP Cayman Ltd. 8% 9/20/25 (d) |  | 38896 | 39674 |
| United Airlines, Inc.: |  |  |  |
|  4.375% 4/15/26 (d) |  | 80000  | 75947  |
|  4.625% 4/15/29 (d) |  | 50000  | 45606  |
| Western Global Airlines LLC 10.375% 8/15/25 (d) |  | 60000 | 42000 |
|  |  |  | 502941 |
| Automotive - 0.6% |  |  |  |
| Ford Motor Credit Co. LLC 3.625% 6/17/31  |  | 600000 | 499002 |
| Automotive & Auto Parts - 2.5% |  |  |  |
| Albion Financing 1 SARL 5.25% 10/15/26 (Reg. S)  | EUR | 119000 | 115790 |
| Dana, Inc. 4.25% 9/1/30  |  | 40000 | 33852 |
| Faurecia SA: |  |  |  |
|  2.375% 6/15/29 (Reg. S)  | EUR | 200000  | 173926  |
|  2.75% 2/15/27 (Reg. S)  | EUR | 136000  | 130879  |
| Ford Motor Co. 3.25% 2/12/32  |  | 140000 | 111100 |
| Ford Motor Credit Co. LLC: |  |  |  |
|  1.355% 2/7/25  | EUR | 100000  | 102276  |
|  2.9% 2/16/28  |  | 50000  | 43022  |
|  3.25% 9/15/25  | EUR | 100000  | 104629  |
|  5.125% 6/16/25  |  | 170000  | 167088  |
| Jaguar Land Rover Automotive PLC: |  |  |  |
|  4.5% 1/15/26 (Reg. S)  | EUR | 100000  | 100100  |
|  6.875% 11/15/26 (Reg. S)  | EUR | 100000  | 103288  |
| LCM Investments Holdings 4.875% 5/1/29 (d) |  | 70000 | 57768 |
| Nesco Holdings II, Inc. 5.5% 4/15/29 (d) |  | 45000 | 40415 |
| PECF USS Intermediate Holding III Corp. 8% 11/15/29 (d) |  | 25000 | 19063 |
| Real Hero Merger Sub 2 6.25% 2/1/29 (d) |  | 20000 | 14850 |
| Renault SA 2.375% 5/25/26 (Reg. S)  | EUR | 100000 | 99820 |
| Rivian Holdco & Rivian LLC & Rivian Automotive LLC 6 month U.S. LIBOR + 5.620% 10.1636% 10/15/26 (d)(e)(f) |  | 200000 | 194500 |
| Thor Industries, Inc. 4% 10/15/29 (d) |  | 100000 | 83152 |
| Valeo SA 5.375% 5/28/27 (Reg. S)  | EUR | 100000 | 109302 |
| Winnebago Industries, Inc. 6.25% 7/15/28 (d) |  | 45000 | 43274 |
| ZF Finance GmbH: |  |  |  |
|  2% 5/6/27 (Reg. S)  | EUR | 100000  | 93090  |
|  5.75% 8/3/26 (Reg. S)  | EUR | 100000  | 109259  |
|  |  |  | 2050443 |
| Banks & Thrifts - 3.2% |  |  |  |
| Access Bank PLC 6.125% 9/21/26 (d) |  | 200000 | 176000 |
| Ally Financial, Inc.: |  |  |  |
|  8% 11/1/31  |  | 155000  | 169938  |
|  8% 11/1/31  |  | 118000  | 129959  |
| Alpha Bank SA 2.5% 3/23/28 (Reg. S) (e) | EUR | 100000 | 90291 |
| Banca Monte dei Paschi di Siena SpA Eur Swap Annual 5Y Index + 5.000% 7.677% 1/18/28 (e)(f) | EUR | 100000 | 94673 |
| Banco BPM SpA 3.375% 1/19/32 (Reg. S) (e) | EUR | 200000 | 186633 |
| Banco Comercial Portugues SA 1.75% 4/7/28 (Reg. S) (e) | EUR | 100000 | 89272 |
| Banco de Credito Social Cooperativo SA 8% 9/22/26 (Reg. S) (e) | EUR | 100000 | 111705 |
| Banco de Sabadell SA 9.375% (Reg. S) (e)(g) | EUR | 200000 | 226073 |
| BankMuscat SAOG 4.75% 3/17/26 (Reg. S)  |  | 200000 | 193413 |
| Cliffton Ltd. 6.25% 10/25/25 (Reg. S)  |  | 250000 | 238125 |
| CQP Holdco LP / BIP-V Chinook Holdco LLC 5.5% 6/15/31 (d) |  | 250000 | 227654 |
| Deutsche Bank AG 10% (Reg. S) (e)(g) | EUR | 200000 | 232650 |
| Intesa Sanpaolo SpA 2.925% 10/14/30 (Reg. S)  | EUR | 100000 | 89804 |
| Kasikornbank PCL 3.343% 10/2/31 (Reg. S) (e) |  | 200000 | 178746 |
| Piraeus Bank SA 3.875% 11/3/27 (Reg. S) (e) | EUR | 100000 | 94912 |
| VistaJet Malta Finance PLC / XO Management Holding, Inc. 6.375% 2/1/30 (d) |  | 130000 | 114647 |
|  |  |  | 2644495 |
| Broadcasting - 1.7% |  |  |  |
| Cable Onda SA 4.5% 1/30/30 (d) |  | 200000 | 176125 |
| Clear Channel Outdoor Holdings, Inc.: |  |  |  |
|  7.5% 6/1/29 (d) |  | 75000  | 61125  |
|  7.75% 4/15/28 (d) |  | 35000  | 29776  |
| Diamond Sports Group LLC/Diamond Sports Finance Co. 5.375% 8/15/26 (d) |  | 70000 | 5163 |
| Gray Escrow II, Inc. 5.375% 11/15/31 (d) |  | 90000 | 69212 |
| Nexstar Broadcasting, Inc. 5.625% 7/15/27 (d) |  | 75000 | 71443 |
| Scripps Escrow II, Inc.: |  |  |  |
|  3.875% 1/15/29 (d) |  | 50000  | 41771  |
|  5.375% 1/15/31 (d) |  | 25000  | 20175  |
| Scripps Escrow, Inc. 5.875% 7/15/27 (d) |  | 60000 | 53550 |
| Sirius XM Radio, Inc.: |  |  |  |
|  4% 7/15/28 (d) |  | 315000  | 280382  |
|  4.125% 7/1/30 (d) |  | 65000  | 55746  |
| Summer (BC) Holdco A SARL 9.25% 10/31/27 (Reg. S)  | EUR | 90105 | 79459 |
| Summer (BC) Holdco B SARL 5.75% 10/31/26 (Reg. S)  | EUR | 100000 | 97979 |
| TEGNA, Inc. 5% 9/15/29  |  | 85000 | 80071 |
| TV Azteca SA de CV 8.25% 8/9/24 (Reg. S) (h) |  | 200000 | 92000 |
| Univision Communications, Inc.: |  |  |  |
|  4.5% 5/1/29 (d) |  | 100000  | 86042  |
|  6.625% 6/1/27 (d) |  | 110000  | 107800  |
|  |  |  | 1407819 |
| Building Materials - 1.1% |  |  |  |
| Advanced Drain Systems, Inc. 5% 9/30/27 (d) |  | 115000 | 109465 |
| CEMEX S.A.B. de CV 5.45% 11/19/29 (d) |  | 200000 | 192215 |
| James Hardie International Finance Ltd. 3.625% 10/1/26 (Reg. S)  | EUR | 100000 | 102466 |
| MIWD Holdco II LLC / MIWD Finance Corp. 5.5% 2/1/30 (d) |  | 20000 | 16629 |
| PGT Innovations, Inc. 4.375% 10/1/29 (d) |  | 365000 | 314896 |
| SRS Distribution, Inc.: |  |  |  |
|  4.625% 7/1/28 (d) |  | 55000  | 50245  |
|  6% 12/1/29 (d) |  | 55000  | 46984  |
|  6.125% 7/1/29 (d) |  | 30000  | 25797  |
| Victors Merger Corp. 6.375% 5/15/29 (d) |  | 100000 | 60954 |
|  |  |  | 919651 |
| Cable/Satellite TV - 2.5% |  |  |  |
| Adria Bidco BV 3.125% 2/15/26 (Reg. S)  | EUR | 100000 | 93408 |
| Altice France Holding SA 8% 5/15/27 (d) | EUR | 175000 | 154806 |
| CCO Holdings LLC/CCO Holdings Capital Corp.: |  |  |  |
|  4.25% 2/1/31 (d) |  | 100000  | 83305  |
|  4.25% 1/15/34 (d) |  | 115000  | 89648  |
|  4.5% 8/15/30 (d) |  | 195000  | 166620  |
|  4.5% 6/1/33 (d) |  | 120000  | 97500  |
|  5.125% 5/1/27 (d) |  | 225000  | 214436  |
| CSC Holdings LLC: |  |  |  |
|  4.5% 11/15/31 (d) |  | 65000  | 47871  |
|  4.625% 12/1/30 (d) |  | 75000  | 44348  |
|  5% 11/15/31 (d) |  | 65000  | 38994  |
|  5.75% 1/15/30 (d) |  | 100000  | 63000  |
|  7.5% 4/1/28 (d) |  | 230000  | 168190  |
| DISH DBS Corp.: |  |  |  |
|  5% 3/15/23  |  | 250000  | 249518  |
|  5.75% 12/1/28 (d) |  | 45000  | 36818  |
| Radiate Holdco LLC/Radiate Financial Service Ltd.: |  |  |  |
|  4.5% 9/15/26 (d) |  | 150000  | 114866  |
|  6.5% 9/15/28 (d) |  | 110000  | 57309  |
| UPCB Finance VII Ltd. 3.625% 6/15/29 (Reg. S)  | EUR | 100000 | 98086 |
| Ziggo Bond Co. BV: |  |  |  |
|  5.125% 2/28/30 (d) |  | 35000  | 28928  |
|  6% 1/15/27 (d) |  | 160000  | 151325  |
| Ziggo BV 4.875% 1/15/30 (d) |  | 50000 | 43552 |
|  |  |  | 2042528 |
| Capital Goods - 0.1% |  |  |  |
| Tk Elevator Midco GmbH 4.375% 7/15/27 (Reg. S)  | EUR | 100000 | 98181 |
| Chemicals - 3.0% |  |  |  |
| CF Industries Holdings, Inc.: |  |  |  |
|  5.15% 3/15/34  |  | 45000  | 44511  |
|  5.375% 3/15/44  |  | 80000  | 76798  |
| CVR Partners LP 6.125% 6/15/28 (d) |  | 90000 | 81453 |
| ENN Clean Energy International Investment Ltd.: |  |  |  |
|  3.375% 5/12/26 (d) |  | 200000  | 180250  |
|  3.375% 5/12/26 (Reg. S)  |  | 200000  | 180250  |
| INEOS Finance PLC 2.875% 5/1/26  | EUR | 100000 | 97759 |
| INEOS Quattro Finance 2 PLC 2.5% 1/15/26 (Reg. S)  | EUR | 100000 | 96892 |
| Italmatch Chemicals SpA 3 month EURIBOR + 5.500% 5.5% 2/6/28 (Reg. S) (e)(f) | EUR | 100000 | 104231 |
| Kobe U.S. Midco 2, Inc. 9.25% 11/1/26 pay-in-kind (d)(e) |  | 185000 | 139675 |
| Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.: |  |  |  |
|  5% 12/31/26 (d) |  | 10000  | 9078  |
|  7% 12/31/27 (d) |  | 15000  | 13073  |
| LSB Industries, Inc. 6.25% 10/15/28 (d) |  | 20000 | 18020 |
| MEGlobal Canada, Inc. 5% 5/18/25 (d) |  | 200000 | 198900 |
| NOVA Chemicals Corp. 4.25% 5/15/29 (d) |  | 75000 | 64460 |
| OCP SA: |  |  |  |
|  3.75% 6/23/31 (d) |  | 200000  | 168500  |
|  4.5% 10/22/25 (d) |  | 200000  | 193850  |
| Sasol Financing U.S.A. LLC 4.375% 9/18/26  |  | 200000 | 184020 |
| SCIH Salt Holdings, Inc.: |  |  |  |
|  4.875% 5/1/28 (d) |  | 70000  | 61600  |
|  6.625% 5/1/29 (d) |  | 45000  | 38484  |
| The Chemours Co. LLC: |  |  |  |
|  4.625% 11/15/29 (d) |  | 70000  | 58486  |
|  5.375% 5/15/27  |  | 75000  | 69336  |
|  5.75% 11/15/28 (d) |  | 230000  | 209588  |
| Tronox, Inc. 4.625% 3/15/29 (d) |  | 55000 | 47025 |
| W.R. Grace Holding LLC: |  |  |  |
|  4.875% 6/15/27 (d) |  | 70000  | 64946  |
|  5.625% 8/15/29 (d) |  | 70000  | 58345  |
|  |  |  | 2459530 |
| Consumer Products - 1.2% |  |  |  |
| Central Garden & Pet Co. 4.125% 10/15/30  |  | 35000 | 29761 |
| Ferrellgas LP/Ferrellgas Finance Corp.: |  |  |  |
|  5.375% 4/1/26 (d) |  | 45000  | 41400  |
|  5.875% 4/1/29 (d) |  | 45000  | 37463  |
| Gannett Holdings LLC 6% 11/1/26 (d) |  | 45000 | 34799 |
| Kernel Holding SA 6.75% 10/27/27 (d) |  | 100000 | 40738 |
| Mattel, Inc. 3.375% 4/1/26 (d) |  | 20000 | 18650 |
| Meituan 2.125% 10/28/25 (d) |  | 200000 | 181100 |
| Natura Cosmeticos SA 4.125% 5/3/28 (d) |  | 50000 | 41260 |
| PetSmart, Inc. / PetSmart Finance Corp. 7.75% 2/15/29 (d) |  | 75000 | 73706 |
| Prosus NV 4.027% 8/3/50 (d) |  | 200000 | 133875 |
| Rakuten Group, Inc. 10.25% 11/30/24 (d) |  | 200000 | 202494 |
| Tempur Sealy International, Inc.: |  |  |  |
|  3.875% 10/15/31 (d) |  | 75000  | 61793  |
|  4% 4/15/29 (d) |  | 60000  | 52405  |
| The Scotts Miracle-Gro Co. 4% 4/1/31  |  | 40000 | 32400 |
| TKC Holdings, Inc. 10.5% 5/15/29 (d) |  | 45000 | 27427 |
|  |  |  | 1009271 |
| Containers - 0.9% |  |  |  |
| ARD Finance SA: |  |  |  |
|  5% 6/30/27 pay-in-kind (Reg. S) (e) | EUR | 100000  | 82095  |
|  6.5% 6/30/27 pay-in-kind (d)(e) |  | 70000  | 54911  |
| Ardagh Packaging Finance PLC/Ardagh MP Holdings U.S.A., Inc. 2.125% 8/15/26 (Reg. S)  | EUR | 200000 | 187717 |
| Ball Corp. 4.875% 3/15/26  |  | 85000 | 83727 |
| Berry Global, Inc. 4.875% 7/15/26 (d) |  | 40000 | 38960 |
| CANPACK SA and Eastern PA Land Investment Holding LLC 2.375% 11/1/27 (Reg. S)  | EUR | 100000 | 90505 |
| Graham Packaging Co., Inc. 7.125% 8/15/28 (d) |  | 30000 | 26220 |
| Graphic Packaging International, Inc. 3.75% 2/1/30 (d) |  | 35000 | 30302 |
| Huhtamaki Oyj 4.25% 6/9/27 (Reg. S)  | EUR | 100000 | 106598 |
| Trivium Packaging Finance BV 5.5% 8/15/26 (d) |  | 40000 | 38366 |
|  |  |  | 739401 |
| Diversified Financial Services - 3.9% |  |  |  |
| Broadstreet Partners, Inc. 5.875% 4/15/29 (d) |  | 30000 | 26499 |
| Coinbase Global, Inc.: |  |  |  |
|  3.375% 10/1/28 (d) |  | 290000  | 187050  |
|  3.625% 10/1/31 (d) |  | 185000  | 107763  |
| FLY Leasing Ltd. 7% 10/15/24 (d) |  | 105000 | 90136 |
| Fortune Star (BVI) Ltd. 6.85% 7/2/24 (Reg. S)  |  | 200000 | 185500 |
| Garfunkelux Holdco 3 SA 6.75% 11/1/25 (Reg. S)  | EUR | 100000 | 82623 |
| Hightower Holding LLC 6.75% 4/15/29 (d) |  | 25000 | 21521 |
| HTA Group Ltd. 7% 12/18/25 (d) |  | 200000 | 187913 |
| Huarong Finance II Co. Ltd. 5.5% 1/16/25 (Reg. S)  |  | 200000 | 193350 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp.: |  |  |  |
|  4.375% 2/1/29  |  | 165000  | 143684  |
|  4.75% 9/15/24  |  | 90000  | 87863  |
|  5.25% 5/15/27  |  | 400000  | 373500  |
|  6.375% 12/15/25  |  | 295000  | 292422  |
| Liberty Costa Rica SR SF 10.875% 1/15/31 (d) |  | 200000 | 194800 |
| Lincoln Financing SARL 3.625% 4/1/24 (Reg. S)  | EUR | 49616 | 53600 |
| Nexi SpA 2.125% 4/30/29 (Reg. S)  | EUR | 100000 | 86653 |
| OneMain Finance Corp.: |  |  |  |
|  4% 9/15/30  |  | 165000  | 131578  |
|  7.125% 3/15/26  |  | 200000  | 198691  |
| Park Aerospace Holdings Ltd. 4.5% 3/15/23 (d) |  | 20000 | 19980 |
| Qtel International Finance Ltd. 2.625% 4/8/31 (d) |  | 200000 | 175500 |
| Verisure Holding AB: |  |  |  |
|  3.25% 2/15/27 (Reg. S)  | EUR | 100000  | 95945  |
|  3.875% 7/15/26 (Reg. S)  | EUR | 125000  | 125630  |
| Vivion Investments SARL 3% 8/8/24 (Reg. S)  | EUR | 100000 | 91321 |
| Yihua Overseas Investment Ltd. 8.5% 12/31/49 (Reg. S) (b)(h) |  | 200000 | 20100 |
|  |  |  | 3173622 |
| Diversified Media - 0.3% |  |  |  |
| Allen Media LLC 10.5% 2/15/28 (d) |  | 220000 | 88915 |
| Lamar Media Corp. 4.875% 1/15/29  |  | 45000 | 42351 |
| Terrier Media Buyer, Inc. 8.875% 12/15/27 (d) |  | 90000 | 70200 |
|  |  |  | 201466 |
| Energy - 12.6% |  |  |  |
| Antero Midstream Partners LP/Antero Midstream Finance Corp.: |  |  |  |
|  5.75% 3/1/27 (d) |  | 140000  | 135800  |
|  5.75% 1/15/28 (d) |  | 60000  | 57375  |
| Archrock Partners LP / Archrock Partners Finance Corp. 6.25% 4/1/28 (d) |  | 70000 | 66500 |
| Atlantica Sustainable Infrastructure PLC 4.125% 6/15/28 (d) |  | 200000 | 178000 |
| California Resources Corp. 7.125% 2/1/26 (d) |  | 95000 | 92459 |
| Canacol Energy Ltd. 5.75% 11/24/28 (d) |  | 95000 | 84093 |
| Centennial Resource Production LLC 5.875% 7/1/29 (d) |  | 80000 | 74800 |
| Cheniere Energy, Inc. 4.625% 10/15/28  |  | 95000 | 90454 |
| Citgo Holding, Inc. 9.25% 8/1/24 (d) |  | 70000 | 70350 |
| Citgo Petroleum Corp.: |  |  |  |
|  6.375% 6/15/26 (d) |  | 70000  | 68591  |
|  7% 6/15/25 (d) |  | 130000  | 128905  |
| CNX Resources Corp. 6% 1/15/29 (d) |  | 25000 | 22949 |
| Comstock Resources, Inc.: |  |  |  |
|  5.875% 1/15/30 (d) |  | 50000  | 42875  |
|  6.75% 3/1/29 (d) |  | 90000  | 83025  |
| Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp. 6% 2/1/29 (d) |  | 285000 | 270370 |
| CrownRock LP/CrownRock Finance, Inc. 5% 5/1/29 (d) |  | 25000 | 22899 |
| CVR Energy, Inc.: |  |  |  |
|  5.25% 2/15/25 (d) |  | 140000  | 135100  |
|  5.75% 2/15/28 (d) |  | 115000  | 105225  |
| DCP Midstream Operating LP: |  |  |  |
|  5.85% 5/21/43 (d)(e) |  | 60000  | 59250  |
|  8.125% 8/16/30  |  | 5000  | 5702  |
| Delek Logistics Partners LP 7.125% 6/1/28 (d) |  | 45000 | 41276 |
| Delek Overriding Royalty Levia 7.494% 12/30/23 (Reg. S) (d) |  | 130000 | 129285 |
| DT Midstream, Inc.: |  |  |  |
|  4.125% 6/15/29 (d) |  | 75000  | 65813  |
|  4.375% 6/15/31 (d) |  | 75000  | 65604  |
| Ecopetrol SA 8.875% 1/13/33  |  | 40000 | 40952 |
| EDP Finance BV 1.875% 9/21/29 (Reg. S)  | EUR | 100000 | 97603 |
| Endeavor Energy Resources LP/EER Finance, Inc. 5.75% 1/30/28 (d) |  | 125000 | 122500 |
| Energean Israel Finance Ltd.: |  |  |  |
|  4.5% 3/30/24 (Reg. S) (d) |  | 40000  | 39000  |
|  4.875% 3/30/26 (Reg. S) (d) |  | 40000  | 37350  |
| EnfraGen Energia Sur SA 5.375% 12/30/30 (d) |  | 200000 | 144156 |
| EnLink Midstream LLC 5.625% 1/15/28 (d) |  | 25000 | 24438 |
| EQM Midstream Partners LP 6.5% 7/1/27 (d) |  | 70000 | 68741 |
| EQT Corp.: |  |  |  |
|  3.125% 5/15/26 (d) |  | 50000  | 46756  |
|  3.625% 5/15/31 (d) |  | 50000  | 43764  |
|  5% 1/15/29  |  | 55000  | 53315  |
| GeoPark Ltd. 5.5% 1/17/27 (d) |  | 200000 | 177413 |
| Global Partners LP/GLP Finance Corp. 6.875% 1/15/29  |  | 55000 | 51904 |
| Harvest Midstream I LP 7.5% 9/1/28 (d) |  | 135000 | 132806 |
| Hess Midstream Partners LP: |  |  |  |
|  4.25% 2/15/30 (d) |  | 50000  | 43790  |
|  5.125% 6/15/28 (d) |  | 80000  | 75339  |
|  5.5% 10/15/30 (d) |  | 30000  | 27978  |
|  5.625% 2/15/26 (d) |  | 100000  | 99012  |
| India Clean Energy Holdings 4.5% 4/18/27 (Reg. S)  |  | 200000 | 166538 |
| Investment Energy Resources Ltd. 6.25% 4/26/29 (d) |  | 200000 | 190538 |
| KLX Energy Services Holdings, Inc. 11.5% 11/1/25 (d) |  | 95000 | 89775 |
| Kosmos Energy Ltd. 7.125% 4/4/26 (d) |  | 160000 | 143978 |
| Leeward Renewable Energy LLC 4.25% 7/1/29 (d) |  | 170000 | 149379 |
| Leviathan Bond Ltd. 6.125% 6/30/25 (Reg. S) (d) |  | 150000 | 148875 |
| MC Brazil Downstream Trading SARL 7.25% 6/30/31 (d) |  | 328526 | 286540 |
| Medco Laurel Tree PTE Ltd. 6.95% 11/12/28 (Reg. S)  |  | 200000 | 189725 |
| Medco Oak Tree Pte Ltd. 7.375% 5/14/26 (d) |  | 200000 | 198700 |
| MEG Energy Corp. 5.875% 2/1/29 (d) |  | 110000 | 105050 |
| Nabors Industries, Inc. 5.75% 2/1/25  |  | 105000 | 101803 |
| New Fortress Energy, Inc. 6.75% 9/15/25 (d) |  | 55000 | 52615 |
| NGL Energy Operating LLC/NGL Energy Finance Corp. 7.5% 2/1/26 (d) |  | 190000 | 180435 |
| Northern Oil & Gas, Inc. 8.125% 3/1/28 (d) |  | 90000 | 89647 |
| Nostrum Oil & Gas Finance BV 8% 12/31/49 (d)(h) |  | 400000 | 103824 |
| Occidental Petroleum Corp.: |  |  |  |
|  5.5% 12/1/25  |  | 35000  | 35236  |
|  5.875% 9/1/25  |  | 40000  | 40488  |
|  6.125% 1/1/31  |  | 80000  | 83495  |
|  6.375% 9/1/28  |  | 145000  | 150544  |
|  6.6% 3/15/46  |  | 55000  | 58568  |
|  6.625% 9/1/30  |  | 195000  | 207021  |
|  6.95% 7/1/24  |  | 31000  | 31562  |
|  7.5% 5/1/31  |  | 230000  | 255875  |
|  8.875% 7/15/30  |  | 145000  | 170738  |
| Oleoducto Central SA 4% 7/14/27 (d) |  | 200000 | 176913 |
| Oman Oil Co. 5.125% 5/6/28 (d) |  | 200000 | 192350 |
| PBF Holding Co. LLC/PBF Finance Corp.: |  |  |  |
|  6% 2/15/28  |  | 160000  | 150854  |
|  7.25% 6/15/25  |  | 70000  | 69738  |
| Petroleos Mexicanos: |  |  |  |
|  4.25% 1/15/25  |  | 185000  | 176999  |
|  4.875% 2/21/28 (Reg. S)  | EUR | 100000  | 95044  |
|  6.49% 1/23/27  |  | 175000  | 163704  |
|  7.69% 1/23/50  |  | 75000  | 56006  |
| Petrorio Luxembourg SARL 6.125% 6/9/26 (d) |  | 100000 | 96206 |
| Repsol International Finance BV 4.5% 3/25/75 (Reg. S) (e) | EUR | 100000 | 106236 |
| Rio Oil Finance Trust 9.25% 7/6/24 (d) |  | 26943 | 27192 |
| Saudi Arabian Oil Co.: |  |  |  |
|  1.625% 11/24/25 (d) |  | 200000  | 184060  |
|  3.5% 4/16/29 (d) |  | 200000  | 187350  |
| SM Energy Co.: |  |  |  |
|  6.5% 7/15/28  |  | 25000  | 23847  |
|  6.625% 1/15/27  |  | 65000  | 63170  |
|  6.75% 9/15/26  |  | 25000  | 24609  |
| Southwestern Energy Co.: |  |  |  |
|  4.75% 2/1/32  |  | 65000  | 57299  |
|  5.375% 2/1/29  |  | 115000  | 108059  |
|  8.375% 9/15/28  |  | 60000  | 63020  |
| Sunoco LP/Sunoco Finance Corp.: |  |  |  |
|  4.5% 5/15/29  |  | 50000  | 45235  |
|  6% 4/15/27  |  | 175000  | 174900  |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. 6% 12/31/30 (d) |  | 55000 | 50093 |
| Tengizchevroil Finance Co. International Ltd. 3.25% 8/15/30 (d) |  | 100000 | 75375 |
| Termocandelaria Power Ltd. 7.875% 1/30/29 (d) |  | 155000 | 144538 |
| Transocean Sentry Ltd. 5.375% 5/15/23 (d) |  | 28115 | 27904 |
| Transportadora de Gas del Sur SA 6.75% 5/2/25 (d) |  | 70000 | 65485 |
| Tullow Oil PLC: |  |  |  |
|  7% 3/1/25 (d) |  | 200000  | 142000  |
|  10.25% 5/15/26 (d) |  | 358000  | 306985  |
| U.S.A. Compression Partners LP 6.875% 4/1/26  |  | 35000 | 34351 |
| Valaris Ltd. 8.25% 4/30/28 pay-in-kind (e) |  | 10000 | 10100 |
| Venture Global Calcasieu Pass LLC: |  |  |  |
|  3.875% 8/15/29 (d) |  | 70000  | 62300  |
|  4.125% 8/15/31 (d) |  | 70000  | 62059  |
|  6.25% 1/15/30 (d) |  | 155000  | 157911  |
| YPF SA 8.5% 3/23/25 (d) |  | 231875 | 218586 |
|  |  |  | 10254944 |
| Entertainment/Film - 0.1% |  |  |  |
| Live Nation Entertainment, Inc. 4.75% 10/15/27 (d) |  | 80000 | 74000 |
| Environmental - 0.4% |  |  |  |
| Clean Harbors, Inc. 6.375% 2/1/31 (d) |  | 20000 | 20374 |
| Covanta Holding Corp. 4.875% 12/1/29 (d) |  | 40000 | 34950 |
| Madison IAQ LLC: |  |  |  |
|  4.125% 6/30/28 (d) |  | 55000  | 48412  |
|  5.875% 6/30/29 (d) |  | 85000  | 67425  |
| Paprec Holding SA 3.5% 7/1/28 (Reg. S)  | EUR | 113000 | 106187 |
| Stericycle, Inc. 3.875% 1/15/29 (d) |  | 35000 | 31054 |
|  |  |  | 308402 |
| Food & Drug Retail - 0.9% |  |  |  |
| Albertsons Companies LLC/Safeway, Inc./New Albertson's, Inc./Albertson's LLC: |  |  |  |
|  3.5% 3/15/29 (d) |  | 35000  | 30188  |
|  4.625% 1/15/27 (d) |  | 130000  | 123247  |
|  4.875% 2/15/30 (d) |  | 275000  | 252955  |
| BellRing Brands, Inc. 7% 3/15/30 (d) |  | 25000 | 24815 |
| Camposol SA 6% 2/3/27 (d) |  | 200000 | 116350 |
| Casino Guichard Perrachon SA 4.048% 8/5/26 (Reg. S) (e) | EUR | 100000 | 63848 |
| Emergent BioSolutions, Inc. 3.875% 8/15/28 (d) |  | 35000 | 15223 |
| Murphy Oil U.S.A., Inc. 3.75% 2/15/31 (d) |  | 25000 | 20917 |
| SEG Holding LLC/SEG Finance Corp. 5.625% 10/15/28 (d) |  | 100000 | 94535 |
|  |  |  | 742078 |
| Food/Beverage/Tobacco - 1.5% |  |  |  |
| Adecoagro SA 6% 9/21/27 (d) |  | 100000 | 95488 |
| BRF SA 4.875% 1/24/30 (d) |  | 25000 | 21120 |
| C&S Group Enterprises LLC 5% 12/15/28 (d) |  | 40000 | 30850 |
| Central American Bottling Corp. 5.25% 4/27/29 (d) |  | 200000 | 190808 |
| Chobani LLC/Finance Corp., Inc.: |  |  |  |
|  4.625% 11/15/28 (d) |  | 30000  | 27375  |
|  7.5% 4/15/25 (d) |  | 15000  | 14714  |
| JBS U.S.A. Lux SA / JBS Food Co. 5.5% 1/15/30 (d) |  | 120000 | 116610 |
| KeHE Distributors LLC / KeHE Finance Corp. 8.625% 10/15/26 (d) |  | 48000 | 48000 |
| Kraft Heinz Foods Co.: |  |  |  |
|  4.375% 6/1/46  |  | 15000  | 13045  |
|  4.875% 10/1/49  |  | 85000  | 79067  |
|  5.5% 6/1/50  |  | 25000  | 25366  |
| Lamb Weston Holdings, Inc. 4.125% 1/31/30 (d) |  | 70000 | 63088 |
| MARB BondCo PLC 3.95% 1/29/31 (d) |  | 100000 | 78476 |
| MHP SA 7.75% 5/10/24 (d) |  | 100000 | 49769 |
| NBM U.S. Holdings, Inc. 6.625% 8/6/29 (d) |  | 65000 | 63103 |
| Performance Food Group, Inc.: |  |  |  |
|  4.25% 8/1/29 (d) |  | 40000  | 35690  |
|  5.5% 10/15/27 (d) |  | 100000  | 96250  |
| Post Holdings, Inc. 4.625% 4/15/30 (d) |  | 34000 | 29920 |
| TreeHouse Foods, Inc. 4% 9/1/28  |  | 20000 | 16680 |
| Triton Water Holdings, Inc. 6.25% 4/1/29 (d) |  | 30000 | 23813 |
| U.S. Foods, Inc.: |  |  |  |
|  4.625% 6/1/30 (d) |  | 35000  | 31332  |
|  4.75% 2/15/29 (d) |  | 80000  | 73184  |
| United Natural Foods, Inc. 6.75% 10/15/28 (d) |  | 40000 | 38600 |
|  |  |  | 1262348 |
| Gaming - 3.1% |  |  |  |
| Affinity Gaming LLC 6.875% 12/15/27 (d) |  | 20000 | 17905 |
| Caesars Entertainment, Inc.: |  |  |  |
|  4.625% 10/15/29 (d) |  | 90000  | 76950  |
|  6.25% 7/1/25 (d) |  | 110000  | 109576  |
| CDI Escrow Issuer, Inc. 5.75% 4/1/30 (d) |  | 135000 | 127913 |
| Cirsa Finance International SARL: |  |  |  |
|  6.25% 12/20/23 (Reg. S)  | EUR | 24133  | 26105  |
|  10.375% 11/30/27 (Reg. S)  | EUR | 100000  | 113943  |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.: |  |  |  |
|  4.625% 1/15/29 (d) |  | 90000  | 79431  |
|  6.75% 1/15/30 (d) |  | 160000  | 132800  |
| GENM Capital Labuan Ltd. 3.882% 4/19/31 (d) |  | 200000 | 161280 |
| GLP Capital LP/GLP Financing II, Inc.: |  |  |  |
|  5.25% 6/1/25  |  | 95000  | 94295  |
|  5.375% 4/15/26  |  | 30000  | 29969  |
| Jacobs Entertainment, Inc. 6.75% 2/15/29 (d) |  | 40000 | 37202 |
| Melco Resorts Finance Ltd. 5.375% 12/4/29 (Reg. S)  |  | 200000 | 171200 |
| MGM China Holdings Ltd. 4.75% 2/1/27 (Reg. S)  |  | 200000 | 180250 |
| NagaCorp Ltd. 7.95% 7/6/24 (Reg. S)  |  | 200000 | 186750 |
| Sands China Ltd. 5.9% 8/8/28  |  | 200000 | 195000 |
| Station Casinos LLC 4.625% 12/1/31 (d) |  | 115000 | 96935 |
| Studio City Finance Ltd.: |  |  |  |
|  5% 1/15/29 (Reg. S)  |  | 200000  | 160874  |
|  6.5% 1/15/28 (d) |  | 110000  | 97625  |
|  6.5% 1/15/28 (Reg. S)  |  | 200000  | 177500  |
| VICI Properties LP / VICI Note Co. 5.75% 2/1/27 (d) |  | 70000 | 69633 |
| Wynn Macau Ltd. 5.125% 12/15/29 (Reg. S)  |  | 250000 | 207188 |
|  |  |  | 2550324 |
| Healthcare - 4.8% |  |  |  |
| 1375209 BC Ltd. 9% 1/30/28 (d) |  | 14000 | 13948 |
| AHP Health Partners, Inc. 5.75% 7/15/29 (d) |  | 80000 | 65815 |
| Avantor Funding, Inc. 3.875% 11/1/29 (d) |  | 70000 | 61534 |
| Bausch Health Companies, Inc.: |  |  |  |
|  11% 9/30/28 (d) |  | 25000  | 19560  |
|  14% 10/15/30 (d) |  | 4000  | 2497  |
| Bayer AG 3.125% 11/12/79 (Reg. S) (e) | EUR | 100000 | 95530 |
| Catalent Pharma Solutions 5% 7/15/27 (d) |  | 20000 | 18916 |
| Centene Corp.: |  |  |  |
|  3.375% 2/15/30  |  | 160000  | 140659  |
|  4.625% 12/15/29  |  | 105000  | 99756  |
| Charles River Laboratories International, Inc.: |  |  |  |
|  3.75% 3/15/29 (d) |  | 20000  | 17814  |
|  4% 3/15/31 (d) |  | 55000  | 48523  |
| Community Health Systems, Inc.: |  |  |  |
|  4.75% 2/15/31 (d) |  | 75000  | 57374  |
|  5.25% 5/15/30 (d) |  | 155000  | 125073  |
|  6% 1/15/29 (d) |  | 140000  | 122885  |
|  6.125% 4/1/30 (d) |  | 170000  | 102193  |
|  6.875% 4/15/29 (d) |  | 75000  | 47438  |
|  8% 3/15/26 (d) |  | 335000  | 323393  |
| DaVita HealthCare Partners, Inc.: |  |  |  |
|  3.75% 2/15/31 (d) |  | 60000  | 46650  |
|  4.625% 6/1/30 (d) |  | 160000  | 134800  |
| Encompass Health Corp. 5.75% 9/15/25  |  | 15000 | 14888 |
| Eurofins Scientific SA 2.125% 7/25/24 (Reg. S)  | EUR | 100000 | 106501 |
| Grifols Escrow Issuer SA 4.75% 10/15/28 (d) |  | 200000 | 173924 |
| HealthEquity, Inc. 4.5% 10/1/29 (d) |  | 30000 | 26859 |
| Hologic, Inc. 3.25% 2/15/29 (d) |  | 55000 | 48390 |
| Jazz Securities DAC 4.375% 1/15/29 (d) |  | 55000 | 50179 |
| Molina Healthcare, Inc.: |  |  |  |
|  3.875% 11/15/30 (d) |  | 50000  | 43007  |
|  3.875% 5/15/32 (d) |  | 100000  | 83838  |
|  4.375% 6/15/28 (d) |  | 40000  | 36942  |
| Nidda Healthcare Holding AG 7.5% 8/21/26 (Reg. S)  | EUR | 100000 | 105878 |
| Option Care Health, Inc. 4.375% 10/31/29 (d) |  | 30000 | 25915 |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV: |  |  |  |
|  2.875% 4/30/28 (Reg. S)  | EUR | 147000  | 139243  |
|  4.125% 4/30/28 (d) |  | 80000  | 72356  |
|  5.125% 4/30/31 (d) |  | 80000  | 72223  |
| Owens & Minor, Inc. 6.625% 4/1/30 (d) |  | 115000 | 101695 |
| RP Escrow Issuer LLC 5.25% 12/15/25 (d) |  | 50000 | 40800 |
| Surgery Center Holdings, Inc.: |  |  |  |
|  6.75% 7/1/25 (d) |  | 16000  | 15888  |
|  10% 4/15/27 (d) |  | 40000  | 40799  |
| Teleflex, Inc. 4.625% 11/15/27  |  | 30000 | 28641 |
| Tenet Healthcare Corp.: |  |  |  |
|  4.25% 6/1/29  |  | 250000  | 222601  |
|  4.375% 1/15/30  |  | 210000  | 186675  |
|  4.625% 7/15/24  |  | 32000  | 31560  |
|  6.125% 10/1/28  |  | 210000  | 196367  |
|  6.25% 2/1/27 (d) |  | 195000  | 187688  |
|  6.875% 11/15/31  |  | 10000  | 9214  |
| Teva Pharmaceutical Finance Netherlands III BV: |  |  |  |
|  1.625% 10/15/28 (Reg. S)  | EUR | 100000  | 83778  |
|  3.15% 10/1/26  |  | 75000  | 67188  |
|  4.1% 10/1/46  |  | 200000  | 137129  |
|  |  |  | 3894524 |
| Homebuilders/Real Estate - 3.0% |  |  |  |
| Arcosa, Inc. 4.375% 4/15/29 (d) |  | 40000 | 35771 |
| Aroundtown SA 1.625% (Reg. S) (e)(g) | EUR | 100000 | 36704 |
| Ashton Woods U.S.A. LLC/Ashton Woods Finance Co.: |  |  |  |
|  4.625% 8/1/29 (d) |  | 40000  | 33400  |
|  6.625% 1/15/28 (d) |  | 5000  | 4561  |
| China Aoyuan Group Ltd.: |  |  |  |
|  5.88% 3/1/27 (Reg. S) (h) |  | 200000  | 20500  |
|  6.2% 3/24/26 (Reg. S) (h) |  | 200000  | 20500  |
| China Evergrande Group 8.25% 12/31/99 (Reg. S) (h) |  | 200000 | 20500 |
| China SCE Property Holdings Ltd. 7.375% 4/9/24 (Reg. S)  |  | 200000 | 125000 |
| CIFI Holdings Group Co. Ltd. 4.375% 4/12/27 (Reg. S) (h) |  | 200000 | 61000 |
| Easy Tactic Ltd. 7.5% 7/11/28 pay-in-kind (e) |  | 216075 | 64823 |
| Jinke Properties Group Co. Ltd. 6.85% 5/28/24 (Reg. S)  |  | 200000 | 28100 |
| Kaisa Group Holdings Ltd. 11.5% 1/30/23 (Reg. S) (h) |  | 200000 | 36500 |
| Kennedy-Wilson, Inc.: |  |  |  |
|  4.75% 3/1/29  |  | 55000  | 46200  |
|  5% 3/1/31  |  | 55000  | 44864  |
| KWG Group Holdings Ltd. 6% 1/14/24  |  | 190000 | 100700 |
| Modernland Overseas Pte Ltd.: |  |  |  |
|  3% 4/30/27 pay-in-kind (Reg. S) (e) |  | 2803  | 561  |
|  3% 4/30/27 pay-in-kind (e) |  | 106828  | 21366  |
| New Home Co., Inc. 7.25% 10/15/25 (d) |  | 35000 | 30363 |
| New Metro Global Ltd. 4.8% 12/15/24 (Reg. S)  |  | 285000 | 242250 |
| Powerlong Real Estate Holding Ltd. 5.95% 4/30/25 (Reg. S)  |  | 200000 | 59100 |
| Realogy Group LLC/Realogy Co-Issuer Corp. 5.75% 1/15/29 (d) |  | 30000 | 23475 |
| Realogy Group LLC/Realogy Co.-Issuer Corp. 5.25% 4/15/30 (d) |  | 110000 | 82500 |
| Redsun Properties Group Ltd. 9.7% 4/16/23 (Reg. S) (h) |  | 220000 | 41250 |
| RKPF Overseas 2020 A Ltd. 5.125% 7/26/26 (Reg. S)  |  | 200000 | 160500 |
| Scenery Journey Ltd. 11.5% 10/24/22 (Reg. S) (h) |  | 200000 | 13500 |
| Starwood Property Trust, Inc. 4.75% 3/15/25  |  | 75000 | 71882 |
| Sunac China Holdings Ltd.: |  |  |  |
|  6.5% 7/9/23 (Reg. S) (h) |  | 200000  | 57000  |
|  7.5% 2/1/24 (Reg. S) (h) |  | 200000  | 57000  |
| Taylor Morrison Communities, Inc./Monarch Communities, Inc.: |  |  |  |
|  5.75% 1/15/28 (d) |  | 80000  | 77601  |
|  5.875% 6/15/27 (d) |  | 55000  | 54062  |
| Theta Capital Pte Ltd. 6.75% 10/31/26 (Reg. S)  |  | 200000 | 151538 |
| Times China Holdings Ltd. 6.75% 7/8/25 (Reg. S)  |  | 200000 | 37500 |
| TRI Pointe Homes, Inc. 5.7% 6/15/28  |  | 15000 | 14073 |
| Uniti Group LP / Uniti Group Finance, Inc.: |  |  |  |
|  4.75% 4/15/28 (d) |  | 55000  | 44974  |
|  6.5% 2/15/29 (d) |  | 85000  | 59075  |
| VICI Properties LP / VICI Note Co. 3.75% 2/15/27 (d) |  | 205000 | 189409 |
| Weekley Homes LLC/Weekley Finance Corp. 4.875% 9/15/28 (d) |  | 25000 | 21756 |
| Yango Justice International Ltd.: |  |  |  |
|  8.25% 11/25/23 (Reg. S) (h) |  | 220000  | 4400  |
|  10% 12/31/49 (Reg. S) (h) |  | 200000  | 3475  |
| Yanlord Land Group Ltd. 6.8% 2/27/24 (Reg. S)  |  | 250000 | 243125 |
|  |  |  | 2440858 |
| Hotels - 0.3% |  |  |  |
| Carnival Holdings (Bermuda) Ltd. 10.375% 5/1/28 (d) |  | 125000 | 135000 |
| Hilton Domestic Operating Co., Inc.: |  |  |  |
|  3.625% 2/15/32 (d) |  | 40000  | 33590  |
|  3.75% 5/1/29 (d) |  | 35000  | 31084  |
| Lindblad Expeditions LLC 6.75% 2/15/27 (d) |  | 65000 | 63606 |
|  |  |  | 263280 |
| Insurance - 1.5% |  |  |  |
| Acrisure LLC / Acrisure Finance, Inc.: |  |  |  |
|  7% 11/15/25 (d) |  | 250000  | 237843  |
|  10.125% 8/1/26 (d) |  | 35000  | 35000  |
| Alliant Holdings Intermediate LLC: |  |  |  |
|  5.875% 11/1/29 (d) |  | 190000  | 165532  |
|  6.75% 10/15/27 (d) |  | 225000  | 210449  |
| AmWINS Group, Inc. 4.875% 6/30/29 (d) |  | 40000 | 35087 |
| AssuredPartners, Inc. 5.625% 1/15/29 (d) |  | 30000 | 25661 |
| HUB International Ltd.: |  |  |  |
|  5.625% 12/1/29 (d) |  | 60000  | 53692  |
|  7% 5/1/26 (d) |  | 190000  | 188106  |
| MGIC Investment Corp. 5.25% 8/15/28  |  | 40000 | 37708 |
| USI, Inc. 6.875% 5/1/25 (d) |  | 275000 | 273708 |
|  |  |  | 1262786 |
| Leisure - 1.6% |  |  |  |
| Carnival Corp.: |  |  |  |
|  5.75% 3/1/27 (d) |  | 135000  | 112050  |
|  9.875% 8/1/27 (d) |  | 210000  | 215775  |
|  10.5% 2/1/26 (d) |  | 75000  | 78443  |
| NCL Corp. Ltd.: |  |  |  |
|  5.875% 3/15/26 (d) |  | 20000  | 17300  |
|  5.875% 2/15/27 (d) |  | 90000  | 84240  |
|  7.75% 2/15/29 (d) |  | 80000  | 68634  |
| NCL Finance Ltd. 6.125% 3/15/28 (d) |  | 25000 | 20313 |
| Royal Caribbean Cruises Ltd.: |  |  |  |
|  4.25% 7/1/26 (d) |  | 130000  | 112775  |
|  5.375% 7/15/27 (d) |  | 60000  | 52193  |
|  5.5% 8/31/26 (d) |  | 135000  | 120820  |
|  11.625% 8/15/27 (d) |  | 220000  | 233463  |
| Studio City Co. Ltd. 7% 2/15/27 (d) |  | 75000 | 72375 |
| Vail Resorts, Inc. 6.25% 5/15/25 (d) |  | 35000 | 35167 |
| Viking Cruises Ltd. 13% 5/15/25 (d) |  | 50000 | 53015 |
|  |  |  | 1276563 |
| Metals/Mining - 3.1% |  |  |  |
| Alcoa Nederland Holding BV 4.125% 3/31/29 (d) |  | 70000 | 64837 |
| Alpha Natural Resources, Inc. 9.75% 12/31/99 (b)(h) |  | 210000 | 0 |
| Antofagasta PLC 2.375% 10/14/30 (d) |  | 200000 | 164038 |
| Cleveland-Cliffs, Inc.: |  |  |  |
|  4.625% 3/1/29 (d) |  | 40000  | 37302  |
|  4.875% 3/1/31 (d) |  | 40000  | 37365  |
| Endeavour Mining PLC 5% 10/14/26 (d) |  | 200000 | 176725 |
| ERO Copper Corp. 6.5% 2/15/30 (d) |  | 230000 | 195644 |
| First Quantum Minerals Ltd.: |  |  |  |
|  6.875% 3/1/26 (d) |  | 105000  | 100933  |
|  6.875% 10/15/27 (d) |  | 80000  | 77158  |
|  7.5% 4/1/25 (d) |  | 130000  | 128057  |
| FMG Resources Pty Ltd.: |  |  |  |
|  4.375% 4/1/31 (d) |  | 40000  | 35176  |
|  5.875% 4/15/30 (d) |  | 130000  | 126750  |
| Gcm Mining Corp. 6.875% 8/9/26 (d) |  | 200000 | 168250 |
| Howmet Aerospace, Inc. 5.95% 2/1/37  |  | 45000 | 45423 |
| HudBay Minerals, Inc. 6.125% 4/1/29 (d) |  | 105000 | 96957 |
| Industrias Penoles SA de CV 4.75% 8/6/50 (d) |  | 200000 | 171475 |
| Mineral Resources Ltd.: |  |  |  |
|  8% 11/1/27 (d) |  | 85000  | 87023  |
|  8.5% 5/1/30 (d) |  | 20000  | 20662  |
| Novelis Corp. 3.875% 8/15/31 (d) |  | 115000 | 97060 |
| PT Freeport Indonesia 5.315% 4/14/32 (d) |  | 200000 | 189522 |
| Stillwater Mining Co. 4% 11/16/26 (d) |  | 200000 | 185000 |
| VM Holding SA 6.5% 1/18/28 (d) |  | 200000 | 197425 |
| Volcan Compania Minera SAA 4.375% 2/11/26 (d) |  | 100000 | 88038 |
|  |  |  | 2490820 |
| Paper - 0.5% |  |  |  |
| Berry Global, Inc. 5.625% 7/15/27 (d) |  | 35000 | 34388 |
| Clydesdale Acquisition Holdings, Inc.: |  |  |  |
|  6.625% 4/15/29 (d) |  | 35000  | 34409  |
|  8.75% 4/15/30 (d) |  | 200000  | 176757  |
| Enviva Partners LP / Enviva Partners Finance Corp. 6.5% 1/15/26 (d) |  | 90000 | 84007 |
| Mercer International, Inc. 5.125% 2/1/29  |  | 55000 | 47036 |
| SPA Holdings 3 OY 4.875% 2/4/28 (d) |  | 45000 | 38490 |
|  |  |  | 415087 |
| Restaurants - 0.6% |  |  |  |
| 1011778 BC Unlimited Liability Co./New Red Finance, Inc. 4% 10/15/30 (d) |  | 160000 | 136200 |
| CEC Entertainment LLC 6.75% 5/1/26 (d) |  | 60000 | 55500 |
| Papa John's International, Inc. 3.875% 9/15/29 (d) |  | 25000 | 21505 |
| Yum! Brands, Inc.: |  |  |  |
|  4.625% 1/31/32  |  | 70000  | 63875  |
|  4.75% 1/15/30 (d) |  | 200000  | 187050  |
|  |  |  | 464130 |
| Services - 3.2% |  |  |  |
| Adtalem Global Education, Inc. 5.5% 3/1/28 (d) |  | 146000 | 135894 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp. 6% 6/1/29 (d) |  | 30000 | 24138 |
| ASGN, Inc. 4.625% 5/15/28 (d) |  | 160000 | 145969 |
| Atlas Luxco 4 SARL / Allied Universal Holdco LLC / Allied Universal Finance Corp. 4.625% 6/1/28 (d) |  | 38000 | 32636 |
| Avis Budget Car Rental LLC/Avis Budget Finance, Inc. 5.375% 3/1/29 (d) |  | 40000 | 35760 |
| Booz Allen Hamilton, Inc.: |  |  |  |
|  3.875% 9/1/28 (d) |  | 55000  | 49760  |
|  4% 7/1/29 (d) |  | 30000  | 26888  |
| Brand Energy & Infrastructure Services, Inc. 8.5% 7/15/25 (d) |  | 440000 | 359590 |
| CoreCivic, Inc. 8.25% 4/15/26  |  | 100000 | 102243 |
| Elis SA 1.625% 4/3/28 (Reg. S)  | EUR | 100000 | 93631 |
| GEMS MENASA Cayman Ltd. 7.125% 7/31/26 (d) |  | 520000 | 511485 |
| H&E Equipment Services, Inc. 3.875% 12/15/28 (d) |  | 90000 | 79205 |
| Hertz Corp.: |  |  |  |
|  4.625% 12/1/26 (d) |  | 55000  | 48950  |
|  5% 12/1/29 (d) |  | 70000  | 57225  |
|  5.5% 10/15/24 (b)(d)(h) |  | 65000  | 1463  |
|  6% 1/15/28 (b)(d)(h) |  | 85000  | 4994  |
|  6.25% 12/31/49 (b)(h) |  | 60000  | 75  |
|  7.125% 8/1/26 (b)(d)(h) |  | 85000  | 6800  |
| Intrum AB 3% 9/15/27 (Reg. S)  | EUR | 100000 | 90505 |
| Legends Hospitality Holding Co. LLC/Legends Hospitality Co-Issuer, Inc. 5% 2/1/26 (d) |  | 35000 | 32250 |
| PeopleCert Wisdom Issuer PLC 5.75% 9/15/26 (Reg. S)  | EUR | 114000 | 115879 |
| Sabre GLBL, Inc. 7.375% 9/1/25 (d) |  | 60000 | 58852 |
| Service Corp. International 5.125% 6/1/29  |  | 35000 | 33516 |
| The Bidvest Group UK PLC 3.625% 9/23/26 (d) |  | 200000 | 183038 |
| The GEO Group, Inc.: |  |  |  |
|  9.5% 12/31/28 (d) |  | 170000  | 164475  |
|  10.5% 6/30/28  |  | 67000  | 68535  |
| Uber Technologies, Inc. 6.25% 1/15/28 (d) |  | 100000 | 97847 |
| WASH Multifamily Acquisition, Inc. 5.75% 4/15/26 (d) |  | 45000 | 41522 |
|  |  |  | 2603125 |
| Steel - 1.0% |  |  |  |
| Big River Steel LLC/BRS Finance Corp. 6.625% 1/31/29 (d) |  | 132000 | 129464 |
| Commercial Metals Co. 3.875% 2/15/31  |  | 30000 | 25967 |
| CSN Resources SA: |  |  |  |
|  5.875% 4/8/32 (d) |  | 40000  | 36300  |
|  7.625% 4/17/26 (d) |  | 15000  | 15178  |
| Infrabuild Australia Pty Ltd. 12% 10/1/24 (d) |  | 155000 | 147638 |
| JSW Steel Ltd. 3.95% 4/5/27 (d) |  | 200000 | 176000 |
| Metinvest BV 5.625% 6/17/25 (Reg. S)  | EUR | 100000 | 59250 |
| Roller Bearing Co. of America, Inc. 4.375% 10/15/29 (d) |  | 20000 | 18021 |
| TMK Capital SA 4.3% 2/12/27 (Reg. S) (h) |  | 200000 | 94000 |
| Vallourec SA 8.5% 6/30/26 (Reg. S)  | EUR | 100000 | 109521 |
|  |  |  | 811339 |
| Super Retail - 1.2% |  |  |  |
| Academy Ltd. 6% 11/15/27 (d) |  | 75000 | 72960 |
| Asbury Automotive Group, Inc.: |  |  |  |
|  4.5% 3/1/28  |  | 21000  | 18986  |
|  4.625% 11/15/29 (d) |  | 45000  | 39710  |
|  4.75% 3/1/30  |  | 20000  | 17495  |
|  5% 2/15/32 (d) |  | 45000  | 38810  |
| At Home Group, Inc.: |  |  |  |
|  4.875% 7/15/28 (d) |  | 35000  | 25200  |
|  7.125% 7/15/29 (d) |  | 45000  | 27897  |
| Bath & Body Works, Inc. 6.625% 10/1/30 (d) |  | 110000 | 107490 |
| Carvana Co. 4.875% 9/1/29 (d) |  | 61000 | 27145 |
| EG Global Finance PLC: |  |  |  |
|  6.75% 2/7/25 (d) |  | 250000  | 231705  |
|  8.5% 10/30/25 (d) |  | 50000  | 47125  |
| Group 1 Automotive, Inc. 4% 8/15/28 (d) |  | 200000 | 175892 |
| Macy's Retail Holdings LLC: |  |  |  |
|  5.875% 3/15/30 (d) |  | 30000  | 27383  |
|  6.125% 3/15/32 (d) |  | 35000  | 31325  |
| Michaels Companies, Inc.: |  |  |  |
|  5.25% 5/1/28 (d) |  | 65000  | 54204  |
|  7.875% 5/1/29 (d) |  | 95000  | 72200  |
|  |  |  | 1015527 |
| Technology - 4.2% |  |  |  |
| Acuris Finance U.S. 5% 5/1/28 (d) |  | 170000 | 138874 |
| Athenahealth Group, Inc. 6.5% 2/15/30 (d) |  | 265000 | 219556 |
| Black Knight InfoServ LLC 3.625% 9/1/28 (d) |  | 60000 | 53250 |
| Block, Inc.: |  |  |  |
|  2.75% 6/1/26  |  | 75000  | 68163  |
|  3.5% 6/1/31  |  | 75000  | 62626  |
| CA Magnum Holdings 5.375% (d)(g) |  | 400000 | 368000 |
| Camelot Finance SA 4.5% 11/1/26 (d) |  | 150000 | 142670 |
| CDW LLC/CDW Finance Corp. 4.25% 4/1/28  |  | 80000 | 74280 |
| Cellnex Finance Co. SA 1% 9/15/27 (Reg. S)  | EUR | 100000 | 93196 |
| Central Parent, Inc./Central Merger Sub, Inc. 7.25% 6/15/29 (d) |  | 120000 | 119687 |
| Coherent Corp. 5% 12/15/29 (d) |  | 45000 | 40867 |
| Crowdstrike Holdings, Inc. 3% 2/15/29  |  | 70000 | 60066 |
| Elastic NV 4.125% 7/15/29 (d) |  | 40000 | 34231 |
| Energizer Gamma Acquistion BV 3.5% 6/30/29 (Reg. S)  | EUR | 124000 | 109549 |
| Iliad SA 5.375% 6/14/27 (Reg. S)  | EUR | 200000 | 217430 |
| Lenovo Group Ltd. 3.421% 11/2/30 (d) |  | 200000 | 169163 |
| Match Group Holdings II LLC: |  |  |  |
|  4.125% 8/1/30 (d) |  | 100000  | 86000  |
|  5.625% 2/15/29 (d) |  | 65000  | 61107  |
| MicroStrategy, Inc. 6.125% 6/15/28 (d) |  | 235000 | 198317 |
| NCR Corp. 5.125% 4/15/29 (d) |  | 45000 | 39197 |
| Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc. 10.75% 6/1/28 (d) |  | 30000 | 28050 |
| onsemi 3.875% 9/1/28 (d) |  | 70000 | 63876 |
| Open Text Holdings, Inc. 4.125% 2/15/30 (d) |  | 200000 | 168415 |
| Qorvo, Inc. 4.375% 10/15/29  |  | 45000 | 40639 |
| Rackspace Hosting, Inc.: |  |  |  |
|  3.5% 2/15/28 (d) |  | 100000  | 60125  |
|  5.375% 12/1/28 (d) |  | 30000  | 11053  |
| Roblox Corp. 3.875% 5/1/30 (d) |  | 185000 | 156223 |
| Sensata Technologies BV 4% 4/15/29 (d) |  | 65000 | 58260 |
| SK Hynix, Inc. 6.5% 1/17/33  |  | 200000 | 202827 |
| SoftBank Group Corp. 3.875% 7/6/32 (Reg. S)  | EUR | 100000 | 82960 |
| Synaptics, Inc. 4% 6/15/29 (d) |  | 30000 | 25977 |
| TTM Technologies, Inc. 4% 3/1/29 (d) |  | 60000 | 52425 |
| Uber Technologies, Inc. 7.5% 9/15/27 (d) |  | 90000 | 91383 |
| Unisys Corp. 6.875% 11/1/27 (d) |  | 30000 | 22725 |
|  |  |  | 3421167 |
| Telecommunications - 7.1% |  |  |  |
| Altice France Holding SA 6% 2/15/28 (d) |  | 75000 | 50438 |
| Altice France SA: |  |  |  |
|  4.25% 10/15/29 (Reg. S)  | EUR | 120000  | 100453  |
|  5.125% 1/15/29 (d) |  | 50000  | 39188  |
|  5.125% 7/15/29 (d) |  | 120000  | 93816  |
|  5.5% 1/15/28 (d) |  | 130000  | 107968  |
| AXIAN Telecom 7.375% 2/16/27 (d) |  | 200000 | 182788 |
| C&W Senior Financing Designated Activity Co. 6.875% 9/15/27 (d) |  | 340000 | 323435 |
| Cablevision Lightpath LLC: |  |  |  |
|  3.875% 9/15/27 (d) |  | 30000  | 25499  |
|  5.625% 9/15/28 (d) |  | 20000  | 15350  |
| Cellnex Telecom SA 1.75% 10/23/30 (Reg. S)  | EUR | 100000 | 88122 |
| Consolidated Communications, Inc. 5% 10/1/28 (d) |  | 135000 | 101277 |
| CT Trust 5.125% 2/3/32 (d) |  | 200000 | 174500 |
| Digicel Group Ltd. 6.75% 3/1/23 (d) |  | 150000 | 58247 |
| Frontier Communications Holdings LLC: |  |  |  |
|  5% 5/1/28 (d) |  | 55000  | 50003  |
|  5.875% 10/15/27 (d) |  | 50000  | 47746  |
|  5.875% 11/1/29  |  | 14771  | 12042  |
|  6% 1/15/30 (d) |  | 95000  | 78036  |
|  6.75% 5/1/29 (d) |  | 60000  | 51450  |
|  8.75% 5/15/30 (d) |  | 65000  | 67356  |
| Holdco SASU 5.125% 10/15/26 (Reg. S)  | EUR | 115000 | 118954 |
| IHS Netherlands Holdco BV 8% 9/18/27 (d) |  | 200000 | 179663 |
| Intelsat Jackson Holdings SA: |  |  |  |
|  5.5% 8/1/23 (b)(h) |  | 200000  | 0  |
|  6.5% 3/15/30 (d) |  | 135000  | 122580  |
|  8.5% 10/15/24 (b)(d)(h) |  | 45000  | 0  |
| LCPR Senior Secured Financing DAC: |  |  |  |
|  5.125% 7/15/29 (d) |  | 400000  | 348258  |
|  6.75% 10/15/27 (d) |  | 90000  | 87152  |
| Level 3 Financing, Inc.: |  |  |  |
|  3.75% 7/15/29 (d) |  | 95000  | 69449  |
|  4.25% 7/1/28 (d) |  | 75000  | 59437  |
| Liquid Telecommunications Financing PLC 5.5% 9/4/26 (d) |  | 200000 | 151350 |
| Lorca Telecom Bondco SAU 4% 9/18/27 (Reg. S)  | EUR | 100000 | 99601 |
| Millicom International Cellular SA 5.125% 1/15/28 (d) |  | 225000 | 200925 |
| Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc.: |  |  |  |
|  4.75% 4/30/27 (d) |  | 50000  | 45379  |
|  6% 2/15/28 (d) |  | 20000  | 16511  |
| Sable International Finance Ltd. 5.75% 9/7/27 (d) |  | 180000 | 170100 |
| Sabre GLBL, Inc. 9.25% 4/15/25 (d) |  | 45000 | 46168 |
| SBA Communications Corp.: |  |  |  |
|  3.125% 2/1/29  |  | 100000  | 84718  |
|  3.875% 2/15/27  |  | 200000  | 184707  |
| Sprint Capital Corp. 8.75% 3/15/32  |  | 530000 | 653739 |
| Telecom Italia SpA: |  |  |  |
|  2.75% 4/15/25 (Reg. S)  | EUR | 100000  | 101649  |
|  4% 4/11/24 (Reg. S)  | EUR | 100000  | 106628  |
| Telefonica Celular del Paraguay SA 5.875% 4/15/27 (d) |  | 200000 | 186288 |
| Turk Telekomunikasyon A/S 6.875% 2/28/25 (d) |  | 200000 | 189413 |
| Turkcell Iletisim Hizmet A/S 5.8% 4/11/28 (d) |  | 200000 | 173145 |
| Uniti Group, Inc. 6% 1/15/30 (d) |  | 210000 | 139197 |
| VTR Comunicaciones SpA 5.125% 1/15/28 (d) |  | 176000 | 122210 |
| Windstream Escrow LLC 7.75% 8/15/28 (d) |  | 295000 | 238811 |
| WP/AP Telecom Holdings III BV 5.5% 1/15/30 (Reg. S)  | EUR | 131000 | 118999 |
| Zayo Group Holdings, Inc.: |  |  |  |
|  4% 3/1/27 (d) |  | 115000  | 91437  |
|  6.125% 3/1/28 (d) |  | 60000  | 41250  |
|  |  |  | 5815432 |
| Textiles/Apparel - 0.3% |  |  |  |
| Crocs, Inc.: |  |  |  |
|  4.125% 8/15/31 (d) |  | 75000  | 62372  |
|  4.25% 3/15/29 (d) |  | 40000  | 34850  |
| CT Investment GmbH 5.5% 4/15/26 (Reg. S)  | EUR | 100000 | 96516 |
| Victoria's Secret & Co. 4.625% 7/15/29 (d) |  | 50000 | 41537 |
|  |  |  | 235275 |
| Transportation Ex Air/Rail - 0.6% |  |  |  |
| Autostrade per L'italia SpA: |  |  |  |
|  1.625% 6/12/23  | EUR | 115000  | 124252  |
|  1.75% 6/26/26 (Reg. S)  | EUR | 100000  | 100243  |
| Great Lakes Dredge & Dock Corp. 5.25% 6/1/29 (d) |  | 40000 | 33710 |
| Navios South American Logistics, Inc./Navios Logistics Finance U.S., Inc. 10.75% 7/1/25 (d) |  | 110000 | 108419 |
| Seaspan Corp. 5.5% 8/1/29 (d) |  | 110000 | 83563 |
|  |  |  | 450187 |
| Utilities - 4.9% |  |  |  |
| Clearway Energy Operating LLC 4.75% 3/15/28 (d) |  | 40000 | 37728 |
| ContourGlobal Power Holdings SA 3.125% 1/1/28 (Reg. S)  | EUR | 121000 | 109778 |
| DPL, Inc.: |  |  |  |
|  4.125% 7/1/25  |  | 180000  | 171380  |
|  4.35% 4/15/29  |  | 215000  | 196377  |
| Enel SpA 6.375% (Reg. S) (e)(g) | EUR | 100000 | 110901 |
| Eskom Holdings SOC Ltd.: |  |  |  |
|  6.75% 8/6/23 (d) |  | 45000  | 44083  |
|  8.45% 8/10/28 (d) |  | 60000  | 57450  |
| Greenko Investment Co. 4.875% 8/16/23 (Reg. S)  |  | 200000 | 195788 |
| InterGen NV 7% 6/30/23 (d) |  | 820000 | 820005 |
| Mong Duong Finance Holdings BV 5.125% 5/7/29 (d) |  | 100000 | 88925 |
| NextEra Energy Partners LP 4.25% 9/15/24 (d) |  | 4000 | 3730 |
| NRG Energy, Inc.: |  |  |  |
|  3.875% 2/15/32 (d) |  | 45000  | 35028  |
|  5.25% 6/15/29 (d) |  | 60000  | 54150  |
| Pacific Gas & Electric Co.: |  |  |  |
|  3.75% 8/15/42  |  | 10000  | 7265  |
|  3.95% 12/1/47  |  | 55000  | 39891  |
|  4.55% 7/1/30  |  | 415000  | 387059  |
|  4.95% 7/1/50  |  | 415000  | 346467  |
| PG&E Corp. 5% 7/1/28  |  | 375000 | 351394 |
| Pike Corp. 5.5% 9/1/28 (d) |  | 240000 | 211838 |
| PT Cikarang Listrindo Tbk 4.95% 9/14/26 (Reg. S)  |  | 200000 | 189038 |
| Solaris Midstream Holdings LLC 7.625% 4/1/26 (d) |  | 70000 | 70000 |
| Star Energy Geothermal Wayang Windu Ltd. 6.75% 4/24/33 (Reg. S)  |  | 162160 | 157093 |
| Teollisuuden Voima Oyj 1.375% 6/23/28 (Reg. S)  | EUR | 198000 | 182765 |
| Vertiv Group Corp. 4.125% 11/15/28 (d) |  | 95000 | 82378 |
| Vistra Operations Co. LLC 5.625% 2/15/27 (d) |  | 60000 | 57944 |
|  |  |  | 4008455 |
| TOTAL NONCONVERTIBLE BONDS |  |  | 65052573 |
| <br> **TOTAL CORPORATE BONDS**<br> (Cost $75,941,721) |  |  | <br> **66532438** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Government Obligations - 1.0%** | &nbsp;&nbsp;**Government Obligations - 1.0%** | &nbsp;&nbsp;**Government Obligations - 1.0%** | &nbsp;&nbsp;**Government Obligations - 1.0%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Germany - 0.4%  |  |  |  |
| German Federal Republic 0% 9/15/23 (Reg. S)  | EUR | 290000 | 310344 |
| Sri Lanka - 0.2%  |  |  |  |
| Democratic Socialist Republic of Sri Lanka: |  |  |  |
|  6.2% 5/11/27 (Reg. S) (h) |  | 200000 | 67163 |
|  7.55% 3/28/30 (Reg. S) (h) |  | 200000 | 67163 |
|  7.85% 3/14/29(Reg. S) (h) |  | 200000 | 66522 |
| TOTAL SRI LANKA |  |  | 200848 |
| United States of America - 0.4%  |  |  |  |
| U.S. Treasury Bonds 2.875% 5/15/52  |  | 336000 | 289538 |
| <br> **TOTAL GOVERNMENT OBLIGATIONS**<br> (Cost $1,214,069) |  |  | <br> **800730** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 2.4%** | &nbsp;&nbsp;**Common Stocks - 2.4%** | &nbsp;&nbsp;**Common Stocks - 2.4%** |
|  | Shares | Value ($)<br>|
| Automotive & Auto Parts - 0.0%  |  |  |
| UC Holdings, Inc. (b)(i) | 3510 | 22604 |
| Energy - 1.6%  |  |  |
| California Resources Corp.  | 5929 | 253346 |
| California Resources Corp. warrants 10/27/24 (i) | 530 | 5804 |
| Chesapeake Energy Corp.  | 2294 | 198936 |
| Denbury, Inc. (i) | 1860 | 161411 |
| Denbury, Inc. warrants 9/18/25 (i) | 1038 | 60380 |
| EP Energy Corp. (b)(i) | 7975 | 53672 |
| Jonah Energy Parent LLC (b)(i) | 3631 | 204534 |
| Mesquite Energy, Inc. (b)(i) | 3543 | 212208 |
| Noble Corp. PLC (i) | 204 | 8301 |
| Noble Corp. PLC: |  |  |
|  warrants 2/4/28 (i) | 600 | 15000 |
|  warrants 2/4/28 (i) | 600 | 13860 |
| PureWest Energy (b) | 105 | 0 |
| PureWest Energy rights (b)(i) | 63 | 0 |
| Superior Energy Services, Inc. Class A (b)(i) | 609 | 44841 |
| Tidewater, Inc. warrants 11/14/42 (i) | 1897 | 90554 |
| TOTAL ENERGY |  | 1322847 |
| Entertainment/Film - 0.1%  |  |  |
| New Cotai LLC/New Cotai Capital Corp. (b)(c)(i) | 125816 | 101911 |
| Food & Drug Retail - 0.3%  |  |  |
| Northeast Grocery, Inc. (b)(c)(i) | 12754 | 53822 |
| Southeastern Grocers, Inc. (b)(c)(i) | 7744 | 179893 |
| TOTAL FOOD & DRUG RETAIL |  | 233715 |
| Telecommunications - 0.0%  |  |  |
| Intelsat Jackson Holdings SA: |  |  |
|  Series A rights (b)(i) | 240 | 2052 |
|  Series B rights (b)(i) | 240 | 7565 |
| TOTAL TELECOMMUNICATIONS |  | 9617 |
| Textiles/Apparel - 0.2%  |  |  |
| Intelsat Emergence SA (b) | 2304 | 109094 |
| Utilities - 0.2%  |  |  |
| Vistra Corp.  | 6495 | 149775 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $1,300,007) |  | <br> **1949563** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 0.2%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.2%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.2%** |
|  | Shares | Value ($)<br>|
| Utilities - 0.2%  |  |  |
| PG&E Corp. <br> (Cost $97,767) | 900 | **126810** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 3.6%** | &nbsp;&nbsp;**Bank Loan Obligations - 3.6%** | &nbsp;&nbsp;**Bank Loan Obligations - 3.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Aerospace - 0.1%  |  |  |
| TransDigm, Inc. Tranche F 1LN, term loan 3 month U.S. LIBOR + 2.250% 6.9799% 12/9/25 (e)(f)(j) | 75861 | 75663 |
| Air Transportation - 0.5%  |  |  |
| Echo Global Logistics, Inc.: |  |  |
|  1LN, term loan 3 month U.S. LIBOR + 4.750% 9.3197% 11/23/28 (b)(e)(f)(j) | 192518 | 185414 |
|  2LN, term loan 3 month U.S. LIBOR + 8.000% 12.5697% 11/23/29 (b)(e)(f)(j) | 257000 | 247517 |
| TOTAL AIR TRANSPORTATION |  | 432931 |
| Banks & Thrifts - 0.0%  |  |  |
| First Eagle Holdings, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 2.500% 7.2299% 2/1/27 (e)(f)(j) | 28327 | 28115 |
| Broadcasting - 0.0%  |  |  |
| Diamond Sports Group LLC 1LN, term loan CME Term SOFR 1 Month Index + 8.000% 12.7755% 5/25/26 (e)(f)(j) | 10164 | 9141 |
| Building Materials - 0.1%  |  |  |
| Hunter Douglas, Inc. Tranche B 1LN, term loan CME TERM SOFR 3 MONTH INDEX + 3.500% 7.8588% 2/25/29 (e)(f)(j) | 49750 | 45490 |
| Cable/Satellite TV - 0.4%  |  |  |
| Numericable LLC Tranche B 12LN, term loan 3 month U.S. LIBOR + 3.680% 8.5172% 1/31/26 (e)(f)(j) | 370000 | 355200 |
| Chemicals - 0.3%  |  |  |
| Consolidated Energy Finance SA Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.500% 8.0697% 5/7/25 (b)(e)(f)(j) | 167450 | 161589 |
| Discovery Purchaser Corp. 1LN, term loan CME Term SOFR 1 Month Index + 4.370% 8.9625% 10/4/29 (e)(f)(j) | 80000 | 76417 |
| Starfruit U.S. Holdco LLC Tranche B, term loan 1 month U.S. LIBOR + 2.750% 7.526% 10/1/25 (e)(f)(j) | 33177 | 32803 |
| TOTAL CHEMICALS |  | 270809 |
| Consumer Products - 0.1%  |  |  |
| The Golub Corp. 2LN, term loan 3 month U.S. LIBOR + 13.500% 18.06% 5/8/26 (b)(e)(f)(j) | 82363 | 79481 |
| Diversified Financial Services - 0.4%  |  |  |
| BCP Renaissance Parent LLC Tranche B3 1LN, term loan CME TERM SOFR 3 MONTH INDEX + 3.500% 8.0614% 10/31/26 (e)(f)(j) | 12946 | 12909 |
| HarbourVest Partners LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 2.250% 7.0797% 3/1/25 (e)(f)(j) | 14464 | 14461 |
| Softbank SVF II Cayman LP 1LN, term loan 3 month U.S. LIBOR + 5.000% 5% 12/31/24 (b)(e)(f)(j) | 325030 | 321293 |
| TOTAL DIVERSIFIED FINANCIAL SERVICES |  | 348663 |
| Energy - 0.0%  |  |  |
| Mesquite Energy, Inc.: |  |  |
|  1LN, term loan 3 month U.S. LIBOR + 8.000% 0% (b)(f)(h)(j) | 65772 | 0 |
|  term loan 3 month U.S. LIBOR + 0.000% 0% (b)(f)(h)(j) | 28000 | 0 |
| TOTAL ENERGY |  | 0 |
| Gaming - 0.0%  |  |  |
| Scientific Games Holdings LP term loan CME TERM SOFR 3 MONTH INDEX + 3.500% 8.1028% 4/4/29 (e)(f)(j) | 14963 | 14699 |
| Healthcare - 0.1%  |  |  |
| Electron BidCo, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 7.5697% 11/1/28 (e)(f)(j) | 9925 | 9858 |
| Phoenix Newco, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.6336% 11/15/28 (e)(f)(j) | 34738 | 34426 |
| TOTAL HEALTHCARE |  | 44284 |
| Hotels - 0.0%  |  |  |
| Travelport Finance Luxembourg SARL 1LN, term loan 3 month U.S. LIBOR + 6.750% 11.4799% 5/30/26 (e)(f)(j) | 37413 | 23495 |
| Insurance - 0.1%  |  |  |
| Acrisure LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 8.8197% 2/15/27 (e)(f)(j) | 4950 | 4810 |
| Alliant Holdings Intermediate LLC: |  |  |
|  Tranche B, term loan 1 month U.S. LIBOR + 3.250% 7.8197% 5/10/25 (e)(f)(j) | 4727 | 4720 |
|  Tranche B-2 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.8197% 5/9/25 (e)(f)(j) | 62725 | 62608 |
| TOTAL INSURANCE |  | 72138 |
| Leisure - 0.0%  |  |  |
| Alterra Mountain Co. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 8.0697% 8/17/28 (e)(f)(j) | 4765 | 4747 |
| Railroad - 0.1%  |  |  |
| Einstein Merger Sub, Inc. 2LN, term loan 3 month U.S. LIBOR + 7.000% 11.6646% 11/23/29 (b)(e)(f)(j) | 30000 | 29850 |
| Services - 0.4%  |  |  |
| ABG Intermediate Holdings 2 LLC Tranche B 2LN, term loan CME Term SOFR 1 Month Index + 6.000% 10.6614% 12/20/29 (e)(f)(j) | 5000 | 4578 |
| Ascend Learning LLC 2LN, term loan 1 month U.S. LIBOR + 5.750% 10.1336% 12/10/29 (e)(f)(j) | 10000 | 8646 |
| Finastra U.S.A., Inc. Tranche 2LN, term loan 3 month U.S. LIBOR + 7.250% 12.0753% 6/13/25 (e)(f)(j) | 220000 | 172577 |
| KUEHG Corp. Tranche B 2LN, term loan 3 month U.S. LIBOR + 8.250% 12.9799% 8/22/25 (e)(f)(j) | 95000 | 89835 |
| Maverick Purchaser Sub LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 8.1699% 1/23/27 (e)(f)(j) | 14625 | 14467 |
| Spin Holdco, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 8.765% 3/4/28 (e)(f)(j) | 39300 | 30875 |
| TOTAL SERVICES |  | 320978 |
| Super Retail - 0.2%  |  |  |
| Bass Pro Group LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.3197% 3/5/28 (e)(f)(j) | 156815 | 153953 |
| Michaels Companies, Inc. 1LN, term loan 1 month U.S. LIBOR + 4.250% 8.9799% 4/15/28 (e)(f)(j) | 24625 | 22578 |
| TOTAL SUPER RETAIL |  | 176531 |
| Technology - 0.8%  |  |  |
| Anastasia Parent LLC Tranche B, term loan 3 month U.S. LIBOR + 3.750% 8.4799% 8/10/25 (e)(f)(j) | 114825 | 92885 |
| Athenahealth Group, Inc.: |  |  |
|  Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.0116% 2/15/29 (e)(f)(j) | 88703 | 83898 |
|  Tranche DD 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 2/15/29 (f)(j)(k) | 10870 | 10281 |
| MH Sub I LLC 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.1336% 9/15/24 (e)(f)(j) | 14810 | 14641 |
| UKG, Inc. 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.5753% 5/4/26 (e)(f)(j) | 19350 | 19143 |
| Ultimate Software Group, Inc.: |  |  |
|  1LN, term loan 1 month U.S. LIBOR + 3.250% 8.0319% 5/3/26 (e)(f)(j) | 197259 | 193833 |
|  2LN, term loan 1 month U.S. LIBOR + 5.250% 10.0319% 5/3/27 (e)(f)(j) | 186989 | 178274 |
| VS Buyer LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 7.3836% 2/28/27 (e)(f)(j) | 14588 | 14451 |
| TOTAL TECHNOLOGY |  | 607406 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $3,124,966) |  | <br> **2939621** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 4.5%** | &nbsp;&nbsp;**Preferred Securities - 4.5%** | &nbsp;&nbsp;**Preferred Securities - 4.5%** | &nbsp;&nbsp;**Preferred Securities - 4.5%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Automotive & Auto Parts - 0.1%  |  |  |  |
| Volkswagen International Finance NV 4.375% (Reg. S) (e)(g) | EUR | 100000 | 92822 |
| Banks & Thrifts - 1.7%  |  |  |  |
| AIB Group PLC 5.25% (Reg. S) (e)(g) | EUR | 200000 | 204928 |
| Axis Bank GIFT City 4.1% (Reg. S) (e)(g) |  | 200000 | 176500 |
| Bank of America Corp.: |  |  |  |
|  4.3% (e)(g) |  | 60000 | 55875 |
|  5.875% (e)(g) |  | 190000 | 181925 |
| Emirates NBD Bank PJSC 6.125% (Reg. S) (e)(g) |  | 200000 | 199913 |
| HDFC Bank Ltd. 3.7% (Reg. S) (e)(g) |  | 200000 | 174500 |
| Keb Hana Bank 3.5% (Reg. S) (e)(g) |  | 200000 | 179000 |
| Tinkoff Credit Systems 6% (d)(e)(g) |  | 100000 | 42800 |
| Woori Bank 4.25% (Reg. S) (e)(g) |  | 200000 | 191520 |
| TOTAL BANKS & THRIFTS |  |  | 1406961 |
| Building Materials - 0.2%  |  |  |  |
| CEMEX S.A.B. de CV 5.125% (d)(e)(g) |  | 200000 | 183500 |
| Diversified Financial Services - 0.4%  |  |  |  |
| CAS Capital No 1 Ltd. 4% (Reg. S) (e)(g) |  | 400000 | 352600 |
| Energy - 0.1%  |  |  |  |
| Repsol International Finance BV 4.247% (e)(g) | EUR | 100000 | 98931 |
| Homebuilders/Real Estate - 0.5%  |  |  |  |
| Abertis Infraestructuras Finance BV 3.248% (Reg. S) (e)(g) | EUR | 100000 | 97834 |
| CIFI Holdings Group Co. Ltd. 11.741% (Reg. S) (e)(f)(g) |  | 200000 | 34663 |
| CPI Property Group SA 4.875% (Reg. S) (e)(g) | EUR | 200000 | 107533 |
| RKI Overseas Finance 2017 (A) 7% (Reg. S) (g) |  | 200000 | 121000 |
| Yuzhou Properties Co. U.S. TREASURY 5 YEAR INDEX + 8.520% 5.375% (Reg. S) (e)(f)(g)(h) |  | 200000 | 20000 |
| TOTAL HOMEBUILDERS/REAL ESTATE |  |  | 381030 |
| Technology - 0.3%  |  |  |  |
| Network i2i Ltd. 5.65% (Reg. S) (e)(g) |  | 200000 | 192413 |
| Telecommunications - 0.5%  |  |  |  |
| Telefonica Europe BV: |  |  |  |
|  3.875% (Reg. S) (e)(g) | EUR | 300000 | 304217 |
|  4.375% (Reg. S) (e)(g) | EUR | 100000 | 106365 |
| TOTAL TELECOMMUNICATIONS |  |  | 410582 |
| Utilities - 0.7%  |  |  |  |
| Electricite de France SA: |  |  |  |
|  3.375% (e)(g) | EUR | 200000 | 171770 |
|  7.5% (Reg. S) (e)(g) | EUR | 200000 | 222614 |
| Terna - Rete Elettrica Nazionale 2.375% (Reg. S) (e)(g) | EUR | 100000 | 91976 |
| Veolia Environnement SA 2.5% (Reg. S) (e)(g) | EUR | 100000 | 88322 |
| TOTAL UTILITIES |  |  | 574682 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $4,430,825) |  |  | <br> **3693521** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 6.6%** | &nbsp;&nbsp;**Money Market Funds - 6.6%** | &nbsp;&nbsp;**Money Market Funds - 6.6%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 4.38% (l) <br>(Cost $5,384,913) <br>| 5383929 | **5385006** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.7%**<br> (Cost $91,494,268)<br>| <br>**81427689** |
| **NET OTHER ASSETS (LIABILITIES) - 0.3%**  | **260426** |
| **NET ASSETS - 100.0%** | **81688115** |

---

**Currency Abbreviations**

EUR - European Monetary Unit

**Legend**

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

(b) Level 3 security

(c) Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $817,696 or 1.0% of net assets.

(d) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $40,674,849 or 49.8% of net assets.

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

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

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

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

(i) Non-income producing

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

(k) Position or a portion of the position represents an unfunded loan commitment. At period end, the total principal amount and market value of unfunded commitments totaled $10,870 and $10,281, respectively.

(l) 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.

---

| | | |
|:---|:---|:---|
| Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: |
| Security | Acquisition Date | Acquisition Cost ($)<br>|
| Mesquite Energy, Inc. 15% 7/15/23 | 7/10/20 - 1/18/22 | 27566 |
| Mesquite Energy, Inc. 15% 7/15/23 | 11/05/20 - 1/18/22 | 47694 |
| New Cotai LLC/New Cotai Capital Corp. | 9/11/20 | 623261 |
| Northeast Grocery, Inc. | 11/08/21 | 5075 |
| Southeastern Grocers, Inc. | 6/01/18 | 54475 |

---

**Affiliated Central Funds**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 4.38% | 3385473 | 35153799 | 33154266 | 75333 | - | - | 5385006 | 0.0% |
| Fidelity Securities Lending Cash Central Fund 4.38% | 3300 | 26878 | 30178 | 1 | - | - | - | 0.0% |
| Total | 3388773 | 35180677 | 33184444 | 75334 | - | - | 5385006 |  |

---

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

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

**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.

Securities, including private placements or other restricted securities, for which observable inputs are not available are valued using alternate valuation approaches, including the market approach, the income approach and cost approach, and are categorized as Level 3 in the hierarchy. The market approach considers factors including the price of recent investments in the same or a similar security or financial metrics of comparable securities. The income approach considers factors including expected future cash flows, security specific risks and corresponding discount rates. The cost approach considers factors including the value of the security's underlying assets and liabilities.

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

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

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.

**Credit Risk**

The Fund's relatively large investment in countries with limited or developing capital markets may involve greater risks than investments in more developed markets and the prices of such investments may be volatile. The yields of emerging market debt obligations reflect, among other things, perceived credit risk. The consequences of political, social or economic changes in these markets may have disruptive effects on the market prices of the Fund's investments and the income they generate, as well as the Fund's ability to repatriate such amounts.

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 Summer Street Trust

- **b. Investment Company Act file number:** 811-02737

- **c. CIK number of Registrant:** 0000225322

- **d. LEI of Registrant:** P1TJ3M056NR1SYX5LY49

- **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 Global High Income Fund

- **b. EDGAR series identifier (if any):** S000032505

- **c. LEI of Series:** U7TX5CUYYUEW6JGSM805

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

- **a. Date of fiscal year-end:** 2023-04-30

- **b. Date as of which information is reported:** 2023-01-31

**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:** $82061659.75

**Total Liabilities:** $658917.88

**Net Assets:** $81402741.87

**Delayed Delivery Securities:** $102192.10

**Cash Not Reported:** $177658.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 403.84025722 | **1-Year:** 1458.86660354 | **5-Year:** 2344.37299864 | **10-Year:** 1715.32058605 | **30-Year:** 867.33837746

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

- **3-Month:** 3010.69821080 | **1-Year:** 9264.40605632 | **5-Year:** 9887.80720090 | **10-Year:** 1287.11292081 | **30-Year:** 337.58005421

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000100280 | 0.44%                | -3.13%               | -0.09%               |
| Class ID C000100277 | 4.65%                | 0.92%                | 4.10%                |
| Class ID C000100279 | 3.56%                | -0.16%               | 3.01%                |
| Class ID C000100278 | 0.44%                | -3.13%               | -0.09%               |
| Class ID C000100281 | 4.65%                | 0.92%                | 4.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-456005.34              | $2994081.91                                |
| Month 2  | $-97812.65               | $115777.43                                 |
| Month 3  | $-65386.37               | $2772280.14                                |

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RADIATE HOLDCO LLC / RADIATE FIN INC                                             | RADIATE HOLDCO LLC / RADIATE FIN INC 6.5% 09/15/2028 144A                                               | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $57308.90     | 0.07%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                                         | NEXI SPA 2.125% 04/30/2029 REGS                                                                         | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $86653.25     | 0.11%             | 2029-04-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                                       | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17813.70     | 0.02%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                             | SRS DISTRIBUTION INC 6.125% 07/01/2029 144A                                                             | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25797.30     | 0.03%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                         | LINDBLAD EXPEDITIONS LLC 6.75% 02/15/2027 144A                                                          | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63606.40     | 0.08%             | 2027-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARD FIN SA                                                                       | ARD FIN SA PIK VAR 06/30/2027 144A                                                                      | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |     70000 | PA      | $54910.80     | 0.07%             | 2027-06-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                                           | CHINA AOYUAN GROUP LTD 6.2% 03/24/2026 REGS                                                             | CUSIP: N/A<br>LEI: 549300YSOKQO5QD6MP25       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $20500.00     | 0.03%             | 2026-03-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                            | ENCOMPASS HEALTH CORP 5.75% 09/15/2025                                                                  | CUSIP: 421924BT7<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14887.55     | 0.02%             | 2025-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | VENTURE GLOBAL CALCASIEU 6.25% 01/15/2030 144A                                                          | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157910.90    | 0.19%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                    | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                        | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $30850.00     | 0.04%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING CO INC                                                          | GRAHAM PACKAGING CO INC 7.125% 08/15/2028 144A                                                          | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $26219.69     | 0.03%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING AG                                                      | NIDDA HEALTHCARE HOLDING AG 7.5% 08/21/2026 REGS                                                        | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $105877.54    | 0.13%             | 2026-08-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                       | DCP MIDSTREAM OPER LP 8.125% 08/16/2030                                                                 | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5701.69      | 0.01%             | 2030-08-16      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EASY TACTIC LTD                                                                  | EASY TACTIC LTD VAR 07/11/2028                                                                          | CUSIP: N/A<br>LEI: 549300WYFMC41MKE6E16       | Long             | DBT              | CORP              | VG        |    216075 | PA      | $64822.50     | 0.08%             | 2028-07-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                                                                    | HDFC BANK LTD 3.7%/VAR PERP REGS                                                                        | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EP               | CORP              | IN        |    200000 | PA      | $174500.00    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 8.25% 04/15/2026                                                                          | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102243.36    | 0.13%             | 2026-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS (GROUP) CO LTD                                                     | CIFI HOLDINGS (GROUP) CO LTD 4.375% 04/12/2027 REGS                                                     | CUSIP: N/A<br>LEI: 549300WGKSV867C0JF48       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $61000.00     | 0.07%             | 2027-04-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC CONV 15% 07/15/2023                                                                 | CUSIP: 59073XAB1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |     27566 | PA      | $176571.26    | 0.22%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           |                  3 | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC 4.875% 06/30/2029 144A                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35086.56     | 0.04%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 5.875% 04/15/2030 144A                                                      | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    130000 | PA      | $126750.00    | 0.16%             | 2030-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                         | DANA INC 4.25% 09/01/2030                                                                               | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33852.16     | 0.04%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                                 | LENOVO GROUP LTD 3.421% 11/02/2030 144A                                                                 | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $169162.50    | 0.21%             | 2030-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A                                                       | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99012.00     | 0.12%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING COMPANY                                                        | STILLWATER MINING COMPANY 4% 11/16/2026 144A                                                            | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185000.00    | 0.23%             | 2026-11-16      | Fixed         | 0.04%                 | 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        |     80000 | PA      | $75946.79     | 0.09%             | 2026-04-15      | Fixed         | 0.04%                 | 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        |     70000 | PA      | $58345.00     | 0.07%             | 2029-08-15      | 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        |    160000 | PA      | $143978.40    | 0.18%             | 2026-04-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALPHA NATURAL RESOURCES INC                                                      | ALPHA NATURAL RESOURCES INC 9.75% 12/31/2199                                                            | CUSIP: 02076XAD4<br>LEI: 549300C9E158C3V6PT51 | Long             | DBT              | CORP              | US        |    210000 | PA      | $0.02         | 0.00%             | 2199-12-31      | Fixed         | 0.10%                 | No            |                  3 | On Loan: No      |
| CELLNEX TELECOM SAU                                                              | CELLNEX TELECOM SAU 1.75% 10/23/2030 REGS                                                               | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $88122.20     | 0.11%             | 2030-10-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                         | ALTICE FRANCE HOLDING SA 8% 05/15/2027 144A                                                             | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | DBT              | CORP              | LU        |    175000 | PA      | $154806.30    | 0.19%             | 2027-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                                                | LCPR SENIOR SECURED FINANCING DAC 6.75% 10/15/2027 144A                                                 | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     90000 | PA      | $87152.18     | 0.11%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RACKSPACE HOSTING INC                                                            | RACKSPACE HOSTING INC 3.5% 02/15/2028 144A                                                              | CUSIP: 750098AB1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60125.00     | 0.07%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| YIHUA OVERSEAS INVESTMENT LTD                                                    | YIHUA OVERSEAS INVESTMENT LTD 8.5% 12/31/2049 REGS                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |    200000 | PA      | $20100.00     | 0.02%             | 2049-12-31      | Fixed         | 0.09%                 | No            |                  3 | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA CVR SER B RT                                                                  | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | EC               | CORP              | LU        |       240 | NS      | $7564.80      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| COMMERCIAL METALS CO                                                             | COMMERCIAL METALS CO 3.875% 02/15/2031                                                                  | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25967.02     | 0.03%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP 3.625% 05/15/2031 144A                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43764.00     | 0.05%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                                     | SUNAC CHINA HOLDINGS LIMITED 7.5% 02/01/2024 REGS                                                       | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $57000.00     | 0.07%             | 2024-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                 | MICHAELS COS INC 5.25% 05/01/2028 144A                                                                  | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54204.15     | 0.07%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                             | SRS DISTRIBUTION INC 6% 12/01/2029 144A                                                                 | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46984.30     | 0.06%             | 2029-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B 2LN 12/20/2029                                                                  | CUSIP: 00076VAY6<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |      5000 | PA      | $4578.15      | 0.01%             | 2029-12-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| ELECTRON BIDCO INC                                                               | EXAMWORKS TERM B 1LN 11/01/2028                                                                         | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9925 | PA      | $9857.61      | 0.01%             | 2028-11-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 6.25% 01/15/2028 144A                                                             | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97846.75     | 0.12%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 4.25% 07/01/2028 144A                                                             | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59436.75     | 0.07%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAS CAPITAL NO 1 LTD                                                             | CAS CAPITAL NO 1 LIMITED 4%/VAR PERP REGS                                                               | CUSIP: N/A<br>LEI: 254900REJZW5L9QRTD85       | Long             | EP               | CORP              | VG        |    400000 | PA      | $352600.00    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 4.625% 06/01/2030 144A                                                                     | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31332.22     | 0.04%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.125% 01/01/2031                                                             | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83495.20     | 0.10%             | 2031-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                        | PIKE CORP 5.5% 09/01/2028 144A                                                                          | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211837.55    | 0.26%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHEAST GROCERY INC                                                            | NORTHEAST GROCERY INC PP                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     12754 | NS      | $53821.88     | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| STERICYCLE INC                                                                   | STERICYCLE INC 3.875% 01/15/2029 144A                                                                   | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31054.10     | 0.04%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                              | VERISURE HOLDING AB 3.875% 07/15/2026 REGS                                                              | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |    125000 | PA      | $125629.69    | 0.15%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 4.875% 02/21/2028 REGS                                                              | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |    100000 | PA      | $95044.09     | 0.12%             | 2028-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                               | TELECOM ITALIA SPA 2.75% 04/15/2025 REGS                                                                | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $101648.52    | 0.12%             | 2025-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                                          | GARFUNKELUX HOLDCO 3 SA 6.75% 11/01/2025 REGS                                                           | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $82623.40     | 0.10%             | 2025-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                         | ZIGGO BV 4.875% 01/15/2030 144A                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $43552.00     | 0.05%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                  | ERO COPPER CORP 6.5% 02/15/2030 144A                                                                    | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $195643.75    | 0.24%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.625% 12/01/2030 144A                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     75000 | PA      | $44347.69     | 0.05%             | 2030-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                             | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                                 | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52425.00     | 0.06%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | HOWMET AEROSPACE INC 5.95% 02/01/2037                                                                   | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45423.00     | 0.06%             | 2037-02-01      | 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: N/A                  | Long             | DBT              | CORP              | ES        |    200000 | PA      | $144156.00    | 0.18%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                 | WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A                                                  | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41522.33     | 0.05%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                           | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 7.125% 06/01/2028 144A                           | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41275.83     | 0.05%             | 2028-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AFFINITY GAMING LLC                                                              | AFFINITY GAMING LLC 6.875% 12/15/2027 144A                                                              | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17905.00     | 0.02%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                              | ASSUREDPARTNERS INC 5.625% 01/15/2029 144A                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25661.40     | 0.03%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC                              | NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 6% 02/15/2028 144A                                  | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16510.60     | 0.02%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57943.91     | 0.07%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                             | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $45234.50     | 0.06%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A                                                           | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109464.88    | 0.13%             | 2027-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                              | NBM US HOLDINGS INC 6.625% 08/06/2029 144A                                                              | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63102.81     | 0.08%             | 2029-08-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HOLDINGS                                                      | INDIA CLEAN ENERGY HOLDINGS 4.5% 04/18/2027 REGS                                                        | CUSIP: N/A<br>LEI: 254900XQFJ9593DCY022       | Long             | DBT              | CORP              | MU        |    200000 | PA      | $166537.50    | 0.20%             | 2027-04-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                                   | TEMPUR SEALY INTERNATIONAL INC 4% 04/15/2029 144A                                                       | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52405.20     | 0.06%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 4% 07/15/2028 144A                                                                  | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    315000 | PA      | $280381.50    | 0.34%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                            | ELECTRICITE DE FRANCE 3.375%/VAR PERP REGS                                                              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | EP               | CORP              | FR        |    200000 | PA      | $171769.70    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 7% 11/15/2025 144A                                                  | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $237842.50    | 0.29%             | 2025-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                  | UNITED GROUP BV 3.125% 02/15/2026 REGS                                                                  | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $93407.93     | 0.11%             | 2026-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FLY LEASING LTD                                                                  | FLY LEASING LTD 7% 10/15/2024 144A                                                                      | CUSIP: 14308CAA1<br>LEI: 549300LI58A0MHGHTZ98 | Long             | DBT              | CORP              | BM        |    105000 | PA      | $90135.94     | 0.11%             | 2024-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 1.625% 11/24/2025 144A                                                        | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $184060.00    | 0.23%             | 2025-11-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                          | ULTIMATE SOFTWARE TERM 1LN 05/04/2026                                                                   | CUSIP: 90385KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19350 | PA      | $19143.15     | 0.02%             | 2026-05-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 4.3%/VAR PERP                                                               | CUSIP: 060505FQ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     60000 | PA      | $55875.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CASINO GUICHARD PERRACHON SA                                                     | CASINO GUICHARD PERRACHON SA VAR 08/05/2026 REGS                                                        | CUSIP: N/A<br>LEI: 969500VHL8F83GBL6L29       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $63848.32     | 0.08%             | 2026-08-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6.875% 04/15/2029 144A                                                     | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     75000 | PA      | $47437.50     | 0.06%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                      | BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A                                                      | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49760.15     | 0.06%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                               | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $72223.20     | 0.09%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                     | ACRISURE TERM B 1LN 02/15/2027                                                                          | CUSIP: 00488PAP0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      4950 | PA      | $4809.77      | 0.01%             | 2027-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.125% 03/15/2026                                                                  | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198691.00    | 0.24%             | 2026-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UC HOLDINGS INC                                                                  | UC HOLDINGS INC                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3510 | NS      | $22604.40     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                               | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.5% 01/15/2030 144A                                 | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $116610.00    | 0.14%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 6.875% 03/01/2026 144A                                                       | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $100932.56    | 0.12%             | 2026-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                  | ANTOFAGASTA PLC 2.375% 10/14/2030 144A                                                                  | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $164037.50    | 0.20%             | 2030-10-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPA HOLDINGS 3 OY                                                                | SPA HOLDINGS 3 OY 4.875% 02/04/2028 144A                                                                | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |     45000 | PA      | $38490.35     | 0.05%             | 2028-02-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP CONV 2.375% 03/15/2024                                                                | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194565.00    | 0.24%             | 2024-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD                                       | TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD 6/VAR PERP 144A                                              | CUSIP: 87251LAA4<br>LEI: 213800VIPIONINOCLD68 | Long             | EP               | CORP              | IE        |    100000 | PA      | $42800.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                      | VALARIS LTD PIK VAR 04/30/2028                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10100.00     | 0.01%             | 2028-04-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 2.875% 04/30/2028 REGS                               | CUSIP: 233225077<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $139243.37    | 0.17%             | 2028-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                              | BANCA MONTE DEI PASCH SIEN SPA 5.375/VAR 01/18/2028 REGS                                                | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $94672.50     | 0.12%             | 2028-01-18      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                      | ENERGEAN ISRAEL FINANCE LTD 4.875% 03/30/2026 144A REGS                                                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     40000 | PA      | $37350.00     | 0.05%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 3.75% 02/15/2027 144A                                             | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $189408.83    | 0.23%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                         | SURGERY CENTER HLDGS INC 10% 04/15/2027 144A                                                            | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40799.34     | 0.05%             | 2027-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTERNATIONAL LTD                                                  | YANGO JUSTICE INTL LTD 10% 12/31/2049 REGS                                                              | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $3475.00      | 0.00%             | 2049-12-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.25% 06/01/2029                                                                  | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222601.25    | 0.27%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAPA JOHNS INTERNATIONAL INC                                                     | PAPA JOHNS INTERNATIONAL INC 3.875% 09/15/2029 144A                                                     | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21504.88     | 0.03%             | 2029-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WP/AP TELECOM HOLDINGS III BV                                                    | WP/AP TELECOM HOLDINGS III BV 5.5% 01/15/2030 REGS                                                      | CUSIP: N/A<br>LEI: 724500FOAL1MNGOJKP07       | Long             | DBT              | CORP              | NL        |    131000 | PA      | $118999.08    | 0.15%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                                        | INTRUM AB 3% 09/15/2027 REGS                                                                            | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |    100000 | PA      | $90505.24     | 0.11%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FINANCE HOLDINGS B.V                                                  | MONG DUONG FINANCE HOLDINGS B.V 5.125% 05/07/2029 144A                                                  | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $88925.00     | 0.11%             | 2029-05-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 10/01/2028                                                                 | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    210000 | PA      | $196366.80    | 0.24%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 5.875%/VAR PERP                                                             | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    190000 | PA      | $181925.00    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 5.25/VAR PERP REGS                                                                        | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EP               | CORP              | IE        |    200000 | PA      | $204927.77    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MHP SE                                                                           | MHP SE 7.75% 05/10/2024 144A                                                                            | CUSIP: 55302TAD7<br>LEI: 549300HCQFAJK20XGP15 | Long             | DBT              | CORP              | CY        |    100000 | PA      | $49768.75     | 0.06%             | 2024-05-10      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING                                                                   | PAPREC HOLDING 3.5% 07/01/2028 REGS                                                                     | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |    113000 | PA      | $106186.57    | 0.13%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GLOBAL AIRLINES LLC                                                      | WESTERN GLOBAL AIRLINES LLC 10.375% 08/15/2025 144A                                                     | CUSIP: 958278AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $42000.00     | 0.05%             | 2025-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO 3.25% 02/12/2032                                                                          | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    140000 | PA      | $111099.99    | 0.14%             | 2032-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                 | CSN RESOURCES SA 5.875% 04/08/2032 144A                                                                 | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     40000 | PA      | $36300.00     | 0.04%             | 2032-04-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK MUSCAT SAOG                                                                 | BANK MUSCAT SAOG 4.75% 03/17/2026 REGS                                                                  | CUSIP: N/A<br>LEI: 549300HC6W6OEXV7SY67       | Long             | DBT              | CORP              | OM        |    200000 | PA      | $193412.50    | 0.24%             | 2026-03-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 3.25% 09/15/2025                                                                     | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |    100000 | PA      | $104629.06    | 0.13%             | 2025-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TMK CAPITAL SA                                                                   | TMK CAPITAL SA 4.3% 02/12/2027 REGS                                                                     | CUSIP: N/A<br>LEI: 222100TBRQIOGYHYB529       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $94000.00     | 0.12%             | 2027-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                                               | GRAY ESCROW II INC 5.375% 11/15/2031 144A                                                               | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $69212.25     | 0.09%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC                              | NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 10.75% 06/01/2028 144A                              | CUSIP: 667449AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28050.17     | 0.03%             | 2028-06-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | BERRY GLOBAL INC 5.625% 07/15/2027 144A                                                                 | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34387.50     | 0.04%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 4.125% 03/31/2029 144A                                                       | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $64837.15     | 0.08%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FIN LTD                                                              | STUDIO CITY FIN LTD 6.5% 01/15/2028 144A                                                                | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    110000 | PA      | $97625.00     | 0.12%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JINKE PROPERTIES GROUP CO LTD                                                    | JINKE PROPERTIES GROUP CO LTD 6.85% 05/28/2024 REGS                                                     | CUSIP: N/A<br>LEI: 30030085B069LMR8O660       | Long             | DBT              | CORP              | CN        |    200000 | PA      | $28100.00     | 0.03%             | 2024-05-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH TERM B 1LN 02/15/2029                                                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     88703 | PA      | $83897.86     | 0.10%             | 2029-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC/CENTRAL MERGER SUB INC                                        | CENTRAL PARENT INC/CENTRAL MERGER SUB INC 7.25% 06/15/2029 144A                                         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $119687.17    | 0.15%             | 2029-06-15      | Fixed         | 0.07%                 | 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        |     95000 | PA      | $84092.81     | 0.10%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.125% 01/15/2029 144A                                                                 | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $39188.00     | 0.05%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                            | MELCO RESORTS FIN LTD 5.375% 12/04/2029 REGS                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    200000 | PA      | $171200.00    | 0.21%             | 2029-12-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 5.75% 01/15/2030 144A                                                                  | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63000.00     | 0.08%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY TERM INCR B 1LN 05/07/2025                                                          | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |    167450 | PA      | $161589.25    | 0.20%             | 2025-05-07      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                      | MATCH GROUP HLD II LLC 4.125% 08/01/2030 144A                                                           | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $86000.00     | 0.11%             | 2030-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                            | CELLNEX FINANCE CO SA 1% 09/15/2027 REGS                                                                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $93195.93     | 0.11%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN LTD                                                        | JAMES HARDIE INTL FIN LTD 3.625% 10/01/2026 REGS                                                        | CUSIP: N/A<br>LEI: 635400G32A4Q1LVQ8M88       | Long             | DBT              | CORP              | IE        |    100000 | PA      | $102466.06    | 0.13%             | 2026-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC 4.625% 04/15/2029 144A                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45605.51     | 0.06%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF INDUSTRIES INC 5.15% 03/15/2034                                                                      | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44511.31     | 0.05%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5.5% PC 08/16/2023                                                                        | CUSIP: 69331C140<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       900 | NS      | $126810.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 10/15/2027 144A                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47746.00     | 0.06%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.375% 10/01/2028 144A                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    290000 | PA      | $187050.00    | 0.23%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FAURECIA SA                                                                      | FAURECIA SA 2.375% 06/15/2029 REGS                                                                      | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $173925.74    | 0.21%             | 2029-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 11.625% 08/15/2027 144A                                                     | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    220000 | PA      | $233462.90    | 0.29%             | 2027-08-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB DE CV                                                     | INDUSTRIAS PENOLES SAB DE CV 4.75% 08/06/2050 144A                                                      | CUSIP: 456472AD1<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $171475.00    | 0.21%             | 2050-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A                                                         | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96249.52     | 0.12%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO SAU                                                         | LORCA TELECOM BONDCO SAU 4% 09/18/2027 REGS                                                             | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $99600.99     | 0.12%             | 2027-09-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                         | MOOG INC 4.25% 12/15/2027 144A                                                                          | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18550.00     | 0.02%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 6% 01/15/2029 144A                                                                   | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22949.43     | 0.03%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                                          | KRONOS ACQ / KIK CUSTOM 7% 12/31/2027 144A                                                              | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13072.50     | 0.02%             | 2027-12-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| H and E EQUIPMENT SERVICES INC                                                   | H and E EQUIPMENT SERVICES INC 3.875% 12/15/2028 144A                                                   | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79205.40     | 0.10%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                         | GREAT OUTDOORS TERM B2 1LN 03/05/2028                                                                   | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    156815 | PA      | $153953.13    | 0.19%             | 2028-03-05      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 5.875% 06/30/2029 144A                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67425.40     | 0.08%             | 2029-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS SARL                                                          | VIVION INVESTMENTS SARL 3% 08/08/2024 REGS                                                              | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $91320.60     | 0.11%             | 2024-08-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPSOL INTERNATIONAL FIN BV                                                      | REPSOL INTERNATIONAL FIN BV 4.247/VAR PERP                                                              | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | EP               | CORP              | NL        |    100000 | PA      | $98930.65     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORP                                                         | BAYER ENVIRONMENTAL SCIENCE TERM 1LN 10/04/2029                                                         | CUSIP: N/A<br>LEI: 2549001LSO1ZBIPA5D65       | Long             | LON              | CORP              | US        |     80000 | PA      | $76416.80     | 0.09%             | 2029-10-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 9.875% 08/01/2027 144A                                                                    | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    210000 | PA      | $215775.00    | 0.27%             | 2027-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 6% 02/15/2028 144A                                                                       | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $104322.17    | 0.13%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                                  | CEMEX SAB DE CV 5.45% 11/19/2029 144A                                                                   | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $192215.00    | 0.24%             | 2029-11-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA CVR SER A RT                                                                  | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | EC               | CORP              | LU        |       240 | NS      | $2052.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                   | ALLIANT INSURANCE TERM B EXT 5/10/2025                                                                  | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |      4727 | PA      | $4719.64      | 0.01%             | 2025-05-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                                           | OPTION CARE HEALTH INC 4.375% 10/31/2029 144A                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25914.65     | 0.03%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP                                                                                  | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      2294 | NS      | $198935.68    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A                                                        | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35690.00     | 0.04%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP                                                                                     | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      5929 | NS      | $253346.17    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4.95% 07/01/2050                                                            | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    415000 | PA      | $346466.67    | 0.43%             | 2050-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.625% 01/15/2027                                                                          | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63170.03     | 0.08%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA/LUXEMBOURG                                                           | INTELSAT SA/LUXEMBOURG                                                                                  | CUSIP: N/A<br>LEI: 549300YV2L21F4K80V46       | Long             | EC               | CORP              | LU        |      2304 | NS      | $109094.40    | 0.13%             |  |  |  | No            |                  3 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                          | HTA GROUP LTD/MAURITIUS 7% 12/18/2025 144A                                                              | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $187912.50    | 0.23%             | 2025-12-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD                                 | SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 8% 09/20/2025 144A                                     | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     38896 | PA      | $39673.92     | 0.05%             | 2025-09-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC / RADIATE FIN INC                                             | RADIATE HOLDCO LLC / RADIATE FIN INC 4.5% 09/15/2026 144A                                               | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $114865.50    | 0.14%             | 2026-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                         | BAYER AG 3.125%/VAR 11/12/2079 REGS                                                                     | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $95530.04     | 0.12%             | 2079-11-12      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                | ILIAD HOLDING SAS 5.125% 10/15/2026 REGS                                                                | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |    115000 | PA      | $118953.67    | 0.15%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                                    | CABLE ONDA SA 4.5% 01/30/2030 144A                                                                      | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $176125.00    | 0.22%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.125% 06/15/2029 144A                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $65812.50     | 0.08%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORPORATION                                                              | SEASPAN CORPORATION 5.5% 08/01/2029 144A                                                                | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    110000 | PA      | $83562.60     | 0.10%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 2.9% 02/16/2028                                                                      | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43021.94     | 0.05%             | 2028-02-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                           | GROUP 1 AUTOMOTIVE INC 4% 08/15/2028 144A                                                               | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175892.00    | 0.22%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A                                                             | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37301.61     | 0.05%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS L P /FERRELLGAS FIN                                                   | FERRELLGAS L P /FERRELLGAS FIN 5.375% 04/01/2026 144A                                                   | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41400.00     | 0.05%             | 2026-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCER INTERNATIONAL INC                                                         | MERCER INTERNATIONAL INC 5.125% 02/01/2029                                                              | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47036.00     | 0.06%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                                            | CDI ESCROW ISSUER INC 5.75% 04/01/2030 144A                                                             | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $127912.50    | 0.16%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS LP / CVR NITROGEN FIN CORP                                          | CVR PARTNERS LP / CVR NITROGEN FIN CORP 6.125% 06/15/2028 144A                                          | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $81453.03     | 0.10%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 2.925% 10/14/2030 REGS                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $89804.23     | 0.11%             | 2030-10-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A                        | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $44974.20     | 0.06%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                                         | ILIAD SA 5.375% 06/14/2027 REGS                                                                         | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $217430.00    | 0.27%             | 2027-06-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTERNATIONAL SARL                                                 | CIRSA FINANCE INTERNATIONAL SARL 10.375% 11/30/2027 REGS                                                | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $113943.10    | 0.14%             | 2027-11-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| RKPF OVERSEAS 2020 (A) LIMITED                                                   | RKPF OVERSEAS 2020 (A) LIMITED 5.125% 07/26/2026 REGS                                                   | CUSIP: N/A<br>LEI: 254900LKOLISWWIE7W36       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $160500.00    | 0.20%             | 2026-07-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMELOT FIN S A                                                                  | CAMELOT FIN S A 4.5% 11/01/2026 144A                                                                    | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    150000 | PA      | $142669.50    | 0.18%             | 2026-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A                                                           | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $214436.25    | 0.26%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                                        | BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A                                                        | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53250.00     | 0.07%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | BAUSCH HEALTH COS INC 11% 09/30/2028 144A                                                               | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $19560.00     | 0.02%             | 2028-09-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 5.5% 12/01/2025                                                               | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35235.90     | 0.04%             | 2025-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIWD HOLDCO II LLC / MIWD FINANCE CORP                                           | MIWD HOLDCO II LLC / MIWD FINANCE CORP 5.5% 02/01/2030 144A                                             | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16629.40     | 0.02%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO                                                                    | ZIGGO BOND CO 5.125% 02/28/2030 144A                                                                    | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     35000 | PA      | $28927.50     | 0.04%             | 2030-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                         | ENEL SPA 6.375%/VAR PERP REGS                                                                           | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $110901.48    | 0.14%             | 2199-12-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                          | INEOS QUATTRO FINANCE 2 2.5% 01/15/2026 REGS                                                            | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $96892.24     | 0.12%             | 2026-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW COTAI LLC                                                                    | NEW COTAI LLC PIK CONV 5% 02/24/2027                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    150721 | PA      | $323839.53    | 0.40%             | 2027-02-24      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| ALLEN MEDIA LLC / ALLEN MEDIA CO-ISSUER INC                                      | ALLEN MEDIA LLC / ALLEN MEDIA CO-ISSUER INC 10.5% 02/15/2028 144A                                       | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $88914.59     | 0.11%             | 2028-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                                                    | TIDEWATER INC WT 11/14/42                                                                               | CUSIP: 88642R166<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      1897 | NS      | $90554.39     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 7.5% 09/15/2027 144A                                                              | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91383.30     | 0.11%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP WT 10/27/24                                                                         | CUSIP: 13057Q123<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       530 | NS      | $5803.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A                                                       | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $75338.53     | 0.09%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLDING CO LLC / LEGENDS HOSPITALITY CO-ISSUER INC           | LEGENDS HOSPITALITY HOLDING CO LLC / LEGENDS HOSPITALITY CO-ISSUER INC 5% 02/01/2026 144A               | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $32250.40     | 0.04%             | 2026-02-01      | Fixed         | 0.05%                 | 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        |     80000 | PA      | $74000.00     | 0.09%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                             | BANCO DE SABADELL SA 9.375%/VAR PERP REGS                                                               | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $226072.84    | 0.28%             | 2199-12-31      | Variable      | 0.09%                 | 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        |     70000 | PA      | $61534.19     | 0.08%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                                  | CONSOLIDATED COMMUNICATIONS INC 5% 10/01/2028 144A                                                      | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $101276.60    | 0.12%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                              | JAZZ SECURITIES DAC 4.375% 01/15/2029 144A                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     55000 | PA      | $50178.70     | 0.06%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 10.125% 08/01/2026 144A                                             | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34999.87     | 0.04%             | 2026-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 4.25% 05/15/2029 144A                                                               | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $64460.25     | 0.08%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA 4.5% 10/22/2025 144A                                                                             | CUSIP: 67091TAC9<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $193850.00    | 0.24%             | 2025-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A           | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $252954.94    | 0.31%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 4.75% 01/15/2030 144A                                                                    | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187050.00    | 0.23%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAGUAR LD ROVER AUTOMOTIVE PLC                                                   | JAGUAR LD ROVER AUTOMOTIVE PLC 4.5% 01/15/2026 REGS                                                     | CUSIP: N/A<br>LEI: 529900L73GEWN1O5NH84       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $100100.42    | 0.12%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                                               | STUDIO CITY CO LTD 7% 02/15/2027 144A                                                                   | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     75000 | PA      | $72375.00     | 0.09%             | 2027-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEDCO OAK TREE PTE LTD                                                           | MEDCO OAK TREE PTE LTD 7.375% 05/14/2026 144A                                                           | CUSIP: 58405FAA3<br>LEI: 254900AU06KP3JTGZL51 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $198700.00    | 0.24%             | 2026-05-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                                                              | PGT INNOVATIONS INC 4.375% 10/01/2029 144A                                                              | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |    365000 | PA      | $314896.45    | 0.39%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                                   | TEMPUR SEALY INTERNATIONAL INC 3.875% 10/15/2031 144A                                                   | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61793.25     | 0.08%             | 2031-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                                             | ENDEAVOUR MINING PLC 5% 10/14/2026 144A                                                                 | CUSIP: 29261HAA3<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $176725.00    | 0.22%             | 2026-10-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FAURECIA SA                                                                      | FAURECIA SA 2.75% 02/15/2027 REGS                                                                       | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    136000 | PA      | $130878.94    | 0.16%             | 2027-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                              | SCIH SALT HLDGS INC 6.625% 05/01/2029 144A                                                              | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $38484.00     | 0.05%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC                                  | ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 2.125% 08/15/2026 REGS                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |    200000 | PA      | $187716.98    | 0.23%             | 2026-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHINA SCE GROUP HOLDINGS LTD                                                     | CHINA SCE GROUP HOLDINGS LTD 7.375% 04/09/2024 REGS                                                     | CUSIP: N/A<br>LEI: 549300Q8UEI2ERAP6P49       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $125000.00    | 0.15%             | 2024-04-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 4% 09/15/2030                                                                      | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $131577.60    | 0.16%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                                           | BRF SA 4.875% 01/24/2030 144A                                                                           | CUSIP: 10552TAG2<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |     25000 | PA      | $21119.85     | 0.03%             | 2030-01-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES INC                                                              | THOR INDUSTRIES INC 4% 10/15/2029 144A                                                                  | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83152.00     | 0.10%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP 5% 01/15/2029                                                                                  | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53315.35     | 0.07%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                                                    | JSW STEEL LTD 3.95% 04/05/2027 144A                                                                     | CUSIP: 46635UAC3<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $176000.00    | 0.22%             | 2027-04-05      | Fixed         | 0.04%                 | 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        |     45000 | PA      | $27426.60     | 0.03%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ARD FIN SA                                                                       | ARD FIN SA PIK VAR 06/30/2027 REGS                                                                      | CUSIP: N/A<br>LEI: 6354006P6QPGGPVJW880       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $82095.05     | 0.10%             | 2027-06-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.5% 10/15/2030 144A                                                         | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27978.30     | 0.03%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP 4.875% 03/15/2026                                                                             | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83727.13     | 0.10%             | 2026-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.75% 01/15/2028 144A                                                   | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77601.20     | 0.10%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OMAN OIL CO                                                                      | OMAN OIL CO 5.125% 05/06/2028 144A                                                                      | CUSIP: 67624L2A5<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | CORP              | OM        |    200000 | PA      | $192350.00    | 0.24%             | 2028-05-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.5% 08/31/2026 144A                                                        | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    135000 | PA      | $120819.80    | 0.15%             | 2026-08-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                      | HOLOGIC INC 3.25% 02/15/2029 144A                                                                       | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48389.55     | 0.06%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                                | VERTIV GROUP CORP 4.125% 11/15/2028 144A                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     95000 | PA      | $82378.30     | 0.10%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                                  | NCL FINANCE LTD 6.125% 03/15/2028 144A                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     25000 | PA      | $20312.50     | 0.02%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 4.875% 09/01/2029 144A                                                                       | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     61000 | PA      | $27145.00     | 0.03%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD STEP 08/08/2028                                                                         | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195000.00    | 0.24%             | 2028-08-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCING DAC                                                     | C and W SENIOR FINANCING DAC 6.875% 09/15/2027 144A                                                     | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |    340000 | PA      | $323435.20    | 0.40%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                                        | MACYS RETAIL HOLDINGS LLC 6.125% 03/15/2032 144A                                                        | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $31325.00     | 0.04%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM TERM F 1LN 12/9/2025                                                                          | CUSIP: 89364MBW3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     75861 | PA      | $75662.76     | 0.09%             | 2025-12-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                              | SOFTBANK GROUP CORP 3.875% 07/06/2032 REGS                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $82960.42     | 0.10%             | 2032-07-06      | Fixed         | 0.04%                 | 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        |    155000 | PA      | $125072.60    | 0.15%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                                         | CROWDSTRIKE HOLDINGS INC 3% 02/15/2029                                                                  | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60065.56     | 0.07%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63087.50     | 0.08%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                                                   | EMBRAER NETHERLANDS FINANCE BV 5.05% 06/15/2025                                                         | CUSIP: 29082HAA0<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $73842.19     | 0.09%             | 2025-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                                                    | BANCO BPM SPA 3.375%/VAR 01/19/2032 REGS                                                                | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $186633.21    | 0.23%             | 2032-01-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 10.5% 02/01/2026 144A                                                                     | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     75000 | PA      | $78443.25     | 0.10%             | 2026-02-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FIN LTD                                                              | STUDIO CITY FIN LTD 6.5% 01/15/2028 REGS                                                                | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $177500.00    | 0.22%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RACKSPACE HOSTING INC                                                            | RACKSPACE HOSTING INC 5.375% 12/01/2028 144A                                                            | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $11053.20     | 0.01%             | 2028-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                           | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN 6ML+562.5 10/15/2026 144A                    | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $194500.00    | 0.24%             | 2026-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH TERM DD 1LN 02/15/2029                                                                     | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     10870 | PA      | $10280.76     | 0.01%             | 2029-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A                                                  | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31083.85     | 0.04%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGIZER GAMMA ACQUISTION B.V.                                                  | ENERGIZER GAMMA ACQUISTION B.V. 3.5% 06/30/2029 REGS                                                    | CUSIP: N/A<br>LEI: 5493002SUYZDHEQ3JN34       | Long             | DBT              | CORP              | NL        |    124000 | PA      | $109549.25    | 0.13%             | 2029-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                          | USI INC 6.875% 05/01/2025 144A                                                                          | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $273707.50    | 0.34%             | 2025-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2049                                                              | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |     28000 | PA      | $0.00         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FORTUNE STAR (BVI) LIMITED                                                       | FORTUNE STAR (BVI) LIMITED 6.85% 07/02/2024 REGS                                                        | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $185500.00    | 0.23%             | 2024-07-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA SPA                                                      | AUTOSTRADE PER LITALIA SPA 1.75% 06/26/2026 REGS                                                        | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $100242.62    | 0.12%             | 2026-06-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                                             | OLEODUCTO CENTRAL SA 4% 07/14/2027 144A                                                                 | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $176912.50    | 0.22%             | 2027-07-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK NIGERIA PLC                                                          | ACCESS BANK NIGERIA PLC 6.125% 09/21/2026 144A                                                          | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    200000 | PA      | $176000.00    | 0.22%             | 2026-09-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                 | MICHAELS COS INC 7.875% 05/01/2029 144A                                                                 | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     95000 | PA      | $72200.00     | 0.09%             | 2029-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                  | ESKOM HLDGS LTD 8.45% 08/10/2028 144A                                                                   | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     60000 | PA      | $57450.00     | 0.07%             | 2028-08-10      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                           | CDW LLC / CDW FIN CORP 4.25% 04/01/2028                                                                 | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $74280.00     | 0.09%             | 2028-04-01      | Fixed         | 0.04%                 | 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        |    200000 | PA      | $151350.00    | 0.19%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECHO GLOBAL LOGISTICS INC                                                        | ECHO LOGISTICS 3ML+800 2LN 11/23/2029                                                                   | CUSIP: N/A<br>LEI: 549300WRZ9Y84GWVYR04       | Long             | LON              | CORP              | US        |    257000 | PA      | $247516.70    | 0.30%             | 2029-11-23      | Variable      | 0.13%                 | No            |                  3 | On Loan: No      |
| NETWORK I2I LTD                                                                  | NETWORK I2I LTD 5.65%/VAR PERP REGS                                                                     | CUSIP: N/A<br>LEI: 2549003L8M1FGHLHOX45       | Long             | EP               | CORP              | MU        |    200000 | PA      | $192412.50    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMPOSOL SA RGS                                                                  | CAMPOSOL SA 6% 02/03/2027 144A                                                                          | CUSIP: 134638AE5<br>LEI: 5493008B0STMH3JFSW17 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $116350.00    | 0.14%             | 2027-02-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                       | TRONOX INC 4.625% 03/15/2029 144A                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47025.00     | 0.06%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                            | NESCO HOLDINGS II INC 5.5% 04/15/2029 144A                                                              | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40414.95     | 0.05%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA                                                            | VOLCAN CIA MINERA SAA 4.375% 02/11/2026 144A                                                            | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    100000 | PA      | $88037.50     | 0.11%             | 2026-02-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | VENTURE GLOBAL CALCASIEU 4.125% 08/15/2031 144A                                                         | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62059.20     | 0.08%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE                                                 | TERNA - RETE ELETTRICA NAZIONALE 2.375%/VAR PERP REGS                                                   | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EP               | CORP              | IT        |    100000 | PA      | $91976.15     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA 8.875% 01/13/2033                                                                          | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     40000 | PA      | $40952.00     | 0.05%             | 2033-01-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046                                                               | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58567.85     | 0.07%             | 2046-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITGO HLDG INC                                                                   | CITGO HLDG INC 9.25% 08/01/2024 144A                                                                    | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70350.00     | 0.09%             | 2024-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A                                                       | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86042.00     | 0.11%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A                                                             | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     95000 | PA      | $69448.80     | 0.09%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC 5% 03/01/2031                                                                        | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44863.78     | 0.06%             | 2031-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                         | LCM INVESTMENTS HOLDINGS 4.875% 05/01/2029 144A                                                         | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57767.50     | 0.07%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                         | UNITED NATURAL FOODS INC 6.75% 10/15/2028 144A                                                          | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38600.00     | 0.05%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 4.125% 07/01/2030 144A                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55745.95     | 0.07%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                                   | TULLOW OIL PLC 7% 03/01/2025 144A                                                                       | CUSIP: 899415AE3<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $142000.00    | 0.17%             | 2025-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FIN LTD                                                              | STUDIO CITY FIN LTD 5% 01/15/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $160874.00    | 0.20%             | 2029-01-15      | Fixed         | 0.05%                 | 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        |    185000 | PA      | $156223.25    | 0.19%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 5.5% 11/15/2027                                                                           | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    335000 | PA      | $319925.00    | 0.39%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.875% 06/15/2027 144A                                                  | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54062.25     | 0.07%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                                                | AT HOME GROUP INC 4.875% 07/15/2028 144A                                                                | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25200.00     | 0.03%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.25% 06/15/2029 144A                                                                    | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54150.00     | 0.07%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA CELULAR DEL PARAGUAY SA                                               | TELEFONICA CELULAR PARAGUAY SA 5.875% 04/15/2027 144A                                                   | CUSIP: 87936VAB3<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    200000 | PA      | $186287.50    | 0.23%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                                              | NEW HOME CO INC/THE 7.25% 10/15/2025 144A                                                               | CUSIP: 645370AC1<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30362.50     | 0.04%             | 2025-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                                | NEXA RESOURCES SA 6.5% 01/18/2028 144A                                                                  | CUSIP: 65290DAA1<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $197425.00    | 0.24%             | 2028-01-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                            | EG GLOBAL FINANCE PLC 8.5% 10/30/2025 144A                                                              | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $47125.00     | 0.06%             | 2025-10-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                   | ASHTON WOODS USA LLC/FIN CO 6.625% 01/15/2028 144A                                                      | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4561.00      | 0.01%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VICTORS MERGER CORP                                                              | VICTORS MERGER CORP 6.375% 05/15/2029 144A                                                              | CUSIP: 92641PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $60953.64     | 0.07%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA SPA                                                      | AUTOSTRADE PER LITALIA SPA 1.625% 06/12/2023                                                            | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |    115000 | PA      | $124252.11    | 0.15%             | 2023-06-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                            | FREEPORT INDONESIA PT 5.315% 04/14/2032 144A                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $189522.00    | 0.23%             | 2032-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KLX ENERGY SERVICES HOLDINGS INC                                                 | KLX ENERGY SVCS HLDGS INC 11.5% 11/01/2025 144A                                                         | CUSIP: 48253LAA4<br>LEI: 5493004D4S7MAO1H3U27 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89775.00     | 0.11%             | 2025-11-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                              | KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A                                                             | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $139675.00    | 0.17%             | 2026-11-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS LTD                                                           | KWG GROUP HOLDINGS LTD 6% 01/14/2024 REGS                                                               | CUSIP: N/A<br>LEI: 549300LK82ZOM9ZE7H90       | Long             | DBT              | CORP              | KY        |    190000 | PA      | $100700.00    | 0.12%             | 2024-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MODERNLAND OVERSEAS PTE LTD                                                      | MODERNLAND OVERSEAS PTE LTD VAR 04/13/2024 REGS                                                         | CUSIP: N/A<br>LEI: 254900HQ9F9WCPKERQ02       | Long             | DBT              | CORP              | SG        |    106828 | PA      | $21365.60     | 0.03%             | 2027-04-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 4.625% 06/01/2030 144A                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $134800.00    | 0.17%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                                   | TULLOW OIL PLC 10.25% 05/15/2026 144A                                                                   | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    358000 | PA      | $306985.00    | 0.38%             | 2026-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                            | CPI PROPERTY GROUP SA 4.875%/VAR PERP REGS                                                              | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | EP               | CORP              | LU        |    200000 | PA      | $107532.72    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A                                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $83305.00     | 0.10%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COVANTA HLDG CORP                                                                | COVANTA HLDG CORP 4.875% 12/01/2029 144A                                                                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34950.00     | 0.04%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GCM MINING CORP                                                                  | GCM MINING CORP 6.875% 08/09/2026 144A                                                                  | CUSIP: 38501DAR6<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $168250.00    | 0.21%             | 2026-08-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                                          | KRONOS ACQ / KIK CUSTOM 5% 12/31/2026 144A                                                              | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9077.50      | 0.01%             | 2026-12-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS                                                        | CATALENT PHARMA SOLUTIONS 5% 07/15/2027 144A                                                            | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18915.58     | 0.02%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 4.75% 09/15/2024                                                          | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $87862.50     | 0.11%             | 2024-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.25% 02/01/2027 144A                                                             | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187687.50    | 0.23%             | 2027-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOBLE CORP PLC                                                                   | NOBLE CORP PLC TRANCHE 1 WT 02/04/28                                                                    | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | GB        |       600 | NS      | $15000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                                           | EUROFINS SCIENTIFIC SE 2.125% 07/25/2024 REGS                                                           | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $106501.13    | 0.13%             | 2024-07-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NAGACORP LTD                                                                     | NAGACORP LTD 7.95% 07/06/2024 REGS                                                                      | CUSIP: N/A<br>LEI: 549300MMNKN0RBJELS20       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $186750.00    | 0.23%             | 2024-07-06      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET A S                                                     | TURKCELL ILETISIM HIZMET A S 5.8% 04/11/2028 144A                                                       | CUSIP: 900111AB1<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $173145.00    | 0.21%             | 2028-04-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARFRUIT US HOLDCO LLC                                                          | AKZONOBEL SPECIALTY CHEMICALS TERM B 10/01/2025                                                         | CUSIP: N/A<br>LEI: 213800XPQ78J7OIF6Y69       | Long             | LON              | CORP              | US        |     33177 | PA      | $32803.37     | 0.04%             | 2025-10-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                                         | CT TRUST 5.125% 02/03/2032 144A                                                                         | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    200000 | PA      | $174500.00    | 0.21%             | 2032-02-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83838.00     | 0.10%             | 2032-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 4.625% 12/01/2026 144A                                                                       | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48950.00     | 0.06%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                            | EG GLOBAL FINANCE PLC 6.75% 02/07/2025 144A                                                             | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $231705.00    | 0.28%             | 2025-02-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                         | ALBION FINANCING 1SARL / 5.25% 10/15/2026 REGS                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    119000 | PA      | $115789.50    | 0.14%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 7.69% 01/23/2050                                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     75000 | PA      | $56006.25     | 0.07%             | 2050-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NEW COTAI LLC / NEW COTAI CAP CORP                                               | NEW COTAI LLC/NEW COTAI CAPITAL CORP P/P                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    125816 | NS      | $101910.96    | 0.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                         | SURGERY CENTER HLDGS INC 6.75% 07/01/2025 144A                                                          | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15888.00     | 0.02%             | 2025-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 4.875% 06/15/2027 144A                                                             | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64946.00     | 0.08%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS                                                            | TRITON WATER HOLDINGS 6.25% 04/01/2029 144A                                                             | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23812.76     | 0.03%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                             | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21520.50     | 0.03%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                         | ALTICE FRANCE HOLDING SA 6% 02/15/2028 144A                                                             | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     75000 | PA      | $50437.50     | 0.06%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                                               | HUNTER DOUGLAS TERM B 1LN 02/25/2029                                                                    | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |     49750 | PA      | $45490.41     | 0.06%             | 2029-02-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP                     | CRESTWOOD MIDSTRM PTN/FIN CORP 6% 02/01/2029 144A                                                       | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $270370.24    | 0.33%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6% 01/15/2029 144A                                                         | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122885.00    | 0.15%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA 6.5% 03/15/2030 144A                                                          | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    135000 | PA      | $122580.00    | 0.15%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A                         | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $50092.90     | 0.06%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                                                             | NATURA COSMETICOS SA 4.125% 05/03/2028 144A                                                             | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     50000 | PA      | $41260.00     | 0.05%             | 2028-05-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST                                                            | RIO OIL FIN TR STEP 07/06/2024 144A                                                                     | CUSIP: 76716XAA0<br>LEI: 549300V5D1W52HY8NO65 | Long             | DBT              | CORP              | US        |     26943 | PA      | $27192.08     | 0.03%             | 2024-07-06      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ULTIMATE SOFTWARE GROUP INC                                                      | UKG TERM 2LN 05/03/2027                                                                                 | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |    186989 | PA      | $178273.80    | 0.22%             | 2027-05-03      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                              | STATION CASINOS LLC 4.625% 12/01/2031 144A                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    115000 | PA      | $96935.34     | 0.12%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN LTD                                                          | GENM CAPITAL LABUAN LTD 3.882% 04/19/2031 144A                                                          | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $161280.00    | 0.20%             | 2031-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                                        | MACYS RETAIL HOLDINGS LLC 5.875% 03/15/2030 144A                                                        | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27383.10     | 0.03%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                           | SOUTHWESTERN ENERGY CO 5.375% 02/01/2029                                                                | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108059.18    | 0.13%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.375% 06/15/2031 144A                                                                 | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $65604.15     | 0.08%             | 2031-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEB HANA BANK                                                                    | KEB HANA BANK 3.5%/VAR PERP REGS                                                                        | CUSIP: N/A<br>LEI: 6RPK2YDJN6L35AS0M510       | Long             | EP               | CORP              | KR        |    200000 | PA      | $179000.00    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                         | SINCLAIR BROADCASTING TERM 1LN 05/25/2026                                                               | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |     10164 | PA      | $9140.71      | 0.01%             | 2026-05-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 8.875% 07/15/2030                                                             | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    145000 | PA      | $170737.50    | 0.21%             | 2030-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 3.625% 06/17/2031                                                                    | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166333.92    | 0.20%             | 2031-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                                                      | UNISYS CORP 6.875% 11/01/2027 144A                                                                      | CUSIP: 909214BV9<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22725.00     | 0.03%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                                           | VTR COMUNICACIONES SPA 5.125% 01/15/2028 144A                                                           | CUSIP: 918367AA1<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |    176000 | PA      | $122210.00    | 0.15%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                                                     | METINVEST BV 5.625% 06/17/2025 REGS                                                                     | CUSIP: N/A<br>LEI: 635400TMCKVEU87EJ582       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $59249.67     | 0.07%             | 2025-06-17      | Fixed         | 0.06%                 | 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        |    200000 | PA      | $176756.50    | 0.22%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 8% 11/01/2031                                                                             | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    118000 | PA      | $129958.88    | 0.16%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                              | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     65000 | PA      | $58259.83     | 0.07%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER LTD                                                        | TERMOCANDELARIA POWER LTD 7.875% 01/30/2029 144A                                                        | CUSIP: 880879AA9<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | KY        |    155000 | PA      | $144537.50    | 0.18%             | 2029-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BIG RIV STL LLC / BRS FIN CORP                                                   | BIG RIV STL LLC / BRS FIN CORP 6.625% 01/31/2029 144A                                                   | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $129464.20    | 0.16%             | 2029-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A                                                             | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $166619.70    | 0.20%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                                  | CEMEX SAB DE CV 5.125/VAR PERP 144A                                                                     | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | EP               | CORP              | MX        |    200000 | PA      | $183500.00    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| WOORI BK KOREA                                                                   | WOORI BK KOREA 4.25%/VAR PERP REGS                                                                      | CUSIP: N/A<br>LEI: 549300VUVMRL6RE7R376       | Long             | EP               | CORP              | KR        |    200000 | PA      | $191520.00    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV                                    | TEVA PHARMACEUTICAL FIN NETH II BV 1.625% 10/15/2028 REGS                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $83777.95     | 0.10%             | 2028-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                 | VAIL RESORTS INC 6.25% 05/15/2025 144A                                                                  | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35167.39     | 0.04%             | 2025-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GANNETT HOLDINGS LLC                                                             | GANNETT HOLDINGS LLC 6% 11/01/2026 144A                                                                 | CUSIP: 36474GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $34799.48     | 0.04%             | 2026-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP INC                                                     | CHOBANI LLC/FINANCE CORP INC 4.625% 11/15/2028 144A                                                     | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27375.00     | 0.03%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                                 | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $50003.25     | 0.06%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV AMSTERDAM                                                         | EDP FINANCE BV AMSTERDAM 1.875% 09/21/2029 REGS                                                         | CUSIP: N/A<br>LEI: 5299007L43AQDFOW5739       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $97603.46     | 0.12%             | 2029-09-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $168415.34    | 0.21%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 6% 01/15/2028 144A                                                                           | CUSIP: 428040CZ0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     85000 | PA      | $4993.75      | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| CENTRAL GARDEN and PET CO                                                        | CENTRAL GARDEN and PET CO 4.125% 10/15/2030                                                             | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29760.50     | 0.04%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                                  | ZF FINANCE GMBH 5.75% 08/03/2026 REGS                                                                   | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $109258.57    | 0.13%             | 2026-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THETA CAPITAL PTE LTD                                                            | THETA CAPITAL PTE LTD 6.75% 10/31/2026 REGS                                                             | CUSIP: N/A<br>LEI: 2549003I5QVCGQHCYJ52       | Long             | DBT              | CORP              | SG        |    200000 | PA      | $151537.50    | 0.19%             | 2026-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP CONV 3.375% 08/15/2026                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    646000 | PA      | $422672.74    | 0.52%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.75% 09/15/2026                                                                           | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24608.88     | 0.03%             | 2026-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                         | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $178000.00    | 0.22%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                               | SASOL FING USA LLC 4.375% 09/18/2026                                                                    | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184020.00    | 0.23%             | 2026-09-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEG HLD LLC/SEG FIN CORP                                                         | SEG HLD LLC/SEG FIN CORP 5.625% 10/15/2028 144A                                                         | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94534.75     | 0.12%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031                                                               | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    230000 | PA      | $255875.00    | 0.31%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                     | INTERNET BRANDS TERM 1LN 09/15/2024                                                                     | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14810 | PA      | $14640.82     | 0.02%             | 2024-09-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DENBURY INC                                                                      | DENBURY INC WT 09/18/25                                                                                 | CUSIP: 24790A119<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      1038 | NS      | $60380.46     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CLIFFTON LTD                                                                     | CLIFFTON LTD 6.25% 10/25/2025 REGS                                                                      | CUSIP: N/A<br>LEI: 254900N1JEUJFV1S3E87       | Long             | DBT              | CORP              | MU        |    250000 | PA      | $238125.00    | 0.29%             | 2025-10-25      | 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 4% 10/15/2030 144A                                                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    160000 | PA      | $136200.00    | 0.17%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BCP RENAISSANCE PARENT LLC                                                       | BCP RENAISSANCE TERM B3 1LN 10/31/2026                                                                  | CUSIP: 05549PAC5<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |     12946 | PA      | $12909.14     | 0.02%             | 2026-10-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                       | ELASTIC NV 4.125% 07/15/2029 144A                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $34230.70     | 0.04%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | PROSUS NV 4.027% 08/03/2050 144A                                                                        | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $133875.00    | 0.16%             | 2050-08-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                             | ZAYO GROUP HLDGS INC 4% 03/01/2027 144A                                                                 | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    115000 | PA      | $91436.50     | 0.11%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESCO AIRCRAFT HLDGS INC                                                         | WESCO AIRCRAFT HLDGS INC 8.5% 11/15/2024 144A                                                           | CUSIP: 97789LAC0<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |     45000 | PA      | $21825.00     | 0.03%             | 2024-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                     | SK HYNIX INC 6.5% 01/17/2033 REGS                                                                       | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $202826.60    | 0.25%             | 2033-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                              | HUDBAY MINERALS INC 6.125% 04/01/2029 144A                                                              | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $96957.00     | 0.12%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 09/15/2024 144A                                              | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3730.00      | 0.00%             | 2024-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                    | ALPHA BANK SA 2.5%/VAR 03/23/2028 REGS                                                                  | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |    100000 | PA      | $90290.80     | 0.11%             | 2028-03-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.375% 01/15/2030                                                                 | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    210000 | PA      | $186675.30    | 0.23%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25499.39     | 0.03%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                                                | MICROSTRATEGY INC 6.125% 06/15/2028 144A                                                                | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    235000 | PA      | $198317.45    | 0.24%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS L P /FERRELLGAS FIN                                                   | FERRELLGAS L P /FERRELLGAS FIN 5.875% 04/01/2029 144A                                                   | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $37462.50     | 0.05%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AZUL INVESTMENTS LLP                                                             | AZUL INVESTMENTS LLP 5.875% 10/26/2024 144A                                                             | CUSIP: 05502FAA6<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150475.00    | 0.18%             | 2024-10-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                                           | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    336000 | PA      | $289537.50    | 0.36%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 8% 11/01/2031                                                                             | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $169938.49    | 0.21%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 7% 06/15/2025 144A                                                                 | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128905.40    | 0.16%             | 2025-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                                          | ELIS SA 1.625% 04/03/2028 REGS                                                                          | CUSIP: N/A<br>LEI: 969500UX71LCE8MAY492       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $93630.79     | 0.12%             | 2028-04-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 7.125% 08/01/2026 144A                                                                       | CUSIP: 428040CY3<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     85000 | PA      | $6800.00      | 0.01%             | 2026-08-01      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 4.1% 10/01/2046                                                    | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $137129.30    | 0.17%             | 2046-10-01      | Fixed         | 0.04%                 | 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        |     34000 | PA      | $29920.00     | 0.04%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENKO INVESTMENT COMPANY                                                       | GREENKO INVESTMENT COMPANY 4.875% 08/16/2023 REGS                                                       | CUSIP: N/A<br>LEI: 21380023V4N5Y8KXN552       | Long             | DBT              | CORP              | MU        |    200000 | PA      | $195787.50    | 0.24%             | 2023-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                                     | TELEFLEX INC 4.625% 11/15/2027                                                                          | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28641.38     | 0.04%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                                     | SUNAC CHINA HOLDINGS LIMITED 6.5% 07/09/2023 REGS                                                       | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $57000.00     | 0.07%             | 2023-07-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KERNAL HOLDINGS SA                                                               | KERNEL HOLDING SA 6.75% 10/27/2027 144A                                                                 | CUSIP: 49229QAC8<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $40737.50     | 0.05%             | 2027-10-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL PWR HLDGS S A                                                      | CONTOURGLOBAL PWR HLDGS S A 3.125% 01/01/2028 REGS                                                      | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |    121000 | PA      | $109778.11    | 0.13%             | 2028-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 5.375% 05/15/2027                                                                           | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69336.33     | 0.09%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA 5.5% 08/01/2023                                                               | CUSIP: 45824TAP0<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $0.02         | 0.00%             | 2023-08-01      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| NUMERICABLE US LLC                                                               | NUMERICABLE TERM B-12 01/31/2026                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    370000 | PA      | $355200.00    | 0.44%             | 2026-01-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                                           | CHINA AOYUAN GROUP LTD 5.88% 03/01/2027 REGS                                                            | CUSIP: N/A<br>LEI: 549300YSOKQO5QD6MP25       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $20500.00     | 0.03%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.75% 03/01/2030                                                            | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17495.08     | 0.02%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING INC                           | VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING INC 6.375% 02/01/2030 144A                           | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    130000 | PA      | $114647.00    | 0.14%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW METRO GLOBAL LIMITED                                                         | NEW METRO GLOBAL LIMITED 4.8% 12/15/2024 REGS                                                           | CUSIP: N/A<br>LEI: 549300HJRNTCANEH0D47       | Long             | DBT              | CORP              | VG        |    285000 | PA      | $242250.00    | 0.30%             | 2024-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | VENTURE GLOBAL CALCASIEU 3.875% 08/15/2029 144A                                                         | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62300.00     | 0.08%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 4% 03/15/2031 144A                                                          | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48523.19     | 0.06%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39709.80     | 0.05%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 10%/VAR PERP REGS                                                                      | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $232650.10    | 0.29%             | 2199-12-31      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                                                     | ADTALEM GLOBAL EDUCATION INC 5.5% 03/01/2028 144A                                                       | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    146000 | PA      | $135893.88    | 0.17%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON                                                            | TURK TELEKOMUNIKASYON 6.875% 02/28/2025 144A                                                            | CUSIP: 90011QAC4<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $189412.50    | 0.23%             | 2025-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                    | COHERENT CORP 5% 12/15/2029 144A                                                                        | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40866.92     | 0.05%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                 | CENTENE CORP 3.375% 02/15/2030                                                                          | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140659.20    | 0.17%             | 2030-02-15      | 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        |     80000 | PA      | $73183.55     | 0.09%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSPORTADORA DE GAS DEL SUR                                                    | TRANSPORTADORA DE GAS DEL SUR 6.75% 05/02/2025 144A                                                     | CUSIP: 893870AX3<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |     70000 | PA      | $65485.00     | 0.08%             | 2025-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                                                         | WINNEBAGO INDUSTRIES INC 6.25% 07/15/2028 144A                                                          | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43274.27     | 0.05%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DENBURY INC                                                                      | DENBURY INC                                                                                             | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      1860 | NS      | $161410.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PIRAEUS BANK SA                                                                  | PIRAEUS BANK SA 3.875%/VAR 11/03/2027 REGS                                                              | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |    100000 | PA      | $94911.76     | 0.12%             | 2027-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 5.125% 06/16/2025                                                                    | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167087.83    | 0.21%             | 2025-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUPERIOR ENERGY SERVICES INC                                                     | SUPERIOR ENERGY SERVICES INC A                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       609 | NS      | $44840.67     | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| INFRABUILD AUSTRALIA PTY LTD                                                     | INFRABUILD AUSTRALIA PTY LTD 12% 10/01/2024 144A                                                        | CUSIP: 45682RAA8<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | AU        |    155000 | PA      | $147637.50    | 0.18%             | 2024-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                                 | HEALTHEQUITY INC 4.5% 10/01/2029 144A                                                                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26859.00     | 0.03%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.625% 10/01/2031 144A                                                              | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    185000 | PA      | $107762.50    | 0.13%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC 4.75% 03/01/2029                                                                     | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46200.00     | 0.06%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.25% 03/15/2026 144A                                                                     | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179936.59    | 0.22%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA INC                                                              | MEGLOBAL CANADA INC 5% 05/18/2025 144A                                                                  | CUSIP: 58518N2B7<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $198900.00    | 0.24%             | 2025-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | SPRINT CAPITAL CORP 8.75% 03/15/2032                                                                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    530000 | PA      | $653739.10    | 0.80%             | 2032-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC 15% PIK CONV 07/15/2023 PP                                                          | CUSIP: 59073XAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |     47694 | PA      | $305499.15    | 0.38%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           |                  3 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.875% 02/15/2032 144A                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35028.11     | 0.04%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 3.75% 08/15/2042                                                            | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7264.99      | 0.01%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 5.75% 11/15/2028 144A                                                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    230000 | PA      | $209587.50    | 0.26%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                                          | DPL INC 4.35% 04/15/2029                                                                                | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $196377.22    | 0.24%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 5.875% 11/01/2029 144A                           | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $165531.80    | 0.20%             | 2029-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 2.75% 06/01/2026                                                                              | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68163.00     | 0.08%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A                         | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $59075.00     | 0.07%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                   | ASHTON WOODS USA LLC/FIN CO 4.625% 08/01/2029 144A                                                      | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $33400.00     | 0.04%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.75% 03/01/2027 144A                                                                     | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    135000 | PA      | $112050.00    | 0.14%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                              | SCIH SALT HLDGS INC 4.875% 05/01/2028 144A                                                              | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $61600.00     | 0.08%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM ESCROW LLC                                                            | WINDSTREAM ESCROW LLC 7.75% 08/15/2028 144A                                                             | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $238811.35    | 0.29%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT 2.5%/VAR PERP REGS                                                                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EP               | CORP              | FR        |    100000 | PA      | $88321.81     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA 3.75% 06/23/2031 144A                                                                            | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $168500.00    | 0.21%             | 2031-06-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC/THE                                                         | BIDVEST GROUP UK PLC/THE 3.625% 09/23/2026 144A                                                         | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $183037.50    | 0.22%             | 2026-09-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 1.355% 02/07/2025                                                                    | CUSIP: 345397YW7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102275.81    | 0.13%             | 2025-02-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IHS NETHERLANDS HOLDCO BV                                                        | IHS NETHERLANDS HOLDCO BV 8% 09/18/2027 144A                                                            | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $179662.50    | 0.22%             | 2027-09-18      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RKI OVERSEAS FINANCE 2017 (A) LIMITED                                            | RKI OVERSEAS FINANCE 2017 (A) LIMITED 7% PERP REGS                                                      | CUSIP: N/A<br>LEI: 254900V1DF3FZC4HTD77       | Long             | EP               | CORP              | VG        |    200000 | PA      | $121000.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER SA                                                         | GRIFOLS ESCROW ISSUER SA 4.75% 10/15/2028 144A                                                          | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $173924.00    | 0.21%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| YANLORD LAND HK CO LTD                                                           | YANLORD LAND HK CO LTD 6.8% 02/27/2024 REGS                                                             | CUSIP: N/A<br>LEI: 549300O56H3950RDWG19       | Long             | DBT              | CORP              | HK        |    250000 | PA      | $243125.00    | 0.30%             | 2024-02-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE PTE LTD                                                        | MEDCO LAUREL TREE PTE LTD 6.95% 11/12/2028 REGS                                                         | CUSIP: N/A<br>LEI: 254900SX7FFGRREZD046       | Long             | DBT              | CORP              | SG        |    200000 | PA      | $189725.00    | 0.23%             | 2028-11-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                       | MATTEL INC 3.375% 04/01/2026 144A                                                                       | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18650.10     | 0.02%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.5% 03/01/2028                                                             | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18986.04     | 0.02%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AXIS BANK GIFT CITY                                                              | AXIS BANK GIFT CITY 4.1%/VAR PERP REGS                                                                  | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EP               | CORP              | IN        |    200000 | PA      | $176500.00    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                         | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 5.5% 06/15/2031 144A                                           | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $227653.75    | 0.28%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.875% 04/15/2027 144A                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $169334.28    | 0.21%             | 2027-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.5% 11/15/2031 144A                                                                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     65000 | PA      | $47871.20     | 0.06%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                               | ARCHROCK PARTNERS LP / FIN CORP 6.25% 04/01/2028 144A                                                   | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66500.00     | 0.08%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 4.125% 06/30/2028 144A                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48411.55     | 0.06%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                                              | BELLRING BRANDS INC 7% 03/15/2030 144A                                                                  | CUSIP: 07831CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24815.06     | 0.03%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                                     | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    170000 | PA      | $102193.45    | 0.13%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVICES HOLDINGS LLC                                         | AECOM TERM B 1LN 01/23/27                                                                               | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |     14625 | PA      | $14466.61     | 0.02%             | 2027-01-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 0% 09/15/2023 REGS                                                          | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    290000 | PA      | $310343.88    | 0.38%             | 2023-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC / WEEKLEY FIN CORP                                             | WEEKLEY HOMES LLC / WEEKLEY FIN CORP 4.875% 09/15/2028 144A                                             | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21756.25     | 0.03%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | BERRY GLOBAL INC 4.875% 07/15/2026 144A                                                                 | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38960.00     | 0.05%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63875.70     | 0.08%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                 | MICHAELS TERM 1LN 04/15/2028                                                                            | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     24625 | PA      | $22578.17     | 0.03%             | 2028-04-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                    | SYNAPTICS INC 4% 06/15/2029 144A                                                                        | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25977.42     | 0.03%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REDSUN PROPERTIES GROUP LTD                                                      | REDSUN PROPERTIES GROUP LTD 9.7% 04/16/2023 REGS                                                        | CUSIP: N/A<br>LEI: 549300TYWIIKAOK07L47       | Long             | DBT              | CORP              | KY        |    220000 | PA      | $41250.00     | 0.05%             | 2023-04-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                                  | ZF FINANCE GMBH 2% 05/06/2027 REGS                                                                      | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $93090.48     | 0.11%             | 2027-05-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                               | WYNN MACAU LIMITED 5.125% 12/15/2029 REGS                                                               | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |    250000 | PA      | $207187.50    | 0.25%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                  | MEG ENERGY CORP 5.875% 02/01/2029 144A                                                                  | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $105050.00    | 0.13%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 5.875% 03/15/2026 144A                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $17299.60     | 0.02%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                                                           | CHINA EVERGRANDE GROUP 8.25% 12/31/2199 REGS                                                            | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $20500.00     | 0.03%             | 2199-12-31      | Fixed         | 0.08%                 | 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        |    375000 | PA      | $351393.75    | 0.43%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCR CORPORATION NEW                                                              | NCR CORPORATION NEW 5.125% 04/15/2029 144A                                                              | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39197.44     | 0.05%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC                              | NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 4.75% 04/30/2027 144A                               | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $45378.53     | 0.06%             | 2027-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                               | AVIS BUDG CAR RENT LLC/FIN INC 5.375% 03/01/2029 144A                                                   | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $35760.00     | 0.04%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                               | TELECOM ITALIA SPA 4% 04/11/2024 REGS                                                                   | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $106627.67    | 0.13%             | 2024-04-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 7% 05/01/2026 144A                                                                | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188105.70    | 0.23%             | 2026-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                             | TELEFONICA EUROPE BV 4.375/VAR PERP REGS                                                                | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | EP               | CORP              | NL        |    100000 | PA      | $106364.58    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAULT SA                                                                       | RENAULT SA 2.375% 05/25/2026 REGS                                                                       | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $99819.72     | 0.12%             | 2026-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE and DOCK CORP                                                 | GREAT LAKES DREDGE and DOCK CORP 5.25% 06/01/2029 144A                                                  | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33710.00     | 0.04%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PURE WEST ENERGY                                                                 | PURE WEST ENERGY                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       105 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                           | SABLE INTL FIN LTD 5.75% 09/07/2027 144A                                                                | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    180000 | PA      | $170100.00    | 0.21%             | 2027-09-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                        | EQM MIDSTREAM PARTNERS LP 6.5% 07/01/2027 144A                                                          | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68740.70     | 0.08%             | 2027-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 5.875% 02/15/2027 144A                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     90000 | PA      | $84240.00     | 0.10%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 8.75% 05/15/2030 144A                                              | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67356.25     | 0.08%             | 2030-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.25% 04/15/2030 144A                                        | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $82500.00     | 0.10%             | 2030-04-15      | Fixed         | 0.05%                 | 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        |    160000 | PA      | $150854.40    | 0.19%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 3.75% 02/15/2031 144A                                                                | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20916.84     | 0.03%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A                                                        | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $43790.38     | 0.05%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC               | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $79431.30     | 0.10%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD                                    | ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 3.375% 05/12/2026 144A                                    | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $180250.00    | 0.22%             | 2026-05-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 4.625% 11/15/2029 144A                                                                      | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58486.39     | 0.07%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028                                                             | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150544.03    | 0.18%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                      | MATCH GROUP HLD II LLC 5.625% 02/15/2029 144A                                                           | CUSIP: 57665RAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $61106.94     | 0.08%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE GOLUB CORPORATION                                                            | NORTHEAST GROCERS TERM 2LN 05/08/2026                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82363 | PA      | $79480.57     | 0.10%             | 2026-05-08      | Variable      | 0.18%                 | No            |                  3 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 3.15% 10/01/2026                                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $67188.00     | 0.08%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                            | SCRIPPS ESCROW II INC 5.375% 01/15/2031 144A                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20175.00     | 0.02%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD                                    | ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 3.375% 05/12/2026 REGS                                    | CUSIP: N/A<br>LEI: 3003009YZ3S5V395NR77       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $180250.00    | 0.22%             | 2026-05-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALMATCH CHEMICALS SPA                                                          | ITALMATCH CHEMICALS SPA FRN 01/25/2028 REGS                                                             | CUSIP: N/A<br>LEI: 815600E7294ACCE76074       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $104230.51    | 0.13%             | 2028-02-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                                          | DPL INC 4.125% 07/01/2025                                                                               | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $171380.32    | 0.21%             | 2025-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VALEO                                                                            | VALEO 5.375% 05/28/2027 REGS                                                                            | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $109302.06    | 0.13%             | 2027-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 5.5% 10/15/2024 144A                                                                         | CUSIP: 428040CS6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     65000 | PA      | $1462.50      | 0.00%             | 2024-10-15      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| SCRIPPS ESCROW INC                                                               | SCRIPPS ESCROW INC 5.875% 07/15/2027 144A                                                               | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $53550.00     | 0.07%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Cash Central Fund                                                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   5383929 | NS      | $5385005.85   | 6.62%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 3.75% 02/15/2031 144A                                                                        | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46650.00     | 0.06%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                                                           | TEOLLISUUDEN VOIMA OYJ 1.375% 06/23/2028 REGS                                                           | CUSIP: N/A<br>LEI: 743700LQ48IZBTZN4S52       | Long             | DBT              | CORP              | FI        |    198000 | PA      | $182765.00    | 0.22%             | 2028-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | LAMAR MEDIA CORP 4.875% 01/15/2029                                                                      | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42350.66     | 0.05%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 7.5% 04/01/2025 144A                                                         | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $128056.50    | 0.16%             | 2025-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET and CO                                                         | VICTORIA'S SECRET and CO 4.625% 07/15/2029 144A                                                         | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41537.00     | 0.05%             | 2029-07-15      | Fixed         | 0.05%                 | 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        |    175000 | PA      | $174900.25    | 0.21%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | BAUSCH HEALTH COS INC 14% 10/15/2030 144A                                                               | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $2496.88      | 0.00%             | 2030-10-15      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43006.50     | 0.05%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRAND INDUSTRIAL SERVICES INC 8.5% 07/15/2025 144A                                                      | CUSIP: 10524PAB6<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    440000 | PA      | $359590.00    | 0.44%             | 2025-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 8% 03/15/2026 144A                                                         | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    335000 | PA      | $323393.38    | 0.40%             | 2026-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                          | MEITUAN 2.125% 10/28/2025 144A                                                                          | CUSIP: 58533EAB9<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $181100.00    | 0.22%             | 2025-10-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 6.75% 05/01/2029 144A                                              | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $51450.00     | 0.06%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 5.875% 09/01/2025                                                             | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40487.80     | 0.05%             | 2025-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                        | CROCS INC 4.125% 08/15/2031 144A                                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62372.22     | 0.08%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOSTRUM OIL and GAS FINANCE BV                                                   | NOSTRUM OIL and GAS FINANCE BV 8% 12/31/2049 144A                                                       | CUSIP: 66978CAB8<br>LEI: 213800SGF6UKA42KSB50 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $103824.00    | 0.13%             | 2049-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 6.375% 06/15/2026 144A                                                             | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68590.55     | 0.08%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34409.04     | 0.04%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP 7.55% 03/28/2030 REGS                                                    | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $67162.50     | 0.08%             | 2030-03-28      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 7.75% 02/15/2029 144A                                                                      | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     80000 | PA      | $68634.40     | 0.08%             | 2029-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15350.00     | 0.02%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.125% 07/15/2029 144A                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    120000 | PA      | $93816.00     | 0.12%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUHTAMAKI OY                                                                     | HUHTAMAKI OY 4.25% 06/09/2027 REGS                                                                      | CUSIP: N/A<br>LEI: 5493007050SJVMXN6L29       | Long             | DBT              | CORP              | FI        |    100000 | PA      | $106598.32    | 0.13%             | 2027-06-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 6.375% 12/15/2025                                                         | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $292421.70    | 0.36%             | 2025-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                     | VALLOUREC SA 8.5% 06/30/2026 REGS                                                                       | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $109521.23    | 0.13%             | 2026-06-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTERNATIONAL LTD                                                  | YANGO JUSTICE INTL LTD 8.25% 11/25/2023 REGS                                                            | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |    220000 | PA      | $4400.00      | 0.01%             | 2023-11-25      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 5.25% 02/15/2025 144A                                                                    | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135100.00    | 0.17%             | 2025-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                        | TEGNA INC 5% 09/15/2029                                                                                 | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80070.85     | 0.10%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIGICEL LTD                                                                      | DIGICEL LTD 6.75% 03/01/2023 144A                                                                       | CUSIP: 25380QAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $58246.88     | 0.07%             | 2023-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                          | SUMMER BC HOLDCO B SARL 5.75% 10/31/2026 REGS                                                           | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $97979.39     | 0.12%             | 2026-10-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT FIN (LUX) SARL                                                        | TRAVELPORT TERM 1LN 05/30/2026                                                                          | CUSIP: N/A<br>LEI: 2221005SGFWYZHL40F77       | Long             | LON              | CORP              | LU        |     37413 | PA      | $23495.39     | 0.03%             | 2026-05-30      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC 9.25% 04/15/2025 144A                                                                    | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46167.98     | 0.06%             | 2025-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II COMPANY LIMITED                                               | HUARONG FINANCE II COMPANY LIMITED 5.5% 01/16/2025 REGS                                                 | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $193350.00    | 0.24%             | 2025-01-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KEHE DISTRS LLC / KEHE FIN CORP                                                  | KEHE DISTRS LLC / KEHE FIN CORP 8.625% 10/15/2026 144A                                                  | CUSIP: 487526AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $48000.00     | 0.06%             | 2026-10-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 3.5% 04/16/2029 144A                                                          | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $187350.00    | 0.23%             | 2029-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RES LTD 8.5% 05/01/2030 144A                                                                    | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20662.40     | 0.03%             | 2030-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | KRAFT HEINZ FOODS CO 4.375% 06/01/2046                                                                  | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13045.31     | 0.02%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEOPLECERT WISDOM ISSUER PLC                                                     | PEOPLECERT WISDOM ISSUER PLC 5.75% 09/15/2026 REGS                                                      | CUSIP: N/A<br>LEI: 213800PZ81RFLCN9GD51       | Long             | DBT              | CORP              | GB        |    114000 | PA      | $115879.32    | 0.14%             | 2026-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PURE WEST ENERGY                                                                 | PURE WEST ENERGY CVR                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        63 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DELEK OVERRIDING ROYALTY LEVIATHAN LTD                                           | DELEK OVERRIDING ROYALTY LEVIATHAN LTD 7.494% 12/30/2023 144A REGS                                      | CUSIP: N/A<br>LEI: 894500UTDMYAFMZ5VY86       | Long             | DBT              | CORP              | IL        |    130000 | PA      | $129285.00    | 0.16%             | 2023-12-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                       | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                                        | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30301.81     | 0.04%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 5% 12/01/2029 144A                                                                           | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57225.00     | 0.07%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                             | MGIC INVESTMENT CORP 5.25% 08/15/2028                                                                   | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37708.00     | 0.05%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTERNATIONAL SARL                                                 | CIRSA FINANCE INTERNATIONAL SARL 6.25% 12/20/2023 REGS                                                  | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |     24133 | PA      | $26104.69     | 0.03%             | 2023-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTERNATIONAL FINANCE LTD                                                | OOREDOO INTL FIN LTD 2.625% 04/08/2031 144A                                                             | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $175500.00    | 0.22%             | 2031-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                      | GEOPARK LTD 5.5% 01/17/2027 144A                                                                        | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $177412.50    | 0.22%             | 2027-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                            | SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41770.60     | 0.05%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                      | ENERGEAN ISRAEL FINANCE LTD 4.5% 03/30/2024 144A REGS                                                   | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     40000 | PA      | $39000.00     | 0.05%             | 2024-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 6.25% 12/31/2049                                                                             | CUSIP: 428040CN7<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     60000 | PA      | $75.00        | 0.00%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP | ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     38000 | PA      | $32635.54     | 0.04%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                                               | CA MAGNUM HOLDINGS 5.375% 10/31/2026 144A                                                               | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    400000 | PA      | $368000.00    | 0.45%             | 2026-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ULTIMATE SOFTWARE GROUP INC                                                      | UKG TERM 1LN 05/03/2026                                                                                 | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |    197259 | PA      | $193832.50    | 0.24%             | 2026-05-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABL                                                                 | LEEWARD RENEWABL 4.25% 07/01/2029 144A                                                                  | CUSIP: 524590AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $149379.48    | 0.18%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 6.25% 07/01/2025 144A                                                         | CUSIP: 28470RAH5<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109576.28    | 0.13%             | 2025-07-01      | Fixed         | 0.06%                 | 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        |     20000 | PA      | $18020.20     | 0.02%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADECOAGRO SA                                                                     | ADECOAGRO SA 6% 09/21/2027 144A                                                                         | CUSIP: 00676LAA4<br>LEI: 529900Q00UR5LFELO811 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $95487.50     | 0.12%             | 2027-09-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOBLE CORP PLC                                                                   | NOBLE CORP PLC                                                                                          | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | GB        |       204 | NS      | $8300.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLER BEARING CO OF AMERICA                                                     | ROLLER BEARING CO OF AMERICA 4.375% 10/15/2029 144A                                                     | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18021.40     | 0.02%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RES L P / EER FIN INC                                            | ENDEAVOR ENERGY RES L P / EER FIN INC 5.75% 01/30/2028 144A                                             | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $122500.00    | 0.15%             | 2028-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC 7.375% 09/01/2025 144A                                                                   | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58852.02     | 0.07%             | 2025-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | KRAFT HEINZ FOODS CO 5.5% 06/01/2050                                                                    | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25366.43     | 0.03%             | 2050-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                                     | TRIVIUM PACKAGING FINANCE BV 5.5% 08/15/2026 144A                                                       | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $38365.60     | 0.05%             | 2026-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                 | MISYS LIMITED TERM 2LN 06/13/2025                                                                       | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    220000 | PA      | $172576.80    | 0.21%             | 2025-06-13      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                        | CROCS INC 4.25% 03/15/2029 144A                                                                         | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34850.00     | 0.04%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EP ENERGY CORP                                                                   | EP ENERGY CORP ESCROW                                                                                   | CUSIP: N/A<br>LEI: 549300Z6HPQS1H5IYQ07       | Long             | EC               | CORP              | US        |      7975 | NS      | $53671.75     | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| ARCOSA INC                                                                       | ARCOSA INC 4.375% 04/15/2029 144A                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35771.44     | 0.04%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 3.875% 08/15/2031 144A                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $97060.00     | 0.12%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 03/01/2027 144A                          | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $135800.00    | 0.17%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR CANADA INC                                                                   | AIR CANADA INC 3.875% 08/15/2026 144A                                                                   | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $60124.82     | 0.07%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO A SARL                                                          | SUMMER BC HOLDCO A SARL 9.25% 10/31/2027 REGS                                                           | CUSIP: N/A<br>LEI: 984500EFA0BRE0008996       | Long             | DBT              | CORP              | LU        |     90105 | PA      | $79458.58     | 0.10%             | 2027-10-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                       | DCP MIDSTREAM LLC 5.85%/VAR 05/21/2043 144A                                                             | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59250.00     | 0.07%             | 2043-05-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A                                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $89648.25     | 0.11%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 4.25% 01/15/2025                                                                    | CUSIP: 71654QBV3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    185000 | PA      | $176998.75    | 0.22%             | 2025-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                 | CSN RESOURCES SA 7.625% 04/17/2026 144A                                                                 | CUSIP: 12644VAC2<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     15000 | PA      | $15178.13     | 0.02%             | 2026-04-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.625% 01/15/2027 144A           | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $123246.50    | 0.15%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                             | ENLINK MIDSTREAM LLC 5.625% 01/15/2028 144A                                                             | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24437.50     | 0.03%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HARBOURVEST PARTNERS LP                                                          | HARBOURVEST TERM B 1LN 03/01/2025                                                                       | CUSIP: 41165QAG2<br>LEI: 5493001MCDH7I6NIXC24 | Long             | LON              | CORP              | US        |     14464 | PA      | $14461.31     | 0.02%             | 2025-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                                                     | VEEAM SOFTWARE TERM B 1LN 02/28/2027                                                                    | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14588 | PA      | $14450.82     | 0.02%             | 2027-02-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NOBLE CORP PLC                                                                   | NOBLE CORP PLC TRANCHE 2 WT 02/04/28                                                                    | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | GB        |       600 | NS      | $13860.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 4.625% 01/31/2032                                                                        | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63875.00     | 0.08%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 5.75% 02/15/2028 144A                                                                    | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105225.00    | 0.13%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                                         | LIBERTY COSTA RICA SR SF 10.875% 01/15/2031 144A                                                        | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $194800.00    | 0.24%             | 2031-01-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                            | ELECTRICITE DE FRANCE 7.5%/VAR PERP REGS                                                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | EP               | CORP              | FR        |    200000 | PA      | $222613.53    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO COMERCIAL PORTUGUES SA                                                     | BANCO COMERCIAL PORTUGUES SA 1.75/VAR 04/07/2028 REGS                                                   | CUSIP: N/A<br>LEI: JU1U6S0DG9YLT7N8ZV32       | Long             | DBT              | CORP              | PT        |    100000 | PA      | $89271.97     | 0.11%             | 2028-04-07      | Variable      | 0.02%                 | 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        |     39300 | PA      | $30875.26     | 0.04%             | 2028-03-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SCENERY JOURNEY LIMITED                                                          | SCENERY JOURNEY LIMITED 11.5% 10/24/2022 REGS                                                           | CUSIP: N/A<br>LEI: 549300Q2FGQXKG7X0I83       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $13500.00     | 0.02%             | 2022-10-24      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.95% 07/01/2024                                                              | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31562.03     | 0.04%             | 2024-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF INDUSTRIES INC 5.375% 03/15/2044                                                                     | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76798.32     | 0.09%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC               | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A                | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $132800.00    | 0.16%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MODERNLAND OVERSEAS PTE LTD                                                      | MODERNLAND OVERSEAS PTE LTD PIK VAR 04/30/2027 REGS                                                     | CUSIP: N/A<br>LEI: 254900HQ9F9WCPKERQ02       | Long             | DBT              | CORP              | SG        |      2803 | PA      | $560.60       | 0.00%             | 2027-04-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                      | SCOTTS MIRACLE GRO CO (THE) 4% 04/01/2031                                                               | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32400.00     | 0.04%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CT INVESTMENT GMBH                                                               | CT INVESTMENT GMBH 5.5% 04/15/2026 REGS                                                                 | CUSIP: N/A<br>LEI: 529900VYBTC7HKBCNB72       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $96516.09     | 0.12%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 4.875% 05/01/2029                                                                         | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180095.01    | 0.22%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                               | LEVIATHAN BOND LTD 6.125% 06/30/2025 144A REGS                                                          | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    150000 | PA      | $148875.00    | 0.18%             | 2025-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETRORIO LUXEMBOURG S A R L                                                      | PETRORIO LUXEMBOURG S A R L 6.125% 06/09/2026 144A                                                      | CUSIP: 71677WAA0<br>LEI: 222100466T5WZDU1B498 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $96206.25     | 0.12%             | 2026-06-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP 3.125% 05/15/2026 144A                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46756.00     | 0.06%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                | INEOS FINANCE PLC 2.875% 05/01/2026 REGS                                                                | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $97758.70     | 0.12%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP 7.125% 02/01/2026 144A                                                              | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92458.75     | 0.11%             | 2026-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                   | SERVICE CORP INTERNATIONAL INC 5.125% 06/01/2029                                                        | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33516.14     | 0.04%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                           | EMIRATES NBD PJSC 6.125%/VAR PERP REGS                                                                  | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | EP               | CORP              | AE        |    200000 | PA      | $199912.50    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                           | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.875% 04/01/2026                                | CUSIP: 91740PAC2<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34350.75     | 0.04%             | 2026-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECHO GLOBAL LOGISTICS INC                                                        | ECHO LOGISTICS 3ML+475 1LN 11/23/2028                                                                   | CUSIP: N/A<br>LEI: 549300WRZ9Y84GWVYR04       | Long             | LON              | CORP              | US        |    192518 | PA      | $185413.60    | 0.23%             | 2028-11-23      | Variable      | 0.09%                 | No            |                  3 | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD 13% 05/15/2025 144A                                                                  | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $53014.50     | 0.07%             | 2025-05-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 4.625% 10/15/2029 144A                                                        | CUSIP: 12769GAA8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76950.00     | 0.09%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                  | ROLLS-ROYCE PLC 5.75% 10/15/2027 144A                                                                   | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $53456.15     | 0.07%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP CONV 0% 12/15/2025                                                                    | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     86000 | PA      | $56717.00     | 0.07%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCING SARL                                                           | LINCOLN FINANCING SARL 3.625% 04/01/2024 REGS                                                           | CUSIP: N/A<br>LEI: 222100831I4WRVCLV609       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $108029.01    | 0.13%             | 2024-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC 6.75% 09/15/2025 144A                                                           | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52614.97     | 0.06%             | 2025-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UPCB FINANCE VII LTD                                                             | UPCB FINANCE VII LTD 3.625% 06/15/2029 REGS                                                             | CUSIP: N/A<br>LEI: 5493006V3WX8F38SQ991       | Long             | DBT              | CORP              | KY        |    100000 | PA      | $98085.50     | 0.12%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 4.875% 03/01/2031 144A                                                             | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37364.80     | 0.05%             | 2031-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.875% 11/15/2031                                                                 | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9214.21      | 0.01%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANPACK SA AND EASTERN PA LAND INVESTMENT HOLDING LLC                            | CANPACK SA AND EASTERN PA LAND INVESTMENT HOLDING LLC 2.375% 11/01/2027 REGS                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PL        |    100000 | PA      | $90505.24     | 0.11%             | 2027-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TV AZTECA SAB DE CV                                                              | TV AZTECA SAB DE CV 8.25% 08/09/2024 REGS                                                               | CUSIP: N/A<br>LEI: 549300H2ZXE4KL0NUV88       | Long             | DBT              | CORP              | MX        |    200000 | PA      | $92000.00     | 0.11%             | 2024-08-09      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                                                         | ALTERRA MOUNTAIN TERM B-2 1LN 08/17/2028                                                                | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |      4765 | PA      | $4746.83      | 0.01%             | 2028-08-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EINSTEIN MERGER SUB INC                                                          | ECHO GLOBAL LOGISTICS TERM 2LN 11/23/2029                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30000 | PA      | $29850.00     | 0.04%             | 2029-11-23      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.49% 01/23/2027                                                                    | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    175000 | PA      | $163703.75    | 0.20%             | 2027-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN SENTRY LTD                                                            | TRANSOCEAN SENTRY LTD 5.375% 05/15/2023 144A                                                            | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     28115 | PA      | $27904.26     | 0.03%             | 2023-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIKARANG LISTRINDO PT                                                            | CIKARANG LISTRINDO PT 4.95% 09/14/2026 REGS                                                             | CUSIP: N/A<br>LEI: 254900NPCIO562Z7FN53       | Long             | DBT              | CORP              | ID        |    200000 | PA      | $189037.50    | 0.23%             | 2026-09-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42875.00     | 0.05%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                        | MILLICOM INTL CELLULAR SA 5.125% 01/15/2028 144A                                                        | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    225000 | PA      | $200925.00    | 0.25%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.75% 12/01/2028 144A                                                                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $36818.22     | 0.05%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 6% 01/15/2030 144A                                                 | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $78035.85     | 0.10%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                   | ALLIANT TERM B-2 1LN 05/09/2025                                                                         | CUSIP: 01881UAF2<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     62725 | PA      | $62607.70     | 0.08%             | 2025-05-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 5.75% 02/01/2027 144A                                             | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69632.50     | 0.09%             | 2027-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA 8.5% 10/15/2024 144A                                                          | CUSIP: 45824TBA2<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     45000 | PA      | $0.00         | 0.00%             | 2024-10-15      | Fixed         | 0.09%                 | No            |                  3 | On Loan: No      |
| INVESTMENT ENERGY RESOURCES LTD                                                  | INVESTMENT ENERGY RESOURCES LTD 6.25% 04/26/2029 144A                                                   | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $190537.50    | 0.23%             | 2029-04-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                         | ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A                                                             | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $138874.41    | 0.17%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                 | CENTENE CORP 4.625% 12/15/2029                                                                          | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99756.30     | 0.12%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                             | TRI POINTE HOMES INC 5.7% 06/15/2028                                                                    | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14072.70     | 0.02%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 5.75% 02/01/2025                                                                  | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101803.28    | 0.13%             | 2025-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 7.25% 06/15/2025                                                         | CUSIP: 69318FAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69737.85     | 0.09%             | 2025-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A                                                          | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37728.00     | 0.05%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                      | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A                                        | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $24138.00     | 0.03%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                          | SBA COMMUNICATIONS CORP 3.125% 02/01/2029                                                               | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84718.25     | 0.10%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 7.5% 04/01/2028 144A                                                                   | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    230000 | PA      | $168189.80    | 0.21%             | 2028-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL AND GAS INC 8.125% 03/01/2028 144A                                                         | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89647.20     | 0.11%             | 2028-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP                                     | JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3631 | NS      | $204534.23    | 0.25%             |  |  |  | No            |                  3 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                             | ZAYO GROUP HLDGS INC 6.125% 03/01/2028 144A                                                             | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41250.00     | 0.05%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.75% 04/15/2028 144A                                                | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $29775.55     | 0.04%             | 2028-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 4.375% 02/01/2029                                                         | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $143684.06    | 0.18%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                         | NEXSTAR BROADCASTING INC 5.625% 07/15/2027 144A                                                         | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71442.75     | 0.09%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM                                                                    | AXIAN TELECOM 7.375% 02/16/2027 144A                                                                    | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $182787.50    | 0.22%             | 2027-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                                         | ASGN INC 4.625% 05/15/2028 144A                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145968.78    | 0.18%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS LTD                                                      | PARK AEROSPACE HOLDINGS LTD 4.5% 03/15/2023 144A                                                        | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $19979.74     | 0.02%             | 2023-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.5% 01/15/2028 144A                                                                   | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    130000 | PA      | $107967.60    | 0.13%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                              | TREEHOUSE FOODS INC 4% 09/01/2028                                                                       | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16680.00     | 0.02%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ TERM 1LN DIP 12/31/2049                                                                         | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |     65772 | PA      | $0.01         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                         | KAISA GROUP HLDGS LTD 11.5% 01/30/2023 REGS                                                             | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $36500.00     | 0.04%             | 2023-01-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33590.00     | 0.04%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                                                             | RP ESCROW ISSUER LLC 5.25% 12/15/2025 144A                                                              | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40800.00     | 0.05%             | 2025-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                              | ASCEND LEARNING TERM 2LN 12/10/2029                                                                     | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     10000 | PA      | $8646.40      | 0.01%             | 2029-12-10      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FIRST EAGLE HOLDINGS INC                                                         | FIRST EAGLE TERM B 1LN 02/01/2027                                                                       | CUSIP: 05554JAH0<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     28327 | PA      | $28114.94     | 0.03%             | 2027-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                             | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO 5.375% 08/15/2026 144A                             | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $5162.50      | 0.01%             | 2026-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 10.5% 06/30/2028                                                                      | CUSIP: 36162JAC0<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68535.11     | 0.08%             | 2028-06-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RES LTD 8% 11/01/2027 144A                                                                      | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     85000 | PA      | $87023.00     | 0.11%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 5% 11/15/2031 144A                                                                     | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     65000 | PA      | $38994.15     | 0.05%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DOWNSTREAM TRADING SARL                                                | MC BRAZIL DOWNSTREAM TRADING SARL 7.25% 06/30/2031 144A                                                 | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    328526 | PA      | $286539.99    | 0.35%             | 2031-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030                                                            | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    415000 | PA      | $387058.64    | 0.48%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                              | ALLEGIANT TRAVEL CO 7.25% 08/15/2027 144A                                                               | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39104.49     | 0.05%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LIMITED                                                       | MGM CHINA HOLDINGS LIMITED 4.75% 02/01/2027 REGS                                                        | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $180250.00    | 0.22%             | 2027-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 06/01/2033 144A                                                             | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $97500.00     | 0.12%             | 2033-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL COOPERATIVO SA                                           | BANCO DE CREDITO SOCIAL COOPERATIVO SA 8%/VAR 09/22/2026 REGS                                           | CUSIP: N/A<br>LEI: 95980020140005881190       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $111704.66    | 0.14%             | 2026-09-22      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                     | SCIENTIFIC GAMES LOTTERY TERM B 1LN 04/04/2029                                                          | CUSIP: 80875CAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14962 | PA      | $14699.01     | 0.02%             | 2029-04-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                         | JACOBS ENTERTAINMENT INC 6.75% 02/15/2029 144A                                                          | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37201.60     | 0.05%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 4.375% 06/15/2028 144A                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36942.00     | 0.05%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 11/01/2029                                                  | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14771 | PA      | $12042.21     | 0.01%             | 2029-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOLARIS MIDSTREAM HOLDINGS LLC                                                   | SOLARIS MIDSTREAM HOLDINGS LLC 7.625% 04/01/2026 144A                                                   | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70000.00     | 0.09%             | 2026-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA 8.5% 03/23/2025 144A                                                                             | CUSIP: 984245AT7<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    231875 | PA      | $218585.66    | 0.27%             | 2025-03-23      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.625% 10/01/2030 144A                                                          | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107489.80    | 0.13%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A                          | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57375.00     | 0.07%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                                                | LCPR SENIOR SECURED FINANCING DAC 5.125% 07/15/2029 144A                                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $348258.00    | 0.43%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 4.875% 10/01/2029                                                                               | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32029.55     | 0.04%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                           | SOUTHWESTERN ENERGY CO 8.375% 09/15/2028                                                                | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63020.40     | 0.08%             | 2028-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HOLDINGS BERMUDA LTD                                                    | CARNIVAL HOLDINGS BERMUDA LTD 10.375% 05/01/2028 144A                                                   | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $135000.00    | 0.17%             | 2028-05-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                                                      | ACADEMY LTD 6% 11/15/2027 144A                                                                          | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72960.00     | 0.09%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A                                                 | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $61125.00     | 0.08%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL WAYANG WINDU LTD                                          | STAR ENERGY GEOTHERMAL WAYANG 6.75% 04/24/2033 REGS                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |    162160 | PA      | $157092.50    | 0.19%             | 2033-04-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                    | AROUNDTOWN SA 1.625%/VAR PERP REGS                                                                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $36704.00     | 0.05%             | 2199-12-31      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP 6.2% 05/11/2027 REGS                                                     | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $67162.50     | 0.08%             | 2027-05-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 4.25% 07/01/2026 144A                                                       | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    130000 | PA      | $112775.00    | 0.14%             | 2026-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HONG KONG BRANCH                                                | KASIKORNBANK PCL/HONG KONG 3.343%/VAR 10/02/2031 REGS                                                   | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $178746.00    | 0.22%             | 2031-10-02      | Variable      | 0.03%                 | 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        |     80000 | PA      | $72356.00     | 0.09%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 9.5% 12/31/2028 144A                                                                  | CUSIP: 36162JAD8<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164475.00    | 0.20%             | 2028-12-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5% 03/15/2023                                                                             | CUSIP: 25470XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249517.85    | 0.31%             | 2023-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                      | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                              | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $139196.93    | 0.17%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                                                       | KINDERCARE TERM 2LN 08/22/2025                                                                          | CUSIP: 50118YAB5<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     95000 | PA      | $89834.85     | 0.11%             | 2025-08-22      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                                                          | GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A                                                          | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    520000 | PA      | $511485.00    | 0.63%             | 2026-07-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOFTBANK SVF II CAYMAN LP                                                        | SOFTBANK SVF II CAYMAN LP TERM 1LN 12/31/2024                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    325030 | PA      | $321292.60    | 0.39%             | 2024-12-31      | Variable      | 0.05%                 | No            |                  3 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                         | MILEAGE PLUS HLDINGS LLC 6.5% 06/20/2027 144A                                                           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49500 | PA      | $50010.35     | 0.06%             | 2027-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     60000 | PA      | $52192.92     | 0.06%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP INC                                                     | CHOBANI LLC/FINANCE CORP INC 7.5% 04/15/2025 144A                                                       | CUSIP: 17027NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14713.95     | 0.02%             | 2025-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHEASTERN GROCERS INC                                                         | SOUTHEASTERN GROCERS INC                                                                                | CUSIP: 84169Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7744 | NS      | $179893.12    | 0.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A             | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $30187.50     | 0.04%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO                                                                    | ZIGGO BOND CO 6% 01/15/2027 144A                                                                        | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    160000 | PA      | $151324.80    | 0.19%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                      | BOOZ ALLEN AND HAMILTON INC 4% 07/01/2029 144A                                                          | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26887.50     | 0.03%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                                                | AT HOME GROUP INC 7.125% 07/15/2029 144A                                                                | CUSIP: 04650YAB6<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |     45000 | PA      | $27896.85     | 0.03%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                           | HARVEST MIDSTREAM I LP 7.5% 09/01/2028 144A                                                             | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132806.25    | 0.16%             | 2028-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CROWNROCK L P / CROWNROCK FIN INC                                                | CROWNROCK LP / CROWNROCK FIN INC 5% 05/01/2029 144A                                                     | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22898.73     | 0.03%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANASTASIA PARENT LLC                                                             | ANASTASIA BEVERLY HILLS TERM B 08/10/2025                                                               | CUSIP: 03275UAB1<br>LEI: 254900JLBMA86EYGCG20 | Long             | LON              | CORP              | US        |    114825 | PA      | $92885.17     | 0.11%             | 2025-08-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                     | GLP CAP LP / GLP FING II INC 5.375% 04/15/2026                                                          | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29969.40     | 0.04%             | 2026-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 4.375%/VAR PERP REGS                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |    100000 | PA      | $92822.39     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 4.75% 03/15/2025                                                                   | CUSIP: 85571BAL9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71882.40     | 0.09%             | 2025-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 10/15/2027 144A                            | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $210449.25    | 0.26%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 6.375% 02/01/2031 144A                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20374.00     | 0.03%             | 2031-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                              | VERISURE HOLDING AB 3.25% 02/15/2027 REGS                                                               | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |    100000 | PA      | $95945.34     | 0.12%             | 2027-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                                        | EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |     35000 | PA      | $15223.25     | 0.02%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP                                | ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP 6.5% 01/15/2026 144A                                  | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $84006.90     | 0.10%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 4.25% 10/15/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    120000 | PA      | $100452.66    | 0.12%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETSMART INC / PETSMART FINANCE CORP                                             | PETSMART INC / PETSMART FINANCE CORP 7.75% 02/15/2029 144A                                              | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73705.55     | 0.09%             | 2029-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                     | GLP CAP LP / GLP FING II INC 5.25% 06/01/2025                                                           | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94295.10     | 0.12%             | 2025-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTNERS INC                                                          | AHP HEALTH PARTNERS INC 5.75% 07/15/2029 144A                                                           | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65814.88     | 0.08%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING III CORP                                           | PECF USS INTERMEDIATE HOLDING III CORP 8% 11/15/2029 144A                                               | CUSIP: 69291HAA3<br>LEI: 254900DIL842DEXPYJ91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19062.50     | 0.02%             | 2029-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC                                                                                     | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |      3543 | NS      | $212207.76    | 0.26%             |  |  |  | No            |                  3 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 3.95% 12/01/2047                                                            | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39891.43     | 0.05%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 6.625% 06/01/2027 144A                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107800.00    | 0.13%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JAGUAR LD ROVER AUTOMOTIVE PLC                                                   | JAGUAR LD ROVER AUTOMOTIVE PLC 6.875% 11/15/2026 REGS                                                   | CUSIP: N/A<br>LEI: 529900L73GEWN1O5NH84       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $103287.95    | 0.13%             | 2026-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                  | ESKOM HLDGS LTD 6.75% 08/06/2023 144A                                                                   | CUSIP: 29646AAA4<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     45000 | PA      | $44083.13     | 0.05%             | 2023-08-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A                                        | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $23475.00     | 0.03%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP 7.85% 03/14/2029 REGS                                                    | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $66522.00     | 0.08%             | 2029-03-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INTERGEN NV                                                                      | INTERGEN NV 7% 06/30/2023 144A                                                                          | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | NL        |    820000 | PA      | $820044.82    | 1.01%             | 2023-06-30      | 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        |     30000 | PA      | $26499.30     | 0.03%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                                           | CNTL AMR BOTTLING CORP 5.25% 04/27/2029 144A                                                            | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    200000 | PA      | $190808.00    | 0.23%             | 2029-04-27      | Fixed         | 0.05%                 | 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        |    195000 | PA      | $207021.26    | 0.25%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH GROUP INC 6.5% 02/15/2030 144A                                                             | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    265000 | PA      | $219555.73    | 0.27%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029                                                     | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $51903.50     | 0.06%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                      | TENGIZCHEVROIL FIN CO IN 3.25% 08/15/2030 144A                                                          | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $75375.00     | 0.09%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 5% 02/15/2032 144A                                                          | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38810.25     | 0.05%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                      | VISTRA CORP                                                                                             | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      6495 | NS      | $149774.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                      | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57374.45     | 0.07%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS (GROUP) CO LTD                                                     | CIFI HOLDINGS (GROUP) CO LTD 5.375/VAR PERP REGS                                                        | CUSIP: N/A<br>LEI: 549300WGKSV867C0JF48       | Long             | EP               | CORP              | KY        |    200000 | PA      | $34662.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| YUZHOU GROUP HOLDINGS CO LTD                                                     | YUZHOU PPTYS CO LTD 5.375/VAR PERP REGS                                                                 | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | EP               | CORP              | KY        |    200000 | PA      | $20000.00     | 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        |     95000 | PA      | $90454.25     | 0.11%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                                  | MARB BONDCO PLC 3.95% 01/29/2031 144A                                                                   | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $78475.50     | 0.10%             | 2031-01-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 5.625% 12/01/2029 144A                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53692.31     | 0.07%             | 2029-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                                                   | 1375209 BC LTD 9% 01/30/2028 144A                                                                       | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     14000 | PA      | $13947.64     | 0.02%             | 2028-01-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                           | SOUTHWESTERN ENERGY CO 4.75% 02/01/2032                                                                 | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57298.80     | 0.07%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHOENIX NEWCO INC                                                                | PAREXEL TERM B 1LN 11/15/2028                                                                           | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |     34738 | PA      | $34425.56     | 0.04%             | 2028-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 4.375% 04/01/2031 144A                                                      | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $35175.60     | 0.04%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 5.875% 12/01/2027                                                                               | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67537.00     | 0.08%             | 2027-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPER LLC/NGL ENERGY FIN CORP                                          | NGL ENERGY OPER LLC/FIN CORP 7.5% 02/01/2026 144A                                                       | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $180435.28    | 0.22%             | 2026-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TERRIER MEDIA BUYER INC                                                          | TERRIER MEDIA BUYER INC 8.875% 12/15/2027 144A                                                          | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $70200.00     | 0.09%             | 2027-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REPSOL INTERNATIONAL FIN BV                                                      | REPSOL INTERNATIONAL FIN BV 4.5/VAR 03/25/2075 REGS                                                     | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $106236.30    | 0.13%             | 2075-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | KRAFT HEINZ FOODS CO 4.875% 10/01/2049                                                                  | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79066.93     | 0.10%             | 2049-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                             | TELEFONICA EUROPE BV 3.875%/VAR PERP REGS                                                               | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | EP               | CORP              | NL        |    300000 | PA      | $304216.97    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HOLDINGS LTD                                                         | TIMES CHINA HOLDINGS LTD 6.75% 07/08/2025 REGS                                                          | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $37500.00     | 0.05%             | 2025-07-08      | 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        |    115000 | PA      | $101694.79    | 0.12%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POWERLONG REAL ESTATE HLDGS LTD                                                  | POWERLONG REAL ESTATE HLDG LTD 5.95% 04/30/2025 REGS                                                    | CUSIP: N/A<br>LEI: 549300R3K12EPXCGDP22       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $59100.00     | 0.07%             | 2025-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 6.875% 10/15/2027 144A                                                       | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $77158.00     | 0.09%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                                                           | REAL HERO MERGER SUB 2 6.25% 02/01/2029 144A                                                            | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $14850.00     | 0.02%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                             | SRS DISTRIBUTION INC 4.625% 07/01/2028 144A                                                             | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50244.74     | 0.06%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                        | QORVO INC 4.375% 10/15/2029                                                                             | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40639.28     | 0.05%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 5.875% 07/01/2029 144A                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74800.00     | 0.09%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 3.5% 06/01/2031                                                                               | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62626.19     | 0.08%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.625% 07/15/2024                                                                 | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31560.00     | 0.04%             | 2024-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                | RAKUTEN GROUP INC 10.25% 11/30/2024 144A                                                                | CUSIP: 75102WAD0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202494.28    | 0.25%             | 2024-11-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS FINANCE BV                                              | ABERTIS INFRAESTRUCTURAS FINANCE BV 3.248%/VAR PERP REGS                                                | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | EP               | CORP              | NL        |    100000 | PA      | $97833.50     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                                           | TK ELEVATOR MIDCO GMBH 4.375% 07/15/2027 REGS                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |    100000 | PA      | $98180.52     | 0.12%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 5.125% 10/01/2031                                                                               | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22718.75     | 0.03%             | 2031-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CEC ENTERTAINMENT LLC                                                            | CEC ENTERTAINMENT LLC 6.75% 05/01/2026 144A                                                             | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $55500.00     | 0.07%             | 2026-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                            | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83025.00     | 0.10%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NAVIOS SOUTH AMERICAN LOGISTIC S INC/ NAVIOS LOGISTICS FIN US INC                | NAVIOS SOUTH AMERN LOG/FIN US 10.75% 07/01/2025 144A                                                    | CUSIP: 63938NAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | UY        |    110000 | PA      | $108418.75    | 0.13%             | 2025-07-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.5% 07/15/2028                                                                            | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23847.17     | 0.03%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer