# EDGAR Filing Document

**Accession Number:** 0000356494
**File Stem:** 0000035402-26-003496
**Filing Date:** 2026-5
**Character Count:** 474141
**Document Hash:** 3f42b3312979188570f99d7fa3c8e83d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-003496.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000035402-26-003496

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VARIABLE INSURANCE PRODUCTS FUND
- **CENTRAL INDEX KEY:** 0000356494

**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:** 811-03329
- **FILM NUMBER:** 261017658

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CASH RESERVES II
- **DATE OF NAME CHANGE:** 19850825

## Series and Classes Contracts Data

### High Income Portfolio (Series ID: S000007718)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000020975 | Initial Class   |  |
| C000020977 | Investor Class  |  |
| C000020978 | Service Class   |  |
| C000020981 | Service Class 2 | QHI2Q           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Variable Insurance Products:**

**VIP High Income Portfolio**

**March 31, 2026**

VIPHI-NPRT1-0526

1.799878.122 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Alternative Funds - 1.4%** | &nbsp;&nbsp;**Alternative Funds - 1.4%** | &nbsp;&nbsp;**Alternative Funds - 1.4%** |
|  | Shares | Value ($)<br>|
| Fidelity Private Credit Company LLC (n)(o)<br>(Cost $11,515,547)<br>| 1168487 | **10934239** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.2%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.2%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.0%  |  |  |
| Goldentree Loan Management US CLO 21 Ltd Series 2024-21A Class E, CME Term SOFR 3 month Index + 5.7%, 9.3676% 7/20/2037 (c)(d)(j) | 250000 | 248509 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.2%  |  |  |
| Bbam US CLO I Ltd Series 2025-1A Class D1R, CME Term SOFR 3 month Index + 3%, 6.6722% 3/30/2038 (c)(d)(j) | 125000 | 123757 |
| Bbam US CLO IV Ltd Series 2024-4A Class D, CME Term SOFR 3 month Index + 6.25%, 9.9222% 7/15/2039 (c)(d)(j) | 250000 | 248257 |
| Birch Grove CLO 5 LLC Series 2024-5A Class ER, CME Term SOFR 3 month Index + 6.75%, 10.4176% 10/20/2037 (c)(d)(j) | 100000 | 97142 |
| CIFC Funding Ltd Series 2025-3A Class E, CME Term SOFR 3 month Index + 7.25%, 10.9197% 7/21/2038 (c)(d)(j) | 250000 | 250131 |
| CIFC Funding Ltd Series 2025-4A Class D2R, CME Term SOFR 3 month Index + 3.75%, 7.4176% 1/17/2038 (c)(d)(j) | 100000 | 95186 |
| Flatiron RR CLO 30 Ltd Series 2025-30A Class E, CME Term SOFR 3 month Index + 5.25%, 8.9222% 4/15/2038 (c)(d)(j) | 200000 | 193804 |
| Magnetite XXIX Ltd Series 2024-29A Class ER, CME Term SOFR 3 month Index + 6%, 9.6722% 7/15/2037 (c)(d)(j) | 100000 | 99125 |
| Midocean Cr Clo Xix Series 2025-19A Class E, CME Term SOFR 3 month Index + 6.25%, 9.9176% 7/20/2036 (c)(d)(j) | 100000 | 96983 |
| Midocean Cr Clo Xvi Series 2024-16A Class E, CME Term SOFR 3 month Index + 6.25%, 9.9176% 10/20/2037 (c)(d)(j) | 125000 | 124112 |
| RR 31 Ltd Series 2024-31A Class D, CME Term SOFR 3 month Index + 6%, 9.6722% 10/15/2039 (c)(d)(j) | 125000 | 123948 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 1452445 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $1,725,000) |  | <br> **1700954** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 9.3%** | &nbsp;&nbsp;**Bank Loan Obligations - 9.3%** | &nbsp;&nbsp;**Bank Loan Obligations - 9.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| COLOMBIA - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Canacol Energy Ltd Tranche DIP 1LN, term loan CME Term SOFR 3 month Index + 9%, 13% 6/30/2026 (b)(c)(d)(f) | 449894 | 449893 |
| FINLAND - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Paper & Forest Products - 0.1% |  |  |
| Ahlstrom Holding 3 Oy Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.2112% 5/23/2030 (b)(c)(d) | 555810 | 549441 |
| FRANCE - 0.4%  |  |  |
| Communication Services - 0.4% |  |  |
| Diversified Telecommunication Services - 0.4% |  |  |
| Altice France SA Tranche B13 1LN, term loan CME Term SOFR 1 month Index + 5.375%, 9.0472% 5/14/2029 (b)(c)(d) | 1386376 | 1376325 |
| Altice France SA Tranche B14 1LN, term loan CME Term SOFR 1 month Index + 6.875%, 10.5472% 5/31/2031 (b)(c)(d) | 1961220 | 1962455 |
| TOTAL FRANCE |  | 3338780 |
| LUXEMBOURG - 0.2%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Altice Financing SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.6722% 10/31/2027 (b)(c)(d) | 467590 | 338128 |
| Financials - 0.2% |  |  |
| Financial Services - 0.2% |  |  |
| Accelya Lux Finco Sarl Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 8.9496% 10/1/2032 (b)(c)(d) | 1211963 | 1107431 |
| TOTAL LUXEMBOURG |  | 1445559 |
| NETHERLANDS - 0.1%  |  |  |
| Utilities - 0.1% |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Enstall Group BV Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.9612% 8/30/2028 (b)(c)(d) | 2560721 | 1075503 |
| SWITZERLAND - 0.3%  |  |  |
| Materials - 0.3% |  |  |
| Chemicals - 0.3% |  |  |
| Consolidated Energy Finance SA 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.4142% 11/15/2030 (b)(c)(d) | 505000 | 480699 |
| Consolidated Energy Finance SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1975% 11/15/2030 (b)(c)(d) | 2055513 | 1964125 |
| TOTAL SWITZERLAND |  | 2444824 |
| UNITED KINGDOM - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| EG America LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9177% 2/10/2031 (b)(c)(d) | 1095000 | 1094179 |
| UNITED STATES - 8.0%  |  |  |
| Communication Services - 0.7% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| Level 3 Financing Inc Tranche B4 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9177% 3/29/2032 (b)(c)(d) | 280000 | 279709 |
| Uniti Services LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.6677% 10/6/2032 (b)(c)(d) | 1137150 | 1136445 |
|  |  | 1416154 |
| Entertainment - 0.0% |  |  |
| OAK-Eagle Acquireco Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 0% 3/24/2033 (b)(c)(d)(e) | 710000 | 705562 |
| Media - 0.5% |  |  |
| CMG Media Corp Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.2996% 6/18/2029 (b)(c)(d) | 1223336 | 1142596 |
| EW Scripps Co/The Tranche B3 1LN, term loan CME Term SOFR 1 month Index + 3.35%, 7.1395% 11/30/2029 (b)(c)(d) | 383924 | 376726 |
| Sinclair Television Group Inc Tranche B7 1LN, term loan CME Term SOFR 1 month Index + 4.1%, 7.8677% 12/31/2030 (b)(c)(d) | 2281262 | 2030323 |
|  |  | 3549645 |
| TOTAL COMMUNICATION SERVICES |  | 5671361 |
| Consumer Discretionary - 2.0% |  |  |
| Automobile Components - 0.0% |  |  |
| Clarios Global LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.4177% 1/28/2032 (b)(c)(d) | 278600 | 277624 |
| Broadline Retail - 0.1% |  |  |
| Great Outdoors Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9177% 1/23/2032 (b)(c)(d) | 789611 | 787242 |
| Saks Global Enterprises LLC Tranche SECOND OUT ROLL-UP DIP 1LN, term loan CME Term SOFR 1 month Index + 12.5%, 16.175% 7/15/2026 (b)(c)(d) | 185902 | 55771 |
|  |  | 843013 |
| Distributors - 0.2% |  |  |
| BCPE Empire Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.1731% 12/29/2032 (b)(c)(d) | 1270000 | 1248575 |
| Diversified Consumer Services - 0.1% |  |  |
| TKC Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.1781% 8/19/2030 (b)(c)(d) | 860000 | 853817 |
| Hotels, Restaurants & Leisure - 0.9% |  |  |
| Fertitta Entertainment LLC/NV Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9177% 1/29/2029 (b)(c)(d) | 1736804 | 1700557 |
| MajorDrive Holdings IV LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.9612% 6/1/2028 (b)(c)(d) | 2267096 | 2050951 |
| United PF Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.9285% 12/30/2026 (b)(c)(d) | 2257592 | 2162774 |
|  |  | 5914282 |
| Household Durables - 0.3% |  |  |
| TGP Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.0177% 6/29/2028 (b)(c)(d) | 874313 | 752347 |
| Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.4108% 10/1/2032 (b)(c)(d) | 1930000 | 1882715 |
|  |  | 2635062 |
| Specialty Retail - 0.4% |  |  |
| LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.525% 6/6/2031 (b)(c)(d) | 2723839 | 2171935 |
| LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 8.675% 6/6/2031 (b)(c)(d) | 114425 | 96239 |
| Park River Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.1608% 3/15/2031 (b)(c)(d) | 85000 | 82907 |
| SGUS LLC 1LN, term loan 16.1781% 7/15/2026 (b)(c) | 269062 | 80719 |
| SGUS LLC Tranche THIRD OUT 1LN, term loan CME Term SOFR 1 month Index + 8%, 13.6781% 7/15/2026 (b)(c)(d) | 509023 | 45812 |
| White Cap Supply Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.1677% 2/10/2033 (b)(c)(d) | 735000 | 697640 |
|  |  | 3175252 |
| TOTAL CONSUMER DISCRETIONARY |  | 14947625 |
| Consumer Staples - 0.2% |  |  |
| Consumer Staples Distribution & Retail - 0.2% |  |  |
| C&S Wholesale Grocers Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 8.6996% 9/20/2030 (b)(c)(d) | 1213900 | 1184560 |
| Energy - 0.4% |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| New Fortress Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 0% (b)(c)(d)(g) | 5881218 | 3271898 |
| Financials - 0.6% |  |  |
| Capital Markets - 0.0% |  |  |
| Hightower Holding LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.4132% 2/3/2032 (b)(c)(d) | 158800 | 156915 |
| Financial Services - 0.6% |  |  |
| Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.1677% 7/31/2031 (b)(c)(d) | 1045930 | 1003623 |
| Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.6677% 7/31/2031 (b)(c)(d) | 840987 | 812721 |
| Nexus Buyer LLC Tranche B 2LN, term loan CME Term SOFR 1 month Index + 5.75%, 9.4177% 2/16/2032 (b)(c)(d) | 955000 | 921231 |
| WH Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 0% 2/20/2032 (b)(c)(d)(e) | 240000 | 239813 |
| WH Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1556% 2/20/2032 (b)(c)(d) | 1617775 | 1616513 |
|  |  | 4593901 |
| Insurance - 0.0% |  |  |
| Alliant Hldgs Intermediate LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1677% 9/19/2031 (b)(c)(d) | 98511 | 97660 |
| TOTAL FINANCIALS |  | 4848476 |
| Health Care - 0.8% |  |  |
| Health Care Equipment & Supplies - 0.2% |  |  |
| Bausch + Lomb Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.4177% 1/15/2031 (b)(c)(d) | 1174100 | 1175568 |
| Health Care Providers & Services - 0.0% |  |  |
| Cano Health LLC Tranche INITIAL EXCHANGE TERM LOANS 1LN, term loan CME Term SOFR 3 month Index + 10%, 13.6996% 6/28/2029 (b)(c)(d)(f) | 466295 | 326406 |
| Pharmaceuticals - 0.6% |  |  |
| 1261229 BC Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 9.9177% 10/8/2030 (b)(c)(d) | 4777215 | 4603372 |
| TOTAL HEALTH CARE |  | 6105346 |
| Industrials - 0.6% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| TransDigm Inc Tranche N 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1677% 2/13/2033 (b)(c)(d) | 80000 | 80015 |
| Building Products - 0.0% |  |  |
| Cornerstone Building Brands Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.024% 4/12/2028 (b)(c)(d) | 149606 | 84314 |
| Commercial Services & Supplies - 0.6% |  |  |
| Brand Industrial Services Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1636% 8/1/2030 (b)(c)(d) | 385165 | 329635 |
| CSC ServiceWorks East LLC Tranche EXCHANGE FLSO TL 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.9326% 9/4/2030 (b)(c)(d) | 3955927 | 3095514 |
| CSC ServiceWorks East LLC Tranche INITIAL FL1O 1LN, term loan CME Term SOFR 1 month Index + 5.43%, 9.101% 9/4/2030 (b)(c)(d) | 603694 | 614512 |
| Neptune Bidco US Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.7602% 2/3/2033 (b)(c)(d) | 395000 | 376435 |
|  |  | 4416096 |
| Machinery - 0.0% |  |  |
| Beach Acquisition Bidco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 6.9496% 9/13/2032 (b)(c)(d) | 109725 | 109862 |
| Passenger Airlines - 0.0% |  |  |
| Vista Management Holding Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.4108% 4/1/2031 (b)(c)(d) | 54446 | 53799 |
| TOTAL INDUSTRIALS |  | 4744086 |
| Information Technology - 1.0% |  |  |
| IT Services - 0.2% |  |  |
| Constant Contact Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.9338% 2/10/2028 (b)(c)(d) | 944502 | 876365 |
| GTT Communications Inc Tranche NEW $ HOLDCO 1LN, term loan 14% 7/15/2031 (b)(c) | 1055967 | 856653 |
|  |  | 1733018 |
| Software - 0.8% |  |  |
| Ascend Learning LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.6677% 12/11/2028 (b)(c)(d) | 1238029 | 1207078 |
| Disco Parent Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.6727% 8/6/2032 (b)(c)(d) | 870000 | 852600 |
| Polaris Newco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.9285% 6/2/2028 (b)(c)(d) | 865929 | 759853 |
| Proofpoint Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.6996% 8/31/2028 (b)(c)(d) | 3119593 | 3015618 |
|  |  | 5835149 |
| TOTAL INFORMATION TECHNOLOGY |  | 7568167 |
| Materials - 1.6% |  |  |
| Chemicals - 1.5% |  |  |
| Chemours Co/The Tranche B3 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.1677% 10/15/2032 (b)(c)(d) | 1012463 | 1003603 |
| Discovery Purchaser Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.4192% 10/4/2029 (b)(c)(d) | 1283032 | 1260258 |
| Herens US Holdco Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.925%, 7.7246% 7/3/2028 (b)(c)(d) | 2895348 | 2521356 |
| Hexion Holdings Corp 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.675% 3/15/2029 (b)(c)(d) | 1207974 | 1153362 |
| M2S Group Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.4168% 8/25/2031 (b)(c)(d) | 2071872 | 2018356 |
| Mativ Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 0% 3/30/2033 (b)(c)(d)(e) | 1210000 | 1161600 |
| Olympus Water US Holding Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9496% 11/3/2032 (b)(c)(d) | 94763 | 91106 |
| Scih Salt Hldgs Inc Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.3504% 1/31/2029 (b)(c)(d) | 29775 | 29676 |
| Tronox Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1856% 9/30/2031 (b)(c)(d) | 2259140 | 1711818 |
| Tronox Finance LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 5.9496% 4/4/2029 (b)(c)(d) | 422864 | 340406 |
|  |  | 11291541 |
| Containers & Packaging - 0.1% |  |  |
| Clydesdale Acquisition Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 3.175%, 6.8427% 4/13/2029 (b)(c)(d) | 615718 | 585979 |
| TOTAL MATERIALS |  | 11877520 |
| Utilities - 0.1% |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Natgasoline LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.1727% 3/29/2030 (b)(c)(d) | 750565 | 753380 |
| TOTAL UNITED STATES |  | 60972419 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $74,260,017) |  | <br> **71370598** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 0.2%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.2%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.2%  |  |  |
| Hilton USA Trust Series 2016-HHV Class F, 4.1935% 11/5/2038 (c)(j) | 475000 | 467603 |
| MHP Commercial Mortgage Trust Series 2021-STOR Class F, CME Term SOFR 1 month Index + 2.3145%, 5.9875% 7/15/2038 (c)(d)(j) | 1111000 | 1110306 |
| TOTAL UNITED STATES |  | 1577909 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $1,497,562) |  | <br> **1577909** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 1.1%** | &nbsp;&nbsp;**Common Stocks - 1.1%** | &nbsp;&nbsp;**Common Stocks - 1.1%** |
|  | Shares | Value ($)<br>|
| FRANCE - 0.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Media - 0.1% |  |  |
| Altice France Holding SA (f) | 74146 | 1099552 |
| Altice France Holding SA rights (f)(h)(j) | 1308 | 14665 |
| TOTAL FRANCE |  | 1114217 |
| UNITED STATES - 1.0%  |  |  |
| Energy - 0.7% |  |  |
| Oil, Gas & Consumable Fuels - 0.7% |  |  |
| Mesquite Energy Inc (f)(h) | 199008 | 4563251 |
| Health Care - 0.1% |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Anteris Technologies Global Corp (h) | 29000 | 160950 |
| Health Care Providers & Services - 0.1% |  |  |
| Cano Health LLC (f)(h) | 65803 | 555378 |
| Cano Health LLC warrants 6/28/2029 (f)(h) | 2914 | 3992 |
| Surgery Partners Inc (h)(i) | 36300 | 432696 |
|  |  | 992066 |
| TOTAL HEALTH CARE |  | 1153016 |
| Information Technology - 0.2% |  |  |
| IT Services - 0.1% |  |  |
| GTT Communications Inc (f)(h) | 23507 | 840375 |
| Semiconductors & Semiconductor Equipment - 0.1% |  |  |
| ON Semiconductor Corp (h) | 11000 | 681120 |
| TOTAL INFORMATION TECHNOLOGY |  | 1521495 |
| TOTAL UNITED STATES |  | 7237762 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $4,959,284) |  | <br> **8351979** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 2.4%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 2.4%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 2.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 2.4%  |  |  |
| Communication Services - 0.5% |  |  |
| Media - 0.5% |  |  |
| EchoStar Corp 3.875% 11/30/2030 pay-in-kind (c) | 1031216 | 3683607 |
| Financials - 0.3% |  |  |
| Financial Services - 0.3% |  |  |
| Redfin Corp 0.5% 4/1/2027  | 2666000 | 2543364 |
| Health Care - 0.1% |  |  |
| Biotechnology - 0.1% |  |  |
| Travere Therapeutics Inc 2.25% 3/1/2029  | 891000 | 1123373 |
| Information Technology - 1.3% |  |  |
| Semiconductors & Semiconductor Equipment - 0.4% |  |  |
| MKS Inc 1.25% 6/1/2030  | 610000 | 1007720 |
| ON Semiconductor Corp 0% 5/1/2027 (l) | 283000 | 364928 |
| Wolfspeed Inc 2.5% 6/15/2031 (j) | 170000 | 242463 |
| Wolfspeed Inc 2.5% 6/15/2031  | 149000 | 212511 |
| Wolfspeed Inc 3.5% 3/15/2031 (j) | 1141000 | 1203755 |
|  |  | 3031377 |
| Software - 0.9% |  |  |
| Riot Platforms Inc 0.75% 1/15/2030  | 1984000 | 2276640 |
| Strategy Inc 0% 12/1/2029 (l) | 3340000 | 2770531 |
| Terawulf Inc 0% 5/1/2032 (j)(l) | 1432000 | 1479132 |
|  |  | 6526303 |
| TOTAL INFORMATION TECHNOLOGY |  | 9557680 |
| Real Estate - 0.1% |  |  |
| Real Estate Management & Development - 0.1% |  |  |
| Compass Inc 0.25% 4/15/2031 (j) | 750000 | 627750 |
| Utilities - 0.1% |  |  |
| Electric Utilities - 0.1% |  |  |
| PG&E Corp 4.25% 12/1/2027  | 585000 | 605752 |
| TOTAL UNITED STATES |  | 18141526 |
| <br> **TOTAL CONVERTIBLE CORPORATE BONDS**<br> (Cost $14,483,335) |  | <br> **18141526** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 0.5%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.5%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.5%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.5%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Household Durables - 0.1% |  |  |
| Whirlpool Corp Series A, 8.5%  | 19835 | 812243 |
| Financials - 0.3% |  |  |
| Financial Services - 0.3% |  |  |
| Acrisure Holdings Inc Series A-2 (f) | 49169 | 1412134 |
| Apollo Global Management Inc Series A, 6.75%  | 12273 | 720408 |
| TOTAL FINANCIALS |  | 2132542 |
| Information Technology - 0.1% |  |  |
| Software - 0.1% |  |  |
| Oracle Corp Series D 6.5%  | 18807 | 864558 |
| TOTAL UNITED STATES |  | 3809343 |
| <br> **TOTAL CONVERTIBLE PREFERRED STOCKS**<br> (Cost $3,899,051) |  | <br> **3809343** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 77.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 77.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 77.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| ANGOLA - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Azule Energy Finance Plc 8.125% 1/23/2030 (j) | 555000 | 560439 |
| AUSTRALIA - 0.2%  |  |  |
| Materials - 0.2% |  |  |
| Metals & Mining - 0.2% |  |  |
| Fortescue Treasury Pty Ltd 4.375% 4/1/2031 (j) | 283000 | 267452 |
| Fortescue Treasury Pty Ltd 4.5% 9/15/2027 (j) | 422000 | 417852 |
| Mineral Resources Ltd 8% 11/1/2027 (j) | 345000 | 349405 |
| Mineral Resources Ltd 9.25% 10/1/2028 (j) | 675000 | 699383 |
| TOTAL AUSTRALIA |  | 1734092 |
| BAILIWICK OF JERSEY - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobiles - 0.0% |  |  |
| Aston Martin Capital Holdings Ltd 10% 3/31/2029 (j) | 655000 | 492888 |
| BRAZIL - 0.6%  |  |  |
| Industrials - 0.1% |  |  |
| Commercial Services & Supplies - 0.1% |  |  |
| Ambipar Lux Sarl 9.875% (g)(j) | 2345000 | 428338 |
| Passenger Airlines - 0.0% |  |  |
| Azul Secured Finance LLP 9.875% 2/15/2031 (j) | 380000 | 335350 |
| TOTAL INDUSTRIALS |  | 763688 |
| Materials - 0.5% |  |  |
| Metals & Mining - 0.5% |  |  |
| ERO Copper Corp 6.5% 2/15/2030 (j) | 2520000 | 2494523 |
| Samarco Mineracao SA 9% 6/30/2031 pay-in-kind (c)(j) | 1386781 | 1365979 |
| TOTAL MATERIALS |  | 3860502 |
| TOTAL BRAZIL |  | 4624190 |
| CANADA - 2.0%  |  |  |
| Communication Services - 0.5% |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |
| TELUS Corp 6.375% 6/9/2056 (c) | 830000 | 821689 |
| TELUS Corp 6.625% 10/15/2055 (c) | 395000 | 395145 |
| TELUS Corp 6.625% 6/9/2056 (c) | 665000 | 648215 |
| TELUS Corp 7% 10/15/2055 (c) | 645000 | 658448 |
|  |  | 2523497 |
| Wireless Telecommunication Services - 0.2% |  |  |
| Rogers Communications Inc 6.875% 7/31/2056 (c) | 1630000 | 1636254 |
| TOTAL COMMUNICATION SERVICES |  | 4159751 |
| Consumer Discretionary - 0.8% |  |  |
| Hotels, Restaurants & Leisure - 0.8% |  |  |
| 1011778 BC ULC / New Red Finance Inc 3.875% 1/15/2028 (j) | 530000 | 518064 |
| 1011778 BC ULC / New Red Finance Inc 4% 10/15/2030 (j) | 1950000 | 1832854 |
| 1011778 BC ULC / New Red Finance Inc 4.375% 1/15/2028 (j) | 435000 | 428906 |
| 1011778 BC ULC / New Red Finance Inc 5.625% 9/15/2029 (j) | 710000 | 711546 |
| 1011778 BC ULC / New Red Finance Inc 6.125% 6/15/2029 (j) | 1875000 | 1905310 |
| TOTAL CONSUMER DISCRETIONARY |  | 5396680 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| South Bow Canadian Infrastructure Holdings Ltd 7.5% 3/1/2055 (c) | 281000 | 292573 |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Bausch Health Cos Inc 11% 9/30/2028 (j) | 132000 | 134645 |
| Industrials - 0.5% |  |  |
| Aerospace & Defense - 0.2% |  |  |
| Bombardier Inc 6.75% 6/15/2033 (j) | 370000 | 382102 |
| Bombardier Inc 7% 6/1/2032 (j) | 425000 | 441083 |
| Bombardier Inc 7.25% 7/1/2031 (j) | 745000 | 780698 |
|  |  | 1603883 |
| Commercial Services & Supplies - 0.3% |  |  |
| Wrangler Holdco Corp 6.625% 4/1/2032 (j) | 2140000 | 2203518 |
| TOTAL INDUSTRIALS |  | 3807401 |
| Materials - 0.1% |  |  |
| Chemicals - 0.0% |  |  |
| Methanex Corp 5.65% 12/1/2044  | 372000 | 331903 |
| Metals & Mining - 0.1% |  |  |
| Capstone Copper Corp 6.75% 3/31/2033 (j) | 800000 | 794731 |
| TOTAL MATERIALS |  | 1126634 |
| Utilities - 0.1% |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| TransAlta Corp 5.875% 2/1/2034  | 780000 | 774750 |
| TOTAL CANADA |  | 15692434 |
| COLOMBIA - 0.4%  |  |  |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Canacol Energy Ltd 5.75% (g)(j) | 3195000 | 1110263 |
| Gran Tierra Energy Inc 9.75% 4/15/2031 (j) | 402000 | 351247 |
| TOTAL ENERGY |  | 1461510 |
| Utilities - 0.2% |  |  |
| Independent Power and Renewable Electricity Producers - 0.2% |  |  |
| EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA 5.375% 12/30/2030 (j) | 1365000 | 1244302 |
| EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU 8.499% 6/30/2032 (j) | 310000 | 312666 |
| TOTAL UTILITIES |  | 1556968 |
| TOTAL COLOMBIA |  | 3018478 |
| DENMARK - 0.1%  |  |  |
| Health Care - 0.1% |  |  |
| Biotechnology - 0.1% |  |  |
| GENMAB A/S/GENMAB FINANCE LLC 6.25% 12/15/2032 (j) | 650000 | 664554 |
| FINLAND - 0.2%  |  |  |
| Materials - 0.2% |  |  |
| Paper & Forest Products - 0.2% |  |  |
| Ahlstrom Holding 3 Oy 4.875% 2/4/2028 (j) | 1200000 | 1167165 |
| FRANCE - 0.7%  |  |  |
| Communication Services - 0.5% |  |  |
| Diversified Telecommunication Services - 0.5% |  |  |
| Altice France SA 6.5% 10/15/2031 (j) | 1897866 | 1799668 |
| Altice France SA 6.5% 4/15/2032 (j) | 773861 | 731333 |
| Altice France SA 6.875% 10/15/2030 (j) | 349761 | 334561 |
| Altice France SA 6.875% 7/15/2032 (j) | 1255306 | 1189438 |
| TOTAL COMMUNICATION SERVICES |  | 4055000 |
| Energy - 0.1% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Vallourec SACA 7.5% 4/15/2032 (j) | 855000 | 896124 |
| Financials - 0.1% |  |  |
| Financial Services - 0.1% |  |  |
| Iliad Holding SAS 7% 4/15/2032 (j) | 755000 | 755841 |
| TOTAL FRANCE |  | 5706965 |
| GERMANY - 0.3%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Automobile Components - 0.1% |  |  |
| ZF North America Capital Inc 6.75% 4/23/2030 (i)(j) | 175000 | 169255 |
| ZF North America Capital Inc 7.5% 3/24/2031 (i)(j) | 765000 | 751471 |
| TOTAL CONSUMER DISCRETIONARY |  | 920726 |
| Industrials - 0.2% |  |  |
| Machinery - 0.2% |  |  |
| TK Elevator US Newco Inc 5.25% 7/15/2027 (i)(j) | 1025000 | 1022321 |
| TOTAL GERMANY |  | 1943047 |
| GHANA - 0.3%  |  |  |
| Energy - 0.3% |  |  |
| Oil, Gas & Consumable Fuels - 0.3% |  |  |
| Kosmos Energy Ltd 7.5% 3/1/2028 (j) | 2140000 | 2057075 |
| Kosmos Energy Ltd 8.75% 10/1/2031 (j) | 355000 | 315950 |
| TOTAL GHANA |  | 2373025 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Financial Services - 0.2% |  |  |
| Global Aircraft Leasing Co Ltd 8.75% 9/1/2027 (j) | 1235000 | 1253004 |
| GUATEMALA - 0.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Wireless Telecommunication Services - 0.1% |  |  |
| Millicom International Cellular SA 4.5% 4/27/2031 (j) | 785000 | 713840 |
| IRELAND - 0.7%  |  |  |
| Financials - 0.5% |  |  |
| Consumer Finance - 0.1% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.5% 1/31/2056 (c) | 465000 | 465479 |
| Financial Services - 0.4% |  |  |
| GGAM Finance Ltd 6.875% 4/15/2029 (j) | 920000 | 940465 |
| GGAM Finance Ltd 8% 2/15/2027 (j) | 1480000 | 1493617 |
| GGAM Finance Ltd 8% 6/15/2028 (j) | 985000 | 1022289 |
|  |  | 3456371 |
| TOTAL FINANCIALS |  | 3921850 |
| Industrials - 0.2% |  |  |
| Transportation Infrastructure - 0.2% |  |  |
| Avolon Holdings Funding Ltd 4.85% 4/1/2033 (j) | 1215000 | 1163927 |
| TOTAL IRELAND |  | 5085777 |
| ISRAEL - 0.3%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Energean Israel Finance Ltd 5.375% 3/30/2028 (j)(q) | 340000 | 326422 |
| Health Care - 0.3% |  |  |
| Pharmaceuticals - 0.3% |  |  |
| Teva Pharmaceutical Finance Netherlands III BV 6% 12/1/2032  | 550000 | 564236 |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  | 1175000 | 1188910 |
| TOTAL HEALTH CARE |  | 1753146 |
| TOTAL ISRAEL |  | 2079568 |
| LUXEMBOURG - 0.2%  |  |  |
| Communication Services - 0.1% |  |  |
| Media - 0.1% |  |  |
| Altice Financing SA 5.75% 8/15/2029 (j) | 965000 | 666654 |
| Wireless Telecommunication Services - 0.0% |  |  |
| Altice France Lux 3 / Altice Holdings 1 10% 1/15/2033 (j) | 313000 | 284463 |
| TOTAL COMMUNICATION SERVICES |  | 951117 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Breakwater Energy Holdings Sarl 9.25% 11/15/2030 (j) | 395000 | 414797 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Herens Holdco Sarl 4.75% 5/15/2028 (j) | 195000 | 163878 |
| TOTAL LUXEMBOURG |  | 1529792 |
| NETHERLANDS - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Ziggo BV 4.875% 1/15/2030 (j) | 435000 | 406099 |
| NORWAY - 0.2%  |  |  |
| Energy - 0.2% |  |  |
| Energy Equipment & Services - 0.2% |  |  |
| Seadrill Finance Ltd 8.375% 8/1/2030 (j) | 550000 | 568790 |
| TGS ASA 8.5% 1/15/2030 (j) | 1070000 | 1117266 |
| TOTAL NORWAY |  | 1686056 |
| PANAMA - 0.4%  |  |  |
| Communication Services - 0.4% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| Sable International Finance Ltd 7.125% 10/15/2032 (j) | 1745000 | 1717269 |
| Wireless Telecommunication Services - 0.2% |  |  |
| C&W Senior Finance Ltd 9% 1/15/2033 (j) | 1615000 | 1617019 |
| TOTAL PANAMA |  | 3334288 |
| PERU - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Volcan Cia Minera SAA 8.5% 10/28/2032 (j) | 645000 | 656223 |
| SOUTH AFRICA - 0.2%  |  |  |
| Communication Services - 0.2% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| Liquid Telecommunications Financing Plc 5.5% 9/4/2026 (j) | 1845000 | 1829825 |
| SPAIN - 0.2%  |  |  |
| Health Care - 0.0% |  |  |
| Biotechnology - 0.0% |  |  |
| Grifols SA 4.75% 10/15/2028 (j) | 370000 | 362268 |
| Utilities - 0.2% |  |  |
| Independent Power and Renewable Electricity Producers - 0.2% |  |  |
| Atlantica Sustainable Infrastructure Ltd 4.125% 6/15/2028 (j) | 965000 | 936018 |
| TOTAL SPAIN |  | 1298286 |
| SWITZERLAND - 0.2%  |  |  |
| Industrials - 0.1% |  |  |
| Aerospace & Defense - 0.1% |  |  |
| VistaJet Malta Finance PLC / Vista Management Holding Inc 7.875% 5/1/2027 (j) | 470000 | 463930 |
| VistaJet Malta Finance PLC / Vista Management Holding Inc 9.5% 6/1/2028 (j) | 275000 | 268730 |
| TOTAL INDUSTRIALS |  | 732660 |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| Consolidated Energy Finance SA 12% 2/15/2031 (j) | 1020000 | 1004700 |
| TOTAL SWITZERLAND |  | 1737360 |
| TANZANIA - 0.1%  |  |  |
| Information Technology - 0.1% |  |  |
| Communications Equipment - 0.1% |  |  |
| HTA Group Ltd/Mauritius 6.75% 4/1/2031 (j) | 400000 | 395100 |
| HTA Group Ltd/Mauritius 7.5% 6/4/2029 (j) | 240000 | 243000 |
| TOTAL TANZANIA |  | 638100 |
| TURKEY - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Eldorado Gold Corp 6.25% 9/1/2029 (j) | 860000 | 856887 |
| UNITED KINGDOM - 1.0%  |  |  |
| Communication Services - 0.2% |  |  |
| Media - 0.2% |  |  |
| Virgin Media Secured Finance PLC 4.5% 8/15/2030 (j) | 1815000 | 1610238 |
| Consumer Discretionary - 0.1% |  |  |
| Specialty Retail - 0.1% |  |  |
| Belron UK Finance PLC 5.75% 10/15/2029 (j) | 850000 | 855102 |
| Energy - 0.5% |  |  |
| Oil, Gas & Consumable Fuels - 0.5% |  |  |
| EG Global Finance PLC 12% 11/30/2028 (j) | 3080000 | 3295079 |
| Utilities - 0.2% |  |  |
| Independent Power and Renewable Electricity Producers - 0.2% |  |  |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC 6.375% 2/15/2032 (j) | 1920000 | 1875983 |
| TOTAL UNITED KINGDOM |  | 7636402 |
| UNITED STATES - 68.1%  |  |  |
| Communication Services - 7.1% |  |  |
| Diversified Telecommunication Services - 2.2% |  |  |
| APLD ComputeCo 2 LLC 6.75% 3/15/2031 (j) | 1000000 | 992719 |
| APLD ComputeCo LLC 9.25% 12/15/2030 (j) | 3890000 | 4007953 |
| Black Pearl Compute LLC 6.125% 2/15/2031 (i)(j) | 902000 | 918053 |
| Cipher Compute LLC 7.125% 11/15/2030 (j) | 725000 | 751121 |
| Flash Compute LLC 7.25% 12/31/2030 (j) | 1850000 | 1862563 |
| Level 3 Financing Inc 6.875% 6/30/2033 (j) | 2150000 | 2189390 |
| Level 3 Financing Inc 7% 3/31/2034 (j) | 1805000 | 1847573 |
| Level 3 Financing Inc 8.5% 1/15/2036 (i)(j) | 430000 | 448667 |
| SV RNO Property Owner 1 LLC 5.875% 3/1/2031 (j) | 960000 | 948953 |
| Uniti Services LLC 7.5% 10/15/2033 (j) | 875000 | 909695 |
| WULF Compute LLC 7.75% 10/15/2030 (i)(j) | 1870000 | 1975992 |
|  |  | 16852679 |
| Entertainment - 0.4% |  |  |
| OAK-Eagle Acquireco Inc 7.25% 7/1/2033 (j)(p) | 1335000 | 1383186 |
| OAK-Eagle Acquireco Inc 8.75% 7/1/2034 (j)(p) | 1445000 | 1512759 |
|  |  | 2895945 |
| Interactive Media & Services - 0.0% |  |  |
| Snap Inc 6.875% 3/15/2034 (i)(j) | 510000 | 479689 |
| Media - 4.5% |  |  |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.25% 1/15/2034 (i)(j) | 1295000 | 1107864 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.25% 2/1/2031 (j) | 1275000 | 1162105 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 5/1/2032 (i) | 2480000 | 2215311 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 8/15/2030 (j) | 1445000 | 1350322 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.75% 2/1/2032 (j) | 1870000 | 1690792 |
| CCO Holdings LLC / CCO Holdings Capital Corp 5% 2/1/2028 (j) | 855000 | 847981 |
| CCO Holdings LLC / CCO Holdings Capital Corp 7% 2/1/2033 (i)(j) | 1565000 | 1569310 |
| Clear Channel Outdoor Holdings Inc 7.125% 2/15/2031 (j) | 615000 | 644333 |
| Clear Channel Outdoor Holdings Inc 7.5% 3/15/2033 (j) | 1125000 | 1191373 |
| Clear Channel Outdoor Holdings Inc 7.5% 6/1/2029 (j) | 320000 | 321350 |
| CMG Media Corp 8.875% 6/18/2029 (j) | 255000 | 220490 |
| CSC Holdings LLC 3.375% 2/15/2031 (j) | 2605000 | 1530301 |
| CSC Holdings LLC 4.125% 12/1/2030 (j) | 2580000 | 1548229 |
| CSC Holdings LLC 4.5% 11/15/2031 (j) | 2045000 | 1212498 |
| CSC Holdings LLC 4.625% 12/1/2030 (j) | 745000 | 262886 |
| CSC Holdings LLC 5.375% 2/1/2028 (j) | 675000 | 499197 |
| CSC Holdings LLC 5.5% 4/15/2027 (j) | 450000 | 390327 |
| Discovery Global Holdings Inc 4.279% 3/15/2032  | 280000 | 246660 |
| Discovery Global Holdings Inc 5.05% 3/15/2042  | 1085000 | 718227 |
| Discovery Global Holdings Inc 5.141% 3/15/2052  | 275000 | 166598 |
| DISH DBS Corp 5.25% 12/1/2026 (j) | 1020000 | 1011252 |
| DISH Network Corp 11.75% 11/15/2027 (j) | 1095000 | 1128118 |
| EchoStar Corp 10.75% 11/30/2029  | 2609657 | 2819084 |
| EchoStar Corp 6.75% 11/30/2030 pay-in-kind (c) | 2049497 | 2069496 |
| EW Scripps Co/The 9.875% 8/15/2030 (j) | 2620000 | 2543425 |
| Nexstar Media Inc 6.5% 9/15/2033 (j) | 970000 | 977390 |
| Sirius XM Radio LLC 5.5% 7/1/2029 (j) | 410000 | 408613 |
| Univision Communications Inc 7.375% 6/30/2030 (j) | 135000 | 132289 |
| Univision Communications Inc 8% 8/15/2028 (j) | 1065000 | 1080966 |
| Univision Communications Inc 8.5% 7/31/2031 (j) | 1715000 | 1723370 |
| Univision Communications Inc 9.375% 8/1/2032 (i)(j) | 1445000 | 1489239 |
|  |  | 34279396 |
| TOTAL COMMUNICATION SERVICES |  | 54507709 |
| Consumer Discretionary - 9.9% |  |  |
| Automobile Components - 1.0% |  |  |
| American Axle & Manufacturing Inc 6.375% 10/15/2032 (j) | 585000 | 578999 |
| American Axle & Manufacturing Inc 7.75% 10/15/2033 (i)(j) | 1110000 | 1080583 |
| Clarios Global LP / Clarios US Finance Co 6.75% 9/15/2032 (j) | 785000 | 791280 |
| Clarios Global LP / Clarios US Finance Co 6.75% 2/15/2030 (j) | 1110000 | 1134975 |
| Clarios Global LP / Clarios US Finance Co 6.75% 5/15/2028 (j) | 195000 | 196898 |
| Cyprium Corp / Cyprium Holdings Luxembourg Sarl 6.125% 4/15/2031 (j) | 1585000 | 1562521 |
| Cyprium Corp / Cyprium Holdings Luxembourg Sarl 6.375% 4/15/2034 (j) | 1030000 | 999761 |
| Patrick Industries Inc 6.375% 11/1/2032 (i)(j) | 1045000 | 1044933 |
|  |  | 7389950 |
| Automobiles - 0.2% |  |  |
| Nissan Motor Acceptance Co LLC 2.45% 9/15/2028 (j) | 135000 | 123380 |
| Nissan Motor Acceptance Co LLC 5.55% 9/13/2029 (j) | 230000 | 221706 |
| Nissan Motor Acceptance Co LLC 6.125% 9/30/2030 (i)(j) | 415000 | 398832 |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC 10% 1/15/2031 (j) | 1200000 | 1166010 |
|  |  | 1909928 |
| Broadline Retail - 0.5% |  |  |
| Match Group Holdings II LLC 4.125% 8/1/2030 (j) | 580000 | 537504 |
| Match Group Holdings II LLC 5% 12/15/2027 (j) | 167000 | 166303 |
| Saks Global Enterprises LLC 11% (g)(j) | 1423498 | 23132 |
| Saks Global Enterprises LLC 11% (f)(g)(j) | 474762 | 0 |
| Wayfair LLC 6.75% 11/15/2032 (i)(j) | 450000 | 453416 |
| Wayfair LLC 7.25% 10/31/2029 (j) | 815000 | 831939 |
| Wayfair LLC 7.75% 9/15/2030 (i)(j) | 2025000 | 2108303 |
|  |  | 4120597 |
| Diversified Consumer Services - 1.3% |  |  |
| Service Corp International/US 4% 5/15/2031  | 967000 | 900759 |
| Service Corp International/US 4.625% 12/15/2027  | 157000 | 155410 |
| Service Corp International/US 5.125% 6/1/2029  | 345000 | 342767 |
| Service Corp International/US 5.75% 10/15/2032  | 1345000 | 1342413 |
| Sotheby's 7.375% 10/15/2027 (j) | 3450000 | 3433473 |
| StoneMor Inc 8.5% 5/15/2029 (j) | 1165000 | 1136096 |
| TKC Holdings Inc 12% 2/15/2031 (j) | 935000 | 964464 |
| TKC Holdings Inc 8.5% 8/15/2030 (j) | 1480000 | 1492336 |
|  |  | 9767718 |
| Hotels, Restaurants & Leisure - 4.3% |  |  |
| Acushnet Co 5.625% 12/1/2033 (i)(j) | 535000 | 530860 |
| Aramark Services Inc 5% 2/1/2028 (j) | 775000 | 770426 |
| Caesars Entertainment Inc 6.5% 2/15/2032 (j) | 1875000 | 1853171 |
| Caesars Entertainment Inc 7% 2/15/2030 (j) | 830000 | 840251 |
| Carnival Corp 5.125% 5/1/2029 (j) | 565000 | 560155 |
| Carnival Corp 5.75% 3/15/2030 (j) | 790000 | 796266 |
| Carnival Corp 5.75% 8/1/2032 (j) | 730000 | 729763 |
| Carnival Corp 5.875% 6/15/2031 (j) | 1875000 | 1898046 |
| Carnival Corp 6.125% 2/15/2033 (j) | 945000 | 954589 |
| Carnival Corp 6.65% 1/15/2028  | 160000 | 163920 |
| Carnival Corp 7% 8/15/2029 (j) | 1410000 | 1462665 |
| Churchill Downs Inc 5.75% 4/1/2030 (j) | 2240000 | 2215276 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 4.625% 1/15/2029 (j) | 1502000 | 1435502 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 6.75% 1/15/2030 (j) | 2845000 | 2657379 |
| Hilton Domestic Operating Co Inc 3.625% 2/15/2032 (j) | 745000 | 676959 |
| Hilton Domestic Operating Co Inc 3.75% 5/1/2029 (j) | 275000 | 263242 |
| Hilton Domestic Operating Co Inc 4% 5/1/2031 (i)(j) | 1510000 | 1415858 |
| Hilton Domestic Operating Co Inc 5.5% 3/31/2034 (j) | 635000 | 620380 |
| Hilton Domestic Operating Co Inc 5.75% 9/15/2033 (i)(j) | 870000 | 866072 |
| Hilton Domestic Operating Co Inc 5.875% 3/15/2033 (i)(j) | 735000 | 739487 |
| Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc 6.625% 1/15/2032 (j) | 1445000 | 1427243 |
| Life Time Inc 6% 11/15/2031 (j) | 1510000 | 1521964 |
| MajorDrive Holdings IV LLC 6.375% 6/1/2029 (j) | 445000 | 329151 |
| NCL Finance Ltd 6.125% 3/15/2028 (j) | 370000 | 373179 |
| Royal Caribbean Cruises Ltd 5.375% 1/15/2036  | 775000 | 761397 |
| Royal Caribbean Cruises Ltd 5.625% 9/30/2031 (j) | 535000 | 540285 |
| Station Casinos LLC 4.5% 2/15/2028 (j) | 710000 | 695898 |
| Station Casinos LLC 6.625% 3/15/2032 (i)(j) | 775000 | 778007 |
| Viking Cruises Ltd 5.875% 10/15/2033 (j) | 1535000 | 1515524 |
| Viking Cruises Ltd 9.125% 7/15/2031 (j) | 260000 | 274285 |
| Viking Ocean Cruises Ship VII Ltd 5.625% 2/15/2029 (j) | 350000 | 349471 |
| VOC Escrow Ltd 5% 2/15/2028 (j) | 310000 | 308724 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 6.25% 3/15/2033 (i)(j) | 815000 | 806524 |
| Yum! Brands Inc 3.625% 3/15/2031  | 240000 | 221614 |
| Yum! Brands Inc 4.75% 1/15/2030 (i)(j) | 832000 | 818120 |
| Yum! Brands Inc 5.375% 4/1/2032 (i) | 275000 | 272808 |
|  |  | 32444461 |
| Household Durables - 1.1% |  |  |
| Century Communities Inc 6.625% 9/15/2033 (i)(j) | 805000 | 788615 |
| LGI Homes Inc 4% 7/15/2029 (i)(j) | 165000 | 146962 |
| LGI Homes Inc 7% 11/15/2032 (i)(j) | 1925000 | 1784913 |
| LGI Homes Inc 8.75% 12/15/2028 (j) | 475000 | 485988 |
| Risewell Homes Inc 8.5% 11/1/2030 (j) | 720000 | 704031 |
| Somnigroup International Inc 3.875% 10/15/2031 (j) | 870000 | 790964 |
| TopBuild Corp 4.125% 2/15/2032 (i)(j) | 675000 | 622067 |
| TopBuild Corp 5.625% 1/31/2034 (j) | 1235000 | 1208783 |
| Whirlpool Corp 6.125% 6/15/2030 (i) | 295000 | 288031 |
| Whirlpool Corp 6.5% 6/15/2033 (i) | 1435000 | 1359560 |
|  |  | 8179914 |
| Specialty Retail - 1.4% |  |  |
| Asbury Automotive Group Inc 4.75% 3/1/2030 (i) | 565000 | 544459 |
| Asbury Automotive Group Inc 5% 2/15/2032 (j) | 350000 | 331454 |
| Bath & Body Works Inc 6.625% 10/1/2030 (i)(j) | 330000 | 333109 |
| Bath & Body Works Inc 6.694% 1/15/2027  | 375000 | 381336 |
| Bath & Body Works Inc 6.95% 3/1/2033  | 330000 | 318430 |
| Carvana Co 10.25% 5/1/2030 (j) | 85000 | 90950 |
| Carvana Co 4.875% 9/1/2029 (j) | 525000 | 477750 |
| Carvana Co 5.5% 4/15/2027 (j) | 622000 | 609560 |
| Carvana Co 5.875% 10/1/2028 (j) | 305000 | 292800 |
| Carvana Co 9% 6/1/2030 pay-in-kind (c)(j) | 597877 | 621943 |
| Carvana Co 9% 6/1/2031 pay-in-kind (c)(j) | 668391 | 722734 |
| Group 1 Automotive Inc 6.375% 1/15/2030 (j) | 740000 | 744964 |
| LBM Acquisition LLC 6.25% 1/15/2029 (j) | 480000 | 350768 |
| LBM Acquisition LLC 9.5% 6/15/2031 (j) | 1125000 | 979252 |
| Michaels Cos Inc/The 5% 3/15/2033 (j) | 1635000 | 1591663 |
| Park River Holdings Inc 8% 3/15/2031 (j) | 305000 | 303592 |
| Staples Inc 10.75% 9/1/2029 (j) | 2350000 | 2173325 |
| Wand NewCo 3 Inc 7.625% 1/30/2032 (j) | 225000 | 230062 |
|  |  | 11098151 |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |
| Crocs Inc 4.125% 8/15/2031 (i)(j) | 717000 | 645180 |
| Crocs Inc 4.25% 3/15/2029 (j) | 167000 | 160289 |
|  |  | 805469 |
| TOTAL CONSUMER DISCRETIONARY |  | 75716188 |
| Consumer Staples - 2.8% |  |  |
| Beverages - 0.2% |  |  |
| Primo Water Holdings Inc / Triton Water Holdings Inc 6.25% 4/1/2029 (j) | 1825000 | 1827958 |
| Consumer Staples Distribution & Retail - 1.6% |  |  |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 3.5% 3/15/2029 (j) | 1572000 | 1499594 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.875% 2/15/2030 (j) | 1135000 | 1110979 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 5.5% 3/31/2031 (j) | 690000 | 682184 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 5.75% 3/31/2034 (j) | 390000 | 381555 |
| Albertsons Cos Inc 5.625% 3/31/2032 (j) | 790000 | 777768 |
| C&S Group Enterprises LLC 5% 12/15/2028 (j) | 1205000 | 1120558 |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (j) | 622000 | 647533 |
| Performance Food Group Inc 4.25% 8/1/2029 (j) | 380000 | 365014 |
| Performance Food Group Inc 5.625% 3/1/2034 (i)(j) | 920000 | 887333 |
| Performance Food Group Inc 6.125% 9/15/2032 (i)(j) | 1380000 | 1382549 |
| US Foods Inc 5.75% 4/15/2033 (i)(j) | 3120000 | 3106129 |
| US Foods Inc 7.25% 1/15/2032 (i)(j) | 550000 | 569122 |
|  |  | 12530318 |
| Food Products - 1.0% |  |  |
| Darling Ingredients Inc 6% 6/15/2030 (i)(j) | 680000 | 684752 |
| Fiesta Purchaser Inc 7.875% 3/1/2031 (j) | 705000 | 717734 |
| Fiesta Purchaser Inc 9.625% 9/15/2032 (j) | 1105000 | 1125411 |
| Lamb Weston Holdings Inc 4.125% 1/31/2030 (j) | 775000 | 737837 |
| Lamb Weston Holdings Inc 4.375% 1/31/2032 (j) | 785000 | 729227 |
| Pilgrim's Pride Corp 3.5% 3/1/2032  | 1310000 | 1189145 |
| Post Holdings Inc 4.625% 4/15/2030 (i)(j) | 1065000 | 1022405 |
| Post Holdings Inc 6.25% 10/15/2034 (j) | 340000 | 332930 |
| Post Holdings Inc 6.25% 2/15/2032 (j) | 290000 | 292998 |
| Post Holdings Inc 6.375% 3/1/2033 (i)(j) | 545000 | 536903 |
|  |  | 7369342 |
| TOTAL CONSUMER STAPLES |  | 21727618 |
| Energy - 9.5% |  |  |
| Energy Equipment & Services - 1.5% |  |  |
| Archrock Partners LP / Archrock Partners Finance Corp 6.25% 4/1/2028 (j) | 305000 | 305000 |
| Archrock Partners LP / Archrock Partners Finance Corp 6.625% 9/1/2032 (i)(j) | 1175000 | 1198095 |
| Archrock Services LP / Archrock Partners Finance Corp 6% 2/1/2034 (j) | 785000 | 777200 |
| Kodiak Gas Services LLC 5.875% 4/1/2031 (j) | 705000 | 708491 |
| Kodiak Gas Services LLC 6.5% 10/1/2033 (j) | 380000 | 384105 |
| Kodiak Gas Services LLC 6.75% 10/1/2035 (j) | 680000 | 690820 |
| Nabors Industries Inc 8.875% 8/15/2031 (i)(j) | 340000 | 354204 |
| SESI LLC 7.875% 9/30/2030 (j) | 510000 | 520053 |
| Transocean International Ltd 7.875% 10/15/2032 (j) | 145000 | 154843 |
| Transocean International Ltd 8.25% 5/15/2029 (j) | 2085000 | 2154521 |
| Transocean International Ltd 8.5% 5/15/2031 (j) | 805000 | 844282 |
| USA Compression Partners LP / USA Compression Finance Corp 6.25% 10/1/2033 (i)(j) | 865000 | 862280 |
| USA Compression Partners LP / USA Compression Finance Corp 7.125% 3/15/2029 (j) | 865000 | 885047 |
| Valaris Ltd 8.375% 4/30/2030 (j) | 390000 | 404114 |
| WBI Operating LLC 6.25% 10/15/2030 (j) | 765000 | 769560 |
| WBI Operating LLC 6.5% 10/15/2033 (j) | 765000 | 759155 |
|  |  | 11771770 |
| Oil, Gas & Consumable Fuels - 8.0% |  |  |
| Antero Midstream Partners LP / Antero Midstream Finance Corp 5.75% 10/15/2033 (j) | 810000 | 801014 |
| California Resources Corp 7% 1/15/2034 (j) | 720000 | 725877 |
| California Resources Corp 8.25% 6/15/2029 (j) | 1234000 | 1291045 |
| Cheniere Energy Inc 5.2% 7/30/2036 (j) | 1675000 | 1657889 |
| CITGO Petroleum Corp 8.375% 1/15/2029 (j) | 755000 | 779676 |
| CNX Resources Corp 5.875% 3/1/2034 (j) | 845000 | 822926 |
| CNX Resources Corp 7.25% 3/1/2032 (i)(j) | 1445000 | 1489009 |
| CNX Resources Corp 7.375% 1/15/2031 (j) | 365000 | 375041 |
| Comstock Resources Inc 5.875% 1/15/2030 (j) | 1160000 | 1122380 |
| Comstock Resources Inc 6.75% 3/1/2029 (j) | 1500000 | 1480550 |
| CQP Holdco LP / BIP-V Chinook Holdco LLC 5.5% 6/15/2031 (j) | 1290000 | 1258063 |
| CQP Holdco LP / BIP-V Chinook Holdco LLC 7.5% 12/15/2033 (j) | 840000 | 881549 |
| CVR Energy Inc 7.5% 2/15/2031 (j) | 2105000 | 2120718 |
| DBR Land Holdings LLC 6.25% 12/1/2030 (j) | 840000 | 850492 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp 7.125% 6/1/2028 (j) | 1245000 | 1243948 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp 8.625% 3/15/2029 (j) | 865000 | 895075 |
| DT Midstream Inc 4.125% 6/15/2029 (j) | 865000 | 846801 |
| DT Midstream Inc 4.375% 6/15/2031 (j) | 365000 | 351835 |
| Energy Transfer LP 6.5% 2/15/2056 (c) | 985000 | 973159 |
| Energy Transfer LP 6.75% 2/15/2056 (c) | 400000 | 397819 |
| Global Partners LP / GLP Finance Corp 6.875% 1/15/2029  | 1220000 | 1220910 |
| Global Partners LP / GLP Finance Corp 7.125% 7/1/2033 (j) | 245000 | 247000 |
| Harvest Midstream I LP 7.5% 5/15/2032 (j) | 1355000 | 1381118 |
| Harvest Midstream I LP 7.5% 9/1/2028 (j) | 610000 | 615917 |
| Hess Midstream Operations LP 4.25% 2/15/2030 (j) | 1070000 | 1028203 |
| Hess Midstream Operations LP 5.5% 10/15/2030 (j) | 1720000 | 1706405 |
| Howard Midstream Energy Partners LLC 6.625% 1/15/2034 (j) | 850000 | 853232 |
| Howard Midstream Energy Partners LLC 7.375% 7/15/2032 (j) | 730000 | 754854 |
| Kinetik Holdings LP 5.875% 6/15/2030 (j) | 840000 | 843090 |
| Kinetik Holdings LP 6.625% 12/15/2028 (j) | 985000 | 1001670 |
| Matador Resources Co 5.375% 4/15/2034 (j) | 315000 | 313008 |
| Matador Resources Co 6.25% 4/15/2033 (j) | 380000 | 380357 |
| Matador Resources Co 6.5% 4/15/2032 (j) | 820000 | 828930 |
| Moss Creek Resources Holdings Inc 8.25% 9/1/2031 (j) | 570000 | 569646 |
| Murphy Oil USA Inc 3.75% 2/15/2031 (j) | 860000 | 799147 |
| Northern Oil & Gas Inc 7.875% 10/15/2033 (i)(j) | 1270000 | 1314009 |
| Northern Oil & Gas Inc 8.75% 6/15/2031 (i)(j) | 1615000 | 1679350 |
| PBF Holding Co LLC / PBF Finance Corp 7.875% 9/15/2030 (j) | 1710000 | 1756020 |
| PBF Holding Co LLC / PBF Finance Corp 9.875% 3/15/2030 (i)(j) | 1225000 | 1313149 |
| Permian Resources Operating LLC 5.875% 7/1/2029 (j) | 955000 | 956194 |
| Permian Resources Operating LLC 7% 1/15/2032 (j) | 1370000 | 1421375 |
| Prairie Acquiror LP 9% 8/1/2029 (j) | 1040000 | 1074305 |
| Rockies Express Pipeline LLC 4.8% 5/15/2030 (j) | 250000 | 239748 |
| Rockies Express Pipeline LLC 4.95% 7/15/2029 (j) | 940000 | 916560 |
| Rockies Express Pipeline LLC 6.75% 3/15/2033 (i)(j) | 620000 | 638221 |
| Rockies Express Pipeline LLC 6.875% 4/15/2040 (i)(j) | 210000 | 209047 |
| Sunoco LP / Sunoco Finance Corp 4.5% 4/30/2030  | 910000 | 877276 |
| Sunoco LP / Sunoco Finance Corp 4.5% 5/15/2029  | 575000 | 560695 |
| Sunoco LP / Sunoco Finance Corp 5.875% 3/15/2028  | 460000 | 459810 |
| Sunoco LP 5.625% 3/15/2031 (j) | 805000 | 801308 |
| Sunoco LP 5.75% 7/15/2034 (j) | 1090000 | 1073329 |
| Sunoco LP 5.8% 7/15/2031 (j) | 1245000 | 1234998 |
| Sunoco LP 6.25% 7/1/2033 (j) | 745000 | 748246 |
| Sunoco LP 6.625% 8/15/2032 (j) | 1385000 | 1406699 |
| Sunoco LP 7.25% 5/1/2032 (i)(j) | 445000 | 460428 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 5.5% 1/15/2028 (i)(j) | 1437000 | 1424844 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 9/1/2031 (j) | 910000 | 898006 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6.75% 3/15/2034 (j) | 370000 | 371852 |
| Venture Global Calcasieu Pass LLC 3.875% 8/15/2029 (j) | 285000 | 270904 |
| Venture Global LNG Inc 7% 1/15/2030 (j) | 215000 | 219526 |
| Venture Global Plaquemines LNG LLC 6.125% 12/15/2030 (j) | 785000 | 807314 |
| Venture Global Plaquemines LNG LLC 6.5% 1/15/2034 (j) | 1565000 | 1631426 |
| Venture Global Plaquemines LNG LLC 6.5% 6/15/2034 (i)(j) | 940000 | 978495 |
| Venture Global Plaquemines LNG LLC 6.75% 1/15/2036 (j) | 1360000 | 1440447 |
| Venture Global Plaquemines LNG LLC 7.5% 5/1/2033 (j) | 1270000 | 1395989 |
|  |  | 61487923 |
| TOTAL ENERGY |  | 73259693 |
| Financials - 7.0% |  |  |
| Capital Markets - 1.1% |  |  |
| Broadstreet Partners Group LLC 5.875% 4/15/2029 (j) | 870000 | 847869 |
| Coinbase Global Inc 3.375% 10/1/2028 (j) | 840000 | 786272 |
| Focus Financial Partners LLC 6.75% 9/15/2031 (i)(j) | 1235000 | 1226536 |
| Hightower Holding LLC 6.75% 4/15/2029 (j) | 595000 | 581701 |
| Hightower Holding LLC 9.125% 1/31/2030 (j) | 1220000 | 1244050 |
| Jane Street Group / JSG Finance Inc 4.5% 11/15/2029 (j) | 530000 | 513680 |
| Jane Street Group / JSG Finance Inc 6.125% 11/1/2032 (j) | 1045000 | 1033389 |
| Jane Street Group / JSG Finance Inc 6.75% 5/1/2033 (j) | 965000 | 979058 |
| Jefferies Finance LLC / JFIN Co-Issuer Corp 5% 8/15/2028 (j) | 700000 | 652303 |
| VFH Parent LLC / Valor Co-Issuer Inc 7.5% 6/15/2031 (j) | 710000 | 729531 |
|  |  | 8594389 |
| Consumer Finance - 0.7% |  |  |
| Ally Financial Inc 6.7% 2/14/2033  | 635000 | 639413 |
| Ford Motor Credit Co LLC 5.42% 4/9/2031  | 1045000 | 1026221 |
| OneMain Finance Corp 6.125% 5/15/2030  | 440000 | 430257 |
| OneMain Finance Corp 6.625% 5/15/2029  | 305000 | 305296 |
| OneMain Finance Corp 6.75% 3/15/2032  | 290000 | 281369 |
| OneMain Finance Corp 6.75% 9/15/2033 (i) | 770000 | 738317 |
| OneMain Finance Corp 7.125% 11/15/2031 (i) | 385000 | 381284 |
| OneMain Finance Corp 7.125% 9/15/2032 (i) | 535000 | 526898 |
| OneMain Finance Corp 7.5% 5/15/2031  | 785000 | 789103 |
| PRA Group Inc 5% 10/1/2029 (j) | 255000 | 235404 |
|  |  | 5353562 |
| Financial Services - 2.3% |  |  |
| Block Inc 3.5% 6/1/2031  | 675000 | 613808 |
| Block Inc 5.625% 8/15/2030 (j) | 705000 | 701104 |
| Block Inc 6% 8/15/2033 (j) | 560000 | 550751 |
| Block Inc 6.5% 5/15/2032  | 1445000 | 1458195 |
| Compass Group Diversified Holdings LLC 5.25% 4/15/2029 (j) | 1365000 | 1269428 |
| CrossCountry Intermediate HoldCo LLC 6.5% 10/1/2030 (j) | 770000 | 733917 |
| CrossCountry Intermediate HoldCo LLC 6.75% 12/1/2032 (j) | 620000 | 583389 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 10% 11/15/2029 (j) | 530000 | 520724 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 4.375% 2/1/2029  | 660000 | 563167 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 5.25% 5/15/2027  | 1585000 | 1552883 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 9% 6/15/2030  | 680000 | 637708 |
| PennyMac Financial Services Inc 6.75% 2/15/2034 (j) | 955000 | 893726 |
| Rocket Cos Inc 6.125% 8/1/2030 (j) | 895000 | 903258 |
| Rocket Cos Inc 6.375% 8/1/2033 (j) | 760000 | 768165 |
| Rocket Cos Inc 6.5% 8/1/2029 (j) | 1095000 | 1107325 |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc 6.75% 8/15/2032 (j) | 585000 | 575256 |
| UWM Holdings LLC 6.25% 3/15/2031 (i)(j) | 405000 | 368828 |
| UWM Holdings LLC 6.625% 2/1/2030 (j) | 595000 | 561187 |
| Walker & Dunlop Inc 6.625% 4/1/2033 (i)(j) | 765000 | 747926 |
| WEX Inc 6.5% 3/15/2033 (j) | 670000 | 656313 |
| Windstream Services LLC / Windstream Escrow Finance Corp 8.25% 10/1/2031 (j) | 1540000 | 1609542 |
|  |  | 17376600 |
| Insurance - 2.6% |  |  |
| Acrisure LLC / Acrisure Finance Inc 4.25% 2/15/2029 (i)(j) | 190000 | 179330 |
| Acrisure LLC / Acrisure Finance Inc 6% 8/1/2029 (j) | 635000 | 596268 |
| Acrisure LLC / Acrisure Finance Inc 6.75% 7/1/2032 (j) | 255000 | 245724 |
| Acrisure LLC / Acrisure Finance Inc 7.5% 11/6/2030 (j) | 150000 | 150459 |
| Acrisure LLC / Acrisure Finance Inc 8.25% 2/1/2029 (j) | 630000 | 622813 |
| Acrisure LLC / Acrisure Finance Inc 8.5% 6/15/2029 (j) | 865000 | 856795 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 5.875% 11/1/2029 (j) | 1040000 | 1006230 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.5% 10/1/2031 (j) | 615000 | 603898 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 10/15/2027 (j) | 1070000 | 1069186 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 4/15/2028 (j) | 1035000 | 1040641 |
| AmWINS Group Inc 4.875% 6/30/2029 (i)(j) | 1980000 | 1896767 |
| APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves 7.875% 11/1/2029 (j) | 1370000 | 1238850 |
| Asurion LLC/ Asurion Co-Issuer Inc 8% 12/31/2032 (j) | 925000 | 959639 |
| Athene Holding Ltd 6.875% 6/28/2055 (c)(i) | 1750000 | 1636167 |
| HUB International Ltd 5.625% 12/1/2029 (j) | 475000 | 460772 |
| HUB International Ltd 7.25% 6/15/2030 (j) | 2090000 | 2141005 |
| HUB International Ltd 7.375% 1/31/2032 (i)(j) | 1110000 | 1132159 |
| Panther Escrow Issuer LLC 7.125% 6/1/2031 (j) | 1895000 | 1901365 |
| Ryan Specialty LLC 5.875% 8/1/2032 (j) | 1695000 | 1675278 |
| USI Inc/NY 7.5% 1/15/2032 (j) | 740000 | 749991 |
|  |  | 20163337 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.3% |  |  |
| Starwood Property Trust Inc 5.25% 10/15/2028 (j) | 390000 | 385554 |
| Starwood Property Trust Inc 6.5% 10/15/2030 (i)(j) | 740000 | 750518 |
| Starwood Property Trust Inc 6.5% 7/1/2030 (j) | 1050000 | 1072333 |
|  |  | 2208405 |
| TOTAL FINANCIALS |  | 53696293 |
| Health Care - 5.4% |  |  |
| Biotechnology - 0.1% |  |  |
| Emergent BioSolutions Inc 3.875% 8/15/2028 (j) | 555000 | 468293 |
| Health Care Equipment & Supplies - 0.9% |  |  |
| Avantor Funding Inc 3.875% 11/1/2029 (j) | 830000 | 778701 |
| Avantor Funding Inc 4.625% 7/15/2028 (j) | 473000 | 461654 |
| Hologic Inc 3.25% 2/15/2029 (j) | 500000 | 499131 |
| Insulet Corp 6.5% 4/1/2033 (j) | 375000 | 382763 |
| Medline Borrower LP 3.875% 4/1/2029 (j) | 2415000 | 2336179 |
| Medline Borrower LP 5.25% 10/1/2029 (i)(j) | 920000 | 911898 |
| Medline Borrower LP/Medline Co-Issuer Inc 6.25% 4/1/2029 (j) | 1455000 | 1482620 |
|  |  | 6852946 |
| Health Care Providers & Services - 3.1% |  |  |
| Centene Corp 3.375% 2/15/2030  | 185000 | 167117 |
| Centene Corp 4.625% 12/15/2029  | 1260000 | 1196096 |
| CHS/Community Health Systems Inc 4.75% 2/15/2031 (j) | 585000 | 539325 |
| CHS/Community Health Systems Inc 5.25% 5/15/2030 (j) | 385000 | 362856 |
| CHS/Community Health Systems Inc 6.125% 4/1/2030 (j) | 355000 | 308660 |
| CHS/Community Health Systems Inc 9.75% 1/15/2034 (j) | 1045000 | 1084572 |
| CVS Health Corp 6.75% 12/10/2054 (c) | 335000 | 339158 |
| CVS Health Corp 7% 3/10/2055 (c) | 1870000 | 1926803 |
| DaVita Inc 3.75% 2/15/2031 (j) | 385000 | 353024 |
| DaVita Inc 4.625% 6/1/2030 (j) | 1655000 | 1591308 |
| DaVita Inc 6.75% 7/15/2033 (j) | 760000 | 773036 |
| HealthEquity Inc 4.5% 10/1/2029 (j) | 1205000 | 1165822 |
| Humana Inc 5.875% 3/1/2033  | 225000 | 229901 |
| Humana Inc 6.625% 9/15/2056 (c) | 2960000 | 2844515 |
| Molina Healthcare Inc 3.875% 11/15/2030 (j) | 785000 | 701813 |
| Molina Healthcare Inc 3.875% 5/15/2032 (i)(j) | 390000 | 338762 |
| Molina Healthcare Inc 6.25% 1/15/2033 (i)(j) | 940000 | 911415 |
| Molina Healthcare Inc 6.5% 2/15/2031 (j) | 1585000 | 1558223 |
| National Mentor Holdings Inc 10.5% 12/15/2030 (i)(j) | 820000 | 846385 |
| Surgery Center Holdings Inc 7.25% 4/15/2032 (j) | 615000 | 604037 |
| Tenet Healthcare Corp 4.25% 6/1/2029  | 695000 | 675097 |
| Tenet Healthcare Corp 4.625% 6/15/2028 (i) | 1250000 | 1238810 |
| Tenet Healthcare Corp 5.5% 11/15/2032 (j) | 1005000 | 995731 |
| Tenet Healthcare Corp 6.125% 6/15/2030  | 2150000 | 2163926 |
| Tenet Healthcare Corp 6.75% 5/15/2031  | 225000 | 229979 |
| US Acute Care Solutions LLC 9.75% 5/15/2029 (j) | 1120000 | 1081974 |
|  |  | 24228345 |
| Health Care Technology - 0.4% |  |  |
| IQVIA Inc 6.25% 6/1/2032 (j) | 1670000 | 1695870 |
| IQVIA Inc 6.5% 5/15/2030 (j) | 1435000 | 1465019 |
|  |  | 3160889 |
| Life Sciences Tools & Services - 0.1% |  |  |
| Charles River Laboratories International Inc 3.75% 3/15/2029 (i)(j) | 665000 | 630174 |
| Charles River Laboratories International Inc 4% 3/15/2031 (j) | 170000 | 158149 |
|  |  | 788323 |
| Pharmaceuticals - 0.8% |  |  |
| 1261229 BC Ltd 10% 4/15/2032 (j) | 3786000 | 3876273 |
| Jazz Securities DAC 4.375% 1/15/2029 (j) | 810000 | 789977 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 4.125% 4/30/2028 (i)(j) | 360000 | 349327 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 5.125% 4/30/2031 (i)(j) | 1330000 | 1083937 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 6.75% 5/15/2034 (j) | 360000 | 320697 |
|  |  | 6420211 |
| TOTAL HEALTH CARE |  | 41919007 |
| Industrials - 9.4% |  |  |
| Aerospace & Defense - 1.9% |  |  |
| ATI Inc 4.875% 10/1/2029  | 680000 | 670930 |
| ATI Inc 5.875% 12/1/2027  | 595000 | 594916 |
| BWX Technologies Inc 4.125% 6/30/2028 (j) | 1890000 | 1837688 |
| Carpenter Technology Corp 5.625% 3/1/2034 (j) | 1055000 | 1045282 |
| Moog Inc 5.5% 10/15/2034 (j) | 405000 | 406272 |
| TransDigm Inc 6% 1/15/2033 (j) | 2200000 | 2198765 |
| TransDigm Inc 6.125% 7/31/2034 (i)(j) | 1055000 | 1037637 |
| TransDigm Inc 6.25% 1/31/2034 (i)(j) | 265000 | 267923 |
| TransDigm Inc 6.375% 3/1/2029 (j) | 2265000 | 2293313 |
| TransDigm Inc 6.375% 5/31/2033 (j) | 3145000 | 3128232 |
| TransDigm Inc 6.75% 1/31/2034 (j) | 1360000 | 1377823 |
|  |  | 14858781 |
| Air Freight & Logistics - 0.1% |  |  |
| Rand Parent LLC 8.5% 2/15/2030 (j) | 785000 | 805822 |
| Building Products - 1.0% |  |  |
| Advanced Drainage Systems Inc 5.375% 3/1/2034 (i)(j) | 815000 | 793093 |
| Advanced Drainage Systems Inc 6.375% 6/15/2030 (j) | 1160000 | 1170079 |
| Builders FirstSource Inc 4.25% 2/1/2032 (j) | 1030000 | 948359 |
| Builders FirstSource Inc 6.75% 5/15/2035 (j) | 950000 | 949090 |
| Camelot Return Merger Sub Inc 8.75% 8/1/2028 (j) | 2350000 | 1373439 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc 6.625% 12/15/2030 (i)(j) | 1685000 | 1713744 |
| MIWD Holdco II LLC / MIWD Finance Corp 5.5% 2/1/2030 (i)(j) | 590000 | 509599 |
|  |  | 7457403 |
| Commercial Services & Supplies - 2.6% |  |  |
| Allied Universal Holdco LLC / Allied Universal Finance Corp 6.875% 6/15/2030 (j) | 240000 | 243283 |
| Allied Universal Holdco LLC 7.875% 2/15/2031 (j) | 215000 | 221710 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl 4.625% 6/1/2028 (j) | 1255000 | 1225410 |
| Artera Services LLC 8.5% 2/15/2031 (j) | 4670000 | 3998836 |
| Brand Industrial Services Inc 10.375% 8/1/2030 (i)(j) | 1735000 | 1585639 |
| Clean Harbors Inc 5.75% 10/15/2033 (j) | 390000 | 389045 |
| Clean Harbors Inc 6.375% 2/1/2031 (j) | 860000 | 873395 |
| CoreCivic Inc 8.25% 4/15/2029  | 1380000 | 1440494 |
| GEO Group Inc/The 10.25% 4/15/2031  | 1495000 | 1592698 |
| GEO Group Inc/The 8.625% 4/15/2029  | 710000 | 737358 |
| GFL Environmental Holdings US Inc 5.5% 2/1/2034 (j) | 795000 | 779733 |
| GFL Environmental Inc 6.75% 1/15/2031 (j) | 525000 | 543284 |
| Madison IAQ LLC 4.125% 6/30/2028 (j) | 380000 | 371105 |
| Madison IAQ LLC 5.875% 6/30/2029 (j) | 1250000 | 1225825 |
| Neptune Bidco US Inc 10.375% 5/15/2031 (j) | 405000 | 408648 |
| Neptune Bidco US Inc 9.29% 4/15/2029 (i)(j) | 1940000 | 1942426 |
| Neptune Bidco US Inc 9.5% 2/15/2033 (j) | 1320000 | 1280715 |
| Waste Pro USA Inc 7% 2/1/2033 (j) | 390000 | 394388 |
| Williams Scotsman Inc 6.625% 4/15/2030 (i)(j) | 550000 | 558684 |
|  |  | 19812676 |
| Construction & Engineering - 0.3% |  |  |
| AECOM 6% 8/1/2033 (j) | 1380000 | 1378484 |
| Railworks Holdings LP / Railworks Rally Inc 8.25% 11/15/2028 (j) | 1295000 | 1292514 |
|  |  | 2670998 |
| Electrical Equipment - 0.3% |  |  |
| Sensata Technologies BV 4% 4/15/2029 (j) | 433000 | 417828 |
| WESCO Distribution Inc 5.25% 4/15/2031 (j) | 920000 | 914508 |
| WESCO Distribution Inc 5.5% 4/15/2034 (j) | 795000 | 782955 |
|  |  | 2115291 |
| Ground Transportation - 0.4% |  |  |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc 8.25% 1/15/2030 (j) | 155000 | 155920 |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc 8.375% 6/15/2032 (i)(j) | 380000 | 377915 |
| Genesee & Wyoming Inc 6.25% 4/15/2032 (j) | 1155000 | 1168802 |
| XPO Inc 6.25% 6/1/2028 (j) | 205000 | 207535 |
| XPO Inc 7.125% 2/1/2032 (i)(j) | 915000 | 943747 |
| XPO Inc 7.125% 6/1/2031 (i)(j) | 195000 | 200866 |
|  |  | 3054785 |
| Machinery - 0.6% |  |  |
| Allison Transmission Inc 5.875% 12/1/2033 (i)(j) | 820000 | 814972 |
| Beach Acquisition Bidco LLC 10% 7/15/2033 pay-in-kind (c)(j) | 1127832 | 1201161 |
| Enpro Inc 6.125% 6/1/2033 (j) | 1060000 | 1072154 |
| Mueller Water Products Inc 4% 6/15/2029 (j) | 1207000 | 1162820 |
|  |  | 4251107 |
| Passenger Airlines - 0.3% |  |  |
| American Airlines Inc 7.25% 2/15/2028 (i)(j) | 145000 | 145826 |
| JetBlue Airways Corp / JetBlue Loyalty LP 9.875% 9/20/2031 (j) | 1120000 | 1058465 |
| United Airlines Holdings Inc 5.375% 3/1/2031  | 1265000 | 1238824 |
|  |  | 2443115 |
| Professional Services - 0.8% |  |  |
| Amentum Holdings Inc 7.25% 8/1/2032 (i)(j) | 1475000 | 1526345 |
| CACI International Inc 6.375% 6/15/2033 (j) | 1355000 | 1379290 |
| ION Platform Finance US Inc / ION Platform Finance SARL 5% 5/1/2028 (j) | 1315000 | 1228272 |
| Science Applications International Corp 4.875% 4/1/2028 (j) | 595000 | 585555 |
| Science Applications International Corp 5.875% 11/1/2033 (i)(j) | 795000 | 775820 |
| TriNet Group Inc 7.125% 8/15/2031 (j) | 590000 | 572537 |
|  |  | 6067819 |
| Trading Companies & Distributors - 1.1% |  |  |
| FTAI Aviation Investors LLC 5.875% 4/15/2033 (j) | 455000 | 445167 |
| FTAI Aviation Investors LLC 7% 6/15/2032 (i)(j) | 365000 | 374167 |
| FTAI Aviation Investors LLC 7.875% 12/1/2030 (j) | 1030000 | 1075521 |
| Herc Holdings Inc 5.75% 3/15/2031 (i)(j) | 520000 | 512131 |
| Herc Holdings Inc 6% 3/15/2034 (i)(j) | 480000 | 464039 |
| Herc Holdings Inc 7% 6/15/2030 (i)(j) | 1085000 | 1112525 |
| Herc Holdings Inc 7.25% 6/15/2033 (i)(j) | 1040000 | 1065732 |
| QXO Building Products Inc 6.75% 4/30/2032 (j) | 780000 | 795593 |
| United Rentals North America Inc 5.375% 11/15/2033 (j) | 465000 | 452157 |
| United Rentals North America Inc 6% 12/15/2029 (j) | 345000 | 350593 |
| United Rentals North America Inc 6.125% 3/15/2034 (j) | 1820000 | 1842908 |
|  |  | 8490533 |
| TOTAL INDUSTRIALS |  | 72028330 |
| Information Technology - 5.0% |  |  |
| Communications Equipment - 0.1% |  |  |
| Viasat Inc 6.5% 7/15/2028 (j) | 730000 | 720978 |
| Electronic Equipment, Instruments & Components - 0.5% |  |  |
| Coherent Corp 5% 12/15/2029 (j) | 1885000 | 1848851 |
| Lightning Power LLC 7.25% 8/15/2032 (j) | 390000 | 405396 |
| Sensata Technologies Inc 3.75% 2/15/2031 (i)(j) | 365000 | 338545 |
| TTM Technologies Inc 4% 3/1/2029 (j) | 1440000 | 1382917 |
|  |  | 3975709 |
| IT Services - 1.3% |  |  |
| Ahead DB Holdings LLC 6.625% 5/1/2028 (j) | 1980000 | 1936714 |
| Cogent Communications Group LLC / Cogent Finance Inc 7% 6/15/2027 (j) | 1990000 | 1959937 |
| Cogent Communications Group LLC / Cogent Finance Inc 7% 6/15/2027 (i)(j) | 910000 | 900129 |
| CoreWeave Inc 9% 2/1/2031 (j) | 1785000 | 1698461 |
| CoreWeave Inc 9.25% 6/1/2030 (j) | 2405000 | 2336841 |
| Go Daddy Operating Co LLC / GD Finance Co Inc 3.5% 3/1/2029 (j) | 1232000 | 1146292 |
| Go Daddy Operating Co LLC / GD Finance Co Inc 5.25% 12/1/2027 (j) | 242000 | 241013 |
|  |  | 10219387 |
| Semiconductors & Semiconductor Equipment - 0.6% |  |  |
| Entegris Inc 3.625% 5/1/2029 (j) | 595000 | 565533 |
| Entegris Inc 5.95% 6/15/2030 (i)(j) | 2820000 | 2837789 |
| ON Semiconductor Corp 3.875% 9/1/2028 (j) | 727000 | 701430 |
| Wolfspeed Inc 7% 6/15/2031 pay-in-kind (c) | 189665 | 150309 |
| Wolfspeed Inc 9.875% 6/23/2030 pay-in-kind (c)(j) | 225794 | 246340 |
|  |  | 4501401 |
| Software - 2.2% |  |  |
| Cloud Software Group Inc 6.5% 3/31/2029 (j) | 1765000 | 1721882 |
| Cloud Software Group Inc 9% 9/30/2029 (j) | 3625000 | 3496942 |
| Elastic NV 4.125% 7/15/2029 (j) | 1165000 | 1092854 |
| Ellucian Holdings Inc 6.5% 12/1/2029 (i)(j) | 1285000 | 1255141 |
| Fair Isaac Corp 6% 5/15/2033 (i)(j) | 1690000 | 1658264 |
| Gen Digital Inc 6.25% 4/1/2033 (i)(j) | 585000 | 568688 |
| Oracle Corp 3.6% 4/1/2040  | 945000 | 685104 |
| Oracle Corp 3.8% 11/15/2037  | 1145000 | 909294 |
| Oracle Corp 5.35% 5/4/2033  | 935000 | 910203 |
| Rackspace Finance LLC 3.5% 5/15/2028 (j) | 815325 | 403586 |
| SS&C Technologies Inc 5.5% 9/30/2027 (j) | 270000 | 270182 |
| SS&C Technologies Inc 6.5% 6/1/2032 (j) | 655000 | 655022 |
| UKG Inc 6.875% 2/1/2031 (i)(j) | 2980000 | 2912400 |
|  |  | 16539562 |
| Technology Hardware, Storage & Peripherals - 0.3% |  |  |
| Seagate Data Storage Technology Pte Ltd 5.75% 12/1/2034 (j) | 715000 | 712318 |
| Seagate Data Storage Technology Pte Ltd 5.875% 7/15/2030 (j) | 780000 | 792824 |
| Seagate Data Storage Technology Pte Ltd 8.25% 12/15/2029 (j) | 325000 | 341311 |
| Seagate Data Storage Technology Pte Ltd 8.5% 7/15/2031 (j) | 395000 | 414133 |
|  |  | 2260586 |
| TOTAL INFORMATION TECHNOLOGY |  | 38217623 |
| Materials - 5.5% |  |  |
| Chemicals - 3.1% |  |  |
| Advancion Sciences Inc 9.25% 11/1/2026 pay-in-kind (c)(j) | 2843675 | 2310486 |
| Axalta Coating Systems Dutch Holding B BV 7.25% 2/15/2031 (j) | 840000 | 878403 |
| Axalta Coating Systems LLC 3.375% 2/15/2029 (i)(j) | 310000 | 293312 |
| Celanese US Holdings LLC 6.5% 4/15/2030 (i) | 595000 | 607111 |
| Celanese US Holdings LLC 6.75% 4/15/2033  | 435000 | 445825 |
| Celanese US Holdings LLC 7% 2/15/2031 (i) | 935000 | 959885 |
| Celanese US Holdings LLC 7.375% 2/15/2034 (i) | 780000 | 799129 |
| Chemours Co/The 4.625% 11/15/2029 (i)(j) | 1890000 | 1772358 |
| Chemours Co/The 5.75% 11/15/2028 (j) | 1205000 | 1193100 |
| Chemours Co/The 5.875% 3/15/2034 (i)(j) | 790000 | 789770 |
| CVR Partners LP / CVR Nitrogen Finance Corp 6.125% 6/15/2028 (j) | 1029000 | 1025232 |
| LSB Industries Inc 6.25% 10/15/2028 (j) | 620000 | 616157 |
| Mativ Holdings Inc 8% 10/1/2029 (i)(j) | 510000 | 475005 |
| Methanex US Operations Inc 6.25% 3/15/2032 (i)(j) | 510000 | 521764 |
| Olin Corp 6.625% 4/1/2033 (i)(j) | 590000 | 577153 |
| Olympus Water US Holding Corp 4.25% 10/1/2028 (j) | 700000 | 668596 |
| Olympus Water US Holding Corp 6.25% 10/1/2029 (j) | 160000 | 151206 |
| Olympus Water US Holding Corp 6.75% 8/1/2032 (i)(j) | 905000 | 861853 |
| Olympus Water US Holding Corp 7.25% 2/15/2033 (i)(j) | 1540000 | 1469316 |
| Olympus Water US Holding Corp 7.25% 6/15/2031 (j) | 465000 | 454167 |
| Scih Salt Hldgs Inc 4.875% 5/1/2028 (j) | 1430000 | 1413688 |
| Scih Salt Hldgs Inc 6.625% 5/1/2029 (j) | 1265000 | 1258675 |
| WR Grace Holdings LLC 5.625% 8/15/2029 (j) | 2495000 | 2294701 |
| WR Grace Holdings LLC 6.625% 8/15/2032 (j) | 750000 | 730766 |
| WR Grace Holdings LLC 7% 8/1/2033 (j) | 535000 | 519579 |
| WR Grace Holdings LLC 7.375% 3/1/2031 (j) | 280000 | 280722 |
|  |  | 23367959 |
| Construction Materials - 0.3% |  |  |
| Quikrete Holdings Inc 6.375% 3/1/2032 (j) | 1225000 | 1242154 |
| Smyrna Ready Mix Concrete LLC 8.875% 11/15/2031 (j) | 770000 | 794024 |
| VM Consolidated Inc 5.5% 4/15/2029 (j) | 400000 | 386904 |
|  |  | 2423082 |
| Containers & Packaging - 1.5% |  |  |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 4% 9/1/2029 (j) | 2405000 | 2202262 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 6.25% 1/30/2031 (j) | 570000 | 565105 |
| Ball Corp 2.875% 8/15/2030  | 345000 | 313242 |
| Ball Corp 3.125% 9/15/2031  | 385000 | 346725 |
| Ball Corp 5.5% 9/15/2033 (i) | 1130000 | 1130649 |
| Ball Corp 6% 6/15/2029 (i) | 415000 | 420932 |
| Clydesdale Acquisition Holdings Inc 6.625% 4/15/2029 (j) | 1315000 | 1291413 |
| Clydesdale Acquisition Holdings Inc 6.75% 4/15/2032 (i)(j) | 570000 | 539302 |
| Clydesdale Acquisition Holdings Inc 8.75% 4/15/2030 (j) | 1605000 | 1497584 |
| Crown Americas LLC 5.875% 6/1/2033 (i) | 1835000 | 1834152 |
| Graphic Packaging International LLC 3.75% 2/1/2030 (i)(j) | 410000 | 376224 |
| Graphic Packaging International LLC 6.375% 7/15/2032 (i)(j) | 920000 | 915660 |
|  |  | 11433250 |
| Metals & Mining - 0.6% |  |  |
| Alcoa Nederland Holding BV 7.125% 3/15/2031 (j) | 300000 | 313714 |
| Alumina Pty Ltd 6.375% 9/15/2032 (j) | 2225000 | 2285602 |
| Cleveland-Cliffs Inc 6.875% 11/1/2029 (i)(j) | 400000 | 399964 |
| Cleveland-Cliffs Inc 7.375% 5/1/2033 (i)(j) | 300000 | 293481 |
| Cleveland-Cliffs Inc 7.625% 1/15/2034 (i)(j) | 400000 | 390787 |
| Commercial Metals Co 3.875% 2/15/2031  | 400000 | 368361 |
| Commercial Metals Co 4.125% 1/15/2030  | 575000 | 547808 |
| Commercial Metals Co 5.75% 11/15/2033 (j) | 375000 | 371057 |
|  |  | 4970774 |
| TOTAL MATERIALS |  | 42195065 |
| Real Estate - 1.9% |  |  |
| Diversified REITs - 0.7% |  |  |
| GLP Capital LP / GLP Financing II Inc 5% 3/1/2036  | 1535000 | 1492938 |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC 6% 1/15/2030 (j) | 335000 | 315093 |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 6.5% 2/15/2029 (j) | 2105000 | 2044458 |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 8.625% 6/15/2032 (j) | 540000 | 549982 |
| Vornado Realty LP 3.4% 6/1/2031 (i) | 885000 | 788139 |
|  |  | 5190610 |
| Health Care REITs - 0.3% |  |  |
| CTR Partnership LP / CareTrust Capital Corp 3.875% 6/30/2028 (j) | 800000 | 777316 |
| MPT Operating Partnership LP / MPT Finance Corp 5% 10/15/2027  | 1782000 | 1657268 |
|  |  | 2434584 |
| Hotel & Resort REITs - 0.3% |  |  |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 4.875% 5/15/2029 (j) | 820000 | 787115 |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 7% 2/1/2030 (j) | 300000 | 303673 |
| RHP Hotel Properties LP / RHP Finance Corp 5.836% 3/15/2034 (j) | 705000 | 695732 |
| RHP Hotel Properties LP / RHP Finance Corp 6.5% 6/15/2033 (i)(j) | 795000 | 809529 |
|  |  | 2596049 |
| Real Estate Management & Development - 0.2% |  |  |
| Howard Hughes Corp/The 4.125% 2/1/2029 (j) | 555000 | 524968 |
| Howard Hughes Corp/The 4.375% 2/1/2031 (j) | 455000 | 417713 |
| Taylor Morrison Communities Inc 5.125% 8/1/2030 (i)(j) | 562000 | 555571 |
| Taylor Morrison Communities Inc 5.75% 11/15/2032 (i)(j) | 450000 | 450394 |
|  |  | 1948646 |
| Specialized REITs - 0.4% |  |  |
| Iron Mountain Inc 4.5% 2/15/2031 (j) | 365000 | 342751 |
| Iron Mountain Inc 6.25% 1/15/2033 (j) | 320000 | 318976 |
| Millrose Properties Inc 6.375% 8/1/2030 (j) | 900000 | 899720 |
| SBA Communications Corp 3.125% 2/1/2029  | 1077000 | 1020534 |
| SBA Communications Corp 3.875% 2/15/2027  | 167000 | 165301 |
|  |  | 2747282 |
| TOTAL REAL ESTATE |  | 14917171 |
| Utilities - 4.6% |  |  |
| Electric Utilities - 3.7% |  |  |
| American Electric Power Co Inc 5.8% 3/15/2056 (c) | 820000 | 810008 |
| American Electric Power Co Inc 6.05% 3/15/2056 (c) | 820000 | 812682 |
| Clearway Energy Operating LLC 3.75% 1/15/2032 (j) | 160000 | 145850 |
| Clearway Energy Operating LLC 3.75% 2/15/2031 (j) | 1135000 | 1050981 |
| Clearway Energy Operating LLC 4.75% 3/15/2028 (j) | 555000 | 547594 |
| Clearway Energy Operating LLC 5.75% 1/15/2034 (j) | 785000 | 771420 |
| Edison International 7.875% 6/15/2054 (c) | 785000 | 804149 |
| Edison International 8.125% 6/15/2053 (c) | 230000 | 234164 |
| Eversource Energy 6.1% 8/15/2056 (c) | 675000 | 666656 |
| Eversource Energy 6.35% 8/15/2056 (c) | 520000 | 512957 |
| Hawaiian Electric Co Inc 6% 10/1/2033 (i)(j) | 590000 | 589250 |
| NRG Energy Inc 3.625% 2/15/2031 (j) | 525000 | 483447 |
| NRG Energy Inc 5.25% 6/15/2029 (j) | 1310000 | 1296975 |
| NRG Energy Inc 5.75% 1/15/2034 (j) | 995000 | 981139 |
| NRG Energy Inc 5.75% 7/15/2029 (j) | 1000000 | 998505 |
| NRG Energy Inc 6% 1/15/2036 (j) | 1900000 | 1882900 |
| NRG Energy Inc 6.25% 11/1/2034 (i)(j) | 1270000 | 1280125 |
| PG&E Corp 6.85% 9/15/2056 (c) | 1042000 | 1029630 |
| PG&E Corp 7.375% 3/15/2055 (c) | 2992000 | 3006251 |
| Sierra Pacific Power Co 6.2% 12/15/2055 (c) | 1530000 | 1488111 |
| Sierra Pacific Power Co 6.375% 9/15/2056 (c) | 1350000 | 1338968 |
| Vistra Operations Co LLC 4.375% 5/1/2029 (j) | 1375000 | 1342595 |
| Vistra Operations Co LLC 5.625% 2/15/2027 (j) | 1350000 | 1350000 |
| Vistra Operations Co LLC 6.875% 4/15/2032 (j) | 1170000 | 1210888 |
| Vistra Operations Co LLC 7.75% 10/15/2031 (j) | 470000 | 492316 |
| Xcel Energy Inc 5.75% 12/3/2056 (c) | 1690000 | 1649741 |
| XPLR Infrastructure Operating Partners LP 7.25% 1/15/2029 (j) | 480000 | 494000 |
| XPLR Infrastructure Operating Partners LP 7.75% 4/15/2034 (j) | 905000 | 934641 |
| XPLR Infrastructure Operating Partners LP 8.375% 1/15/2031 (i)(j) | 295000 | 310546 |
|  |  | 28516489 |
| Independent Power and Renewable Electricity Producers - 0.7% |  |  |
| Alpha Generation LLC 6.25% 1/15/2034 (j) | 1150000 | 1129695 |
| Alpha Generation LLC 6.75% 10/15/2032 (j) | 1580000 | 1603120 |
| Sunnova Energy Corp 5.875% (f)(g)(j) | 2255000 | 5638 |
| Talen Energy Supply LLC 6.25% 2/1/2034 (j) | 1170000 | 1156964 |
| Talen Energy Supply LLC 6.5% 2/1/2036 (j) | 1560000 | 1570812 |
|  |  | 5466229 |
| Multi-Utilities - 0.2% |  |  |
| Sempra 6.375% 4/1/2056 (c) | 1515000 | 1521822 |
| TOTAL UTILITIES |  | 35504540 |
| TOTAL UNITED STATES |  | 523689237 |
| ZAMBIA - 0.3%  |  |  |
| Materials - 0.3% |  |  |
| Metals & Mining - 0.3% |  |  |
| First Quantum Minerals Ltd 6.375% 2/15/2036 (j) | 750000 | 717604 |
| First Quantum Minerals Ltd 7.25% 2/15/2034 (j) | 445000 | 450527 |
| First Quantum Minerals Ltd 8% 3/1/2033 (j) | 800000 | 826536 |
| First Quantum Minerals Ltd 8.625% 6/1/2031 (j) | 245000 | 252656 |
| TOTAL ZAMBIA |  | 2247323 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $598,885,440) |  | <br> **594655344** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.1%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.1%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.1%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Compass Diversified Holdings Series C, 7.875%  | 4560 | 89604 |
| Information Technology - 0.1% |  |  |
| Software - 0.1% |  |  |
| Strategy Inc 11.5% (k) | 4244 | 424378 |
| Strategy Inc Series A, 10%  | 8694 | 832451 |
| TOTAL INFORMATION TECHNOLOGY |  | 1256829 |
| TOTAL UNITED STATES |  | 1346433 |
| <br> **TOTAL NON-CONVERTIBLE PREFERRED STOCKS**<br> (Cost $1,319,220) |  | <br> **1346433** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 4.5%** | &nbsp;&nbsp;**Preferred Securities - 4.5%** | &nbsp;&nbsp;**Preferred Securities - 4.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| FRANCE - 0.3%  |  |  |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| BNP Paribas SA 6.875% (c)(j)(m) | 995000 | 981568 |
| BNP Paribas SA 7.45% (c)(j)(m) | 1100000 | 1129046 |
| TOTAL FRANCE |  | 2110614 |
| UNITED KINGDOM - 0.5%  |  |  |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Barclays PLC 7.625% (c)(m) | 1180000 | 1200970 |
| HSBC Holdings PLC 6.75% (c)(m) | 810000 | 804900 |
| HSBC Holdings PLC 7% (c)(m) | 655000 | 649802 |
| HSBC Holdings PLC 7.05% (c)(m) | 1465000 | 1507976 |
| TOTAL UNITED KINGDOM |  | 4163648 |
| UNITED STATES - 3.7%  |  |  |
| Energy - 0.8% |  |  |
| Oil, Gas & Consumable Fuels - 0.8% |  |  |
| Energy Transfer LP Series G, 7.125% (c)(m) | 1800000 | 1879910 |
| Plains All American Pipeline LP CME Term SOFR 3 month Index + 4.3716%, 8.0241% (c)(d)(m) | 2145000 | 2161516 |
| Sunoco LP 7.875% (c)(j)(m) | 2374000 | 2431029 |
| TOTAL ENERGY |  | 6472455 |
| Financials - 2.8% |  |  |
| Banks - 1.8% |  |  |
| Bank of America Corp 5.875% (c)(i)(m) | 1360000 | 1364636 |
| Bank of America Corp 6.25% (c)(m) | 1980000 | 2014270 |
| Citigroup Inc 6.5% (c)(m) | 1680000 | 1690643 |
| Citigroup Inc 6.625% (c)(m) | 1340000 | 1368447 |
| Citigroup Inc 6.75% (c)(m) | 455000 | 458677 |
| Citigroup Inc 6.875% (c)(m) | 2370000 | 2406813 |
| Citigroup Inc 6.95% (c)(m) | 395000 | 401403 |
| Citigroup Inc 7.125% (c)(m) | 1135000 | 1156381 |
| JPMorgan Chase & Co 6.5% (c)(m) | 1490000 | 1553153 |
| Wells Fargo & Co 6.125% (c)(m) | 1250000 | 1257615 |
| Wells Fargo & Co 7.625% (c)(i)(m) | 300000 | 316202 |
|  |  | 13988240 |
| Capital Markets - 0.5% |  |  |
| Bank of New York Mellon Corp/The 5.625% (c)(m) | 1080000 | 1062126 |
| Charles Schwab Corp/The 4% (c)(m) | 870000 | 807618 |
| Goldman Sachs Group Inc/The 6.125% (c)(i)(m) | 297000 | 302591 |
| Goldman Sachs Group Inc/The 6.85% (c)(m) | 1400000 | 1440284 |
|  |  | 3612619 |
| Consumer Finance - 0.5% |  |  |
| Ally Financial Inc 4.7% (c)(i)(m) | 2580000 | 2570568 |
| Ally Financial Inc 4.7% (c)(i)(m) | 1110000 | 1036723 |
|  |  | 3607291 |
| TOTAL FINANCIALS |  | 21208150 |
| Industrials - 0.1% |  |  |
| Trading Companies & Distributors - 0.1% |  |  |
| Air Lease Corp 4.125% (c)(m) | 850000 | 827430 |
| TOTAL UNITED STATES |  | 28508035 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $33,263,681) |  | <br> **34782297** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 12.3%** | &nbsp;&nbsp;**Money Market Funds - 12.3%** | &nbsp;&nbsp;**Money Market Funds - 12.3%** | &nbsp;&nbsp;**Money Market Funds - 12.3%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (s) | 3.69 | 21063156 | 21067369 |
| Fidelity Securities Lending Cash Central Fund (s)(t) | 3.69 | 73302429 | 73309759 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $94,377,128) |  |  | **94377128** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 109.3%**<br> (Cost $840,185,265)<br>| <br>**841047750** |
| **NET OTHER ASSETS (LIABILITIES) - (9.3)%** (r)  | **(71621638)** |
| **NET ASSETS - 100.0%** | **769426112** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |
| CBOT 5Y US Treasury Notes Contracts (United States) | 46 | 6/2026 | 4975906 | (59454) |
| The notional amount of long futures as a percentage of Net Assets is 0.6%. | The notional amount of long futures as a percentage of Net Assets is 0.6%. | The notional amount of long futures as a percentage of Net Assets is 0.6%. | The notional amount of long futures as a percentage of Net Assets is 0.6%. | The notional amount of long futures as a percentage of Net Assets is 0.6%. |

---

**Legend**

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

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

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

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

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

(f) Level 3 security.

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

(h) Non-income producing.

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

(j) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $519,004,163 or 67.5% of net assets.

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

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

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

(n) Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $10,934,239 or 1.4% of net assets.

(o) Affiliated fund.

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

(q) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $326,422 or 0.0% of net assets.

(r) Includes $70,000 of cash collateral to cover margin requirements for futures contracts.

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

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

---

| | | |
|:---|:---|:---|
| Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: |
| Security | Acquisition Date | Acquisition Cost ($)<br>|
| Fidelity Private Credit Company LLC | 6/6/2022 - 3/9/2026 | 11515547 |

---

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 21268944 | 86250478 | 86452053 | 259298 | (896) | 896 | 21067369 | 21063156 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 43537410 | 115363922 | 85591573 | 32906 | - | - | 73309759 | 73302429 | 0.2% |
| Total | 64806354 | 201614400 | 172043626 | 292204 | (896) | 896 | 94377128 |  |  |

---

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

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

**Affiliated Underlying Funds**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period |
| Fidelity Private Credit Company LLC | 10646045 | 205057 | - | 205057 | - | 83137 | 10934239 | 1168487 |
|  | 10646045 | 205057 | - | 205057 | - | 83137 | 10934239 |  |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

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

Fidelity Private Credit Company LLC is valued at its net asset value (NAV) each month end and is categorized as Level 2 in the hierarchy.

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Variable Insurance Products Fund

- **b. Investment Company Act file number:** 811-03329

- **c. CIK number of Registrant:** 0000356494

- **d. LEI of Registrant:** 549300DXU3EB0NDEJ256

- **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:** VIP High Income Portfolio

- **b. EDGAR series identifier (if any):** S000007718

- **c. LEI of Series:** V14JKL75YKEL030MFU07

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $848356873.83

**Total Liabilities:** $76992759.15

**Net Assets:** $771364114.68

**Delayed Delivery Securities:** $2780000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3729.42342600 | **1-Year:** 12102.00634090 | **5-Year:** 20912.27047210 | **10-Year:** 8486.29164170 | **30-Year:** 4460.24282320

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

- **3-Month:** 35626.75581315 | **1-Year:** 93132.11286537 | **5-Year:** 86154.34309955 | **10-Year:** 6657.34623347 | **30-Year:** 1648.81703520

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000020975 | 0.82%                | 0.41%                | -1.01%               |
| Class ID C000020977 | 0.62%                | 0.41%                | -1.02%               |
| Class ID C000020978 | 0.83%                | 0.41%                | -1.02%               |
| Class ID C000020981 | 0.65%                | 0.43%                | -1.07%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1073486.31             | $2784363.08                                |
| Month 2  | $1621495.37              | $-1492577.64                               |
| Month 3  | $5519010.74              | $-19095376.34                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CARNIVAL CORP                                                                    | CARNIVAL CORP 6.65% 01/15/2028                                                                          | CUSIP: 143658AH5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    160000 | PA      | $163920.32    | 0.02%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Cash Central Fund                                                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  21063156 | NS      | $21067369.08  | 2.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Securities Lending Cash Central Fund                                                           | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  70882601 | NS      | $70889689.21  | 9.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.95% 03/01/2033                                                                | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $318429.64    | 0.04%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP 5.65% 12/01/2044                                                                          | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    372000 | PA      | $331903.12    | 0.04%             | 2044-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP                                                                                   | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     11000 | NS      | $681120.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE LLC 6.875% 04/15/2040 144A                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209047.98    | 0.03%             | 2040-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| SURGERY PARTNERS INC                                                             | SURGERY PARTNERS INC                                                                                    | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     36300 | NS      | $432696.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 5.5% 04/15/2027 144A                                                                   | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    450000 | PA      | $390327.35    | 0.05%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON USA TR 2016-HHV                                                           | HILT 2016-HHV F CSTR 11/38 144A                                                                         | CUSIP: 43300LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $467603.78    | 0.06%             | 2038-11-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A                                                               | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855000 | PA      | $847980.79    | 0.11%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| 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        |   1782000 | PA      | $1657268.00   | 0.21%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A                       | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1437000 | PA      | $1424843.84   | 0.18%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMERN PIPELINE LP                                                     | PLAINS ALL AMERN PIPELINE LP 6.125%/VAR PERP                                                            | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |   2145000 | PA      | $2140001.72   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP 3.8% 11/15/2037                                                                             | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $909294.12    | 0.12%             | 2037-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                      | MATCH GROUP HLD II LLC 5% 12/15/2027 144A                                                               | CUSIP: 57665RAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $166302.79    | 0.02%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                   | SERVICE CORP INTERNATIONAL INC 4.625% 12/15/2027                                                        | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    157000 | PA      | $155409.92    | 0.02%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                             | ARAMARK SERVICES INC 5% 02/01/2028 144A                                                                 | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    775000 | PA      | $770426.18    | 0.10%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 5.375% 02/01/2028 144A                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    675000 | PA      | $499197.06    | 0.06%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                                   | VOC ESCROW LTD 5% 02/15/2028 144A                                                                       | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    310000 | PA      | $308723.61    | 0.04%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 5.875%/VAR PERP                                                             | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   1360000 | PA      | $1361162.80   | 0.18%             |  |  |  | No            |                  2 | On Loan: —       |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.694% 01/15/2027                                                               | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381336.00    | 0.05%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 5.875% 03/15/2028                                                           | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $459810.48    | 0.06%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1349998.92   | 0.18%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SS and C TECHNOLOGIES INC                                                        | SS and C TECHNOLOGIES INC 5.5% 09/30/2027 144A                                                          | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270181.71    | 0.04%             | 2027-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE LLC 4.95% 07/15/2029 144A                                                      | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    940000 | PA      | $916560.35    | 0.12%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.25% 06/15/2029 144A                                                                    | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1296975.33   | 0.17%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                   | SERVICE CORP INTERNATIONAL INC 5.125% 06/01/2029                                                        | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    345000 | PA      | $342767.09    | 0.04%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 5.25% 12/01/2027 144A                                     | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $241013.59    | 0.03%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 5.5% 07/01/2029 144A                                                                | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    410000 | PA      | $408613.09    | 0.05%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 4.75% 01/15/2030 144A                                                                    | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    832000 | PA      | $818119.91    | 0.11%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 4.5% 09/15/2027 144A                                                        | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    422000 | PA      | $417851.68    | 0.05%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A                                                   | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    435000 | PA      | $428906.43    | 0.06%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 3.875% 01/15/2028 144A                                                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    530000 | PA      | $518063.87    | 0.07%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                         | SOTHEBYS 7.375% 10/15/2027 144A                                                                         | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3433473.12   | 0.45%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 10/15/2027 144A                            | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1069184.66   | 0.14%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                         | ZIGGO BV 4.875% 01/15/2030 144A                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    435000 | PA      | $406099.82    | 0.05%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 5.875% 12/01/2027                                                                               | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    595000 | PA      | $594915.99    | 0.08%             | 2027-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A                                                          | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    555000 | PA      | $547594.41    | 0.07%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMPASS DIVERSIFIED HOLDINGS                                                     | COMPASS DIVERSIFIED HOLDINGS SER C 7.875% PERP PFD                                                      | CUSIP: 20451Q401<br>LEI: 5299001SM1LBYANJRR58 | Long             | EP               | CORP              | US        |      4560 | NS      | $89604.00     | 0.01%             |  |  |  | No            |                  1 | 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        |    305000 | PA      | $305000.00    | 0.04%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 7.125%/VAR PERP                                                                      | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   1800000 | PA      | $1832085.00   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE LLC 4.8% 05/15/2030 144A                                                       | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239747.53    | 0.03%             | 2030-05-15      | 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 4.875% 02/15/2030 144A           | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1110979.48   | 0.14%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                              | STATION CASINOS LLC 4.5% 02/15/2028 144A                                                                | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    710000 | PA      | $695897.84    | 0.09%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A                                                             | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1350321.58   | 0.18%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                      | MATCH GROUP HLD II LLC 4.125% 08/01/2030 144A                                                           | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $537504.19    | 0.07%             | 2030-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                           | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                               | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |   2257592 | PA      | $2162773.56   | 0.28%             | 2026-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.625% 04/15/2030 144A                                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1022405.01   | 0.13%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                                          | SCIENCE APPLICATIONS INTERNATIONAL CORP 4.875% 04/01/2028 144A                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    595000 | PA      | $585555.39    | 0.08%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 5.25% 05/15/2027                                  | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1552882.99   | 0.20%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP 3.6% 04/01/2040                                                                             | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    945000 | PA      | $685104.10    | 0.09%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                 | CENTENE CORP 3.375% 02/15/2030                                                                          | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    185000 | PA      | $167117.51    | 0.02%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                 | CENTENE CORP 4.625% 12/15/2029                                                                          | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $963521.64    | 0.12%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 4.625% 06/01/2030 144A                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1591307.66   | 0.21%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.625% 06/15/2028                                                                 | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1238809.56   | 0.16%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.125% 12/01/2030 144A                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $1548228.56   | 0.20%             | 2030-12-01      | 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        |    745000 | PA      | $262886.21    | 0.03%             | 2030-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A                                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1837687.45   | 0.24%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC 6.5% 07/15/2028 144A                                                                         | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    730000 | PA      | $720977.86    | 0.09%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                 | VIRGIN MEDIA SECD FIN PLC 4.5% 08/15/2030 144A                                                          | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1815000 | PA      | $1610237.54   | 0.21%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC                                                                                     | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |    199008 | NS      | $4563250.58   | 0.59%             |  |  |  | No            |                  3 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                         | TK ELEVATOR US NEWCO INC 5.25% 07/15/2027 144A                                                          | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1022320.65   | 0.13%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A                                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1162104.62   | 0.15%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 4.625% 07/15/2028 144A                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    473000 | PA      | $461654.36    | 0.06%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | 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        |    562000 | PA      | $555571.45    | 0.07%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $1530301.00   | 0.20%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                         | SENSATA TECHNOLOGIES INC 3.75% 02/15/2031 144A                                                          | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    365000 | PA      | $338544.88    | 0.04%             | 2031-02-15      | Fixed         | 0.04%                 | 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        |    555000 | PA      | $468293.09    | 0.06%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                           | HARVEST MIDSTREAM I LP 7.5% 09/01/2028 144A                                                             | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    610000 | PA      | $615917.61    | 0.08%             | 2028-09-01      | 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        |    385000 | PA      | $353024.42    | 0.05%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP 2.875% 08/15/2030                                                                             | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    345000 | PA      | $313243.30    | 0.04%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 4.5% 02/15/2031 144A                                                                  | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    365000 | PA      | $342750.66    | 0.04%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A             | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1499593.84   | 0.19%             | 2029-03-15      | Fixed         | 0.04%                 | 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        |    727000 | PA      | $701430.03    | 0.09%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 3.625% 03/15/2031                                                                        | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    240000 | PA      | $221613.90    | 0.03%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                      | HOLOGIC INC 3.25% 02/15/2029 144A                                                                       | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499131.25    | 0.06%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.625% 10/01/2030 144A                                                          | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333109.26    | 0.04%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| 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        |   1950000 | PA      | $1832854.14   | 0.24%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 5.875% 10/01/2028 144A                                                                       | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    305000 | PA      | $292800.00    | 0.04%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                        | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                                          | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    785000 | PA      | $713839.75    | 0.09%             | 2031-04-27      | Fixed         | 0.04%                 | 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        |    785000 | PA      | $701813.39    | 0.09%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                                       | AXALTA COATING SYSTEMS LLC 3.375% 02/15/2029 144A                                                       | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    310000 | PA      | $293311.58    | 0.04%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.75% 03/01/2030                                                            | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    565000 | PA      | $544458.74    | 0.07%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CHEMOURS CO/THE                                                                  | CHEMOURS CO/THE 5.75% 11/15/2028 144A                                                                   | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1193100.02   | 0.15%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A                                                  | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    275000 | PA      | $263242.49    | 0.03%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A                                                     | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1415856.79   | 0.18%             | 2031-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.625% 02/15/2031 144A                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    525000 | PA      | $483446.99    | 0.06%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                    | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                        | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1120558.06   | 0.15%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                               | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    480000 | PA      | $350767.92    | 0.05%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                              | SCHWAB CHARLES CORP 4%/VAR PERP                                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    870000 | PA      | $804782.35    | 0.10%             |  |  |  | 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        |   1365000 | PA      | $1244302.20   | 0.16%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                          | SBA COMMUNICATIONS CORP 3.875% 02/15/2027                                                               | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    167000 | PA      | $165300.83    | 0.02%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A                         | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2044457.13   | 0.27%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    745000 | PA      | $676959.22    | 0.09%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                             | COMMERCIAL METALS CO 3.875% 02/15/2031                                                                  | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368361.32    | 0.05%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                               | HOWARD HUGHES CORP 4.375% 02/01/2031 144A                                                               | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    455000 | PA      | $417712.84    | 0.05%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                               | HOWARD HUGHES CORP 4.125% 02/01/2029 144A                                                               | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    555000 | PA      | $524968.28    | 0.07%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 3.75% 02/15/2031 144A                                                                | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    860000 | PA      | $799146.83    | 0.10%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                      | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1221549.00   | 0.16%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHIP VII LTD                                                | VIKING OCEAN CRUISES SHIP VII LTD 5.625% 02/15/2029 144A                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    350000 | PA      | $349471.29    | 0.05%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 4.25% 02/15/2029 144A                                               | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $179329.54    | 0.02%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| 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        |   1220000 | PA      | $1220910.12   | 0.16%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                            | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1480549.20   | 0.19%             | 2029-03-01      | Fixed         | 0.07%                 | 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        |   1232000 | PA      | $1146292.22   | 0.15%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                             | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                                 | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1382917.20   | 0.18%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                                          | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                            | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |   1845000 | PA      | $1829824.88   | 0.24%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A            | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2202261.87   | 0.29%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | KOSMOS ENERGY LTD 7.5% 03/01/2028 144A                                                                  | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2057075.00   | 0.27%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                                  | NCL FINANCE LTD 6.125% 03/15/2028 144A                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    370000 | PA      | $373179.04    | 0.05%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 3.75% 02/15/2031 144A                                                          | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1050980.49   | 0.14%             | 2031-02-15      | Fixed         | 0.04%                 | 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        |    946579 | PA      | $878293.06    | 0.11%             | 2028-02-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                           | COMPASS GROUP DIV HLDGS LLC 5.25% 04/15/2029 144A                                                       | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1269427.75   | 0.16%             | 2029-04-15      | 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        |    340000 | PA      | $326421.96    | 0.04%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                                       | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    665000 | PA      | $630173.68    | 0.08%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 4% 03/15/2031 144A                                                          | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158149.79    | 0.02%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| CROCS INC                                                                        | CROCS INC 4.25% 03/15/2029 144A                                                                         | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    167000 | PA      | $160289.22    | 0.02%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HOLDING 3 OY                                                            | AHLSTROM HOLDING 3 OY 4.875% 02/04/2028 144A                                                            | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |   1200000 | PA      | $1167165.01   | 0.15%             | 2028-02-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                              | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    433000 | PA      | $417827.55    | 0.05%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                                              | VM CONSOLIDATED INC 5.5% 04/15/2029 144A                                                                | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386904.80    | 0.05%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 4.375% 04/01/2031 144A                                                      | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    283000 | PA      | $267452.37    | 0.03%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                               | REDFIN CORP CONV 0.5% 04/01/2027                                                                        | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |   2666000 | PA      | $2543364.00   | 0.33%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 5.5% 04/15/2027 144A                                                                         | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    622000 | PA      | $609560.00    | 0.08%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                               | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1083936.57   | 0.14%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                               | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $349327.25    | 0.05%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| SCIH SALT HLDGS INC                                                              | SCIH SALT HLDGS INC 4.875% 05/01/2028 144A                                                              | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1413688.42   | 0.18%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                              | SCIH SALT HLDGS INC 6.625% 05/01/2029 144A                                                              | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1258675.00   | 0.16%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                         | BROADSTREET PARTNERS INC 5.875% 04/15/2029 144A                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    870000 | PA      | $847869.11    | 0.11%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                             | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    595000 | PA      | $581701.33    | 0.08%             | 2029-04-15      | 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        |    595000 | PA      | $565533.28    | 0.07%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |   2580000 | PA      | $2555917.76   | 0.33%             |  |  |  | No            |                  2 | On Loan: —       |
| HERENS US HOLDCO CORP                                                            | LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028                                                       | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |   2898360 | PA      | $2523979.24   | 0.33%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                              | JAZZ SECURITIES DAC 4.375% 01/15/2029 144A                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    810000 | PA      | $789976.72    | 0.10%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                                                     | STONEMOR INC 8.5% 05/15/2029 144A                                                                       | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1136096.23   | 0.15%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                            | AHEAD DB HOLDINGS LLC 6.625% 05/01/2028 144A                                                            | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1936713.64   | 0.25%             | 2028-05-01      | Fixed         | 0.07%                 | 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        |    195000 | PA      | $163878.00    | 0.02%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.5% 11/15/2031 144A                                                                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1212498.09   | 0.16%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP | ATLAS LUX 4 SARL/ALD UNI HLDC LLC/ALD UNI FIN CRP 4.625% 06/01/2028 144A                                | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1225410.11   | 0.16%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                       | CLUB CAR TERM 1LN 06/01/2028                                                                            | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |   2267892 | PA      | $2051671.33   | 0.27%             | 2028-06-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                                     | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    355000 | PA      | $308659.93    | 0.04%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1342594.83   | 0.17%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                   | SERVICE CORP INTERNATIONAL INC 4% 05/15/2031                                                            | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    967000 | PA      | $900759.34    | 0.12%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                       | MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    445000 | PA      | $329150.97    | 0.04%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                                                                | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    283000 | PA      | $364928.50    | 0.05%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032                                                                  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2215310.72   | 0.29%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 4.875% 05/15/2029 144A | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $787114.97    | 0.10%             | 2029-05-15      | Fixed         | 0.05%                 | 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        |    965000 | PA      | $936018.44    | 0.12%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                               | VORNADO REALTY LP 3.4% 06/01/2031                                                                       | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    885000 | PA      | $788138.83    | 0.10%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| 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        |    320000 | PA      | $321350.40    | 0.04%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 3.5% 06/01/2031                                                                               | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    675000 | PA      | $613808.21    | 0.08%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.25% 06/01/2029                                                                  | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    695000 | PA      | $675097.63    | 0.09%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| MUELLER WTR PRODS INC                                                            | MUELLER WTR PRODS INC 4% 06/15/2029 144A                                                                | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1162819.82   | 0.15%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                       | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 7.125% 06/01/2028 144A                       | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1243948.10   | 0.16%             | 2028-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.125% 06/15/2029 144A                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $846800.76    | 0.11%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.375% 06/15/2031 144A                                                                 | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $351835.17    | 0.05%             | 2031-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                         | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 5.5% 06/15/2031 144A                                           | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1258062.95   | 0.16%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |   1110000 | PA      | $1030419.99   | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| POLARIS NEWCO LLC                                                                | SOLERA TERM B 1LN 06/02/2028                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    865929 | PA      | $759853.04    | 0.10%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP LP / CARETRUST CAP CORP                                          | CTR PARTNERSHIP LP / CARETRUST CAP CORP 3.875% 06/30/2028 144A                                          | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $777315.92    | 0.10%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS LP / CVR NITROGEN FIN CORP                                          | CVR PARTNERS LP / CVR NITROGEN FIN CORP 6.125% 06/15/2028 144A                                          | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1025231.90   | 0.13%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1122380.39   | 0.15%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI HOMES INC 4% 07/15/2029 144A                                                                        | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    165000 | PA      | $146962.61    | 0.02%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 4.125% 06/30/2028 144A                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    380000 | PA      | $371105.49    | 0.05%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 5.875% 06/30/2029 144A                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1225824.50   | 0.16%             | 2029-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 5.875% 07/01/2029 144A                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    955000 | PA      | $956193.75    | 0.12%             | 2029-07-01      | Fixed         | 0.06%                 | 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        |    874313 | PA      | $752346.55    | 0.10%             | 2028-06-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                       | ELASTIC NV 4.125% 07/15/2029 144A                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   1165000 | PA      | $1092854.35   | 0.14%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.375% 02/01/2029                                 | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    660000 | PA      | $563166.85    | 0.07%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                             | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $560695.32    | 0.07%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MHP COML MTG TR 2021-STOR                                                        | MERIT 2021-STOR F TSFR1M+231.448 07/15/2038 144A                                                        | CUSIP: 55293BAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1111000 | PA      | $1110305.63   | 0.14%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A                                                        | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    380000 | PA      | $365014.47    | 0.05%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC 4.875% 06/30/2029 144A                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1896767.33   | 0.25%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE INC 4.25% 02/01/2032 144A                                                          | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $948359.52    | 0.12%             | 2032-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 3.875% 08/15/2029 144A                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    285000 | PA      | $270903.59    | 0.04%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 6% 08/01/2029 144A                                                  | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $596268.18    | 0.08%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                           | JEFFERIES FIN LLC/JFIN 5% 08/15/2028 144A                                                               | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $652303.19    | 0.08%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A                                                        | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1028202.91   | 0.13%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                              | ALTICE FINANCING SA 5.75% 08/15/2029 144A                                                               | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    965000 | PA      | $666653.38    | 0.09%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A                                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1107864.21   | 0.14%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| CHEMOURS CO/THE                                                                  | CHEMOURS CO/THE 4.625% 11/15/2029 144A                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1772357.33   | 0.23%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CROCS INC                                                                        | CROCS INC 4.125% 08/15/2031 144A                                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    717000 | PA      | $645180.40    | 0.08%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 5.625% 08/15/2029 144A                                                             | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2294699.98   | 0.30%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP NEW                                                           | ELDORADO GOLD CORP NEW 6.25% 09/01/2029 144A                                                            | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    860000 | PA      | $856886.80    | 0.11%             | 2029-09-01      | Fixed         | 0.06%                 | 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        |   2255000 | PA      | $5637.50      | 0.00%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  3 | 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        |    910000 | PA      | $898005.65    | 0.12%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 4.875% 09/01/2029 144A                                                                       | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    525000 | PA      | $477750.00    | 0.06%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENSTALL GROUP BV                                                                 | ESDEC SOLAR TERM B 1LN 8/30/2028                                                                        | CUSIP: N/A<br>LEI: 724500UTJRTIU7878U15       | Long             | LON              | CORP              | NL        |   2560721 | PA      | $1075502.70   | 0.14%             | 2028-08-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 4.875% 10/01/2029                                                                               | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    680000 | PA      | $670930.16    | 0.09%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP 3.125% 09/15/2031                                                                             | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    385000 | PA      | $346724.88    | 0.04%             | 2031-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Fidelity Private Credit Central Fund LLC                                         | Fidelity Private Credit Company LLC                                                                     | CUSIP: 316129105<br>LEI: 549300PS9IWJIDM28579 | Long             | EC               | RF                | US        |   1168487 | NS      | $10934238.57  | 1.42%             |  |  |  | Yes           |                  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        |    160000 | PA      | $151206.72    | 0.02%             | 2029-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A                                              | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $668596.11    | 0.09%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.375% 10/01/2028 144A                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    840000 | PA      | $786272.34    | 0.10%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                   | NISSAN MOTOR ACCEPTANCE CO LLC 2.45% 09/15/2028 144A                                                    | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123379.83    | 0.02%             | 2028-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                    | PRA GROUP INC 5% 10/01/2029 144A                                                                        | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    255000 | PA      | $235404.19    | 0.03%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                     | SOMNIGROUP INTERNATIONAL INC 3.875% 10/15/2031 144A                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    870000 | PA      | $790963.63    | 0.10%             | 2031-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 3.75% 01/15/2032 144A                                                          | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145850.08    | 0.02%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                       | GRIFOLS SA 4.75% 10/15/2028 144A                                                                        | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    370000 | PA      | $362268.04    | 0.05%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                               | LSB INDUSTRIES INC 6.25% 10/15/2028 144A                                                                | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    620000 | PA      | $616157.43    | 0.08%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE BORROWER LP 3.875% 04/01/2029 144A                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2336178.75   | 0.30%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE BORROWER LP 5.25% 10/01/2029 144A                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    920000 | PA      | $911897.84    | 0.12%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                      | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                              | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $315093.16    | 0.04%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP 4.125% 02/15/2032 144A                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    675000 | PA      | $622067.18    | 0.08%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| HEALTHEQUITY INC                                                                 | HEALTHEQUITY INC 4.5% 10/01/2029 144A                                                                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1165821.71   | 0.15%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP 4.125%/VAR PERP                                                                          | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |    850000 | PA      | $825906.58    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 3.875% 11/01/2029 144A                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    830000 | PA      | $778700.27    | 0.10%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 5.875% 11/01/2029 144A                           | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1006230.37   | 0.13%             | 2029-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    775000 | PA      | $737836.27    | 0.10%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    785000 | PA      | $729227.48    | 0.09%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    390000 | PA      | $338762.31    | 0.04%             | 2032-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A                                                            | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $513680.19    | 0.07%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 5% 02/15/2032 144A                                                          | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331454.24    | 0.04%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| RAILWORKS HOLDINGS LP/R                                                          | RAILWORKS HOLDINGS LP/R 8.25% 11/15/2028 144A                                                           | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1292514.51   | 0.17%             | 2028-11-15      | Fixed         | 0.08%                 | 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        |   1020000 | PA      | $1011251.83   | 0.13%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                              | KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A                                                             | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2843675 | PA      | $2310485.94   | 0.30%             | 2026-11-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                       | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                                        | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    410000 | PA      | $376224.12    | 0.05%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| CANACOL ENERGY LTD                                                               | CANACOL ENERGY LTD 5.75% 11/24/2028 144A                                                                | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |   3195000 | PA      | $1110262.50   | 0.14%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 5.625% 12/01/2029 144A                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    475000 | PA      | $460771.55    | 0.06%             | 2029-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                    | COHERENT CORP 5% 12/15/2029 144A                                                                        | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1848850.98   | 0.24%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC               | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1435502.25   | 0.19%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC               | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A                | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2657379.08   | 0.34%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MIWD HOLDCO II LLC / MIWD FINANCE CORP                                           | MIWD HOLDCO II LLC / MIWD FINANCE CORP 5.5% 02/01/2030 144A                                             | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $509599.05    | 0.07%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| 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        |   1870000 | PA      | $1690792.29   | 0.22%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| COMMERCIAL METALS CO                                                             | COMMERCIAL METALS CO 4.125% 01/15/2030                                                                  | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    575000 | PA      | $547806.99    | 0.07%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                          | SBA COMMUNICATIONS CORP 3.125% 02/01/2029                                                               | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1020533.75   | 0.13%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A                                                      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    385000 | PA      | $362855.70    | 0.05%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                  | ERO COPPER CORP 6.5% 02/15/2030 144A                                                                    | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |   2520000 | PA      | $2494522.80   | 0.32%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                                                         | TRAVERE THERAPEUTICS INC CONV 2.25% 03/01/2029                                                          | CUSIP: 89422GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    891000 | PA      | $1123372.80   | 0.15%             | 2029-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | NOVOLEX TERM 1LN 04/13/2029                                                                             | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    455718 | PA      | $433707.06    | 0.06%             | 2029-04-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 5.375% 04/01/2032                                                                        | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272808.04    | 0.04%             | 2032-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A                                               | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1497583.61   | 0.19%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1291413.33   | 0.17%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                              | CHURCHILL DOWNS INC 5.75% 04/01/2030 144A                                                               | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2215276.22   | 0.29%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.5% 10/15/2030 144A                                                         | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1706405.29   | 0.22%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                        | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 7.875% 05/01/2027 144A                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    470000 | PA      | $463929.43    | 0.06%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 10.25% 05/01/2030 144A                                                                       | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90950.00     | 0.01%             | 2030-05-01      | Fixed         | 0.10%                 | 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        |    345000 | PA      | $349405.36    | 0.05%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 6% 06/15/2030 144A                                                              | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    680000 | PA      | $684751.84    | 0.09%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | KINETIK HOLDINGS LP 5.875% 06/15/2030 144A                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    840000 | PA      | $843090.36    | 0.11%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 06/15/2030                                                                 | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2163925.55   | 0.28%             | 2030-06-15      | Fixed         | 0.06%                 | 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        |   1160000 | PA      | $1170078.08   | 0.15%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| 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        |    910000 | PA      | $900128.87    | 0.12%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132289.17    | 0.02%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                     | ENTEGRIS INC 5.95% 06/15/2030 144A                                                                      | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2837788.56   | 0.37%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 04/30/2030                                                             | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $877275.31    | 0.11%             | 2030-04-30      | Fixed         | 0.04%                 | 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        |   2350000 | PA      | $1373438.70   | 0.18%             | 2028-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | BAUSCH HEALTH COS INC 11% 09/30/2028 144A                                                               | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    132000 | PA      | $134645.08    | 0.02%             | 2028-09-30      | Fixed         | 0.11%                 | 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        |    365000 | PA      | $375041.15    | 0.05%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 6.5% 03/31/2029 144A                                                           | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1721881.58   | 0.22%             | 2029-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP 11.75% 11/15/2027 144A                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1128118.28   | 0.15%             | 2027-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                              | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1942425.00   | 0.25%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                                                       | HUMANA INC 5.875% 03/01/2033                                                                            | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229901.21    | 0.03%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                    | UNITED RENTALS NORTH AMER INC 6% 12/15/2029 144A                                                        | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    345000 | PA      | $350592.80    | 0.05%             | 2029-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                              | ALTICE FINANCING TERM B 1LN 10/31/2027                                                                  | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |    467590 | PA      | $338128.17    | 0.04%             | 2027-10-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS INC                                                           | GTT COMMUNICATIONS INC                                                                                  | CUSIP: 362393308<br>LEI: 549300ETSL7K1ZX05H30 | Long             | EC               | CORP              | US        |     23507 | NS      | $840375.25    | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 6.375% 02/01/2031 144A                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    860000 | PA      | $873395.04    | 0.11%             | 2031-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 7% 02/15/2030 144A                                                            | CUSIP: 12769GAB6<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    830000 | PA      | $840250.50    | 0.11%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 04/15/2028 144A                            | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1040640.75   | 0.13%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                  | RAND PARENT LLC 8.5% 02/15/2030 144A                                                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $805822.13    | 0.10%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 7.375% 03/01/2031 144A                                                             | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280722.40    | 0.04%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                            | AMERICAN AIRLINES INC 7.25% 02/15/2028 144A                                                             | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145825.54    | 0.02%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 6.7% 02/14/2033                                                                           | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    635000 | PA      | $639412.92    | 0.08%             | 2033-02-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                                          | PILGRIMS PRIDE CORP NEW 3.5% 03/01/2032                                                                 | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1189144.90   | 0.15%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 8.125%/VAR 06/15/2053                                                              | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234164.84    | 0.03%             | 2053-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 9% 09/30/2029 144A                                                             | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3496941.80   | 0.45%             | 2029-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                      | VALARIS LTD 8.375% 04/30/2030 144A                                                                      | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |    390000 | PA      | $404114.49    | 0.05%             | 2030-04-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                        | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 05/15/2028 144A                                         | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $196897.55    | 0.03%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                        | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 9.5% 06/01/2028 144A                          | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    275000 | PA      | $268730.28    | 0.03%             | 2028-06-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.75% 05/15/2031                                                                  | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229979.93    | 0.03%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO-ISSUER INC                                        | EMRLD BORROWER LP / EMERALD CO-ISSUER INC 6.625% 12/15/2030 144A                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1713744.42   | 0.22%             | 2030-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| BALL CORP                                                                        | BALL CORP 6% 06/15/2029                                                                                 | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    415000 | PA      | $420931.50    | 0.05%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL AND GAS INC 8.75% 06/15/2031 144A                                                          | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1679349.68   | 0.22%             | 2031-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 7.125% 06/01/2031 144A                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200866.38    | 0.03%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| XPO INC                                                                          | XPO INC 6.25% 06/01/2028 144A                                                                           | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207535.44    | 0.03%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 8.625% 06/01/2031 144A                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $252656.25    | 0.03%             | 2031-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 6.5% 05/15/2030 144A                                                                          | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1465018.77   | 0.19%             | 2030-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 8% 06/15/2028 144A                                                                     | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    985000 | PA      | $1022289.15   | 0.13%             | 2028-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 7.25% 06/15/2030 144A                                                             | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2141004.36   | 0.28%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD 9.125% 07/15/2031 144A                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    260000 | PA      | $274285.70    | 0.04%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                             | SEADRILL FINANCE LTD 8.375% 08/01/2030 144A                                                             | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |    550000 | PA      | $568789.74    | 0.07%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 7.625%/VAR PERP                                                                  | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    300000 | PA      | $315144.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1585638.71   | 0.21%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 8% 08/15/2028 144A                                                         | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1080966.48   | 0.14%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 7% 08/15/2029 144A                                                                        | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1410000 | PA      | $1462665.36   | 0.19%             | 2029-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                 | TRINET GROUP INC 7.125% 08/15/2031 144A                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    590000 | PA      | $572537.77    | 0.07%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                                    | APOLLO GLOBAL MANAGEMENT INC SER A PC 6.75% 07/31/2026                                                  | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     12273 | NS      | $720408.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A                                                   | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1756019.52   | 0.23%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO PIK VAR 06/01/2031 144A                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    668391 | PA      | $722733.86    | 0.09%             | 2031-06-01      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO PIK VAR 06/01/2030 144A                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    597877 | PA      | $621943.34    | 0.08%             | 2030-06-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 7% 01/15/2032 144A                                                      | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1421375.00   | 0.18%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 7.25% 01/15/2032 144A                                                                      | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569122.10    | 0.07%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A                                                          | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    470000 | PA      | $492316.37    | 0.06%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 8.375% 01/15/2029 144A                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    755000 | PA      | $779676.42    | 0.10%             | 2029-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 9.25% 10/01/2028 144A                                                             | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    675000 | PA      | $699382.68    | 0.09%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                            | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                               | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   3080000 | PA      | $3295079.48   | 0.43%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                    | SMYRNA READY MIX CONCRETE LLC 8.875% 11/15/2031 144A                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    770000 | PA      | $794024.00    | 0.10%             | 2031-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV                                        | AXALTA COATING SYSTEMS DUTCH HOLDING B BV 7.25% 02/15/2031 144A                                         | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    840000 | PA      | $878402.57    | 0.11%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 8% 02/15/2027 144A                                                                     | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   1480000 | PA      | $1493616.00   | 0.19%             | 2027-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI HOMES INC 8.75% 12/15/2028 144A                                                                     | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485987.70    | 0.06%             | 2028-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                      | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1075520.85   | 0.14%             | 2030-12-01      | Fixed         | 0.08%                 | 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        |    585000 | PA      | $605753.31    | 0.08%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A                                                             | CUSIP: 36168QAQ7<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |    525000 | PA      | $543284.36    | 0.07%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                         | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 7.5% 12/15/2033 144A                                           | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $881548.92    | 0.11%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                              | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    480000 | PA      | $493999.68    | 0.06%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | KINETIK HOLDINGS LP 6.625% 12/15/2028 144A                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1001669.16   | 0.13%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 7.875%/VAR 06/15/2054                                                              | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    785000 | PA      | $804148.51    | 0.10%             | 2054-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 7.125% 02/01/2032 144A                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    915000 | PA      | $943745.64    | 0.12%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| SAMARCO MINERACAO SA                                                             | SAMARCO MINERACAO SA PIK VAR 06/30/2031 144A                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |   1386781 | PA      | $1365979.29   | 0.18%             | 2031-06-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                          | USI INC 7.5% 01/15/2032 144A                                                                            | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    740000 | PA      | $749991.48    | 0.10%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC        | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 6.625% 01/15/2032 144A        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1427243.38   | 0.19%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 8.25% 02/01/2029 144A                                               | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $622812.71    | 0.08%             | 2029-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                 | WAND NEWCO 3 INC 7.625% 01/30/2032 144A                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230061.82    | 0.03%             | 2032-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| KEHE DIST/FIN / NEXTWAVE                                                         | KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A                                                             | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    622000 | PA      | $647533.10    | 0.08%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 7.375% 01/31/2032 144A                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1132158.93   | 0.15%             | 2032-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 6.5% 02/15/2032 144A                                                          | CUSIP: 12769GAC4<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1853171.44   | 0.24%             | 2032-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                              | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                                | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $3998835.54   | 0.52%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                          | UKG INC 6.875% 02/01/2031 144A                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2912399.98   | 0.38%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 12% 02/15/2031 144A                                                      | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |   1020000 | PA      | $1004700.00   | 0.13%             | 2031-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                                 | AMBIPAR LUX SARL 9.875% 02/06/2031 144A                                                                 | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |   2345000 | PA      | $428337.70    | 0.06%             | 2031-02-06      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY TERM B 1LN 11/15/2030                                                               | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |   2060756 | PA      | $1969135.11   | 0.26%             | 2030-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC 7.875% 03/01/2031 144A                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $717734.42    | 0.09%             | 2031-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221711.23    | 0.03%             | 2031-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC                                                                                         | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |     65803 | NS      | $555377.32    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 6.25% 02/15/2032 144A                                                                    | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292998.31    | 0.04%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2293312.50   | 0.30%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                                | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1489008.92   | 0.19%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| PRAIRIE ACQUIROR LP                                                              | PRAIRIE ACQUIROR LP 9% 08/01/2029 144A                                                                  | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1074305.44   | 0.14%             | 2029-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                       | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 8.625% 03/15/2029 144A                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $895075.06    | 0.12%             | 2029-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                           | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 7.125% 03/15/2029 144A                           | CUSIP: 91740PAG3<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |    865000 | PA      | $885047.39    | 0.11%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 8.25% 04/15/2029                                                                          | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1440493.68   | 0.19%             | 2029-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 7.125% 03/15/2031 144A                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $313713.58    | 0.04%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                    | UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A                                                    | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1842908.34   | 0.24%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                              | STATION CASINOS LLC 6.625% 03/15/2032 144A                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    775000 | PA      | $778007.00    | 0.10%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ASTON MARTIN CAPITAL HOLDINGS LTD                                                | ASTON MARTIN CAP HLDGS LTD 10% 03/31/2029 144A                                                          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    655000 | PA      | $492887.50    | 0.06%             | 2029-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                                            | RACKSPACE FINANCE LLC 3.5% 05/15/2028 144A                                                              | CUSIP: 75008WAA1<br>LEI: 25490078N5MHLAGLZ689 | Long             | DBT              | CORP              | US        |    815325 | PA      | $403585.88    | 0.05%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                                        | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A                                         | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1482620.09   | 0.19%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.25% 07/01/2031 144A                                                                    | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    745000 | PA      | $780698.17    | 0.10%             | 2031-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                        | PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1901365.31   | 0.25%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                        | MATADOR RES CO 6.5% 04/15/2032 144A                                                                     | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    820000 | PA      | $828929.82    | 0.11%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                         | SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A                                                          | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    615000 | PA      | $604036.57    | 0.08%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 6.875% 04/15/2029 144A                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    920000 | PA      | $940465.40    | 0.12%             | 2029-04-15      | Fixed         | 0.07%                 | 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        |    385165 | PA      | $329635.35    | 0.04%             | 2030-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                          | GENESEE and WYOMING INC 6.25% 04/15/2032 144A                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1168802.25   | 0.15%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 6.875% 04/15/2032 144A                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1210888.42   | 0.16%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 8.25% 05/15/2029 144A                                                      | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   2085000 | PA      | $2154520.16   | 0.28%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 8.5% 05/15/2031 144A                                                       | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    805000 | PA      | $844282.39    | 0.11%             | 2031-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                     | VALLOUREC SA 7.5% 04/15/2032 144A                                                                       | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    855000 | PA      | $896123.79    | 0.12%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 7.25% 05/01/2032 144A                                                                         | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    445000 | PA      | $460427.71    | 0.06%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| 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        |    175000 | PA      | $169255.14    | 0.02%             | 2030-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| HARVEST MIDSTREAM I LP                                                           | HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A                                                             | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1381117.63   | 0.18%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                          | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                           | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1081974.21   | 0.14%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7% 02/01/2030 144A     | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $303673.20    | 0.04%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| SS and C TECHNOLOGIES INC                                                        | SS and C TECHNOLOGIES INC 6.5% 06/01/2032 144A                                                          | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    655000 | PA      | $655022.27    | 0.08%             | 2032-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 6.5% 05/15/2032                                                                               | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1458194.30   | 0.19%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                       | GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A                                                       | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    920000 | PA      | $915659.56    | 0.12%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| 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        |    360000 | PA      | $320696.93    | 0.04%             | 2034-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.5% 05/15/2031                                                                    | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    785000 | PA      | $789103.20    | 0.10%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                          | MKS INC CONV 1.25% 06/01/2030                                                                           | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    610000 | PA      | $1007720.00   | 0.13%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                   | PROOFPOINT TERM B 1LN 08/31/2028                                                                        | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   3119593 | PA      | $3015616.60   | 0.39%             | 2028-08-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                          | HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A                                                            | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    240000 | PA      | $243000.00    | 0.03%             | 2029-06-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP 8.25% 06/15/2029 144A                                                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2113380.56   | 0.27%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                      | STAPLES INC 10.75% 09/01/2029 144A                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2173325.36   | 0.28%             | 2029-09-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7% 06/01/2032 144A                                                                       | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $441082.85    | 0.06%             | 2032-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 7.125%/VAR PERP                                                                           | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1135000 | PA      | $1146159.32   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | US LBM TERM B 1LN 3.75% 06/06/2031                                                                      | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   2723839 | PA      | $2171934.98   | 0.28%             | 2031-06-06      | Variable      | 0.08%                 | 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        |   1715000 | PA      | $1723369.20   | 0.22%             | 2031-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 21 LTD                                                 | GOLDENTREE LN MGMT US CLO 21 LTD E TSFR3M+570 07/20/2037 144A                                           | CUSIP: 38139DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $248508.75    | 0.03%             | 2037-07-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 8.5% 06/15/2029 144A                                                | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $856795.30    | 0.11%             | 2029-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 7.5% 11/06/2030 144A                                                | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150459.60    | 0.02%             | 2030-11-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 7.25% 06/15/2031 144A                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    465000 | PA      | $454166.80    | 0.06%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                      | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7% 06/15/2032 144A                                          | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    365000 | PA      | $374167.34    | 0.05%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| 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        |   1990000 | PA      | $1959937.07   | 0.25%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                             | HOWARD MIDSTREAM ENERGY PARTNERS LLC 7.375% 07/15/2032 144A                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $754854.31    | 0.10%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                             | WRANGLER HOLDCO CORP 6.625% 04/01/2032 144A                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2203517.83   | 0.29%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 6.125% 06/15/2029 144A                                                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1875000 | PA      | $1905309.38   | 0.25%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO IV LTD                                                               | BBAM US CLO IV LTD D TSFR3M+625 07/15/2039 144A                                                         | CUSIP: 05555KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248256.75    | 0.03%             | 2039-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC / VALOR CO-ISSUER INC                                             | VFH PARENT LLC / VALOR CO-ISSUER INC 7.5% 06/15/2031 144A                                               | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $729530.68    | 0.09%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC WT                                                                                      | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |      2914 | NS      | $3992.18      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 10.25% 04/15/2031                                                                     | CUSIP: 36162JAH9<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1592697.62   | 0.21%             | 2031-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 8.625% 04/15/2029                                                                     | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |    710000 | PA      | $737358.00    | 0.10%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 8.875% 08/15/2031 144A                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    340000 | PA      | $354204.18    | 0.05%             | 2031-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 7% 01/15/2030 144A                                                               | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219526.40    | 0.03%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 9.125% 01/31/2030 144A                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1244049.86   | 0.16%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                           | GROUP 1 AUTOMOTIVE INC 6.375% 01/15/2030 144A                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    740000 | PA      | $744963.92    | 0.10%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                             | AMENTUM HOLDINGS INC 7.25% 08/01/2032 144A                                                              | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1526344.75   | 0.20%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| M2S GROUP INTERMEDIATE HOLDINGS INC                                              | M2S GROUP TERM B 1LN 8/25/2031                                                                          | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2072528 | PA      | $2018994.36   | 0.26%             | 2031-08-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                              | LIGHTNING POWER LLC 7.25% 08/15/2032 144A                                                               | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    390000 | PA      | $405396.32    | 0.05%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 6.375% 03/01/2033 144A                                                                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    545000 | PA      | $536902.77    | 0.07%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| 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        |   1235000 | PA      | $1253003.83   | 0.16%             | 2027-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RES HLDGS INC                                                         | MOSS CREEK RES HLDGS INC 8.25% 09/01/2031 144A                                                          | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    570000 | PA      | $569646.26    | 0.07%             | 2031-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                               | ARCHROCK PARTNERS LP / FIN CORP 6.625% 09/01/2032 144A                                                  | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1198094.63   | 0.16%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                            | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 6.75% 08/15/2032 144A                             | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $575256.85    | 0.07%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| JETBLUE AIRWAYS/LOYALTY                                                          | JETBLUE AIRWAYS/LOYALTY 9.875% 09/20/2031 144A                                                          | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1058465.34   | 0.14%             | 2031-09-20      | Fixed         | 0.10%                 | 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        |    385000 | PA      | $381284.17    | 0.05%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| MAGNETITE XXIX LTD                                                               | MAGNETITE XXIX LTD ER TSFR3M+600 07/15/2037 144A                                                        | CUSIP: 55955JAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99124.50     | 0.01%             | 2037-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| RR 31 LTD                                                                        | RR 31 LTD D TSFR3M+600 10/15/2039 144A                                                                  | CUSIP: 74988BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $123948.00    | 0.02%             | 2039-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6% 01/15/2033 144A                                                                        | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2198764.92   | 0.29%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 5.625% 09/15/2029 144A                                                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    710000 | PA      | $711546.38    | 0.09%             | 2029-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1382548.86   | 0.18%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| 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        |    735000 | PA      | $739487.18    | 0.10%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| RYAN SPECIALTY LLC                                                               | RYAN SPECIALTY LLC 5.875% 08/01/2032 144A                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1675278.00   | 0.22%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC 9.625% 09/15/2032 144A                                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1125410.46   | 0.15%             | 2032-09-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 7.375%/VAR 03/15/2055                                                                     | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2992000 | PA      | $3006250.90   | 0.39%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 9% 06/15/2030                                     | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    680000 | PA      | $637707.60    | 0.08%             | 2030-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                             | WYNN RESORTS FIN LLC / CAP CORP 6.25% 03/15/2033 144A                                                   | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $806523.51    | 0.10%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                               | AVIS BUDG CAR RENT LLC/FIN INC 8.25% 01/15/2030 144A                                                    | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $155920.70    | 0.02%             | 2030-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                     | FOCUS FINANCIAL PARTNERS LLC 6.75% 09/15/2031 144A                                                      | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1226535.84   | 0.16%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| KOSMOS ENERGY LTD                                                                | KOSMOS ENERGY LTD 8.75% 10/01/2031 144A                                                                 | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    355000 | PA      | $315950.00    | 0.04%             | 2031-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                   | NISSAN MOTOR ACCEPTANCE CO LLC 5.55% 09/13/2029 144A                                                    | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221706.02    | 0.03%             | 2029-09-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.5% 10/01/2031 144A                             | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $603897.77    | 0.08%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                   | SERVICE CORP INTERNATIONAL INC 5.75% 10/15/2032                                                         | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1342412.49   | 0.17%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| BIRCH GROVE CLO 5 LLC                                                            | BIRCH GROVE CLO 5 LLC ER TSFR3M+675 10/20/2037 144A                                                     | CUSIP: 090985AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $97142.30     | 0.01%             | 2037-10-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.625% 09/30/2031 144A                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    535000 | PA      | $540285.38    | 0.07%             | 2031-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRONOX FIN LLC                                                                   | TRONOX TERM B 1LN 09/30/2031                                                                            | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |   2259140 | PA      | $1711817.85   | 0.22%             | 2031-09-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                             | ALPHA GENERATION LLC 6.75% 10/15/2032 144A                                                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1603119.65   | 0.21%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 6.125%/VAR PERP                                                           | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    297000 | PA      | $295454.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| MATADOR RESOURCES COMPANY                                                        | MATADOR RES CO 6.25% 04/15/2033 144A                                                                    | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380357.20    | 0.05%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP                         | WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP 8.25% 10/01/2031 144A                          | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1609541.78   | 0.21%             | 2031-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    815000 | PA      | $831938.96    | 0.11%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| MATIV HOLDINGS INC                                                               | MATIV HOLDINGS INC 8% 10/01/2029 144A                                                                   | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    510000 | PA      | $475004.62    | 0.06%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| SABLE INTL FINANCE LTD                                                           | SABLE INTL FIN LTD 7.125% 10/15/2032 144A                                                               | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |   1745000 | PA      | $1717268.98   | 0.22%             | 2032-10-15      | Fixed         | 0.07%                 | 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        |    340000 | PA      | $332930.11    | 0.04%             | 2034-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CR CLO XVI                                                              | MIDOCEAN CR CLO XVI E TSFR3M+625 10/20/2037 144A                                                        | CUSIP: 597922AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $124111.50    | 0.02%             | 2037-10-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP 10.75% 11/30/2029                                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2609657 | PA      | $2819083.98   | 0.37%             | 2029-11-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP CPIK VAR 11/30/2030                                                                       | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1072216 | PA      | $3830062.77   | 0.50%             | 2030-11-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 5.75% 04/15/2033 144A                                                                      | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3106128.26   | 0.40%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| BELRON UK FINANCE PLC                                                            | BELRON UK FINANCE PLC 5.75% 10/15/2029 144A                                                             | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $855101.70    | 0.11%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                      | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 5.875% 04/15/2033 144A                                      | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    455000 | PA      | $445166.77    | 0.06%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                           | PATRICK INDUSTRIES INC 6.375% 11/01/2032 144A                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1044933.06   | 0.14%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 7.375% 05/01/2033 144A                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293481.02    | 0.04%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 6.875% 11/01/2029 144A                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399964.23    | 0.05%             | 2029-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CMG MEDIA CORP                                                                   | COX MEDIA GROUP TERM B2 1LN 06/18/2029                                                                  | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1223159 | PA      | $1142430.09   | 0.15%             | 2029-06-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 6.125% 11/01/2032 144A                                                          | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1033388.69   | 0.13%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6.25% 11/01/2034 144A                                                                    | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1280124.68   | 0.17%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| LIFE TIME INC                                                                    | LIFE TIME INC 6% 11/15/2031 144A                                                                        | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1521963.73   | 0.20%             | 2031-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                         | CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A                                                         | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1920000 | PA      | $1875982.85   | 0.24%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES | APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES 7.875% 11/01/2029 144A | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1238849.90   | 0.16%             | 2029-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.625% 05/15/2029                                                                  | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305296.16    | 0.04%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                   | CMG MEDIA CORP 8.875% 06/18/2029 144A                                                                   | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $220490.34    | 0.03%             | 2029-06-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.75% 07/15/2029 144A                                                                    | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998505.00    | 0.13%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP PIK VAR 11/30/2030                                                                        | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2049497 | PA      | $2069495.99   | 0.27%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI HOMES INC 7% 11/15/2032 144A                                                                        | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1784912.55   | 0.23%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                             | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    940000 | PA      | $911415.19    | 0.12%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 10% 11/15/2029 144A                               | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    530000 | PA      | $520725.00    | 0.07%             | 2029-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                            | ELLUCIAN HOLDINGS INC 6.5% 12/01/2029 144A                                                              | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1255141.48   | 0.16%             | 2029-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ILIAD HOLDING SAS                                                                | ILIAD HOLDING SAS 7% 04/15/2032 144A                                                                    | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    755000 | PA      | $755841.56    | 0.10%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                          | TGS ASA 8.5% 01/15/2030 144A                                                                            | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |   1070000 | PA      | $1117266.48   | 0.14%             | 2030-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                     | STRATEGY INC CONV 0% 12/01/2029                                                                         | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $2745645.00   | 0.36%             | 2029-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                       | METHANEX US OPERATIONS INC 6.25% 03/15/2032 144A                                                        | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $521763.66    | 0.07%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 6.75%/VAR PERP                                                                            | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    455000 | PA      | $454795.07    | 0.06%             |  |  |  | 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        |   1870000 | PA      | $1926803.12   | 0.25%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP 6.75%/VAR 12/10/2054                                                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339157.69    | 0.04%             | 2054-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 6.25% 01/15/2033 144A                                                                 | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318976.74    | 0.04%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                      | HEXION TERM 1LN 03/15/2029                                                                              | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   1207974 | PA      | $1153361.79   | 0.15%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                 | UWM HOLDINGS LLC 6.625% 02/01/2030 144A                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $561187.25    | 0.07%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                                               | RIOT PLATFORMS INC CONV 0.75% 01/15/2030                                                                | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |   1984000 | PA      | $2276640.00   | 0.30%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRONOX FIN LLC                                                                   | TRONOX TERM B 1LN 04/04/2029                                                                            | CUSIP: 89705DAQ5<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    422864 | PA      | $340405.78    | 0.04%             | 2029-04-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ANTERIS TECHNOLOGIES GLOBAL CORP                                                 | ANTERIS TECHNOLOGIES GLOBAL CORP                                                                        | CUSIP: 03675P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29000 | NS      | $160950.00    | 0.02%             |  |  |  | No            |                  1 | 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        |   1050000 | PA      | $1072332.45   | 0.14%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORPORATION                                                  | ENVU TERM B 1LN 10/04/2029                                                                              | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |   1283032 | PA      | $1260258.27   | 0.16%             | 2029-10-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                | CLARIOS TERM B 1LN 01/28/2032                                                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |    278600 | PA      | $277624.90    | 0.04%             | 2032-01-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                                | WASTE PRO USA INC 7% 02/01/2033 144A                                                                    | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    390000 | PA      | $394387.89    | 0.05%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                        | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 02/15/2030 144A                                         | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1134975.00   | 0.15%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                         | AZULE ENERGY FINANCE PLC 8.125% 01/23/2030 144A                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $560439.00    | 0.07%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                         | BASS PRO TERM B 1LN 01/23/2032                                                                          | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    789611 | PA      | $787242.21    | 0.10%             | 2032-01-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 6.85%/VAR PERP                                                            | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   1400000 | PA      | $1427038.20   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC                                      | CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC D2R TSFR3M+375 01/17/2038 144A                              | CUSIP: 17181TAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $95187.00     | 0.01%             | 2038-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                              | ASCEND LEARNING TERM B 1LN 12/11/2028                                                                   | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   1238029 | PA      | $1207078.42   | 0.16%             | 2028-12-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                  | INTRAFI TERM B 1LN 07/31/2031                                                                           | CUSIP: 65343UAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1048571 | PA      | $1006156.76   | 0.13%             | 2031-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1242153.68   | 0.16%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 6.5%/VAR PERP                                                                     | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   1490000 | PA      | $1528941.15   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    945000 | PA      | $954588.92    | 0.12%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                    | SINCLAIR BROADCASTING TERM B7 1LN 12/31/2030                                                            | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   2282773 | PA      | $2031668.13   | 0.26%             | 2030-12-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                  | WHP TERM B 1LN 02/20/2032                                                                               | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |   1621850 | PA      | $1620584.96   | 0.21%             | 2032-02-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 6.95%/VAR PERP                                                                            | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    395000 | PA      | $397933.31    | 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        |   1615000 | PA      | $1617018.75   | 0.21%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I LTD                                                                | BBAM US CLO I LTD D1R TSFR3M+300 03/30/2038 144A                                                        | CUSIP: 054978AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $123756.88    | 0.02%             | 2038-03-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC                             | PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC 6.25% 04/01/2029 144A                              | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1827958.33   | 0.24%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| GEN DIGITAL INC                                                                  | GEN DIGITAL INC 6.25% 04/01/2033 144A                                                                   | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    585000 | PA      | $568687.63    | 0.07%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.75% 03/15/2030 144A                                                                     | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    790000 | PA      | $796266.28    | 0.10%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 7.625%/VAR PERP                                                                            | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |   1180000 | PA      | $1196813.82   | 0.16%             |  |  |  | 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        |    800000 | PA      | $826536.00    | 0.11%             | 2033-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                                          | WEX INC 6.5% 03/15/2033 144A                                                                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    670000 | PA      | $656313.17    | 0.09%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                        | OLIN CORP 6.625% 04/01/2033 144A                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    590000 | PA      | $577153.28    | 0.07%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                               | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |   5881218 | PA      | $3271898.28   | 0.42%             | 2028-10-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALUMINA LTD                                                                      | ALUMINA LTD 6.375% 09/15/2032 144A                                                                      | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |   2225000 | PA      | $2285602.33   | 0.30%             | 2032-09-15      | 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        |    765000 | PA      | $747925.74    | 0.10%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.75% 03/15/2032                                                                   | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $281368.82    | 0.04%             | 2032-03-15      | Fixed         | 0.07%                 | 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        |    435000 | PA      | $445825.41    | 0.06%             | 2033-04-15      | 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        |    595000 | PA      | $607111.23    | 0.08%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2108302.43   | 0.27%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE LLC 6.75% 03/15/2033 144A                                                      | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    620000 | PA      | $638220.56    | 0.08%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                                   | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1313149.78   | 0.17%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| WILLIAMS SCOTSMAN INC                                                            | WILLIAMS SCOTSMAN INC 6.625% 04/15/2030 144A                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558683.95    | 0.07%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| NATGASOLINE LLC                                                                  | NATGASOLINE TERM B 1LN 03/29/2030                                                                       | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    750565 | PA      | $753379.50    | 0.10%             | 2030-03-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                     | STRATEGY INC SER A 10% PERP PFD                                                                         | CUSIP: 594972879<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      8694 | NS      | $832450.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                                     | INSULET CORP 6.5% 04/01/2033 144A                                                                       | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    375000 | PA      | $382763.25    | 0.05%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD 10% 04/15/2032 144A                                                                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3786000 | PA      | $3876273.38   | 0.50%             | 2032-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 6.25% 07/01/2033 144A                                                                         | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    745000 | PA      | $748245.97    | 0.10%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| 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        |    295000 | PA      | $310546.80    | 0.04%             | 2031-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| CAPSTONE COPPER CORP                                                             | CAPSTONE COPPER CORP 6.75% 03/31/2033 144A                                                              | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $794731.20    | 0.10%             | 2033-03-31      | Fixed         | 0.07%                 | 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        |   4777215 | PA      | $4603372.29   | 0.60%             | 2030-10-08      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                                                     | VISTAJET TERM B 1LN 04/01/2031                                                                          | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |     54446 | PA      | $53799.49     | 0.01%             | 2031-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 30 LTD                                                           | FLATIRON RR CLO 30 LTD E TSFR3M+525 04/15/2038 144A                                                     | CUSIP: 33882NAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $193804.40    | 0.03%             | 2038-04-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 6.75% 04/15/2032 144A                                               | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    570000 | PA      | $539301.86    | 0.07%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5%/VAR 01/31/2056                                  | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    465000 | PA      | $465478.95    | 0.06%             | 2056-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 6.5% 10/15/2030 144A                                                               | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    740000 | PA      | $750518.36    | 0.10%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| GTT COMMUNICATIONS INC                                                           | GTT CMM TERM NEW $ HOLDCO 1LN 7/15/2031                                                                 | CUSIP: 36250LAX2<br>LEI: 549300ETSL7K1ZX05H30 | Long             | LON              | CORP              | US        |   1055967 | PA      | $856653.19    | 0.11%             | 2031-07-15      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.5% 05/01/2033 144A                                                 | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1395989.08   | 0.18%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2025-III LTD                                                            | CIFC FDG 2025-III LTD E TSFR3M+725 07/21/2038 144A                                                      | CUSIP: 12574PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250131.25    | 0.03%             | 2038-07-21      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                                        | QXO BUILDING PRODUCTS INC 6.75% 04/30/2032 144A                                                         | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    780000 | PA      | $795592.98    | 0.10%             | 2032-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ACRISURE HOLDINGS INC                                                            | ACRISURE HOLDINGS INC SER A-2 PC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     49169 | NS      | $1412133.68   | 0.18%             |  |  |  | No            |                  3 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 6.75% 05/01/2033 144A                                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $979058.12    | 0.13%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                    | EW SCRIPPS TERM B3 1LN 11/30/2029                                                                       | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    408665 | PA      | $401002.51    | 0.05%             | 2029-11-30      | Variable      | 0.07%                 | 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        |    950000 | PA      | $949089.71    | 0.12%             | 2035-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                           | FAIR ISAAC CORPORATION 6% 05/15/2033 144A                                                               | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1658264.17   | 0.21%             | 2033-05-15      | Fixed         | 0.06%                 | 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        |    780000 | PA      | $792823.20    | 0.10%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.875% 06/15/2031 144A                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1875000 | PA      | $1898045.63   | 0.25%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 05/31/2033 144A                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3145000 | PA      | $3128231.80   | 0.41%             | 2033-05-31      | 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        |   1060000 | PA      | $1072153.96   | 0.14%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 6.75% 06/15/2033 144A                                                                    | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $382101.96    | 0.05%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                               | AVIS BUDG CAR RENT LLC/FIN INC 8.375% 06/15/2032 144A                                                   | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $377914.60    | 0.05%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 7% 06/15/2030 144A                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1112525.37   | 0.14%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 7.25% 06/15/2033 144A                                                                 | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1065731.68   | 0.14%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| MIDOCEAN CR CLO XIX                                                              | MIDOCEAN CR CLO XIX E TSFR3M+625 07/20/2036 144A                                                        | CUSIP: 59803JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $96982.90     | 0.01%             | 2036-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 6% 12/01/2032                                                      | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $564236.20    | 0.07%             | 2032-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | COREWEAVE INC 9.25% 06/01/2030 144A                                                                     | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2336840.86   | 0.30%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                    | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.75% 12/01/2030                                          | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |   1175000 | PA      | $1188909.65   | 0.15%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 6.75% 07/15/2033 144A                                                                        | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    760000 | PA      | $773036.28    | 0.10%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                           | CACI INTERNATIONAL INC 6.375% 06/15/2033 144A                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1379289.73   | 0.18%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                              | RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 06/15/2033 144A                                                | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $809529.42    | 0.10%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| AHLSTROM HOLDING 3 OY                                                            | AHLSTROM TERM B 1LN 5/23/2030                                                                           | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |    557204 | PA      | $550817.95    | 0.07%             | 2030-05-23      | Variable      | 0.08%                 | 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        |    535000 | PA      | $526898.17    | 0.07%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS 7.05%/VAR PERP                                                                            | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |   1465000 | PA      | $1474777.41   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 6.25% 06/01/2032 144A                                                                         | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1695869.97   | 0.22%             | 2032-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                           | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC 10% 01/15/2031 144A                              | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1146576.85   | 0.15%             | 2031-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                      | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6.875% 06/15/2030 144A                                    | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $243283.68    | 0.03%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                             | ROCKET COS INC 6.125% 08/01/2030 144A                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    895000 | PA      | $903258.17    | 0.12%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                             | ROCKET COS INC 6.375% 08/01/2033 144A                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $768165.44    | 0.10%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 6.75% 07/01/2032 144A                                               | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $245723.89    | 0.03%             | 2032-07-01      | 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        |    295000 | PA      | $288031.04    | 0.04%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| WHIRLPOOL CORP                                                                   | WHIRLPOOL CORP 6.5% 06/15/2033                                                                          | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1359559.90   | 0.18%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| 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        |    540000 | PA      | $549982.32    | 0.07%             | 2032-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                                              | NEW HOME CO INC/THE 8.5% 11/01/2030 144A                                                                | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    720000 | PA      | $704031.34    | 0.09%             | 2030-11-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 7.125% 07/01/2033 144A                                                | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $246999.94    | 0.03%             | 2033-07-01      | Fixed         | 0.07%                 | 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        |   2150000 | PA      | $2189390.45   | 0.28%             | 2033-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                      | SKECHERS TERM B 1LN 09/13/2032                                                                          | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    109725 | PA      | $109862.16    | 0.01%             | 2032-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 7.45%/VAR PERP 144A                                                                         | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |   1100000 | PA      | $1107658.20   | 0.14%             |  |  |  | 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        |   1127832 | PA      | $1201160.60   | 0.16%             | 2033-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                | TELUS CORPORATION 6.625%/VAR 10/15/2055                                                                 | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $395144.57    | 0.05%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                | TELUS CORPORATION 7%/VAR 10/15/2055                                                                     | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    645000 | PA      | $658447.61    | 0.09%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | ATHENE HOLDING LTD T5Y+NA 06/28/2055                                                                    | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1636166.88   | 0.21%             | 2055-06-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042                                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $718226.60    | 0.09%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.5% 01/15/2034 144A                                                 | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1631425.30   | 0.21%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.75% 01/15/2036 144A                                                | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1440446.72   | 0.19%             | 2036-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032                                                              | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    280000 | PA      | $246660.40    | 0.03%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052                                                              | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    275000 | PA      | $166597.75    | 0.02%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 5.75% 09/15/2033 144A                                                  | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    870000 | PA      | $866071.98    | 0.11%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.5% 07/15/2031 144A                                            | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    395000 | PA      | $414133.01    | 0.05%             | 2031-07-15      | Fixed         | 0.09%                 | 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        |    715000 | PA      | $712318.39    | 0.09%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.25% 12/15/2029 144A                                           | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    325000 | PA      | $341311.10    | 0.04%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.75% 08/01/2032 144A                                                                     | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    730000 | PA      | $729762.60    | 0.09%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU/ ENFRAGEN CHILE SPA/ ENFRAGEN SPAIN SAU                 | ENFRAGEN ENERGIA SUR SAU/ ENFRAGEN CHILE SPA/ ENFRAGEN SPAIN SAU 8.499% 06/30/2032 144A                 | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    310000 | PA      | $312666.00    | 0.04%             | 2032-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 9.375% 08/01/2032 144A                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1489238.91   | 0.19%             | 2032-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| AECOM                                                                            | AECOM 6% 08/01/2033 144A                                                                                | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1378483.79   | 0.18%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC T5Y+289 6.875%/VAR PERP                                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   2370000 | PA      | $2386215.54   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 6.75% 08/01/2032 144A                                              | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    905000 | PA      | $861852.86    | 0.11%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| COREWEAVE INC                                                                    | COREWEAVE INC 9% 02/01/2031 144A                                                                        | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1698461.24   | 0.22%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                    | GOLDEN NUGGET TERM B 1LN 01/29/2029                                                                     | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1737233 | PA      | $1700976.90   | 0.22%             | 2029-01-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 6.25%/VAR PERP                                                              | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   1980000 | PA      | $1991925.54   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 03/15/2033 144A                                                 | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1191372.75   | 0.15%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.125% 02/15/2031 144A                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    615000 | PA      | $644332.58    | 0.08%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | SOLENIS TERM B 1LN 11/3/2032                                                                            | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |     95000 | PA      | $91333.95     | 0.01%             | 2032-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                     | STRATEGY INC STEP PERP PFD                                                                              | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      4244 | NS      | $424378.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                                    | C and S WHOLESALE GROCERS TERM B 1LN 9/20/2030                                                          | CUSIP: 12676AAB1<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |   1213900 | PA      | $1184560.04   | 0.15%             | 2030-09-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | US LBM TERM B 1LN 5% 06/06/2031                                                                         | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    114425 | PA      | $96239.43     | 0.01%             | 2031-06-06      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                    | EW SCRIPPS CO 9.875% 08/15/2030 144A                                                                    | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2543425.00   | 0.33%             | 2030-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 9.75% 01/15/2034 144A                                                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1131276.25   | 0.15%             | 2034-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.125% 05/15/2030                                                                  | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    440000 | PA      | $430256.90    | 0.06%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                                | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $979252.43    | 0.13%             | 2031-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                   | ALLIANT HOLDINGS TERM B 1LN 09/19/2031                                                                  | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     98499 | PA      | $97647.68     | 0.01%             | 2031-09-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER TERM B 1LN 02/03/2032                                                                         | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |    158800 | PA      | $156915.04    | 0.02%             | 2032-02-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DISCO PARENT INC                                                                 | DUCK CREEK TERM B 1LN 8/6/2032                                                                          | CUSIP: 25461GAB9<br>LEI: 2549003DLSZ9JWHH1Q80 | Long             | LON              | CORP              | US        |    870000 | PA      | $852600.00    | 0.11%             | 2032-08-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 7% 03/31/2034 144A                                                                | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1847572.53   | 0.24%             | 2034-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC REIT                                                     | MILLROSE PROPERTIES INC REIT 6.375% 08/01/2030 144A                                                     | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $899720.01    | 0.12%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                             | HOWARD MIDSTREAM ENERGY PARTNERS LLC 6.625% 01/15/2034 144A                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $853231.70    | 0.11%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                  | INTRAFI NETWORK TERM B 1LN 07/31/2031                                                                   | CUSIP: 65343UAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    843100 | PA      | $814763.41    | 0.11%             | 2031-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                  | INTRAFI NETWORK TERM B 2LN 2/16/2032                                                                    | CUSIP: 65343UAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    955000 | PA      | $921231.20    | 0.12%             | 2032-02-16      | Variable      | 0.09%                 | 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        |    445000 | PA      | $450526.90    | 0.06%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PENNYMAC FINANCIAL SERVICES INC 6.75% 02/15/2034 144A                                                   | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    955000 | PA      | $893725.70    | 0.12%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                         | SNAP INC 6.875% 03/15/2034 144A                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    510000 | PA      | $479690.09    | 0.06%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| BALL CORP                                                                        | BALL CORP 5.5% 09/15/2033                                                                               | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1130648.62   | 0.15%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 6.625% 08/15/2032 144A                                                             | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $730766.49    | 0.09%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                   | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.5%/VAR 03/01/2055                                      | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    281000 | PA      | $292572.70    | 0.04%             | 2055-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                      | SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 144A                                                         | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |   1423498 | PA      | $23131.84     | 0.00%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 6.5%/VAR 02/15/2056                                                                  | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    985000 | PA      | $973159.18    | 0.13%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 6.75%/VAR 02/15/2056                                                                 | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397818.60    | 0.05%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.25% 01/31/2034 144A                                                                     | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267923.22    | 0.03%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.75% 01/31/2034 144A                                                                     | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1377822.80   | 0.18%             | 2034-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 5.625% 08/15/2030 144A                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    705000 | PA      | $701104.24    | 0.09%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 6% 08/15/2033 144A                                                                            | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    560000 | PA      | $550750.77    | 0.07%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | SEMPRA 6.375%/VAR 04/01/2056                                                                            | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1521822.05   | 0.20%             | 2056-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 6.75% 10/01/2035 144A                                                           | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    680000 | PA      | $690820.16    | 0.09%             | 2035-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 6.5% 10/01/2033 144A                                                            | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384104.76    | 0.05%             | 2033-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6.75% 03/15/2034 144A                      | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $371852.59    | 0.05%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CENTURY CMNTYS INC                                                               | CENTURY COMMUNITIES INC 6.625% 09/15/2033 144A                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    805000 | PA      | $788614.87    | 0.10%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                        | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 09/15/2032 144A                                         | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $791280.00    | 0.10%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 7.625% 01/15/2034 144A                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390787.06    | 0.05%             | 2034-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 TERM B4 1LN 03/29/2032                                                                          | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    280000 | PA      | $279708.80    | 0.04%             | 2032-03-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 7.875%/VAR PERP 144A                                                                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |   2374000 | PA      | $2423915.72   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 5.625% 03/15/2031 144A                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    805000 | PA      | $801307.71    | 0.10%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                          | SIERRA PACIFIC POWER CO 6.2%/VAR 12/15/2055                                                             | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1488111.20   | 0.19%             | 2055-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 10/15/2033 144A                          | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $801014.02    | 0.10%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                 | UWM HOLDINGS LLC 6.25% 03/15/2031 144A                                                                  | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $368827.63    | 0.05%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| HAWAIIAN ELECTRIC CO INC                                                         | HAWAIIAN ELECTRIC CO INC 6% 10/01/2033 144A                                                             | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    590000 | PA      | $589251.47    | 0.08%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| ZF NORTH AMER CAP INC                                                            | ZF NORTH AMER CAP INC 7.5% 03/24/2031 144A                                                              | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    765000 | PA      | $751471.13    | 0.10%             | 2031-03-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| TOPBUILD CORP                                                                    | TOPBUILD CORP 5.625% 01/31/2034 144A                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1208783.05   | 0.16%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                              | AMERICAN AXLE and MFG INC 6.375% 10/15/2032 144A                                                        | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    585000 | PA      | $578999.66    | 0.08%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                              | AMERICAN AXLE and MFG INC 7.75% 10/15/2033 144A                                                         | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1080582.78   | 0.14%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                           | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.25% 10/01/2033 144A                            | CUSIP: 91740PAH1<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |    865000 | PA      | $862279.58    | 0.11%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| WEBER-STEPHEN PRODUCTS LLC                                                       | WEBER BLACKSTONE TERM B 1LN 10/1/2032                                                                   | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |   1930000 | PA      | $1882715.00   | 0.24%             | 2032-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ACCELYA LUX FINCO SARL                                                           | ACCELYA TERM B 1LN 10/1/2032                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1211962 | PA      | $1107430.73   | 0.14%             | 2032-10-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                          | PARK RIVER HOLDINGS INC 8% 03/15/2031 144A                                                              | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    305000 | PA      | $303591.57    | 0.04%             | 2031-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.375% 01/15/2036                                                           | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    775000 | PA      | $761396.62    | 0.10%             | 2036-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                                          | SCIENCE APPLICATIONS INTERNATIONAL CORP 5.875% 11/01/2033 144A                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    795000 | PA      | $775819.35    | 0.10%             | 2033-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL AND GAS INC 7.875% 10/15/2033 144A                                                         | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1314009.31   | 0.17%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                                             | CROSSCOUNTRY INTERMEDIATE HOLDCO LLC 6.5% 10/01/2030 144A                                               | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $733916.75    | 0.10%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 5.25% 10/15/2028 144A                                                              | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    390000 | PA      | $385553.92    | 0.05%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                          | UNITI GROUP TERM B 1LN 10/6/2032                                                                        | CUSIP: 97381JAK9<br>LEI: 549300L3SXBFJVGRCF66 | Long             | LON              | CORP              | US        |   1137150 | PA      | $1136444.97   | 0.15%             | 2032-10-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                          | PRIMESOURCE TERM B 1LN 3/15/2031                                                                        | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |     85000 | PA      | $82907.30     | 0.01%             | 2031-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                   | AMERICAN ELEC PWR CO INC 5.80%/VAR 03/15/2056                                                           | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    820000 | PA      | $810008.30    | 0.11%             | 2056-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                   | AMERICAN ELEC PWR CO INC 6.05%/VAR 03/15/2056                                                           | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    820000 | PA      | $812681.34    | 0.11%             | 2056-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                          | WINDSTREAM SERVICES LLC 7.5% 10/15/2033 144A                                                            | CUSIP: 97382BAB5<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |    875000 | PA      | $909695.20    | 0.12%             | 2033-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP 7% 01/15/2034 144A                                                                  | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    720000 | PA      | $725876.57    | 0.09%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                   | NISSAN MOTOR ACCEPTANCE CO LLC 6.125% 09/30/2030 144A                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    415000 | PA      | $398832.02    | 0.05%             | 2030-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.75% 01/15/2034 144A                                                                    | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    995000 | PA      | $981139.15    | 0.13%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6% 01/15/2036 144A                                                                       | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1882899.62   | 0.24%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 7.25% 02/15/2033 144A                                              | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1469315.85   | 0.19%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CHICAGO BOARD OF TRADE                                                           | US 5YR NOTE (CBT) FUT JUN26 FVM6                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        46 | NC      | $-59453.85    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 5.75% 10/15/2033 144A                                                                 | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    390000 | PA      | $389044.73    | 0.05%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                  | CHEMOURS CO/THE TERM 1LN B3 10/15/2032                                                                  | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   1012462 | PA      | $1003603.45   | 0.13%             | 2032-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                                         | SESI LLC 7.875% 09/30/2030 144A                                                                         | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |    510000 | PA      | $520053.12    | 0.07%             | 2030-09-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                | WBI OPERATING LLC 6.25% 10/15/2030 144A                                                                 | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    765000 | PA      | $769559.40    | 0.10%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                | WBI OPERATING LLC 6.5% 10/15/2033 144A                                                                  | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    765000 | PA      | $759155.40    | 0.10%             | 2033-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD 5.875% 10/15/2033 144A                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1535000 | PA      | $1515523.67   | 0.20%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE PIK VAR 06/15/2031                                                                     | CUSIP: 977852AS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189665 | PA      | $150309.51    | 0.02%             | 2031-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE CONV 2.5% 06/15/2031                                                                   | CUSIP: 977852AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $212511.25    | 0.03%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE PIK VAR 06/23/2030 144A                                                                | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225794 | PA      | $246339.67    | 0.03%             | 2030-06-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.125% 05/01/2029 144A                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    565000 | PA      | $560154.90    | 0.07%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 7.875% 10/15/2032 144A                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    145000 | PA      | $154843.18    | 0.02%             | 2032-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.5% 04/15/2032 144A                                                                   | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    773861 | PA      | $731332.83    | 0.09%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.875% 10/15/2030 144A                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    349761 | PA      | $334560.82    | 0.04%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.875% 07/15/2032 144A                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1255306 | PA      | $1189438.17   | 0.15%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.5% 10/15/2031 144A                                                                   | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1897866 | PA      | $1799668.23   | 0.23%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                             | ALPHA GENERATION LLC 6.25% 01/15/2034 144A                                                              | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1129695.14   | 0.15%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                             | ROCKET COS INC 6.5% 08/01/2029 144A                                                                     | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1107324.68   | 0.14%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1                                          | ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1 10% 01/15/2033 144A                                             | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    313000 | PA      | $284463.13    | 0.04%             | 2033-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE CONV 2.5% 06/15/2031 144A                                                              | CUSIP: 977852AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $242462.50    | 0.03%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                         | LUXCO 3                                                                                                 | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |     74146 | NS      | $1099552.23   | 0.14%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                         | ALTICE FRANCE HOLDING SA CVR                                                                            | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |      1308 | NS      | $14664.96     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                          | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 5% 05/01/2028 144A                              | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1228271.94   | 0.16%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | SFR TERM B13 1LN 05/14/2029                                                                             | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |   1386376 | PA      | $1376324.63   | 0.18%             | 2029-05-14      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | SFR TERM B14 1LN 5/31/2031                                                                              | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |   1961220 | PA      | $1962455.49   | 0.25%             | 2031-05-31      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 6.25% 02/01/2034 144A                                                           | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1156964.33   | 0.15%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 6.5% 02/01/2036 144A                                                            | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1570811.94   | 0.20%             | 2036-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                 | WULF COMPUTE LLC 7.75% 10/15/2030 144A                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1975991.60   | 0.26%             | 2030-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 5.75% 03/31/2034 144A            | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $381555.06    | 0.05%             | 2034-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 5.5% 03/31/2031 144A             | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $682183.68    | 0.09%             | 2031-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA                                                            | VOLCAN CIA MINERA SAA 8.5% 10/28/2032 144A                                                              | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    645000 | PA      | $656223.00    | 0.09%             | 2032-10-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                     | TERAWULF INC CONV 0% 05/01/2032 144A                                                                    | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1479132.28   | 0.19%             | 2032-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH TERM Initial Exchange Term Loans 1LN 06/28/2029                                             | CUSIP: 13781HAS9<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |    466295 | PA      | $326406.40    | 0.04%             | 2029-06-28      | Variable      | 0.14%                 | No            |                  3 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 10.375% 05/15/2031 144A                                                            | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    405000 | PA      | $408648.24    | 0.05%             | 2031-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 5.5% 11/15/2032 144A                                                              | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $995730.58    | 0.13%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.75% 11/15/2032 144A                                                   | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450393.75    | 0.06%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CIPHER COMPUTE LLC                                                               | CIPHER COMPUTE LLC 7.125% 11/15/2030 144A                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $751121.03    | 0.10%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 6.75% 11/15/2032 144A                                                                       | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453416.34    | 0.06%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BREAKWATER ENERGY HOLDINGS SARL                                                  | BREAKWATER ENERGY HOLDINGS SARL 9.25% 11/15/2030 144A                                                   | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |    395000 | PA      | $414797.40    | 0.05%             | 2030-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                         | ALLISON TRANSMISSION INC 5.875% 12/01/2033 144A                                                         | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    820000 | PA      | $814972.91    | 0.11%             | 2033-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| SUNOCO LP                                                                        | SUNOCO LP 6.625% 08/15/2032 144A                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1406698.80   | 0.18%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                        | CARPENTER TECHNOLOGY CORP 5.625% 03/01/2034 144A                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1045282.35   | 0.14%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                               | APLD COMPUTECO LLC 9.25% 12/15/2030 144A                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3890000 | PA      | $4007952.58   | 0.52%             | 2030-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                             | COMMERCIAL METALS CO 5.75% 11/15/2033 144A                                                              | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371057.44    | 0.05%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 7.75% 04/15/2034 144A                                              | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    905000 | PA      | $934640.56    | 0.12%             | 2034-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                                      | ACUSHNET CO 5.625% 12/01/2033 144A                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    535000 | PA      | $530860.12    | 0.07%             | 2033-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 6.5% 02/15/2031 144A                                                              | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1558221.90   | 0.20%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                                    | GENMAB A/S/GENMAB FINANCE LLC 6.25% 12/15/2032 144A                                                     | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    650000 | PA      | $664554.14    | 0.09%             | 2032-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                              | MORTON SALT TERM B1 1LN 01/31/2029                                                                      | CUSIP: 78397GAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29850 | PA      | $29751.12     | 0.00%             | 2029-01-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                                             | CROSSCOUNTRY INTERMEDIATE HOLDCO LLC 6.75% 12/01/2032 144A                                              | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $583389.31    | 0.08%             | 2032-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6.25% 01/30/2031 144A         | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $565105.35    | 0.07%             | 2031-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                                            | DBR LAND HOLDINGS LLC 6.25% 12/01/2030 144A                                                             | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $850491.60    | 0.11%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                    | UNITED RENTALS NORTH AMER INC 5.375% 11/15/2033 144A                                                    | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    465000 | PA      | $452156.51    | 0.06%             | 2033-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC SERVICEWORKS EAST LLC                                                        | CSC SERVICEWORKS TERM Initial FL1O 1LN 09/04/2030                                                       | CUSIP: 22946QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    603694 | PA      | $614512.42    | 0.08%             | 2030-09-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CSC SERVICEWORKS EAST LLC                                                        | CSC SERVICEWORKS TERM Exchange FLSO TL 1LN 09/04/2030                                                   | CUSIP: 22946QAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3955927 | PA      | $3095512.72   | 0.40%             | 2030-09-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                               | CANACOL ENERGY LTD TERM DIP 1LN 06/30/2026                                                              | CUSIP: N/A<br>LEI: 549300X5MNRWPMSM9N14       | Long             | LON              | CORP              | CA        |    291193 | PA      | $291193.46    | 0.04%             | 2026-06-30      | Variable      | 0.13%                 | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 5.5% 03/31/2034 144A                                                   | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    635000 | PA      | $620380.33    | 0.08%             | 2034-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                                                     | NATIONAL MENTOR HOLDINGS INC 10.5% 12/15/2030 144A                                                      | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |    820000 | PA      | $846385.14    | 0.11%             | 2030-12-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 5.75% 03/15/2031 144A                                                                 | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    520000 | PA      | $512130.84    | 0.07%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 6% 03/15/2034 144A                                                                    | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    480000 | PA      | $464039.42    | 0.06%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC 7% 02/15/2031                                                                     | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    935000 | PA      | $959885.03    | 0.12%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                    | CITIGROUP INC 6.625%/VAR PERP                                                                           | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1340000 | PA      | $1341005.31   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC 7.375% 02/15/2034                                                                 | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    780000 | PA      | $799128.72    | 0.10%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.75% 09/15/2033                                                                   | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    770000 | PA      | $738316.50    | 0.10%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.5% 06/15/2034 144A                                                 | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    940000 | PA      | $978494.88    | 0.13%             | 2034-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.125% 12/15/2030 144A                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    785000 | PA      | $807314.41    | 0.10%             | 2030-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                | TELUS CORPORATION 6.625%/VAR 06/09/2056                                                                 | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    665000 | PA      | $648214.87    | 0.08%             | 2056-06-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                | TELUS CORPORATION 6.375%/VAR 06/09/2056                                                                 | CUSIP: 87971MCQ4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $821689.46    | 0.11%             | 2056-06-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 6.875%/VAR PERP 144A                                                                        | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |    995000 | PA      | $961459.25    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 8.5% 01/15/2036 144A                                                              | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    430000 | PA      | $448667.04    | 0.06%             | 2036-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| ASURION LLC AND ASURION CO-ISSUER INC                                            | ASURION LLC AND ASURION CO-ISSUER INC 8% 12/31/2032 144A                                                | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    925000 | PA      | $959639.39    | 0.12%             | 2032-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                               | BAUSCH and LOMB TERM B 1LN 01/15/2031                                                                   | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |   1174100 | PA      | $1175567.63   | 0.15%             | 2031-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                                   | TRANSALTA CORP 5.875% 02/01/2034                                                                        | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $774750.11    | 0.10%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                                | FLASH COMPUTE LLC 7.25% 12/31/2030 144A                                                                 | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1862563.35   | 0.24%             | 2030-12-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES LP / ARCHROCK PARTNERS FINANCE CORP                            | ARCHROCK SERVICES LP / ARCHROCK PARTNERS FINANCE CORP 6% 02/01/2034 144A                                | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $777199.50    | 0.10%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 7% 02/01/2033 144A                                                               | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1569310.48   | 0.20%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| COMPASS INC                                                                      | COMPASS INC CONV 0.25% 04/15/2031 144A                                                                  | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |    750000 | PA      | $627750.00    | 0.08%             | 2031-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                         | SGUS LLC 10% 07/15/2026 Second Out                                                                      | CUSIP: 81881KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    269062 | PA      | $80718.49     | 0.01%             | 2026-07-15      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 5.75% 01/15/2034 144A                                                          | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    785000 | PA      | $771419.89    | 0.10%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOLDINGS US INC                                                | GFL ENVIRONMENTAL HOLDINGS US INC 5.5% 02/01/2034 144A                                                  | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $779732.74    | 0.10%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                         | SGUS LLC TERM THIRD OUT 07/15/2026                                                                      | CUSIP: 81881KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    509023 | PA      | $45812.06     | 0.01%             | 2026-07-15      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 9.5% 02/15/2033 144A                                                               | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1280715.48   | 0.17%             | 2033-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 7% 08/01/2033 144A                                                                 | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    535000 | PA      | $519578.63    | 0.07%             | 2033-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                                               | ALBERTSONS COS INC 5.625% 03/31/2032 144A                                                               | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    790000 | PA      | $777767.72    | 0.10%             | 2032-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NIELSEN HOLDINGS TERM B 1LN 02/03/2033                                                                  | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    395000 | PA      | $376435.00    | 0.05%             | 2033-02-03      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                     | UNITED AIRLINES HOLDINGS INC 5.375% 03/01/2031                                                          | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1238824.18   | 0.16%             | 2031-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                                   | EG GROUP TERM B 1LN 02/10/2031                                                                          | CUSIP: 28228QAB5<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |   1095000 | PA      | $1094178.75   | 0.14%             | 2031-02-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                      | SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 144A ESCROW                                                  | CUSIP: N/A<br>LEI: 5493007HQSJGRH78Q684       | Long             | DBT              | CORP              | US        |    474762 | PA      | $0.05         | 0.00%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  3 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                                         | AZUL SECURED FINANCE LLP 9.875% 02/15/2031 144A                                                         | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $335350.00    | 0.04%             | 2031-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 7.5% 02/15/2031 144A                                                                     | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2120718.04   | 0.27%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP 5.35% 05/04/2033                                                                            | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    935000 | PA      | $910202.74    | 0.12%             | 2033-05-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SER D 6.5% PC 01/15/2029                                                                    | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |     18807 | NS      | $864557.79    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                                                    | WHITE CAP SUPPLY HOLDINGS TERM B 1LN 02/10/2033                                                         | CUSIP: 96350TAK6<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    735000 | PA      | $697639.95    | 0.09%             | 2033-02-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS TERM 1LN 08/19/2030                                                                        | CUSIP: 87256FAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    860000 | PA      | $853816.60    | 0.11%             | 2030-08-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                          | BLACK PEARL COMPUTE LLC 6.125% 02/15/2031 144A                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    902000 | PA      | $918052.89    | 0.12%             | 2031-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                    | CITIGROUP INC 6.5%/VAR PERP                                                                             | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1680000 | PA      | $1675924.49   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 5.625% 03/01/2034 144A                                                       | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    920000 | PA      | $887333.01    | 0.12%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS INC 8.5% 08/15/2030 144A                                                                   | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1492335.80   | 0.19%             | 2030-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS INC 12% 02/15/2031 144A                                                                    | CUSIP: 87256YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $964463.72    | 0.13%             | 2031-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.125% 07/31/2034 144A                                                                    | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1037637.23   | 0.13%             | 2034-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| SGUS LLC                                                                         | SGUS LLC TERM FIRST OUT DIP 1LN 07/15/2026                                                              | CUSIP: 81881KAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112102 | PA      | $103021.42    | 0.01%             | 2026-07-15      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM TERM N 1LN 02/13/2033                                                                         | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     80000 | PA      | $80015.20     | 0.01%             | 2033-02-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                  | WHP GLOBAL TERM B 1LN 02/20/2032                                                                        | CUSIP: 999SJP031<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |    240000 | PA      | $239812.80    | 0.03%             | 2032-02-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 6.375% 02/15/2036 144A                                                       | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $717603.75    | 0.09%             | 2036-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 5.375% 03/01/2034 144A                                                       | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    815000 | PA      | $793093.45    | 0.10%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1 LLC                                                      | SV RNO PROPERTY OWNER 1 LLC 5.875% 03/01/2031 144A                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $948952.86    | 0.12%             | 2031-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 5.875% 03/01/2034 144A                                                               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    845000 | PA      | $822925.73    | 0.11%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 6.85%/VAR 09/15/2056                                                                      | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1029629.69   | 0.13%             | 2056-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                 | MICHAELS COS INC 8.5% 03/15/2033 144A                                                                   | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1591662.69   | 0.21%             | 2033-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FUNDING LTD 4.85% 04/01/2033 144A                                                       | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1215000 | PA      | $1163927.78   | 0.15%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                           | GRAN TIERRA ENERGY INC 9.75% 04/15/2031 144A                                                            | CUSIP: 38500TAD3<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    402000 | PA      | $351247.50    | 0.05%             | 2031-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY TERM 1LN 11/15/2030                                                                 | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |    505000 | PA      | $480699.40    | 0.06%             | 2030-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY 6.35%/VAR 08/15/2056                                                                  | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    520000 | PA      | $512957.14    | 0.07%             | 2056-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY 6.1%/VAR 08/15/2056                                                                   | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    675000 | PA      | $666655.94    | 0.09%             | 2056-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 5.25% 04/15/2031 144A                                                            | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    920000 | PA      | $914508.43    | 0.12%             | 2031-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 5.5% 04/15/2034 144A                                                             | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    795000 | PA      | $782954.95    | 0.10%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | WHIRLPOOL CORP SER A PC 2/15/29                                                                         | CUSIP: 963320205<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EP               | CORP              | US        |     19835 | NS      | $812243.25    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                              | RHP HOTEL PPTYS LP and RHP FIN CORP 5.75% 03/15/2034 144A                                               | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $695731.86    | 0.09%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                     | GLP CAP LP / GLP FING II INC 5.625% 03/01/2036                                                          | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1492938.24   | 0.19%             | 2036-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                        | MATADOR RES CO 6% 04/15/2034 144A                                                                       | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    315000 | PA      | $313008.31    | 0.04%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                  | CHEMOURS CO/THE 7.875% 03/15/2034 144A                                                                  | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    790000 | PA      | $789770.35    | 0.10%             | 2034-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC 5.75%/VAR 12/03/2056                                                                    | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1649740.55   | 0.21%             | 2056-12-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                        | BANK NEW YORK MELLON CORP 5.625% PERP                                                                   | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   1080000 | PA      | $1057654.69   | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| SUNOCO LP                                                                        | SUNOCO LP 5.625% 07/15/2034 144A                                                                        | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1073329.38   | 0.14%             | 2034-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 5.375% 07/15/2031 144A                                                                        | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1234997.79   | 0.16%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                      | SAKS GLOBAL ENTERPRISES TERM SECOND OUT ROLL-UP DIP 1LN 07/15/2026                                      | CUSIP: 81881KAG4<br>LEI: 5493007HQSJGRH78Q684 | Long             | LON              | CORP              | US        |    183431 | PA      | $55029.35     | 0.01%             | 2026-07-15      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                                             | APLD COMPUTECO 2 LLC 6.75% 03/15/2031 144A                                                              | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992719.10    | 0.13%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP / CYPRIUM HOLDINGS LUXEMBOURG SARL                                  | CYPRIUM CORP / CYPRIUM HOLDINGS LUXEMBOURG SARL 6.375% 04/15/2034 144A                                  | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $999761.28    | 0.13%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP / CYPRIUM HOLDINGS LUXEMBOURG SARL                                  | CYPRIUM CORP / CYPRIUM HOLDINGS LUXEMBOURG SARL 6.125% 04/15/2031 144A                                  | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1562520.66   | 0.20%             | 2031-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                               | CROWN AMERICAS LLC 5.875% 06/01/2033                                                                    | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1834152.41   | 0.24%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                                                       | HUMANA INC 6.625%/VAR 09/15/2056                                                                        | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2844514.42   | 0.37%             | 2056-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                          | SIERRA PACIFIC POWER CO 6.375%/VAR 09/15/2056                                                           | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1338968.07   | 0.17%             | 2056-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | CHENIERE ENERGY INC 5.2% 07/30/2036 144A                                                                | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1657889.39   | 0.21%             | 2036-07-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MOTOR CREDIT CO LLC 5.42% 04/09/2031                                                               | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1026221.44   | 0.13%             | 2031-04-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                         | MOOG INC 5.5% 10/15/2034 144A                                                                           | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    405000 | PA      | $406272.36    | 0.05%             | 2034-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 6.125%/VAR PERP                                                                  | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1254704.61   | 0.16%             | 2199-12-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 5.875% 04/01/2031 144A                                                          | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    705000 | PA      | $708491.41    | 0.09%             | 2031-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE CONV 3.5% 03/15/2031 144A                                                              | CUSIP: 97785WAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1203755.00   | 0.16%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 6.75% PERP                                                                            | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    810000 | PA      | $803711.81    | 0.10%             | 2199-12-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC T10Y+279.8 PERP                                                                       | CUSIP: 404280FJ3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    655000 | PA      | $648805.27    | 0.08%             | 2199-12-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                          | ELECTRONIC ARTS TERM B 1LN 03/24/2033                                                                   | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    710000 | PA      | $705562.50    | 0.09%             | 2033-03-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                | NEXSTAR MEDIA INC 6.5% 09/15/2033 144A                                                                  | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    970000 | PA      | $977390.43    | 0.13%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                          | OAK-EAGLE ACQUIRECO INC 7.25% 07/01/2033 144A                                                           | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1383186.06   | 0.18%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                          | OAK-EAGLE ACQUIRECO INC 8.75% 07/01/2034 144A                                                           | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1512758.46   | 0.20%             | 2034-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                                         | IMPERIAL DADE TERM B 1LN 12/29/2032                                                                     | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |   1270000 | PA      | $1248575.10   | 0.16%             | 2032-12-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS INC 6.875%/VAR 07/31/2056                                                         | CUSIP: 775109DL2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1630000 | PA      | $1636254.31   | 0.21%             | 2056-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                                               | MATIV HOLDINGS TERM B 1LN 03/26/2033                                                                    | CUSIP: 80854EAK4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |   1210000 | PA      | $1161600.00   | 0.15%             | 2033-03-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                          | HTA GROUP LTD/MAURITIUS 6.75% 04/01/2031 144A                                                           | CUSIP: 40435WAD2<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    400000 | PA      | $395100.00    | 0.05%             | 2031-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer