# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0000035402-25-001421
**Filing Date:** 2025-10
**Character Count:** 200276
**Document Hash:** 9eadce2fb4fefa0e7ecd19762a1f7252
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001421.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001421

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY COVINGTON TRUST
- **CENTRAL INDEX KEY:** 0000945908

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07319
- **FILM NUMBER:** 251424470

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

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

## Series and Classes Contracts Data

### Fidelity Sustainable High Yield ETF (Series ID: S000075296)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000234213 | Fidelity Sustainable High Yield ETF | FSYD            |

## 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 Covington Trust

- **b. Investment Company Act file number:** 811-07319

- **c. CIK number of Registrant:** 0000945908

- **d. LEI of Registrant:** 549300JFYFTF85QAQR28

- **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 Sustainable High Yield ETF

- **b. EDGAR series identifier (if any):** S000075296

- **c. LEI of Series:** 5493008RT5ZXTNQPLX41

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $55854292.41

**Total Liabilities:** $517237.51

**Net Assets:** $55337054.90

**Cash Not Reported:** $1376.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 178.68892410 | **1-Year:** 539.11095440 | **5-Year:** 561.36489940 | **10-Year:** 210.42769280 | **30-Year:** 28.11593640

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

- **3-Month:** 2850.38639370 | **1-Year:** 7896.56851583 | **5-Year:** 7371.70200375 | **10-Year:** 918.79887184 | **30-Year:** 180.39963912

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234213 | 2.07%                | 0.23%                | 1.87%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7696.92                | $740033.36                                 |
| Month 2  | $92447.09                | $-282188.54                                |
| Month 3  | $24272.06                | $690964.70                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SURGERY PARTNERS INC                                                           | SURGERY PARTNERS INC                                                                                  | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      2400 | NS      | $54456.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN INC                                                                   | JELD-WEN INC 4.875% 12/15/2027 144A                                                                   | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108224.23    | 0.20%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HORIZON US FINCO LP                                                            | THE TRAVEL CORP TERM B 1LN 10/31/2031                                                                 | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39894 | PA      | $39196.18     | 0.07%             | 2031-10-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                | PENNYMAC FINANCIAL SERVICES INC 6.75% 02/15/2034 144A                                                 | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105716.46    | 0.19%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                 | CONSOLIDATED ENERGY FINANCE SA 12% 02/15/2031 144A                                                    | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     84000 | PA      | $77203.03     | 0.14%             | 2031-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                        | NEW FORTRESS ENERGY INC 144                                                                           | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | EC               | CORP              | US        |      2292 | NS      | $5638.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                                                 | AIR LEASE CORP 4.125%/VAR PERP                                                                        | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |    135000 | PA      | $131977.09    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                  | EW SCRIPPS CO 9.875% 08/15/2030 144A                                                                  | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28201.14     | 0.05%             | 2030-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                      | OLIN CORP 5% 02/01/2030                                                                               | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    293000 | PA      | $284396.70    | 0.51%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                            | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    524000 | PA      | $457889.38    | 0.83%             | 2031-02-15      | Fixed         | 0.09%                 | 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        |     91000 | PA      | $82741.60     | 0.15%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                   | ENTEGRIS INC 5.95% 06/15/2030 144A                                                                    | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    564000 | PA      | $571249.09    | 1.03%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                  | COHERENT CORP                                                                                         | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       300 | NS      | $27141.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RIOT PLATFORMS INC                                                             | RIOT PLATFORMS INC CONV 0.75% 01/15/2030 144A                                                         | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $161865.00    | 0.29%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                             | CNX RESOURCES CORP 7.375% 01/15/2031 144A                                                             | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73635.31     | 0.13%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                        | NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A                                                          | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |     25000 | PA      | $8750.00      | 0.02%             | 2026-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                   | STRATEGY INC 9%/VAR PERP PFD                                                                          | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |       325 | NS      | $31768.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZER HOMES USA INC                                                           | BEAZER HOMES USA INC 7.5% 03/15/2031 144A                                                             | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    154000 | PA      | $156518.05    | 0.28%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                 | NRG ENERGY INC 5.75% 07/15/2029 144A                                                                  | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50980.21     | 0.09%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS, L.P.                                                         | ALLIANT HOLDINGS LP 10%/ 10.5% PIK PREF PERP                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     16452 | PA      | $16637.91     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| FORTREA HOLDINGS INC                                                           | FORTREA HOLDINGS INC 7.5% 07/01/2030 144A                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38109.04     | 0.07%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATP TOWER HOLDINGS/ ANDEAN TELECOM PARTNERS CHILE SPA/ ANDEAN TOWER PARTNERS C | ATP TOWER HOLDINGS/ ANDEAN TELECOM PARTNERS CHILE SPA/ ANDEAN TOWER PARTNERS C 7.875% 02/03/2030 144A | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50894.10     | 0.09%             | 2030-02-03      | Fixed         | 0.08%                 | 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        |     76000 | PA      | $75316.00     | 0.14%             | 2026-04-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                        | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 4.125% 01/15/2031 144A                                        | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     40000 | PA      | $36460.23     | 0.07%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                | CANO HEALTH TERM 1LN 06/28/2029                                                                       | CUSIP: 13781HAN0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |      6266 | PA      | $5091.21      | 0.01%             | 2029-06-28      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                           | EDISON INTERNATIONAL 5%/VAR PERP                                                                      | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |     15000 | PA      | $13410.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                   | US FOODS INC 5.75% 04/15/2033 144A                                                                    | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30097.95     | 0.05%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                               | CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A                                                         | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $258973.07    | 0.47%             | 2029-06-01      | Fixed         | 0.05%                 | 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        |     10000 | PA      | $9175.00      | 0.02%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                | CVS HEALTH CORP 6.75%/VAR 12/10/2054                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    734000 | PA      | $744061.67    | 1.34%             | 2054-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                       | AES CORP 6.95%/VAR 07/15/2055                                                                         | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54179.13     | 0.10%             | 2055-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                    | STAPLES INC 10.75% 09/01/2029 144A                                                                    | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     88000 | PA      | $84260.00     | 0.15%             | 2029-09-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                          | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                          | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |     58000 | PA      | $56376.01     | 0.10%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                    | ENERGEAN ISRAEL FINANCE LTD 5.875% 03/30/2031 144A REGS                                               | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     10000 | PA      | $9389.80      | 0.02%             | 2031-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                 | CVR ENERGY INC 8.5% 01/15/2029 144A                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    198000 | PA      | $200133.05    | 0.36%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                           | NEXTERA ENERGY OPERATING PARTNERS LP 4.5% 09/15/2027 144A                                             | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    294000 | PA      | $288352.00    | 0.52%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                | IHS HOLDING LTD 5.625% 11/29/2026 144A                                                                | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     28000 | PA      | $27510.00     | 0.05%             | 2026-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                       | SOTHEBYS 7.375% 10/15/2027 144A                                                                       | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80108.42     | 0.14%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                   | ENTEGRIS INC 3.625% 05/01/2029 144A                                                                   | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    176000 | PA      | $165894.29    | 0.30%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 4.5% 04/01/2030 144A                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    102000 | PA      | $91545.00     | 0.17%             | 2030-04-01      | Fixed         | 0.04%                 | 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        |    163000 | PA      | $71413.16     | 0.13%             | 2030-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                     | BAUSCH HEALTH AMERICAS INC 8.5% 01/31/2027 144A                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54862.50     | 0.10%             | 2027-01-31      | Fixed         | 0.09%                 | 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        |     55000 | PA      | $52615.66     | 0.10%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                | CVS HEALTH CORP 7%/VAR 03/10/2055                                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    276000 | PA      | $287345.81    | 0.52%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                  | WOLFSPEED INC CONV 1.875% 12/01/2029                                                                  | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    255000 | PA      | $91162.50     | 0.16%             | 2029-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                        | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                        | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    110000 | PA      | $100925.00    | 0.18%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                            | US LBM TERM B 1LN 06/06/2031                                                                          | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     24974 | PA      | $24680.56     | 0.04%             | 2031-06-06      | Variable      | 0.09%                 | 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        |    555000 | PA      | $540982.42    | 0.98%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                     | DAVITA INC 6.75% 07/15/2033 144A                                                                      | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72549.96     | 0.13%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                              | KOSMOS ENERGY LTD 7.5% 03/01/2028 144A                                                                | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6725.04      | 0.01%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                       | SLM CORP 6.5% 01/31/2030                                                                              | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50232.19     | 0.09%             | 2030-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                                                   | ENERGEAN PLC 6.5% 04/30/2027 144A                                                                     | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |    251000 | PA      | $248220.18    | 0.45%             | 2027-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                  | CARNIVAL CORP 5.75% 08/01/2032 144A                                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    100000 | PA      | $101750.00    | 0.18%             | 2032-08-01      | Fixed         | 0.06%                 | 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        |    135000 | PA      | $107324.80    | 0.19%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 4% 04/15/2031 144A                                                              | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    116000 | PA      | $97150.00     | 0.18%             | 2031-04-15      | 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        |    336000 | PA      | $287912.96    | 0.52%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS INC                                                         | NEW FLYER HOLDINGS INC 9.25% 07/01/2030 144A                                                          | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $25744.70     | 0.05%             | 2030-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                 | WHIRLPOOL CORP 5.75% 03/01/2034                                                                       | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72739.04     | 0.13%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                      | IQVIA INC 6.25% 06/01/2032 144A                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247396.08    | 0.45%             | 2032-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                             | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 6.75% 05/15/2034 144A                              | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $68163.80     | 0.12%             | 2034-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                  | MODIVCARE INC 5% 10/01/2029 144A                                                                      | CUSIP: 60783XAA2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     26000 | PA      | $56.03        | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                           | 1011778 BC ULC/NEW RED FIN INC 6.125% 06/15/2029 144A                                                 | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     76000 | PA      | $77843.76     | 0.14%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                     | WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027                                                          | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     79744 | PA      | $79473.73     | 0.14%             | 2027-10-30      | 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        |     75000 | PA      | $74156.25     | 0.13%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                           | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                            | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63322.77     | 0.11%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                   | VALLOUREC SA 7.5% 04/15/2032 144A                                                                     | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    197000 | PA      | $209191.94    | 0.38%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS INC                                            | M2S GROUP TERM B 1LN 8/25/2031                                                                        | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104164 | PA      | $102503.63    | 0.19%             | 2031-08-25      | Variable      | 0.09%                 | 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        |    947000 | PA      | $947683.73    | 1.71%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                          | QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A                                                          | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    202000 | PA      | $208332.90    | 0.38%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                            | RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 06/15/2033 144A                                              | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $54742.00     | 0.10%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                    | BEACH ACQUISITION BIDCO LLC PIK VAR 07/15/2033 144A                                                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    170000 | PA      | $180447.35    | 0.33%             | 2033-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 6.375% 05/31/2033 144A                                                                  | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45598.01     | 0.08%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                                                    | PEDIATRIX MEDICAL GROUP INC 5.375% 02/15/2030 144A                                                    | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    272000 | PA      | $269069.01    | 0.49%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                              | HERC HOLDINGS INC 7% 06/15/2030 144A                                                                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     94000 | PA      | $97830.88     | 0.18%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                               | HILTON DOMESTIC OPERATING CO INC 5.875% 03/15/2033 144A                                               | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    116000 | PA      | $118381.83    | 0.21%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                              | TELUS CORPORATION 7%/VAR 10/15/2055                                                                   | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30785.43     | 0.06%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                                                   | STONEMOR INC 8.5% 05/15/2029 144A                                                                     | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $169792.39    | 0.31%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                           | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    219000 | PA      | $217357.50    | 0.39%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                  | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                 | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    820000 | PA      | $805064.02    | 1.45%             | 2030-08-01      | Fixed         | 0.10%                 | 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        |    186000 | PA      | $69052.50     | 0.12%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                   | UNIVISION COMMUNICATIONS INC 9.375% 08/01/2032 144A                                                   | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110574.66    | 0.20%             | 2032-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                              | HERC HOLDINGS INC 7.25% 06/15/2033 144A                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     79000 | PA      | $82869.89     | 0.15%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                              | SOLERA TERM B 1LN 06/02/2028                                                                          | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     49742 | PA      | $47163.99     | 0.09%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                       | SNAP INC 6.875% 03/01/2033 144A                                                                       | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28291.03     | 0.05%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                           | CONSTANT CONTACT TERM B 1LN 02/10/2028                                                                | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |     94435 | PA      | $90084.64     | 0.16%             | 2028-02-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                                                             | BW REAL ESTATE INC 9.5%/VAR PERP 144A                                                                 | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    100000 | PA      | $101404.20    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                          | ON SEMICONDUCTOR CORP                                                                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       940 | NS      | $46614.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA INC                                                                      | IQVIA INC 5% 05/15/2027 144A                                                                          | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87644.99     | 0.16%             | 2027-05-15      | Fixed         | 0.05%                 | 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        |    133000 | PA      | $133286.22    | 0.24%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER LLC                                                    | INVERSION ESCROW ISSUER LLC 6.75% 08/01/2032 144A                                                     | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217851.41    | 0.39%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 6.25% 01/31/2034 144A                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20521.02     | 0.04%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                    | DEL MONTE TERM FLFO B 1LN 8/2/2028                                                                    | CUSIP: 24521WAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       430 | PA      | $204.06       | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                     | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 8.625% 06/15/2032 144A                     | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $216328.00    | 0.39%             | 2032-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                                               | QUIDELORTHO TERM B 1LN 08/16/2032                                                                     | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |     45000 | PA      | $44437.50     | 0.08%             | 2032-08-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC            | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34871.08     | 0.06%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                                  | LFS TOPCO LLC 8.75% 07/15/2030 144A                                                                   | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63584.70     | 0.11%             | 2030-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                           | ONEMAIN FINANCE CORP 3.875% 09/15/2028                                                                | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    425000 | PA      | $407404.53    | 0.74%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                     | PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A                                                      | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36798.22     | 0.07%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAM (CARTER) CO                                                            | WILLIAM (CARTER) CO 5.625% 03/15/2027 144A                                                            | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36925.45     | 0.07%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                         | GRAN TIERRA ENERGY INC 9.5% 10/15/2029 144A                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     73000 | PA      | $59406.67     | 0.11%             | 2029-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HELIOS TOWERS PLC                                                              | HELIOS TOWERS PLC                                                                                     | CUSIP: N/A<br>LEI: 213800DGC7GS4XCHCU30       | Long             | EC               | CORP              | GB        |     74870 | NS      | $132766.91    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                    | DEL MONTE FOODS TERM 1LN SUPER_PRIORITY FIRST OUT 08/02/2028                                          | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1490 | PA      | $707.51       | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORPORATION                                                            | SEASPAN CORPORATION 5.5% 08/01/2029 144A                                                              | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |     29000 | PA      | $27487.48     | 0.05%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                      | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                       | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    447000 | PA      | $424016.29    | 0.77%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                           | NEXTERA ENERGY OPERATING PARTNERS LP 8.375% 01/15/2031 144A                                           | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135945.29    | 0.25%             | 2031-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                                  | C and S WHOLESALE GROCERS TERM B 1LN 08/06/2030                                                       | CUSIP: N/A<br>LEI: 54930093F8X1FEZBGJ91       | Long             | LON              | CORP              | US        |     55000 | PA      | $53659.65     | 0.10%             | 2030-08-06      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                | ATLAS AIR TERM B 1LN 03/18/2030                                                                       | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55000 | PA      | $54744.80     | 0.10%             | 2030-03-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                                           | DOTDASH MEREDITH INC 7.625% 06/15/2032 144A                                                           | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15675.23     | 0.03%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                               | CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A                                                         | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $197997.10    | 0.36%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                            | US LBM TERM B 1LN 06/06/2031                                                                          | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     44761 | PA      | $43410.44     | 0.08%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS                                                                   | NEW FORTRESS 12% 11/15/2029 144A                                                                      | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136216 | PA      | $50059.38     | 0.09%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                                              | AT HOME GROUP INC TERM B 10/17/2025                                                                   | CUSIP: N/A<br>LEI: 549300LGPR0P05O30I24       | Long             | LON              | CORP              | US        |      2423 | PA      | $2423.02      | 0.00%             | 2025-10-17      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| CSC HOLDINGS LLC                                                               | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                               | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    291000 | PA      | $186123.22    | 0.34%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                     | TEREX CORP NEW 6.25% 10/15/2032 144A                                                                  | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    353000 | PA      | $357339.08    | 0.65%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC         | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A         | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $164468.55    | 0.30%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                  | DISH DBS CORP 5.25% 12/01/2026 144A                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9700.38      | 0.02%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                           | ONEMAIN FINANCE CORP 3.5% 01/15/2027                                                                  | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63611.87     | 0.11%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                       | BUILDERS FIRSTSOURCE INC 6.75% 05/15/2035 144A                                                        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    124000 | PA      | $129313.82    | 0.23%             | 2035-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                  | DISH DBS CORP 7.375% 07/01/2028                                                                       | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22625.00     | 0.04%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                            | SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A                                                            | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    179000 | PA      | $537.00       | 0.00%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                             | REDFIN CORP CONV 0.5% 04/01/2027                                                                      | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    151000 | PA      | $138917.41    | 0.25%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                 | CONSOLIDATED ENERGY FINANCE SA 5.625% 10/15/2028 144A                                                 | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     30000 | PA      | $25163.85     | 0.05%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                | CANO HEALTH LLC                                                                                       | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |       981 | NS      | $11870.10     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| AMER SPORTS CO                                                                 | AMER SPORTS CO 6.75% 02/16/2031 144A                                                                  | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    178000 | PA      | $185542.57    | 0.34%             | 2031-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                 | WHIRLPOOL CORP 6.125% 06/15/2030                                                                      | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96056.02     | 0.17%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                       | TEAM HEALTH HOLDINGS INC 8.375% 06/30/2028 144A                                                       | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45552.15     | 0.08%             | 2028-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                  | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    616000 | PA      | $583595.81    | 1.05%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                             | ARCHROCK PARTNERS LP / FIN CORP 6.625% 09/01/2032 144A                                                | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $90207.66     | 0.16%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                     | CARVANA CO 4.875% 09/01/2029 144A                                                                     | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22753.25     | 0.04%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                  | CLUE OPCO LLC 9.5% 10/15/2031 144A                                                                    | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $28744.34     | 0.05%             | 2031-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                 | ALTICE FING SA 5.75% 08/15/2029 144A                                                                  | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    195000 | PA      | $154537.50    | 0.28%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                                    | ALTAGAS LTD 7.2%/VAR 10/15/2054 144A                                                                  | CUSIP: 021361AD2<br>LEI: DR5LKEURSR8SXLM64266 | Long             | DBT              | CORP              | CA        |    249000 | PA      | $252316.43    | 0.46%             | 2054-10-15      | Variable      | 0.07%                 | 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        |    242000 | PA      | $216910.65    | 0.39%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                  | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28667.32     | 0.05%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                  | BRANDSAFWAY TERM B 1LN 08/01/2030                                                                     | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |     19837 | PA      | $17377.05     | 0.03%             | 2030-08-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                  | PG and E CORP 7.375%/VAR 03/15/2055                                                                   | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133971.89    | 0.24%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                        | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.75% 12/01/2034 144A                                         | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     96000 | PA      | $93240.59     | 0.17%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                | GEN DIGITAL INC 6.25% 04/01/2033 144A                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66839.63     | 0.12%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                         | WESCO DISTRIBUTION INC 6.375% 03/15/2033 144A                                                         | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76753.98     | 0.14%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                   | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                   | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186010.16    | 0.34%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                     | CARVANA CO 5.625% 10/01/2025 144A                                                                     | CUSIP: 146869AB8<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109725.00    | 0.20%             | 2025-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                              | NEWELL BRANDS INC STEP 04/01/2046                                                                     | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    177000 | PA      | $153809.67    | 0.28%             | 2046-04-01      | Variable      | 0.07%                 | 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        |    152000 | PA      | $131575.76    | 0.24%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                      | BLOCK INC 5.625% 08/15/2030 144A                                                                      | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25555.03     | 0.05%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATTER LLC / SIZZLING PLATTER FIN CORP                               | SIZZLING PLATTER TERM DD 1LN 06/25/2032                                                               | CUSIP: N/A<br>LEI: 549300440PU6D6ZUIR97       | Long             | LON              | CORP              | US        |      8713 | PA      | $8473.27      | 0.02%             | 2032-07-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                         | MPT OPER PARTNERSHIP LP/CORP 8.5% 02/15/2032 144A                                                     | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $66051.03     | 0.12%             | 2032-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                                                 | VTR FINANCE BV 6.375% 07/15/2028 144A                                                                 | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |    160000 | PA      | $156150.40    | 0.28%             | 2028-07-15      | Fixed         | 0.06%                 | 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        |    147000 | PA      | $122745.00    | 0.22%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                  | PG and E CORP 5.25% 07/01/2030                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    820000 | PA      | $799146.74    | 1.44%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC                     | SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC 6.625% 03/01/2030 144A                     | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $127640.69    | 0.23%             | 2030-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                | CORNERSTONE BUILDING PRODUCTS TERM 1LN 08/01/2028                                                     | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     11000 | PA      | $10580.68     | 0.02%             | 2028-08-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                   | CHS/CMNTY HEALTH SYSTEMS INC 9.75% 01/15/2034 144A                                                    | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55703.33     | 0.10%             | 2034-01-15      | Fixed         | 0.10%                 | 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        |     11626 | PA      | $29.06        | 0.00%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                     | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                         | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    170000 | PA      | $178477.39    | 0.32%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                           | ONEMAIN FINANCE CORP 7.125% 11/15/2031                                                                | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54026.13     | 0.10%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                    | DEL MONTE FOODS CORP II INC TERM TLB DIP ROLLUP 03/30/2026                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4679 | PA      | $3649.40      | 0.01%             | 2026-03-30      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| BURFORD CAP GLOBAL FIN LLC                                                     | BURFORD CAP GLOBAL FIN LLC 7.5% 07/15/2033 144A                                                       | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    209000 | PA      | $213598.00    | 0.39%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                         | UNITED PLANET FITNESS TERM B 1LN 12/30/2026                                                           | CUSIP: 91132UAK9<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |      9922 | PA      | $9574.61      | 0.02%             | 2026-12-30      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                               | CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A                                                          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $473090.13    | 0.85%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                         | INEOS QUATTRO TERM B 1LN 04/02/2029                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     85000 | PA      | $76287.50     | 0.14%             | 2029-04-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                 | ALTICE FINANCING TERM B 1LN 10/31/2027                                                                | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |      5000 | PA      | $4319.55      | 0.01%             | 2027-10-31      | Variable      | 0.09%                 | 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        |    116183 | PA      | $103112.41    | 0.19%             | 2026-11-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 4.875% 06/15/2029 144A                                                          | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51287.50     | 0.09%             | 2029-06-15      | 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        |    130000 | PA      | $109484.38    | 0.20%             | 2026-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                | RAND PARENT LLC 8.5% 02/15/2030 144A                                                                  | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $219706.41    | 0.40%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                              | REWORLD HLDG CORP 4.875% 12/01/2029 144A                                                              | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    625000 | PA      | $604332.31    | 1.09%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                  | NORDSTROM INC 4.375% 04/01/2030                                                                       | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     76000 | PA      | $69990.94     | 0.13%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                           | OLYMPUS WATER US HOLDING CORPORATION 6.25% 10/01/2029 144A                                            | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    247000 | PA      | $240902.85    | 0.44%             | 2029-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                   | STRATEGY INC PERP PFD                                                                                 | CUSIP: 594972861<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      1400 | NS      | $110950.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                    | SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 144A                                                       | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     75096 | PA      | $29655.41     | 0.05%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                        | MKS INC CONV 1.25% 06/01/2030                                                                         | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61122.00     | 0.11%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                           | TRI POINTE HOMES INC 5.25% 06/01/2027                                                                 | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $67968.92     | 0.12%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                        | INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A                                                        | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39123.47     | 0.07%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                  | LGI HOMES INC 7% 11/15/2032 144A                                                                      | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170669.63    | 0.31%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                        | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                         | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $123147.00    | 0.22%             | 2029-05-15      | Fixed         | 0.10%                 | 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        |    127000 | PA      | $45716.09     | 0.08%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                  | MODIVCARE TERM B 1LN 07/01/2031                                                                       | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |     19800 | PA      | $8662.71      | 0.02%             | 2031-07-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                 | CONSOLIDATED ENERGY TERM B 1LN 11/15/2030                                                             | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |     44962 | PA      | $42514.38     | 0.08%             | 2030-11-15      | Variable      | 0.09%                 | 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        |    723000 | PA      | $712298.30    | 1.29%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                       | HAH GROUP HOLDING CO LLC 9.75% 10/01/2031 144A                                                        | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     83000 | PA      | $76741.35     | 0.14%             | 2031-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                  | DISH DBS CORP 5.125% 06/01/2029                                                                       | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $203073.15    | 0.37%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                       | HELP AT HOME TERM 1LN 09/24/2031                                                                      | CUSIP: 40467AAN9<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |     29925 | PA      | $26757.87     | 0.05%             | 2031-09-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                                  | TERRAFORM POWER OPERATING LLC 4.75% 01/15/2030 144A                                                   | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    618000 | PA      | $596325.44    | 1.08%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 6% 01/15/2033 144A                                                                      | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78875.71     | 0.14%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC            | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $134393.45    | 0.24%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                                          | RACKSPACE FINANCE LLC 3.5% 05/15/2028 144A                                                            | CUSIP: 75008WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12525 | PA      | $5936.01      | 0.01%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                             | LUMEN TECHNOLOGIES TERM B2 1LN SUPER_PRIORITY 04/15/2030                                              | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     54822 | PA      | $54434.10     | 0.10%             | 2030-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                           | ONEMAIN FINANCE CORP 6.125% 05/15/2030                                                                | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81143.10     | 0.15%             | 2030-05-15      | Fixed         | 0.06%                 | 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        |     54000 | PA      | $51722.63     | 0.09%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                    | STAPLES TERM B 1LN 9/4/2029                                                                           | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     94298 | PA      | $86283.00     | 0.16%             | 2029-09-04      | Variable      | 0.10%                 | 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        |     65000 | PA      | $61363.23     | 0.11%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                              | POST HLDGS INC 6.25% 02/15/2032 144A                                                                  | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63690.49     | 0.12%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                      | AMERICAN ROCK SALT TERM 1LN 06/12/2028                                                                | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |      2377 | PA      | $2371.38      | 0.00%             | 2028-06-12      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                     | DAVITA INC 6.875% 09/01/2032 144A                                                                     | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    189000 | PA      | $195526.55    | 0.35%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                              | FOUNDATION BUILDING MATERIALS TERM 1LN 1/31/2028                                                      | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |     29922 | PA      | $29962.46     | 0.05%             | 2028-01-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                 | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    560000 | PA      | $551756.80    | 1.00%             | 2030-10-08      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                         | FAIR ISAAC CORPORATION 6% 05/15/2033 144A                                                             | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116543.07    | 0.21%             | 2033-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                   | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                       | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    572000 | PA      | $561970.90    | 1.02%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                                      | ENPRO INC 6.125% 06/01/2033 144A                                                                      | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56122.88     | 0.10%             | 2033-06-01      | Fixed         | 0.06%                 | 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        |     91000 | PA      | $88130.98     | 0.16%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                          | TENET HEALTHCARE CORP 6.125% 06/15/2030                                                               | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81221.84     | 0.15%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                   | INSULET CORP 6.5% 04/01/2033 144A                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22808.48     | 0.04%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                               | SFR TERM B14 1LN 08/15/2028                                                                           | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |     59847 | PA      | $54730.38     | 0.10%             | 2028-08-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                     | CARVANA CO PIK VAR 06/01/2030 144A                                                                    | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    195847 | PA      | $204864.58    | 0.37%             | 2030-06-01      | Variable      | 0.09%                 | 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        |    153000 | PA      | $143057.85    | 0.26%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                     | FIRST QUANTUM MINERALS LTD 8% 03/01/2033 144A                                                         | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $181743.08    | 0.33%             | 2033-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                              | IRON MTN INC 4.875% 09/15/2027 144A                                                                   | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    238000 | PA      | $236479.92    | 0.43%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                    | ENERGEAN ISRAEL FINANCE LTD 5.375% 03/30/2028 144A REGS                                               | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     40000 | PA      | $38800.00     | 0.07%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                     | ELASTIC NV 4.125% 07/15/2029 144A                                                                     | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    112000 | PA      | $107627.81    | 0.19%             | 2029-07-15      | Fixed         | 0.04%                 | 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        |    189000 | PA      | $191066.53    | 0.35%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                  | CARNIVAL CORP 5.875% 06/15/2031 144A                                                                  | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    100000 | PA      | $102514.50    | 0.19%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                       | TEAM HEALTH TERM B 1LN 6/23/2028                                                                      | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |     25000 | PA      | $24885.50     | 0.04%             | 2028-06-23      | Variable      | 0.00%                 | 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        |     25000 | PA      | $24664.29     | 0.04%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                          | QUIKRETE HOLDINGS INC 6.75% 03/01/2033 144A                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    107000 | PA      | $110908.92    | 0.20%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                              | POST HLDGS INC 6.375% 03/01/2033 144A                                                                 | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126269.25    | 0.23%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                           | NEXTERA ENERGY OPERATING PARTNERS LP 8.625% 03/15/2033 144A                                           | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58005.09     | 0.10%             | 2033-03-15      | Fixed         | 0.09%                 | 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        |    151000 | PA      | $145621.86    | 0.26%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                             | CANACOL ENERGY LTD                                                                                    | CUSIP: 134808302<br>LEI: 549300X5MNRWPMSM9N14 | Long             | EC               | CORP              | CA        |      3900 | NS      | $7269.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                          | ZF NORTH AMER CAP INC 6.75% 04/23/2030 144A                                                           | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47759.13     | 0.09%             | 2030-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                           | EDISON INTERNATIONAL 7.875%/VAR 06/15/2054                                                            | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    216000 | PA      | $213529.74    | 0.39%             | 2054-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                             | ALLY FINL INC T5Y+NA 01/17/2040                                                                       | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    309000 | PA      | $306652.04    | 0.55%             | 2040-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                     | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 9.75% 04/15/2030 144A                                      | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $77545.04     | 0.14%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                  | DISH DBS CORP 7.75% 07/01/2026                                                                        | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14587.50     | 0.03%             | 2026-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                              | KOSMOS ENERGY LTD 7.75% 05/01/2027 144A                                                               | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43542.91     | 0.08%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                     | MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A                                                     | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52272.54     | 0.09%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                  | PG and E CORP CONV 4.25% 12/01/2027                                                                   | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53833.79     | 0.10%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                      | IQVIA INC 5% 10/15/2026 144A                                                                          | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28973.35     | 0.05%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                           | CONSTANT CONTACT INC TERM B 2LN 02/12/2029                                                            | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |      6000 | PA      | $5260.02      | 0.01%             | 2029-02-12      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                   | UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    678000 | PA      | $698652.56    | 1.26%             | 2031-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                              | NEWELL BRANDS INC 8.5% 06/01/2028 144A                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73900.75     | 0.13%             | 2028-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                               | ALTICE USA TERM B6 1LN 01/18/2028                                                                     | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     24885 | PA      | $24787.87     | 0.04%             | 2028-01-18      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                             | CROWN AMERICAS LLC 5.875% 06/01/2033 144A                                                             | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    143000 | PA      | $144645.22    | 0.26%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 3.625% 01/15/2029 144A                                                          | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17000.00     | 0.03%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                   | UNIVISION COMMUNICATIONS INC 8% 08/15/2028 144A                                                       | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50858.42     | 0.09%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                  | UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A                                                  | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69397.26     | 0.13%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.75% 12/01/2030                                        | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $40884.68     | 0.07%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                          | NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A                                                            | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     69000 | PA      | $69261.10     | 0.13%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                    | CHEMOURS CO 5.75% 11/15/2028 144A                                                                     | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    177000 | PA      | $170435.58    | 0.31%             | 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        |    636000 | PA      | $629468.22    | 1.14%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                            | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                              | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $89382.52     | 0.16%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                                              | AT HOME GROUP INC TERM A UNFUN 10/17/2025                                                             | CUSIP: N/A<br>LEI: 549300LGPR0P05O30I24       | Long             | LON              | CORP              | US        |       536 | PA      | $536.33       | 0.00%             | 2025-10-17      | Variable      | 0.10%                 | No            |                  3 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC                                                  | OCEANEERING INTERNATIONAL INC 6% 02/01/2028                                                           | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104066.67    | 0.19%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                              | POST HLDGS INC 4.5% 09/15/2031 144A                                                                   | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    292000 | PA      | $272385.72    | 0.49%             | 2031-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                    | ASURION TERM B3 2LN 01/31/2028                                                                        | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     80000 | PA      | $77724.80     | 0.14%             | 2028-01-31      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                         | CONNECT HOLDING II LLC 10.5% 04/03/2031 144A                                                          | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44288.48     | 0.08%             | 2031-04-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                           | EDISON INTERNATIONAL 8.125%/VAR 06/15/2053                                                            | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    129000 | PA      | $129045.92    | 0.23%             | 2053-06-15      | Variable      | 0.08%                 | 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        |    206000 | PA      | $206689.89    | 0.37%             | 2028-04-01      | Fixed         | 0.06%                 | 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        |     63000 | PA      | $45273.21     | 0.08%             | 2030-04-01      | Fixed         | 0.06%                 | 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        |    230000 | PA      | $223494.91    | 0.40%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                 | NRG ENERGY INC 6.25% 11/01/2034 144A                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109701.43    | 0.20%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                       | VIRIDIEN 10% 10/15/2030 144A                                                                          | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    257000 | PA      | $256827.85    | 0.46%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                  | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                  | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    163000 | PA      | $167382.91    | 0.30%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SUB INC                                                  | CAMELOT RETURN MERGER SUB INC 8.75% 08/01/2028 144A                                                   | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $60620.02     | 0.11%             | 2028-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                | GEN DIGITAL INC 7.125% 09/30/2030 144A                                                                | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    349000 | PA      | $361041.55    | 0.65%             | 2030-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                       | BUILDERS FIRSTSOURCE INC 6.375% 03/01/2034 144A                                                       | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26778.21     | 0.05%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                         | BRIGHTSPEED TERM B-DD 1LN 04/03/2031                                                                  | CUSIP: 20752KAN3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |     10138 | PA      | $9286.04      | 0.02%             | 2031-04-03      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                    | CHEMOURS CO 4.625% 11/15/2029 144A                                                                    | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    829000 | PA      | $740252.15    | 1.34%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                      | BLOCK INC 6.5% 05/15/2032                                                                             | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    388000 | PA      | $402018.02    | 0.73%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                  | ECHOSTAR CORP CPIK 3.875% 11/30/2030                                                                  | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    196839 | PA      | $400606.73    | 0.72%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                  | ECHOSTAR CORP PIK VAR 11/30/2030                                                                      | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    324559 | PA      | $320200.17    | 0.58%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                   | Fidelity Cash Central Fund                                                                            | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    338350 | NS      | $338417.26    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                                                        | WEX INC 6.5% 03/15/2033 144A                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56274.01     | 0.10%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                     | DAVITA INC 3.75% 02/15/2031 144A                                                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    165000 | PA      | $150563.08    | 0.27%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                              | NEWELL BRANDS INC STEP 04/01/2036                                                                     | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29315.15     | 0.05%             | 2036-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                             | LUMEN TECHNOLOGIES 4.125% 04/15/2030 144A                                                             | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14700.00     | 0.03%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                                             | HERENS HOLDCO SARL 4.75% 05/15/2028 144A                                                              | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |     60000 | PA      | $51616.09     | 0.09%             | 2028-05-15      | Fixed         | 0.05%                 | 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        |    206000 | PA      | $189222.35    | 0.34%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                     | CARVANA CO PIK VAR 06/01/2031 144A                                                                    | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    203105 | PA      | $230440.50    | 0.42%             | 2031-06-01      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC      | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A          | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $224820.31    | 0.41%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 6.875% 06/30/2033 144A                                                          | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    223000 | PA      | $225001.43    | 0.41%             | 2033-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                    | STARWOOD PPTY TR INC 6% 04/15/2030 144A                                                               | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80268.19     | 0.15%             | 2030-04-15      | 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        |    333000 | PA      | $284715.00    | 0.51%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                          | OPEN TEXT CORPORATION 3.875% 12/01/2029 144A                                                          | CUSIP: 683715AD8<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |    254000 | PA      | $239430.00    | 0.43%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEXION INC                                                                     | HEXION TERM 2LN 03/15/2030                                                                            | CUSIP: 42829JAB5<br>LEI: 54930030FZF8HYAEHM46 | Long             | LON              | CORP              | US        |      8529 | PA      | $8388.16      | 0.02%             | 2030-03-15      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                 | COX MEDIA GROUP TERM B2 1LN 06/18/2029                                                                | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64458 | PA      | $61847.02     | 0.11%             | 2029-06-18      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                 | CMG MEDIA CORP 8.875% 06/18/2029 144A                                                                 | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $22361.40     | 0.04%             | 2029-06-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                     | ADVANCED DRAIN SYS INC DEL 6.375% 06/15/2030 144A                                                     | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86691.59     | 0.16%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 3.875% 10/15/2030 144A                                                          | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     82000 | PA      | $69700.00     | 0.13%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                      | AMERICAN ROCK SALT TERM 1LN DD 06/12/2028                                                             | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       622 | PA      | $620.28       | 0.00%             | 2028-06-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                              | SOLERA TERM PIK TERM 2LN 06/04/2029                                                                   | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |     50000 | PA      | $47412.50     | 0.09%             | 2029-06-04      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                     | FIRST QUANTUM MINERALS LTD 7.25% 02/15/2034 144A                                                      | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201930.20    | 0.36%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                  | AIRCASTLE LTD 5.25%/VAR PERP 144A                                                                     | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | BM        |     10000 | PA      | $9936.00      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                    | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                     | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    537000 | PA      | $547540.77    | 0.99%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                         | OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A                                                         | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41401.31     | 0.07%             | 2031-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                 | ALTICE FING SA 9.625% 07/15/2027 144A                                                                 | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      5000 | PA      | $4650.00      | 0.01%             | 2027-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                 | GLOBAL AIRCRAFT LEASING CO LTD 8.75% 09/01/2027 144A                                                  | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    150000 | PA      | $154334.40    | 0.28%             | 2027-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                         | CALUMET SPEC PROD PRT/FIN CORP 9.75% 07/15/2028 144A                                                  | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $188445.88    | 0.34%             | 2028-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                  | CARNIVAL CORP 5.75% 03/15/2030 144A                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    120000 | PA      | $123018.48    | 0.22%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                     | ADIENT GLOBAL HOLDINGS LTD 7.5% 02/15/2033 144A                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    142000 | PA      | $147885.19    | 0.27%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                        | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.875% 07/15/2030 144A                                        | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     64000 | PA      | $64763.39     | 0.12%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                           | SOLENIS TERM B 1LN 07/26/2032                                                                         | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |      5000 | PA      | $4983.35      | 0.01%             | 2032-07-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 10% 10/15/2032 144A                                                             | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73273.75     | 0.13%             | 2032-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                           | ONEMAIN FINANCE CORP 6.625% 05/15/2029                                                                | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90489.26     | 0.16%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                    | STARWOOD PPTY TR INC 7.25% 04/01/2029 144A                                                            | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     63000 | PA      | $66021.10     | 0.12%             | 2029-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HOLDING 3 OY                                                          | AHLSTROM TERM B 1LN 5/23/2030                                                                         | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |     55000 | PA      | $54725.00     | 0.10%             | 2030-05-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                  | COREWEAVE INC 9.25% 06/01/2030 144A                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76272.46     | 0.14%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 7% 03/31/2034 144A                                                              | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80543.35     | 0.15%             | 2034-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATTER LLC / SIZZLING PLATTER FIN CORP                               | SIZZLING PLATTER TERM 1LN 07/02/2032                                                                  | CUSIP: N/A<br>LEI: 549300440PU6D6ZUIR97       | Long             | LON              | CORP              | US        |     46287 | PA      | $45014.23     | 0.08%             | 2032-07-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                   | OT MIDCO INC 10% 02/15/2030 144A                                                                      | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $54658.15     | 0.10%             | 2030-02-15      | Fixed         | 0.10%                 | 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        |    722000 | PA      | $626896.28    | 1.13%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                               | CCO HLDGS LLC/CAP CORP 4.75% 03/01/2030 144A                                                          | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $211434.96    | 0.38%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                              | GLOBAL PARTNERS LP / GLP FIN CORP 7.125% 07/01/2033 144A                                              | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $82903.26     | 0.15%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                       | SGUS LLC 11% 12/15/2029 144A                                                                          | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31813 | PA      | $27963.10     | 0.05%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                               | HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A                                               | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67208.13     | 0.12%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                               | AMBIPAR LUX SARL 9.875% 02/06/2031 144A                                                               | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     80000 | PA      | $67180.00     | 0.12%             | 2031-02-06      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                 | YUM BRANDS INC 4.625% 01/31/2032                                                                      | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    827000 | PA      | $799399.70    | 1.44%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC         | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.25% 03/15/2033 144A          | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $60350.57     | 0.11%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                       | SNAP INC 6.875% 03/15/2034 144A                                                                       | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55143.71     | 0.10%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                | CORNERSTONE BUILDING BRANDS TERM B 04/12/2028                                                         | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     35000 | PA      | $33118.75     | 0.06%             | 2028-04-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                   | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    640000 | PA      | $625011.97    | 1.13%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                      | OLIN CORP 6.625% 04/01/2033 144A                                                                      | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209727.71    | 0.38%             | 2033-04-01      | Fixed         | 0.07%                 | 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        |    287960 | PA      | $243147.51    | 0.44%             | 2028-03-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                   | NAVIENT CORP 7.875% 06/15/2032                                                                        | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     61000 | PA      | $64364.46     | 0.12%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MATIV INC                                                                      | MATIV INC 8% 10/01/2029 144A                                                                          | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54438.11     | 0.10%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE                                                                 | AMN HEALTHCARE 4% 04/15/2029 144A                                                                     | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $167881.09    | 0.30%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                      | BALL CORP 5.5% 09/15/2033                                                                             | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25301.92     | 0.05%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP                       | ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP 7% 04/15/2030 144A                           | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $95494.37     | 0.17%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 4.875% 05/01/2029                                                                       | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95233.04     | 0.17%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                                                     | ATKORE INC 4.25% 06/01/2031 144A                                                                      | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |    114000 | PA      | $105875.09    | 0.19%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                               | PARAMOUNT GLOBAL T5Y+NA 03/30/2062                                                                    | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125208.50    | 0.23%             | 2062-03-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                    | STARWOOD PPTY TR INC 3.625% 07/15/2026 144A                                                           | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    144000 | PA      | $141797.20    | 0.26%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                                             | RIOT PLATFORMS INC                                                                                    | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |      2800 | NS      | $38528.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECT HOLDING II LLC                                                         | BRIGHTSPEED TERM B 1LN 10/03/2031                                                                     | CUSIP: 20752KAR4<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |     10337 | PA      | $7540.21      | 0.01%             | 2031-10-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                | NATGASOLINE TERM B 1LN 03/29/2030                                                                     | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    125128 | PA      | $125963.03    | 0.23%             | 2030-03-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                     | GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A                                                     | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40641.88     | 0.07%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                            | OWENS and MINOR INC 4.5% 03/31/2029 144A                                                              | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     64000 | PA      | $54356.74     | 0.10%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                          | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156102.36    | 0.28%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                                              | AT HOME GROUP INC TERM A FUNDED 10/17/2025                                                            | CUSIP: N/A<br>LEI: 549300LGPR0P05O30I24       | Long             | LON              | CORP              | US        |       390 | PA      | $390.45       | 0.00%             | 2025-10-17      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| AXIAN TELECOM HOLDING and MANAGEMENT LTD                                       | AXIAN TELECOM HOLDING and MANAGEMENT LTD 7.25% 07/11/2030 144A                                        | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |     75000 | PA      | $75000.00     | 0.14%             | 2030-07-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                  | COREWEAVE INC 9% 02/01/2031 144A                                                                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118799.57    | 0.21%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                         | BRIGHTSPEED TERM B-DD 1LN 04/03/2031                                                                  | CUSIP: 20752KAP8<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |     94862 | PA      | $86890.81     | 0.16%             | 2031-04-03      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                                           | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                                  | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |    142941 | PA      | $129004.26    | 0.23%             | 2028-06-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                     | VIASAT INC 7.5% 05/30/2031 144A                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28162.00     | 0.05%             | 2031-05-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                              | NEWELL BRANDS INC 6.625% 05/15/2032                                                                   | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74230.36     | 0.13%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                        | ATI INC 7.25% 08/15/2030                                                                              | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     83000 | PA      | $87432.45     | 0.16%             | 2030-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                         | RADIOLOGY PARTNERS INC PIK VAR 02/15/2030 144A                                                        | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      5500 | PA      | $5362.50      | 0.01%             | 2030-02-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                    | STARWOOD PPTY TR INC 6.5% 07/01/2030 144A                                                             | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    117000 | PA      | $121432.43    | 0.22%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                               | ALTICE FRANCE SA 5.5% 01/15/2028 144A                                                                 | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    110000 | PA      | $96800.00     | 0.17%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WALKER and DUNLOP INC                                                          | WALKER and DUNLOP INC 6.625% 04/01/2033 144A                                                          | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36414.35     | 0.07%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                         | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                             | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |    200171 | PA      | $192330.10    | 0.35%             | 2026-12-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ESDEC SOLAR GROUP BV                                                           | ESDEC SOLAR TERM B 1LN 8/30/2028                                                                      | CUSIP: N/A<br>LEI: 724500UTJRTIU7878U15       | Long             | LON              | CORP              | NL        |    171838 | PA      | $84200.68     | 0.15%             | 2028-08-30      | Variable      | 0.10%                 | 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        |    777000 | PA      | $709220.27    | 1.28%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                            | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99561.90     | 0.18%             | 2031-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                          | CELANESE US HLDGS LLC 6.75% 04/15/2033                                                                | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105757.47    | 0.19%             | 2033-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                          | MINERAL RESOURCES LTD 8% 11/01/2027 144A                                                              | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $127228.38    | 0.23%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                                                    | PRINCE TERM 1LN 4/23/2029                                                                             | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |     84821 | PA      | $67026.02     | 0.12%             | 2029-04-23      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                                                            | TRANSDIGM TERM M 1LN 8/19/2032                                                                        | CUSIP: 89364MCE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $25005.75     | 0.05%             | 2032-08-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                           | 1011778 BC ULC/NEW RED FIN INC 5.625% 09/15/2029 144A                                                 | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     89000 | PA      | $90059.19     | 0.16%             | 2029-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                         | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                        | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $132427.81    | 0.24%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                           | NIELSEN HOLDINGS TERM B 1LN 04/11/2029                                                                | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     44657 | PA      | $43317.65     | 0.08%             | 2029-04-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                             | ALLY FINL INC 4.7%/VAR PERP                                                                           | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |     55000 | PA      | $53518.37     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GPD COS INC                                                                    | GPD COS INC 12.5% 12/31/2029 144A                                                                     | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33468 | PA      | $28020.99     | 0.05%             | 2029-12-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                           | ONEMAIN FINANCE CORP 7.125% 09/15/2032                                                                | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46856.71     | 0.08%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                      | SUNOCO LP 6.25% 07/01/2033 144A                                                                       | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    229000 | PA      | $234043.73    | 0.42%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                        | ATI INC 4.875% 10/01/2029                                                                             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230216.90    | 0.42%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE HOLDINGS INC                                                          | ACRISURE HOLDINGS INC SER A-2 PC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      3085 | NS      | $78328.15     | 0.14%             |  |  |  | No            |                  3 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                     | PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A                                                     | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58340.41     | 0.11%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                | IHS HOLDING LTD 8.25% 11/29/2031 144A                                                                 | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $20571.20     | 0.04%             | 2031-11-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                             | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    182000 | PA      | $169204.09    | 0.31%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                  | WOLFSPEED INC STEP 06/23/2030 144A                                                                    | CUSIP: 977852AG7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     18581 | PA      | $18534.55     | 0.03%             | 2030-06-23      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                | TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A                                                | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    534000 | PA      | $532449.69    | 0.96%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                             | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                              | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    127000 | PA      | $131781.04    | 0.24%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                                          | LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028                                                     | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |    249451 | PA      | $219362.11    | 0.40%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                         | CALUMET SPEC PROD PRT/FIN CORP 8.125% 01/15/2027 144A                                                 | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $35907.20     | 0.06%             | 2027-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                         | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC 10% 01/15/2031 144A                            | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42520.05     | 0.08%             | 2031-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                            | RESIDEO FUNDING INC 6.5% 07/15/2032 144A                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    148000 | PA      | $151120.14    | 0.27%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                      | BLOCK INC 6% 08/15/2033 144A                                                                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25666.27     | 0.05%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                      | AMERICAN ROCK SALT TERM 1LN 6/9/2028                                                                  | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |      4923 | PA      | $3729.23      | 0.01%             | 2028-06-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                               | HILTON DOMESTIC OPERATING CO INC 6.125% 04/01/2032 144A                                               | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61623.12     | 0.11%             | 2032-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                          | AECOM 6% 08/01/2033 144A                                                                              | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102065.50    | 0.18%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                        | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.25% 12/15/2029 144A                                         | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     73000 | PA      | $77540.24     | 0.14%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                             | LUMEN TECHNOLOGIES 4.5% 01/15/2029 144A                                                               | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6369.98      | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 6.625% 03/01/2032 144A                                                                  | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32950.21     | 0.06%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                             | LUMEN TECHNOLOGIES TERM B1 1LN 4/16/2029                                                              | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |      9975 | PA      | $9908.15      | 0.02%             | 2029-04-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                           | GRUBHUB HOLDINGS INC 5.5% 07/01/2027 144A                                                             | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $104638.61    | 0.19%             | 2027-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                        | UKG INC 6.875% 02/01/2031 144A                                                                        | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33089.92     | 0.06%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                                      | EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A                                                      | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |     81000 | PA      | $67816.51     | 0.12%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                    | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                     | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    198000 | PA      | $204564.49    | 0.37%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                        | JETBLUE AIRWAYS/LOYALTY 9.875% 09/20/2031 144A                                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79495.53     | 0.14%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                              | POST HLDGS INC 6.25% 10/15/2034 144A                                                                  | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65385.00     | 0.12%             | 2034-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                         | JEFFERIES FIN LLC/JFIN 6.625% 10/15/2031 144A                                                         | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $133367.08    | 0.24%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                    | DEL MONTE FOODS CORP II INC PIK TERM TLA DIP 03/30/2026                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3606 | PA      | $3438.18      | 0.01%             | 2026-03-30      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                         | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                            | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    422000 | PA      | $400008.53    | 0.72%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                          | ENCOMPASS HEALTH CORP 4.625% 04/01/2031                                                               | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    207000 | PA      | $200695.59    | 0.36%             | 2031-04-01      | Fixed         | 0.05%                 | 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        |    120000 | PA      | $111182.36    | 0.20%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC / SALLY CAP INC                                             | SALLY HOLDINGS LLC / CAP INC 6.75% 03/01/2032                                                         | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $39424.73     | 0.07%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC                     | BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC 9.5% 07/01/2032 144A                       | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67410.43     | 0.12%             | 2032-07-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                    | STAPLES INC 12.75% 01/15/2030 144A                                                                    | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    195538 | PA      | $139184.50    | 0.25%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 6.75% 01/31/2034 144A                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92903.55     | 0.17%             | 2034-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                          | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                                                              | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     57000 | PA      | $65122.50     | 0.12%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                | CANO HEALTH LLC WT                                                                                    | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |       107 | NS      | $367.01       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CARVANA CO                                                                     | CARVANA CO PIK VAR 12/01/2028 144A                                                                    | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     61410 | PA      | $62808.31     | 0.11%             | 2028-12-01      | Variable      | 0.09%                 | 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        |    411000 | PA      | $416509.87    | 0.75%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                          | CELANESE US HLDGS LLC 6.5% 04/15/2030                                                                 | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60546.72     | 0.11%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                   | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                    | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    745000 | PA      | $635033.60    | 1.15%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                            | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                             | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45869.14     | 0.08%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                     | GRAPHIC PACKAGING INTL INC 4.75% 07/15/2027 144A                                                      | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79059.78     | 0.14%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                               | ALTICE FRANCE SA 5.5% 10/15/2029 144A                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     65000 | PA      | $55737.50     | 0.10%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                              | TELUS CORPORATION 6.625%/VAR 10/15/2055                                                               | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50866.77     | 0.09%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                | IHS HOLDING LTD 6.25% 11/29/2028 144A                                                                 | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     26000 | PA      | $25699.38     | 0.05%             | 2028-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                        | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                             | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |    339162 | PA      | $161526.14    | 0.29%             | 2028-10-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                | CORNERSTONE BUILDING BRANDS INC 6.125% 01/15/2029 144A                                                | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    337000 | PA      | $259490.00    | 0.47%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                    | STARWOOD PPTY TR INC 6.5% 10/15/2030 144A                                                             | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242587.21    | 0.44%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                                                                  | ALBEMARLE CORP 7.25% PC PERP                                                                          | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |       731 | NS      | $28889.12     | 0.05%             |  |  |  | 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        |    259000 | PA      | $224664.99    | 0.41%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                 | NRG ENERGY INC 6% 02/01/2033 144A                                                                     | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    116000 | PA      | $117561.71    | 0.21%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                               | NUMERICABLE / ALTICE FRANCE TERM B-13 1LN 08/14/2026                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |      9974 | PA      | $8819.14      | 0.02%             | 2026-08-14      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                      | BLOCK INC 3.5% 06/01/2031                                                                             | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    531000 | PA      | $490540.46    | 0.89%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                 | WHIRLPOOL CORP 6.5% 06/15/2033                                                                        | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    309000 | PA      | $311159.51    | 0.56%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                          | MINERAL RESOURCES LTD 8.125% 05/01/2027 144A                                                          | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    246000 | PA      | $246139.73    | 0.44%             | 2027-05-01      | Fixed         | 0.08%                 | 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        |     90000 | PA      | $89633.44     | 0.16%             | 2026-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                | IHS HOLDING LTD 7.875% 05/29/2030 144A                                                                | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $112193.40    | 0.20%             | 2030-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                       | CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A                                                       | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    645000 | PA      | $654222.21    | 1.18%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer