# EDGAR Filing Document

**Accession Number:** 0000225322
**File Stem:** 0000035402-26-002096
**Filing Date:** 2026-3
**Character Count:** 356067
**Document Hash:** 2060a652f0a879ec4fd94ae4e7ef9710
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002096.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-002096

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SUMMER STREET TRUST
- **CENTRAL INDEX KEY:** 0000225322

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02737
- **FILM NUMBER:** 26790702

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY HIGH INCOME FUND
- **DATE OF NAME CHANGE:** 19890309

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

## Series and Classes Contracts Data

### Fidelity Short Duration High Income Fund (Series ID: S000042758)

| Class ID   | Class Name                                                | Ticker Symbol   |
|:---|:---|:---|
| C000132244 | Fidelity Short Duration High Income Fund                  | FSAHX           |
| C000132245 | Fidelity Advisor Short Duration High Income Fund: Class I | FSFHX           |
| C000132246 | Fidelity Advisor Short Duration High Income Fund: Class A | FSBHX           |
| C000132247 | Fidelity Advisor Short Duration High Income Fund: Class M | FSEHX           |
| C000132248 | Fidelity Advisor Short Duration High Income Fund: Class C | FSDHX           |
| C000205018 | Fidelity Advisor Short Duration High Income Fund: Class Z | FIJWX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Short Duration High Income Fund**

**January 31, 2026**

SDH-NPRT3-0426

1.969440.112 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.4%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.4%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.1%  |  |  |
| OCP Aegis CLO Ltd Series 2024-39A Class D1, CME Term SOFR 3 month Index + 2.8%, 6.4711% 1/16/2037 (f)(g)(j) | 250000 | 250399 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.3%  |  |  |
| Bbam US Clo I Ltd Series 2025-1A Class D1R, CME Term SOFR 3 month Index + 3%, 6.6722% 3/30/2038 (f)(g)(j) | 125000 | 125921 |
| Carlyle US Clo Ltd Series 2024-6A Class E, CME Term SOFR 3 month Index + 5.75%, 9.418% 10/25/2037 (f)(g)(j) | 150000 | 151701 |
| CIFC Funding Ltd Series 2025-4A Class D2R, CME Term SOFR 3 month Index + 3.75%, 7.4176% 1/17/2038 (f)(g)(j) | 100000 | 100149 |
| Flatiron Rr Clo 30 Ltd Series 2025-30A Class E, CME Term SOFR 3 month Index + 5.25%, 8.9222% 4/15/2038 (f)(g)(j) | 200000 | 201889 |
| Oha Credit Partners VII Ltd Series 2025-7A Class D1R4, CME Term SOFR 3 month Index + 2.5%, 6.389% 2/20/2038 (f)(g)(j) | 150000 | 150797 |
| Palmer Square Clo Ltd Series 2025-2A Class DR2, CME Term SOFR 3 month Index + 4.14%, 7.8122% 2/15/2038 (f)(g)(j) | 100000 | 99929 |
| Palmer Square Loan Funding Ltd Series 2024-2A Class D, CME Term SOFR 3 month Index + 4.7%, 8.3722% 1/15/2033 (f)(g)(j) | 250000 | 250041 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 1080427 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $1,324,266) |  | <br> **1330826** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 15.6%** | &nbsp;&nbsp;**Bank Loan Obligations - 15.6%** | &nbsp;&nbsp;**Bank Loan Obligations - 15.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| COLOMBIA - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Canacol Energy Ltd Tranche DIP 1LN, term loan CME Term SOFR 3 month Index + 9%, 13% 6/30/2026 (d)(e)(f)(g) | 52178 | 52177 |
| DENMARK - 0.0%  |  |  |
| Health Care - 0.0% |  |  |
| Biotechnology - 0.0% |  |  |
| Genmab A/S Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.733% 12/12/2032 (e)(f)(g) | 70000 | 70225 |
| FINLAND - 0.2%  |  |  |
| Materials - 0.2% |  |  |
| Paper & Forest Products - 0.2% |  |  |
| Ahlstrom Holding 3 Oy Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.1836% 5/23/2030 (e)(f)(g) | 542278 | 542414 |
| FRANCE - 0.3%  |  |  |
| Communication Services - 0.3% |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |
| Altice France SA Tranche B14 1LN, term loan CME Term SOFR 1 month Index + 6.875%, 10.5472% 5/31/2031 (e)(f)(g) | 1082522 | 1096952 |
| 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 (e)(f)(g) | 129333 | 98552 |
| Financials - 0.2% |  |  |
| Financial Services - 0.2% |  |  |
| Accelya Lux Finco Sarl Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 8.9219% 10/1/2032 (e)(f)(g) | 625000 | 615625 |
| TOTAL LUXEMBOURG |  | 714177 |
| NETHERLANDS - 0.2%  |  |  |
| Industrials - 0.2% |  |  |
| Building Products - 0.2% |  |  |
| Hunter Douglas Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 6.6719% 1/17/2032 (e)(f)(g) | 526483 | 524398 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Enstall Group BV Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.9336% 8/30/2028 (e)(f)(g) | 48498 | 19824 |
| TOTAL NETHERLANDS |  | 544222 |
| SWITZERLAND - 0.3%  |  |  |
| Materials - 0.3% |  |  |
| Chemicals - 0.3% |  |  |
| Consolidated Energy Finance SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1975% 11/15/2030 (e)(f)(g) | 909141 | 790389 |
| 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%, 0% 1/29/2031 (e)(f)(g)(h) | 445000 | 443888 |
| UNITED STATES - 14.3%  |  |  |
| Communication Services - 1.9% |  |  |
| Diversified Telecommunication Services - 0.7% |  |  |
| Cablevision Lightpath LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.6802% 11/30/2027 (e)(f)(g) | 469220 | 468243 |
| Lumen Technologies Inc Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 6.1364% 4/16/2029 (e)(f)(g) | 575577 | 573706 |
| Lumen Technologies Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 0% 4/15/2030 (e)(f)(g)(h) | 793899 | 791319 |
| Uniti Services LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.6719% 10/6/2032 (e)(f)(g) | 510000 | 510000 |
|  |  | 2343268 |
| Media - 1.2% |  |  |
| CMG Media Corp Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.2719% 6/18/2029 (e)(f)(g) | 610388 | 569186 |
| Sinclair Television Group Inc Tranche B7 1LN, term loan CME Term SOFR 1 month Index + 4.1%, 7.8719% 12/31/2030 (e)(f)(g) | 907927 | 767198 |
| Univision Communications Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.0364% 1/31/2029 (e)(f)(g) | 1437869 | 1425288 |
| Virgin Media Bristol LLC Tranche Q 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.0447% 1/31/2029 (e)(f)(g) | 785000 | 783187 |
|  |  | 3544859 |
| TOTAL COMMUNICATION SERVICES |  | 5888127 |
| Consumer Discretionary - 3.6% |  |  |
| Automobile Components - 0.0% |  |  |
| Clarios Global LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.4219% 1/28/2032 (e)(f)(g) | 94763 | 94792 |
| Automobiles - 0.2% |  |  |
| CWGS Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.2864% 6/3/2028 (e)(f)(g) | 669688 | 660902 |
| Broadline Retail - 0.3% |  |  |
| Great Outdoors Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9219% 1/23/2032 (e)(f)(g) | 1004811 | 1003555 |
| Distributors - 0.1% |  |  |
| Solenis Holdings Ltd Tranche B6 1LN, term loan CME Term SOFR 3 month Index + 3%, 6.6719% 6/20/2031 (e)(f)(g) | 437760 | 430975 |
| Diversified Consumer Services - 0.5% |  |  |
| Spin Holdco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.0217% 3/4/2028 (e)(f)(g) | 1567083 | 1262285 |
| TKC Holdings Inc 1LN, term loan 13.5% 2/15/2027 (e)(f) | 362558 | 363465 |
|  |  | 1625750 |
| Hotels, Restaurants & Leisure - 1.0% |  |  |
| Fertitta Entertainment LLC/NV Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9219% 1/29/2029 (e)(f)(g) | 961861 | 959023 |
| Flynn Restaurant Group LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.4219% 1/28/2032 (e)(f)(g) | 351180 | 350829 |
| Hilton Grand Vacations Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.6719% 8/2/2028 (e)(f)(g) | 32743 | 32649 |
| MajorDrive Holdings IV LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.9336% 6/1/2028 (e)(f)(g) | 1010815 | 960275 |
| United PF Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.9285% 12/30/2026 (e)(f)(g) | 754308 | 724762 |
|  |  | 3027538 |
| Household Durables - 0.4% |  |  |
| TGP Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.0219% 6/29/2028 (e)(f)(g) | 379527 | 352060 |
| Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.4108% 10/1/2032 (e)(f)(g) | 865000 | 863919 |
|  |  | 1215979 |
| Specialty Retail - 1.1% |  |  |
| LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.5212% 6/6/2031 (e)(f)(g) | 778650 | 747955 |
| LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 8.6712% 6/6/2031 (e)(f)(g) | 661613 | 660601 |
| Park River Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.1608% 3/15/2031 (e)(f)(g) | 30000 | 29953 |
| SGUS LLC 1LN, term loan 14.65% 7/15/2026 (d)(e)(f) | 124000 | 111600 |
| SGUS LLC term loan 10% 7/15/2026 (d)(e)(f) | 96750 | 29025 |
| SGUS LLC Tranche FIRST OUT DIP PIK, term loan CME Term SOFR 3 month Index + 10%, 14.65% 7/15/2026 (d)(e)(f)(g) | 8680 | 7812 |
| SGUS LLC Tranche THIRD OUT, term loan CME Term SOFR 3 month Index + 8%, 11.6722% 7/15/2026 (d)(e)(f)(g) | 183199 | 32060 |
| Staples Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.75%, 9.6038% 9/4/2029 (e)(f)(g) | 744347 | 709407 |
| Tory Burch LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.0364% 4/17/2028 (e)(f)(g) | 838307 | 835163 |
| Wand NewCo 3 Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1719% 1/30/2031 (e)(f)(g) | 150848 | 150687 |
|  |  | 3314263 |
| TOTAL CONSUMER DISCRETIONARY |  | 11373754 |
| Consumer Staples - 0.4% |  |  |
| Consumer Staples Distribution & Retail - 0.2% |  |  |
| C&S Wholesale Grocers Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 8.6719% 9/20/2030 (e)(f)(g) | 498750 | 492516 |
| Food Products - 0.2% |  |  |
| Del Monte Foods Corp II Inc 1LN, term loan CME Term SOFR 3 month Index + 8.15%, 0% (e)(f)(g)(i) | 57406 | 26885 |
| Del Monte Foods Corp II Inc Tranche FLFO B 1LN, term loan CME Term SOFR 3 month Index + 8%, 0% (e)(f)(g)(i) | 16704 | 7822 |
| Del Monte Foods Corp II Inc Tranche TLA DIP, term loan CME Term SOFR 3 month Index + 9.5%, 13.2802% 3/30/2026 (e)(f)(g) | 144434 | 137213 |
| Del Monte Foods Corp II Inc Tranche TLB DIP ROLLUP, term loan CME Term SOFR 3 month Index + 9.5%, 13.2772% 3/30/2026 (d)(e)(f)(g) | 191752 | 149567 |
| Nourish Buyer I Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.6692% 7/9/2032 (e)(f)(g) | 403988 | 403652 |
|  |  | 725139 |
| TOTAL CONSUMER STAPLES |  | 1217655 |
| Energy - 0.4% |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| CVR CHC LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.6719% 12/30/2027 (e)(f)(g) | 456863 | 455720 |
| Mesquite Energy Inc 1LN, term loan 0% (d)(e)(f)(i) | 15000 | 0 |
| Mesquite Energy Inc 1LN, term loan 3 month U.S. LIBOR + 8%, 0% (d)(e)(f)(g)(i) | 35876 | 0 |
| New Fortress Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.5699% 10/30/2028 (e)(f)(g) | 1724210 | 670287 |
| TOTAL ENERGY |  | 1126007 |
| Financials - 1.8% |  |  |
| Capital Markets - 0.4% |  |  |
| Hightower Holding LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.6506% 2/3/2032 (e)(f)(g) | 1135309 | 1131052 |
| Financial Services - 0.8% |  |  |
| CFC USA 2025 LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.1608% 7/1/2032 (e)(f)(g) | 300000 | 285000 |
| Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.1719% 7/31/2031 (e)(f)(g) | 480855 | 469064 |
| Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.6719% 7/31/2031 (e)(f)(g) | 464163 | 456040 |
| Nexus Buyer LLC Tranche B 2LN, term loan CME Term SOFR 1 month Index + 5.75%, 9.4219% 2/16/2032 (e)(f)(g) | 355000 | 347520 |
| WH Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.389% 2/20/2032 (e)(f)(g) | 920375 | 921268 |
|  |  | 2478892 |
| Insurance - 0.6% |  |  |
| Acrisure LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.6719% 11/6/2030 (e)(f)(g) | 4950 | 4931 |
| Alliant Hldgs Intermediate LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1719% 9/19/2031 (e)(f)(g) | 623456 | 621311 |
| Asurion LLC Tranche B10 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.7719% 8/19/2028 (e)(f)(g) | 761014 | 761608 |
| USI Inc/NY Tranche D 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 5.9219% 11/21/2029 (e)(f)(g) | 617421 | 616649 |
|  |  | 2004499 |
| TOTAL FINANCIALS |  | 5614443 |
| Health Care - 0.9% |  |  |
| Health Care Equipment & Supplies - 0.5% |  |  |
| Bausch + Lomb Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.4219% 1/15/2031 (e)(f)(g) | 1213900 | 1221487 |
| Medline Borrower LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.4219% 10/23/2028 (e)(f)(g) | 187410 | 187856 |
|  |  | 1409343 |
| Health Care Providers & Services - 0.0% |  |  |
| Cano Health LLC Tranche INITIAL EXCHANGE TERM LOANS 1LN, term loan CME Term SOFR 3 month Index + 10%, 13.6719% 6/28/2029 (d)(e)(f)(g) | 200950 | 154732 |
| Health Care Technology - 0.1% |  |  |
| AthenaHealth Group Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.4219% 2/15/2029 (e)(f)(g) | 444190 | 437989 |
| Pharmaceuticals - 0.3% |  |  |
| 1261229 BC Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 9.9219% 10/8/2030 (e)(f)(g) | 975462 | 949964 |
| Jazz Financing Lux Sarl Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 5.9219% 5/5/2028 (e)(f)(g) | 33896 | 33976 |
|  |  | 983940 |
| TOTAL HEALTH CARE |  | 2986004 |
| Industrials - 1.1% |  |  |
| Commercial Services & Supplies - 0.9% |  |  |
| ABG Intermediate Holdings 2 LLC Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 5.9219% 12/21/2028 (e)(f)(g) | 560324 | 559562 |
| Allied Universal Holdco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9219% 8/20/2032 (e)(f)(g) | 294263 | 294551 |
| Brand Industrial Services Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.3538% 8/1/2030 (e)(f)(g) | 284061 | 250277 |
| CSC Serviceworks Inc Tranche NEW $ FLFO TL, term loan CME Term SOFR 3 month Index + 5.5%, 9.101% 9/30/2030 (d)(e)(f)(g) | 267758 | 270435 |
| Neptune Bidco US Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 0% 1/28/2033 (e)(f)(g)(h) | 725000 | 712915 |
| Neptune Bidco US Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.7669% 4/11/2029 (e)(f)(g) | 647622 | 647039 |
|  |  | 2734779 |
| Ground Transportation - 0.2% |  |  |
| Genesee & Wyoming Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 5.4219% 4/10/2031 (e)(f)(g) | 751119 | 749744 |
| Machinery - 0.0% |  |  |
| Beach Acquisition Bidco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 6.9219% 9/13/2032 (e)(f)(g) | 45000 | 45000 |
| 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 (e)(f)(g) | 19800 | 19825 |
| TOTAL INDUSTRIALS |  | 3549348 |
| Information Technology - 1.9% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| DG Investment Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9219% 7/9/2032 (e)(f)(g) | 29401 | 29438 |
| IT Services - 1.0% |  |  |
| Constant Contact Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.9338% 2/10/2028 (e)(f)(g) | 444769 | 416228 |
| X Corp 1LN, term loan 9.5% 10/26/2029 (e) | 615000 | 635756 |
| X Corp Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 10.4475% 10/26/2029 (e)(f)(g) | 1874426 | 1870133 |
|  |  | 2922117 |
| Software - 0.9% |  |  |
| Ascend Learning LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.6719% 12/11/2028 (e)(f)(g) | 948973 | 936817 |
| Dawn Bidco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 0% 8/20/2032 (e)(f)(g)(h) | 230000 | 223099 |
| Polaris Newco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.6785% 6/2/2028 (e)(f)(g) | 318864 | 293237 |
| Proofpoint Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.6719% 8/31/2028 (e)(f)(g) | 1098078 | 1089162 |
| X.AI LLC 1LN, term loan 12.5% 6/28/2030 (e) | 154375 | 166982 |
| X.AI LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 7.25%, 11.1219% 6/28/2030 (e)(f)(g) | 149474 | 151998 |
|  |  | 2861295 |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |
| Sandisk Corp/DE Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 6.6692% 2/20/2032 (e)(f)(g) | 93789 | 93907 |
| TOTAL INFORMATION TECHNOLOGY |  | 5906757 |
| Materials - 2.1% |  |  |
| Chemicals - 1.6% |  |  |
| Advancion Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.7719% 11/24/2027 (e)(f)(g) | 358970 | 331663 |
| Arc Falcon I Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.2719% 9/30/2028 (e)(f)(g) | 388127 | 387157 |
| Chemours Co/The Tranche B3 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.1719% 10/15/2032 (e)(f)(g) | 420000 | 416850 |
| Discovery Purchaser Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.4192% 10/4/2029 (e)(f)(g) | 779924 | 729229 |
| Herens US Holdco Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.925%, 7.6969% 7/3/2028 (e)(f)(g) | 515070 | 434271 |
| Hexion Holdings Corp 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.6712% 3/15/2029 (e)(f)(g) | 844916 | 826302 |
| INEOS US Petrochem LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.0219% 4/2/2029 (e)(f)(g) | 370150 | 255711 |
| M2S Group Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.4168% 8/25/2031 (e)(f)(g) | 840771 | 830262 |
| Olympus Water US Holding Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9219% 11/3/2032 (e)(f)(g) | 35000 | 34402 |
| Scih Salt Hldgs Inc Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.5218% 1/31/2029 (e)(f)(g) | 120988 | 120988 |
| Tronox Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1719% 9/30/2031 (e)(f)(g) | 820086 | 662449 |
| Tronox Finance LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 5.9219% 4/4/2029 (e)(f)(g) | 140000 | 119799 |
|  |  | 5149083 |
| Containers & Packaging - 0.5% |  |  |
| BradyPlus Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.1898% 12/29/2032 (e)(f)(g) | 440000 | 437065 |
| Clydesdale Acquisition Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 3.175%, 6.8469% 4/13/2029 (e)(f)(g) | 1118925 | 1112681 |
|  |  | 1549746 |
| TOTAL MATERIALS |  | 6698829 |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.2% |  |  |
| NRG Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 5.5206% 4/16/2031 (e)(f)(g) | 44772 | 44794 |
| WEC US Holdings Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.6995% 1/27/2031 (e)(f)(g) | 442749 | 442045 |
|  |  | 486839 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Natgasoline LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.1719% 3/29/2030 (e)(f)(g) | 264192 | 263201 |
| TOTAL UTILITIES |  | 750040 |
| TOTAL UNITED STATES |  | 45110964 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $50,341,124) |  | <br> **49365408** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 0.4%** | &nbsp;&nbsp;**Common Stocks - 0.4%** | &nbsp;&nbsp;**Common Stocks - 0.4%** |
|  | Shares | Value ($)<br>|
| FRANCE - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Altice France Holding SA (d) | 9686 | 147305 |
| UNITED STATES - 0.4%  |  |  |
| Communication Services - 0.1% |  |  |
| Entertainment - 0.1% |  |  |
| Warner Bros Discovery Inc (b) | 13100 | 360774 |
| Media - 0.0% |  |  |
| EW Scripps Co/The Class A (b)(c) | 8500 | 28475 |
| TOTAL COMMUNICATION SERVICES |  | 389249 |
| Consumer Discretionary - 0.0% |  |  |
| Specialty Retail - 0.0% |  |  |
| White Iris LLC (d) | 652 | 9826 |
| Energy - 0.2% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Forbes Energy Services Ltd (b)(d) | 6468 | 0 |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Mesquite Energy Inc (b)(d) | 1922 | 395541 |
| TOTAL ENERGY |  | 395541 |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Limetree Bay Cayman Ltd (b)(d) | 80 | 0 |
| Health Care - 0.1% |  |  |
| Health Care Providers & Services - 0.1% |  |  |
| Cano Health LLC (b)(d) | 29327 | 383304 |
| Cano Health LLC warrants 6/28/2029 (b)(d) | 901 | 3216 |
| TOTAL HEALTH CARE |  | 386520 |
| TOTAL UNITED STATES |  | 1181136 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $1,254,705) |  | <br> **1328441** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 1.9%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 1.9%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 1.9%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.9%  |  |  |
| Communication Services - 0.5% |  |  |
| Media - 0.5% |  |  |
| EchoStar Corp 3.875% 11/30/2030 pay-in-kind (f) | 489427 | 1697394 |
| Financials - 0.4% |  |  |
| Financial Services - 0.4% |  |  |
| Redfin Corp 0.5% 4/1/2027  | 1489000 | 1410828 |
| Health Care - 0.1% |  |  |
| Biotechnology - 0.1% |  |  |
| Travere Therapeutics Inc 2.25% 3/1/2029  | 304000 | 392859 |
| Information Technology - 0.9% |  |  |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| MKS Inc 1.25% 6/1/2030  | 279000 | 469262 |
| Wolfspeed Inc 2.5% 6/15/2031 (j) | 53000 | 71948 |
| Wolfspeed Inc 2.5% 6/15/2031  | 47000 | 63802 |
|  |  | 605012 |
| Software - 0.7% |  |  |
| Riot Platforms Inc 0.75% 1/15/2030  | 632000 | 831946 |
| Strategy Inc 0% 12/1/2029 (k) | 880000 | 741752 |
| Terawulf Inc 0% 5/1/2032 (j)(k) | 412000 | 387527 |
|  |  | 1961225 |
| TOTAL INFORMATION TECHNOLOGY |  | 2566237 |
| TOTAL UNITED STATES |  | 6067318 |
| <br> **TOTAL CONVERTIBLE CORPORATE BONDS**<br> (Cost $4,543,108) |  | <br> **6067318** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 72.1%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 72.1%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 72.1%** |
|  | 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) | 305000 | 308589 |
| AUSTRALIA - 0.4%  |  |  |
| Materials - 0.4% |  |  |
| Metals & Mining - 0.4% |  |  |
| Mineral Resources Ltd 7% 4/1/2031 (j) | 155000 | 162898 |
| Mineral Resources Ltd 9.25% 10/1/2028 (j) | 1140000 | 1197467 |
| TOTAL AUSTRALIA |  | 1360365 |
| BAILIWICK OF JERSEY - 0.1%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Automobiles - 0.1% |  |  |
| Aston Martin Capital Holdings Ltd 10% 3/31/2029 (j) | 355000 | 316851 |
| BRAZIL - 0.6%  |  |  |
| Industrials - 0.1% |  |  |
| Commercial Services & Supplies - 0.0% |  |  |
| Ambipar Lux Sarl 9.875% (i)(j) | 1115000 | 214649 |
| Passenger Airlines - 0.1% |  |  |
| Azul Secured Finance LLP 0% 2/15/2031 (j) | 225000 | 222813 |
| TOTAL INDUSTRIALS |  | 437462 |
| Materials - 0.5% |  |  |
| Metals & Mining - 0.5% |  |  |
| ERO Copper Corp 6.5% 2/15/2030 (j) | 915000 | 922137 |
| Samarco Mineracao SA 9% 6/30/2031 pay-in-kind (f)(j) | 486159 | 488541 |
| TOTAL MATERIALS |  | 1410678 |
| TOTAL BRAZIL |  | 1848140 |
| CAMEROON - 0.2%  |  |  |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Golar LNG Ltd 7.5% 10/2/2030 (j) | 580000 | 580580 |
| Golar LNG Ltd 7.75% 9/19/2029 (j)(o) | 200000 | 198854 |
| TOTAL CAMEROON |  | 779434 |
| CANADA - 2.7%  |  |  |
| Communication Services - 0.4% |  |  |
| Diversified Telecommunication Services - 0.4% |  |  |
| TELUS Corp 6.375% 6/9/2056 (f) | 485000 | 490012 |
| TELUS Corp 6.625% 10/15/2055 (f) | 605000 | 618752 |
| TOTAL COMMUNICATION SERVICES |  | 1108764 |
| Consumer Discretionary - 0.9% |  |  |
| Hotels, Restaurants & Leisure - 0.9% |  |  |
| 1011778 BC ULC / New Red Finance Inc 3.875% 1/15/2028 (j) | 855000 | 842245 |
| 1011778 BC ULC / New Red Finance Inc 4% 10/15/2030 (j) | 675000 | 644035 |
| 1011778 BC ULC / New Red Finance Inc 5.625% 9/15/2029 (j) | 600000 | 610153 |
| 1011778 BC ULC / New Red Finance Inc 6.125% 6/15/2029 (j) | 345000 | 353683 |
| Ontario Gaming GTA LP/OTG Co-Issuer Inc 8% 8/1/2030 (j) | 415000 | 398557 |
| TOTAL CONSUMER DISCRETIONARY |  | 2848673 |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Bausch Health Cos Inc 11% 9/30/2028 (j) | 128000 | 133066 |
| Industrials - 0.2% |  |  |
| Commercial Services & Supplies - 0.1% |  |  |
| Wrangler Holdco Corp 6.625% 4/1/2032 (j) | 365000 | 379811 |
| Machinery - 0.1% |  |  |
| New Flyer Holdings Inc 9.25% 7/1/2030 (j) | 155000 | 166993 |
| TOTAL INDUSTRIALS |  | 546804 |
| Information Technology - 0.4% |  |  |
| Software - 0.4% |  |  |
| Open Text Corp 3.875% 2/15/2028 (j) | 1425000 | 1379416 |
| Materials - 0.8% |  |  |
| Chemicals - 0.3% |  |  |
| Methanex Corp 5.125% 10/15/2027  | 830000 | 832361 |
| Metals & Mining - 0.5% |  |  |
| Capstone Copper Corp 6.75% 3/31/2033 (j) | 265000 | 274600 |
| Hudbay Minerals Inc 4.5% 4/1/2026 (j) | 1080000 | 1079016 |
| New Gold Inc 6.875% 4/1/2032 (j) | 310000 | 329352 |
|  |  | 1682968 |
| TOTAL MATERIALS |  | 2515329 |
| TOTAL CANADA |  | 8532052 |
| COLOMBIA - 0.4%  |  |  |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Canacol Energy Ltd 5.75% (i)(j) | 1145000 | 320600 |
| Gran Tierra Energy Inc 9.5% 10/15/2029 (j) | 385000 | 307037 |
| TOTAL ENERGY |  | 627637 |
| 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) | 690000 | 642149 |
| TOTAL COLOMBIA |  | 1269786 |
| CONGO DEMOCRATIC REPUBLIC OF - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Ivanhoe Mines Ltd 7.875% 1/23/2030 (j) | 345000 | 359446 |
| FRANCE - 0.3%  |  |  |
| Communication Services - 0.2% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| Altice France SA 6.5% 4/15/2032 (j) | 190548 | 186110 |
| Altice France SA 6.875% 10/15/2030 (j) | 179116 | 175878 |
| Altice France SA 6.875% 7/15/2032 (j) | 240305 | 234662 |
| TOTAL COMMUNICATION SERVICES |  | 596650 |
| Energy - 0.1% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Viridien 10% 10/15/2030 (j) | 280000 | 301375 |
| TOTAL FRANCE |  | 898025 |
| GERMANY - 0.4%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Automobile Components - 0.1% |  |  |
| ZF North America Capital Inc 6.75% 4/23/2030 (j) | 215000 | 215566 |
| ZF North America Capital Inc 7.5% 3/24/2031 (j) | 285000 | 292122 |
| TOTAL CONSUMER DISCRETIONARY |  | 507688 |
| Industrials - 0.3% |  |  |
| Machinery - 0.3% |  |  |
| TK Elevator US Newco Inc 5.25% 7/15/2027 (c)(j) | 860000 | 860251 |
| TOTAL GERMANY |  | 1367939 |
| GHANA - 0.2%  |  |  |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Kosmos Energy Ltd 7.5% 3/1/2028 (j) | 665000 | 496090 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.3%  |  |  |
| Financials - 0.3% |  |  |
| Financial Services - 0.3% |  |  |
| Global Aircraft Leasing Co Ltd 8.75% 9/1/2027 (j) | 1035000 | 1071361 |
| IRELAND - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Financial Services - 0.2% |  |  |
| GGAM Finance Ltd 5.875% 3/15/2030 (j) | 445000 | 451809 |
| GGAM Finance Ltd 6.875% 4/15/2029 (j) | 320000 | 331067 |
| TOTAL IRELAND |  | 782876 |
| ISRAEL - 0.2%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Energean Israel Finance Ltd 5.375% 3/30/2028 (j)(o) | 195000 | 192831 |
| Health Care - 0.2% |  |  |
| Pharmaceuticals - 0.2% |  |  |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  | 550000 | 569517 |
| TOTAL ISRAEL |  | 762348 |
| LUXEMBOURG - 0.2%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Breakwater Energy Holdings Sarl 9.25% 11/15/2030 (j) | 285000 | 299204 |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| Herens Holdco Sarl 4.75% 5/15/2028 (j) | 210000 | 184774 |
| TOTAL LUXEMBOURG |  | 483978 |
| MAURITIUS - 0.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Wireless Telecommunication Services - 0.1% |  |  |
| Axian Telecom Holding & Management PLC 7.25% 7/11/2030 (j) | 170000 | 171488 |
| NIGERIA - 0.3%  |  |  |
| Communication Services - 0.3% |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |
| IHS Holding Ltd 5.625% 11/29/2026 (j) | 655000 | 651332 |
| IHS Holding Ltd 7.875% 5/29/2030 (j) | 200000 | 205480 |
| TOTAL NIGERIA |  | 856812 |
| NORWAY - 0.4%  |  |  |
| Energy - 0.4% |  |  |
| Energy Equipment & Services - 0.4% |  |  |
| Seadrill Finance Ltd 8.375% 8/1/2030 (j) | 445000 | 466176 |
| TGS ASA 8.5% 1/15/2030 (j) | 680000 | 715269 |
| TOTAL NORWAY |  | 1181445 |
| PANAMA - 0.4%  |  |  |
| Communication Services - 0.4% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| Sable International Finance Ltd 7.125% 10/15/2032 (j) | 545000 | 552014 |
| Wireless Telecommunication Services - 0.2% |  |  |
| C&W Senior Finance Ltd 9% 1/15/2033 (j) | 685000 | 712423 |
| TOTAL PANAMA |  | 1264437 |
| PERU - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Volcan Cia Minera SAA 8.5% 10/28/2032 (j) | 300000 | 310500 |
| SOUTH AFRICA - 0.2%  |  |  |
| Communication Services - 0.2% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| Liquid Telecommunications Financing Plc 5.5% 9/4/2026 (j) | 685000 | 654819 |
| SWITZERLAND - 0.4%  |  |  |
| Industrials - 0.2% |  |  |
| Aerospace & Defense - 0.2% |  |  |
| VistaJet Malta Finance PLC / Vista Management Holding Inc 7.875% 5/1/2027 (j) | 385000 | 385659 |
| VistaJet Malta Finance PLC / Vista Management Holding Inc 9.5% 6/1/2028 (j) | 210000 | 218470 |
| TOTAL INDUSTRIALS |  | 604129 |
| Materials - 0.2% |  |  |
| Chemicals - 0.2% |  |  |
| Consolidated Energy Finance SA 6.5% 5/15/2026 (j) | 745000 | 737550 |
| TOTAL SWITZERLAND |  | 1341679 |
| TANZANIA - 0.2%  |  |  |
| Information Technology - 0.2% |  |  |
| Communications Equipment - 0.2% |  |  |
| HTA Group Ltd/Mauritius 7.5% 6/4/2029 (j) | 595000 | 613906 |
| UNITED KINGDOM - 1.1%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Specialty Retail - 0.2% |  |  |
| Belron UK Finance PLC 5.75% 10/15/2029 (j) | 725000 | 738771 |
| Energy - 0.7% |  |  |
| Oil, Gas & Consumable Fuels - 0.7% |  |  |
| EG Global Finance PLC 12% 11/30/2028 (j) | 1855000 | 2007794 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| INEOS Quattro Finance 2 Plc 9.625% 3/15/2029 (j) | 145000 | 115050 |
| Utilities - 0.2% |  |  |
| Independent Power and Renewable Electricity Producers - 0.2% |  |  |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC 6.375% 2/15/2032 (j) | 555000 | 553443 |
| TOTAL UNITED KINGDOM |  | 3415058 |
| UNITED STATES - 62.2%  |  |  |
| Communication Services - 7.5% |  |  |
| Diversified Telecommunication Services - 1.9% |  |  |
| APLD ComputeCo LLC 9.25% 12/15/2030 (c)(j) | 1740000 | 1807416 |
| Cablevision Lightpath LLC 3.875% 9/15/2027 (j) | 1020000 | 1015420 |
| Cablevision Lightpath LLC 5.625% 9/15/2028 (j) | 350000 | 349901 |
| Cipher Compute LLC 7.125% 11/15/2030 (c)(j) | 265000 | 273059 |
| Flash Compute LLC 7.25% 12/31/2030 (j) | 830000 | 832816 |
| Level 3 Financing Inc 7% 3/31/2034 (j) | 75000 | 77685 |
| Uniti Services LLC 7.5% 10/15/2033 (c)(j) | 290000 | 299411 |
| WULF Compute LLC 7.75% 10/15/2030 (j) | 1345000 | 1402862 |
|  |  | 6058570 |
| Entertainment - 0.7% |  |  |
| Live Nation Entertainment Inc 4.75% 10/15/2027 (j) | 1700000 | 1699474 |
| ROBLOX Corp 3.875% 5/1/2030 (j) | 465000 | 444900 |
|  |  | 2144374 |
| Media - 4.9% |  |  |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.75% 3/1/2030 (j) | 465000 | 444215 |
| CCO Holdings LLC / CCO Holdings Capital Corp 5.125% 5/1/2027 (j) | 1625000 | 1625666 |
| CCO Holdings LLC / CCO Holdings Capital Corp 5.375% 6/1/2029 (j) | 740000 | 731790 |
| CCO Holdings LLC / CCO Holdings Capital Corp 7% 2/1/2033 (c)(j) | 1070000 | 1080334 |
| Clear Channel Outdoor Holdings Inc 7.125% 2/15/2031 (j) | 600000 | 625682 |
| Clear Channel Outdoor Holdings Inc 7.5% 3/15/2033 (j) | 180000 | 191257 |
| Clear Channel Outdoor Holdings Inc 7.875% 4/1/2030 (c)(j) | 145000 | 152665 |
| CSC Holdings LLC 3.375% 2/15/2031 (j) | 50000 | 29803 |
| CSC Holdings LLC 4.5% 11/15/2031 (j) | 340000 | 206250 |
| CSC Holdings LLC 5.5% 4/15/2027 (j) | 280000 | 247140 |
| DISH DBS Corp 5.125% 6/1/2029  | 150000 | 132753 |
| DISH DBS Corp 7.75% 7/1/2026  | 1265000 | 1238598 |
| DISH Network Corp 11.75% 11/15/2027 (j) | 1460000 | 1511039 |
| EchoStar Corp 10.75% 11/30/2029  | 1889934 | 2071784 |
| EchoStar Corp 6.75% 11/30/2030 pay-in-kind (f) | 842483 | 857427 |
| EW Scripps Co/The 9.875% 8/15/2030 (j) | 1330000 | 1325415 |
| Sirius XM Radio LLC 3.125% 9/1/2026 (j) | 1095000 | 1088413 |
| TEGNA Inc 5% 9/15/2029  | 365000 | 362459 |
| Univision Communications Inc 4.5% 5/1/2029 (c)(j) | 340000 | 324753 |
| Univision Communications Inc 7.375% 6/30/2030 (c)(j) | 725000 | 734500 |
| Univision Communications Inc 8% 8/15/2028 (j) | 370000 | 381839 |
| Univision Communications Inc 9.375% 8/1/2032 (j) | 150000 | 161498 |
|  |  | 15525280 |
| TOTAL COMMUNICATION SERVICES |  | 23728224 |
| Consumer Discretionary - 8.6% |  |  |
| Automobile Components - 0.6% |  |  |
| American Axle & Manufacturing Inc 6.375% 10/15/2032 (j) | 220000 | 224464 |
| Clarios Global LP / Clarios US Finance Co 6.75% 9/15/2032 (j) | 770000 | 796974 |
| Clarios Global LP / Clarios US Finance Co 6.75% 2/15/2030 (j) | 315000 | 329531 |
| Clarios Global LP / Clarios US Finance Co 6.75% 5/15/2028 (j) | 170000 | 173944 |
| Patrick Industries Inc 6.375% 11/1/2032 (j) | 440000 | 450330 |
|  |  | 1975243 |
| Automobiles - 0.2% |  |  |
| Nissan Motor Acceptance Co LLC 2.45% 9/15/2028 (j) | 50000 | 46509 |
| Nissan Motor Acceptance Co LLC 5.55% 9/13/2029 (j) | 85000 | 84496 |
| Nissan Motor Acceptance Co LLC 6.125% 9/30/2030 (j) | 215000 | 214403 |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC 10% 1/15/2031 (j) | 385000 | 363435 |
|  |  | 708843 |
| Broadline Retail - 0.5% |  |  |
| Saks Global Enterprises LLC 11% (i)(j) | 515425 | 1289 |
| Saks Global Enterprises LLC 11% (d)(i)(j) | 174915 | 0 |
| Wayfair LLC 6.75% 11/15/2032 (j) | 145000 | 149868 |
| Wayfair LLC 7.25% 10/31/2029 (c)(j) | 485000 | 507110 |
| Wayfair LLC 7.75% 9/15/2030 (c)(j) | 750000 | 797340 |
|  |  | 1455607 |
| Diversified Consumer Services - 1.4% |  |  |
| Service Corp International/US 5.75% 10/15/2032  | 605000 | 614597 |
| Sotheby's 7.375% 10/15/2027 (j) | 1795000 | 1788038 |
| StoneMor Inc 8.5% 5/15/2029 (j) | 890000 | 871130 |
| TKC Holdings Inc 10.5% 5/15/2029 (j) | 650000 | 668471 |
| TKC Holdings Inc 6.875% 5/15/2028 (j) | 515000 | 518567 |
|  |  | 4460803 |
| Hotels, Restaurants & Leisure - 4.0% |  |  |
| Boyd Gaming Corp 4.75% 12/1/2027  | 435000 | 434835 |
| Caesars Entertainment Inc 4.625% 10/15/2029 (c)(j) | 475000 | 456172 |
| Caesars Entertainment Inc 6% 10/15/2032 (c)(j) | 310000 | 301586 |
| Caesars Entertainment Inc 6.5% 2/15/2032 (j) | 785000 | 802683 |
| Carnival Corp 5.125% 5/1/2029 (j) | 295000 | 298262 |
| Carnival Corp 5.75% 3/15/2030 (j) | 295000 | 303777 |
| Carnival Corp 5.875% 6/15/2031 (j) | 430000 | 444480 |
| Carnival Corp 6.125% 2/15/2033 (j) | 1365000 | 1404187 |
| Churchill Downs Inc 4.75% 1/15/2028 (j) | 365000 | 363754 |
| Churchill Downs Inc 6.75% 5/1/2031 (c)(j) | 600000 | 618201 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 6.75% 1/15/2030 (j) | 1315000 | 1243550 |
| Hilton Domestic Operating Co Inc 3.75% 5/1/2029 (j) | 460000 | 447768 |
| Hilton Domestic Operating Co Inc 5.875% 4/1/2029 (j) | 285000 | 291593 |
| Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc 5% 6/1/2029 (c)(j) | 485000 | 471557 |
| Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc 6.625% 1/15/2032 (j) | 300000 | 306654 |
| Life Time Inc 6% 11/15/2031 (j) | 500000 | 512645 |
| MajorDrive Holdings IV LLC 6.375% 6/1/2029 (j) | 125000 | 100559 |
| NCL Corp Ltd 5.875% 1/15/2031 (j) | 425000 | 426163 |
| Royal Caribbean Cruises Ltd 5.5% 4/1/2028 (j) | 450000 | 459146 |
| Six Flags Entertainment Corp 5.5% 4/15/2027 (c)(j) | 525000 | 524738 |
| Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC 8.625% 1/15/2032 (j) | 610000 | 622475 |
| Viking Cruises Ltd 9.125% 7/15/2031 (j) | 460000 | 490622 |
| Viking Ocean Cruises Ship VII Ltd 5.625% 2/15/2029 (j) | 150000 | 150006 |
| VOC Escrow Ltd 5% 2/15/2028 (j) | 240000 | 239845 |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp 5.25% 5/15/2027 (j) | 390000 | 392192 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 6.25% 3/15/2033 (j) | 195000 | 198671 |
|  |  | 12306121 |
| Household Durables - 1.0% |  |  |
| LGI Homes Inc 4% 7/15/2029 (j) | 305000 | 279909 |
| LGI Homes Inc 7% 11/15/2032 (c)(j) | 445000 | 434016 |
| LGI Homes Inc 8.75% 12/15/2028 (j) | 475000 | 495013 |
| New Home Co Inc/The 8.5% 11/1/2030 (j) | 305000 | 317703 |
| Newell Brands Inc 8.5% 6/1/2028 (j) | 205000 | 214931 |
| Somnigroup International Inc 4% 4/15/2029 (c)(j) | 1035000 | 1004116 |
| Whirlpool Corp 6.125% 6/15/2030 (c) | 390000 | 391017 |
| Whirlpool Corp 6.5% 6/15/2033  | 65000 | 64141 |
|  |  | 3200846 |
| Specialty Retail - 0.9% |  |  |
| Advance Auto Parts Inc 7% 8/1/2030 (c)(j) | 205000 | 208476 |
| Carvana Co 5.875% 10/1/2028 (j) | 115000 | 110400 |
| Group 1 Automotive Inc 6.375% 1/15/2030 (j) | 610000 | 626178 |
| LBM Acquisition LLC 6.25% 1/15/2029 (j) | 140000 | 129273 |
| LBM Acquisition LLC 9.5% 6/15/2031 (j) | 445000 | 468638 |
| Park River Holdings Inc 8% 3/15/2031 (c)(j) | 110000 | 113351 |
| SGUS LLC 11% (i)(j) | 63718 | 1911 |
| Staples Inc 10.75% 9/1/2029 (j) | 765000 | 751714 |
| Wand NewCo 3 Inc 7.625% 1/30/2032 (c)(j) | 205000 | 215547 |
| White Cap Supply Holdings LLC 7.375% 11/15/2030 (j) | 255000 | 264864 |
|  |  | 2890352 |
| TOTAL CONSUMER DISCRETIONARY |  | 26997815 |
| Consumer Staples - 2.2% |  |  |
| Consumer Staples Distribution & Retail - 1.6% |  |  |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 3.5% 3/15/2029 (j) | 320000 | 307125 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 5.5% 3/31/2031 (j) | 260000 | 260459 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 6.5% 2/15/2028 (j) | 1040000 | 1056655 |
| Albertsons Cos Inc 5.625% 3/31/2032 (j)(n) | 625000 | 624367 |
| C&S Group Enterprises LLC 5% 12/15/2028 (j) | 310000 | 290976 |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (j) | 820000 | 859167 |
| Performance Food Group Inc 5.5% 10/15/2027 (j) | 425000 | 425230 |
| Performance Food Group Inc 6.125% 9/15/2032 (j) | 435000 | 446771 |
| US Foods Inc 4.75% 2/15/2029 (j) | 565000 | 562738 |
| US Foods Inc 5.75% 4/15/2033 (c)(j) | 215000 | 218717 |
|  |  | 5052205 |
| Food Products - 0.6% |  |  |
| Fiesta Purchaser Inc 7.875% 3/1/2031 (j) | 240000 | 246836 |
| Fiesta Purchaser Inc 9.625% 9/15/2032 (j) | 695000 | 703058 |
| Post Holdings Inc 4.625% 4/15/2030 (j) | 370000 | 361310 |
| Post Holdings Inc 6.375% 3/1/2033 (c)(j) | 225000 | 226725 |
| TreeHouse Foods Inc 4% 9/1/2028  | 365000 | 362470 |
|  |  | 1900399 |
| TOTAL CONSUMER STAPLES |  | 6952604 |
| Energy - 8.1% |  |  |
| Energy Equipment & Services - 1.4% |  |  |
| Archrock Partners LP / Archrock Partners Finance Corp 6.25% 4/1/2028 (j) | 445000 | 446121 |
| Archrock Partners LP / Archrock Partners Finance Corp 6.625% 9/1/2032 (j) | 150000 | 155489 |
| Kodiak Gas Services LLC 7.25% 2/15/2029 (j) | 585000 | 606771 |
| SESI LLC 7.875% 9/30/2030 (c)(j) | 695000 | 700786 |
| Transocean International Ltd 7.875% 10/15/2032 (j) | 80000 | 84387 |
| Transocean International Ltd 8.25% 5/15/2029 (j) | 590000 | 601133 |
| USA Compression Partners LP / USA Compression Finance Corp 6.25% 10/1/2033 (j) | 320000 | 324159 |
| USA Compression Partners LP / USA Compression Finance Corp 7.125% 3/15/2029 (j) | 210000 | 217438 |
| Valaris Ltd 8.375% 4/30/2030 (j) | 355000 | 370942 |
| WBI Operating LLC 6.25% 10/15/2030 (j) | 895000 | 901713 |
|  |  | 4408939 |
| Oil, Gas & Consumable Fuels - 6.7% |  |  |
| Aethon United BR LP / Aethon United Finance Corp 7.5% 10/1/2029 (j) | 305000 | 320950 |
| Buckeye Partners LP 4.125% 12/1/2027  | 310000 | 306429 |
| California Resources Corp 8.25% 6/15/2029 (j) | 960000 | 1009709 |
| CNX Midstream Partners LP 4.75% 4/15/2030 (j) | 575000 | 558645 |
| CNX Resources Corp 7.25% 3/1/2032 (c)(j) | 485000 | 507418 |
| Comstock Resources Inc 5.875% 1/15/2030 (j) | 485000 | 473214 |
| Comstock Resources Inc 6.75% 3/1/2029 (j) | 875000 | 880579 |
| CVR Energy Inc 7.5% 2/15/2031 (j)(n) | 940000 | 938022 |
| CVR Energy Inc 8.5% 1/15/2029 (j) | 1100000 | 1146473 |
| DBR Land Holdings LLC 6.25% 12/1/2030 (j) | 350000 | 358533 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp 7.125% 6/1/2028 (j) | 80000 | 80528 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp 8.625% 3/15/2029 (j) | 970000 | 1014451 |
| Energy Transfer LP 6.5% 2/15/2056 (f) | 370000 | 370018 |
| Global Partners LP / GLP Finance Corp 6.875% 1/15/2029  | 230000 | 232916 |
| Global Partners LP / GLP Finance Corp 7.125% 7/1/2033 (j) | 115000 | 117795 |
| Harvest Midstream I LP 7.5% 5/15/2032 (j) | 415000 | 433469 |
| Hess Midstream Operations LP 5.875% 3/1/2028 (j) | 910000 | 927265 |
| Hess Midstream Operations LP 6.5% 6/1/2029 (j) | 630000 | 652053 |
| Howard Midstream Energy Partners LLC 7.375% 7/15/2032 (j) | 290000 | 306328 |
| Kinetik Holdings LP 6.625% 12/15/2028 (j) | 1145000 | 1179027 |
| Matador Resources Co 6.5% 4/15/2032 (j) | 365000 | 371661 |
| Moss Creek Resources Holdings Inc 8.25% 9/1/2031 (j) | 220000 | 213954 |
| Northern Oil & Gas Inc 7.875% 10/15/2033 (j) | 405000 | 408896 |
| Northern Oil & Gas Inc 8.75% 6/15/2031 (j) | 365000 | 377315 |
| PBF Holding Co LLC / PBF Finance Corp 6% 2/15/2028  | 215000 | 214683 |
| PBF Holding Co LLC / PBF Finance Corp 7.875% 9/15/2030 (c)(j) | 580000 | 580784 |
| PBF Holding Co LLC / PBF Finance Corp 9.875% 3/15/2030 (c)(j) | 865000 | 917306 |
| Prairie Acquiror LP 9% 8/1/2029 (j) | 1060000 | 1099433 |
| Rockies Express Pipeline LLC 6.75% 3/15/2033 (j) | 255000 | 268971 |
| SM Energy Co 6.625% 1/15/2027  | 431000 | 431442 |
| Summit Midstream Holdings LLC 8.625% 10/31/2029 (j) | 150000 | 156714 |
| Sunoco LP / Sunoco Finance Corp 5.875% 3/15/2028  | 250000 | 250009 |
| Sunoco LP / Sunoco Finance Corp 6% 4/15/2027  | 1260000 | 1261301 |
| Sunoco LP 5.625% 3/15/2031 (c)(j) | 845000 | 850179 |
| Sunoco LP 6.625% 8/15/2032 (j) | 590000 | 608485 |
| Talos Production Inc 9% 2/1/2029 (j) | 295000 | 307375 |
| Venture Global LNG Inc 7% 1/15/2030 (c)(j) | 300000 | 301859 |
| Venture Global Plaquemines LNG LLC 6.125% 12/15/2030 (j) | 315000 | 324230 |
| Venture Global Plaquemines LNG LLC 6.5% 6/15/2034 (j) | 180000 | 186413 |
| Venture Global Plaquemines LNG LLC 7.5% 5/1/2033 (j) | 285000 | 312465 |
|  |  | 21257297 |
| TOTAL ENERGY |  | 25666236 |
| Financials - 6.9% |  |  |
| Banks - 0.0% |  |  |
| HAT Holdings I LLC / HAT Holdings II LLC 8% 6/15/2027 (j) | 77000 | 79839 |
| Capital Markets - 1.1% |  |  |
| Broadstreet Partners Group LLC 5.875% 4/15/2029 (j) | 595000 | 593594 |
| Focus Financial Partners LLC 6.75% 9/15/2031 (j) | 575000 | 588645 |
| Hightower Holding LLC 6.75% 4/15/2029 (j) | 135000 | 134814 |
| Jane Street Group / JSG Finance Inc 6.125% 11/1/2032 (j) | 425000 | 432866 |
| Jane Street Group / JSG Finance Inc 6.75% 5/1/2033 (j) | 395000 | 410855 |
| Jefferies Finance LLC / JFIN Co-Issuer Corp 5% 8/15/2028 (j) | 680000 | 659311 |
| VFH Parent LLC / Valor Co-Issuer Inc 7.5% 6/15/2031 (j) | 580000 | 607604 |
|  |  | 3427689 |
| Consumer Finance - 1.2% |  |  |
| Encore Capital Group Inc 6.625% 4/15/2031 (c)(j) | 300000 | 302547 |
| Ford Motor Credit Co LLC 5.73% 9/5/2030  | 730000 | 747379 |
| Navient Corp 6.75% 6/15/2026  | 250000 | 251146 |
| OneMain Finance Corp 3.5% 1/15/2027  | 775000 | 765337 |
| OneMain Finance Corp 5.375% 11/15/2029  | 690000 | 688182 |
| OneMain Finance Corp 6.125% 5/15/2030 (c) | 415000 | 423049 |
| OneMain Finance Corp 6.75% 3/15/2032  | 85000 | 86874 |
| PRA Group Inc 5% 10/1/2029 (j) | 165000 | 151160 |
| PRA Group Inc 8.875% 1/31/2030 (c)(j) | 420000 | 422848 |
|  |  | 3838522 |
| Financial Services - 2.3% |  |  |
| Block Inc 5.625% 8/15/2030 (j) | 260000 | 264639 |
| Block Inc 6% 8/15/2033 (j) | 165000 | 168545 |
| Block Inc 6.5% 5/15/2032  | 530000 | 550645 |
| CrossCountry Intermediate HoldCo LLC 6.5% 10/1/2030 (j) | 290000 | 294347 |
| CrossCountry Intermediate HoldCo LLC 6.75% 12/1/2032 (j) | 180000 | 181480 |
| Freedom Mortgage Corp 6.625% 1/15/2027 (j) | 335000 | 334683 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 10% 11/15/2029 (j) | 1150000 | 1155751 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 5.25% 5/15/2027 (c) | 1040000 | 1028860 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 6.25% 5/15/2026  | 191000 | 191006 |
| NFE Financing LLC 12% (i)(j) | 319789 | 113087 |
| Rocket Cos Inc 6.125% 8/1/2030 (j) | 600000 | 614285 |
| Rocket Cos Inc 6.5% 8/1/2029 (j) | 350000 | 360017 |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc 6.75% 8/15/2032 (j) | 345000 | 351966 |
| UWM Holdings LLC 6.25% 3/15/2031 (c)(j) | 340000 | 337852 |
| UWM Holdings LLC 6.625% 2/1/2030 (j) | 575000 | 579965 |
| Windstream Services LLC / Windstream Escrow Finance Corp 8.25% 10/1/2031 (j) | 470000 | 492337 |
|  |  | 7019465 |
| Insurance - 1.7% |  |  |
| Acrisure LLC / Acrisure Finance Inc 8.25% 2/1/2029 (j) | 880000 | 912431 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 10/15/2027 (j) | 30000 | 30084 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 4/15/2028 (j) | 680000 | 691251 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 7% 1/15/2031 (j) | 235000 | 243638 |
| AmWINS Group Inc 4.875% 6/30/2029 (j) | 490000 | 483455 |
| AmWINS Group Inc 6.375% 2/15/2029 (j) | 350000 | 359129 |
| APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves 7.875% 11/1/2029 (j) | 890000 | 903501 |
| Asurion LLC and Asurion Co-Issuer Inc 8% 12/31/2032 (j) | 240000 | 250752 |
| Athene Holding Ltd 6.875% 6/28/2055 (f) | 300000 | 300536 |
| HUB International Ltd 7.375% 1/31/2032 (j) | 835000 | 874668 |
| Ryan Specialty LLC 5.875% 8/1/2032 (j) | 450000 | 457476 |
|  |  | 5506921 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.6% |  |  |
| Rithm Capital Corp 8% 4/1/2029 (j) | 140000 | 143029 |
| Starwood Property Trust Inc 5.25% 10/15/2028 (j) | 980000 | 985143 |
| Starwood Property Trust Inc 6.5% 7/1/2030 (j) | 615000 | 640439 |
|  |  | 1768611 |
| TOTAL FINANCIALS |  | 21641047 |
| Health Care - 5.0% |  |  |
| Health Care Equipment & Supplies - 0.6% |  |  |
| Avantor Funding Inc 3.875% 11/1/2029 (j) | 330000 | 316879 |
| Avantor Funding Inc 4.625% 7/15/2028 (j) | 635000 | 630113 |
| Medline Borrower LP 3.875% 4/1/2029 (j) | 60000 | 58663 |
| Medline Borrower LP/Medline Co-Issuer Inc 6.25% 4/1/2029 (j) | 990000 | 1021790 |
|  |  | 2027445 |
| Health Care Providers & Services - 3.1% |  |  |
| Acadia Healthcare Co Inc 5% 4/15/2029 (c)(j) | 495000 | 475231 |
| Acadia Healthcare Co Inc 7.375% 3/15/2033 (c)(j) | 470000 | 464263 |
| Accendra Health Inc 6.625% 4/1/2030 (j) | 330000 | 185618 |
| AMN Healthcare Inc 6.5% 1/15/2031 (c)(j) | 550000 | 557210 |
| Centene Corp 3.375% 2/15/2030  | 850000 | 784152 |
| Centene Corp 4.625% 12/15/2029  | 320000 | 311935 |
| CHS/Community Health Systems Inc 5.25% 5/15/2030 (j) | 295000 | 278160 |
| CHS/Community Health Systems Inc 9.75% 1/15/2034 (j) | 295000 | 307562 |
| CVS Health Corp 7% 3/10/2055 (f) | 435000 | 455291 |
| LifePoint Health Inc 11% 10/15/2030 (j) | 360000 | 392608 |
| Molina Healthcare Inc 3.875% 5/15/2032 (j) | 235000 | 211465 |
| Molina Healthcare Inc 6.25% 1/15/2033 (c)(j) | 460000 | 463245 |
| Molina Healthcare Inc 6.5% 2/15/2031 (j) | 890000 | 912115 |
| National Mentor Holdings Inc 10.5% 12/15/2030 (j) | 605000 | 625137 |
| Surgery Center Holdings Inc 7.25% 4/15/2032 (j) | 300000 | 302044 |
| Tenet Healthcare Corp 5.125% 11/1/2027  | 2300000 | 2300628 |
| US Acute Care Solutions LLC 9.75% 5/15/2029 (j) | 595000 | 597606 |
|  |  | 9624270 |
| Health Care Technology - 0.6% |  |  |
| IQVIA Inc 5% 5/15/2027 (j) | 1165000 | 1165393 |
| IQVIA Inc 6.25% 6/1/2032 (j) | 355000 | 368827 |
| IQVIA Inc 6.5% 5/15/2030 (j) | 245000 | 253789 |
|  |  | 1788009 |
| Pharmaceuticals - 0.7% |  |  |
| 1261229 BC Ltd 10% 4/15/2032 (j) | 1151000 | 1181222 |
| Jazz Securities DAC 4.375% 1/15/2029 (j) | 415000 | 408326 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 4.125% 4/30/2028 (j) | 535000 | 524738 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 5.125% 4/30/2031 (c)(j) | 235000 | 213416 |
|  |  | 2327702 |
| TOTAL HEALTH CARE |  | 15767426 |
| Industrials - 8.8% |  |  |
| Aerospace & Defense - 1.6% |  |  |
| BWX Technologies Inc 4.125% 4/15/2029 (j) | 635000 | 621898 |
| TransDigm Inc 6.25% 1/31/2034 (c)(j) | 90000 | 93011 |
| TransDigm Inc 6.375% 3/1/2029 (j) | 1415000 | 1453913 |
| TransDigm Inc 6.75% 1/31/2034 (j) | 410000 | 424357 |
| TransDigm Inc 6.75% 8/15/2028 (j) | 2495000 | 2538663 |
|  |  | 5131842 |
| Air Freight & Logistics - 0.2% |  |  |
| Rand Parent LLC 8.5% 2/15/2030 (c)(j) | 750000 | 783758 |
| Building Products - 0.7% |  |  |
| Advanced Drainage Systems Inc 5% 9/30/2027 (j) | 245000 | 244682 |
| Camelot Return Merger Sub Inc 8.75% 8/1/2028 (c)(j) | 850000 | 660751 |
| JH North America Holdings Inc 5.875% 1/31/2031 (j) | 660000 | 671240 |
| MIWD Holdco II LLC / MIWD Finance Corp 5.5% 2/1/2030 (j) | 320000 | 310877 |
| Standard Building Solutions Inc 6.5% 8/15/2032 (j) | 430000 | 443389 |
|  |  | 2330939 |
| Commercial Services & Supplies - 3.1% |  |  |
| Allied Universal Holdco LLC / Allied Universal Finance Corp 6.875% 6/15/2030 (j) | 365000 | 379055 |
| Artera Services LLC 8.5% 2/15/2031 (j) | 1605000 | 1304619 |
| Brand Industrial Services Inc 10.375% 8/1/2030 (c)(j) | 545000 | 522513 |
| CoreCivic Inc 4.75% 10/15/2027  | 35000 | 34957 |
| CoreCivic Inc 8.25% 4/15/2029  | 400000 | 418963 |
| GEO Group Inc/The 10.25% 4/15/2031  | 620000 | 676489 |
| GEO Group Inc/The 8.625% 4/15/2029  | 205000 | 214375 |
| GFL Environmental Inc 4% 8/1/2028 (j) | 1205000 | 1185951 |
| GFL Environmental Inc 6.75% 1/15/2031 (j) | 230000 | 240610 |
| Madison IAQ LLC 4.125% 6/30/2028 (j) | 800000 | 790416 |
| Neptune Bidco US Inc 10.375% 5/15/2031 (j) | 880000 | 930418 |
| Neptune Bidco US Inc 9.29% 4/15/2029 (j) | 1040000 | 1066001 |
| Neptune Bidco US Inc 9.5% 2/15/2033 (j) | 625000 | 636416 |
| OT Midco Inc 10% 2/15/2030 (j) | 125000 | 58288 |
| Prime Security Services Borrower LLC / Prime Finance Inc 5.75% 4/15/2026 (j) | 99000 | 99187 |
| Waste Pro USA Inc 7% 2/1/2033 (j) | 235000 | 241431 |
| Williams Scotsman Inc 6.625% 4/15/2030 (j) | 585000 | 606125 |
|  |  | 9405814 |
| Construction & Engineering - 0.2% |  |  |
| Railworks Holdings LP / Railworks Rally Inc 8.25% 11/15/2028 (j) | 560000 | 568688 |
| Electrical Equipment - 0.1% |  |  |
| WESCO Distribution Inc 6.375% 3/15/2033 (c)(j) | 295000 | 307175 |
| Ground Transportation - 0.4% |  |  |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc 8.25% 1/15/2030 (c)(j) | 145000 | 150073 |
| Genesee & Wyoming Inc 6.25% 4/15/2032 (j) | 395000 | 406640 |
| XPO Inc 6.25% 6/1/2028 (j) | 745000 | 757907 |
|  |  | 1314620 |
| Machinery - 0.3% |  |  |
| Beach Acquisition Bidco LLC 10% 7/15/2033 pay-in-kind (f)(j) | 289863 | 318948 |
| Esab Corp 6.25% 4/15/2029 (j) | 545000 | 560005 |
|  |  | 878953 |
| Passenger Airlines - 0.5% |  |  |
| American Airlines 2016-3 Class A Pass Through Trust 7.25% 2/15/2028 (j) | 270000 | 274880 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd 5.5% 4/20/2026 (j) | 118750 | 118836 |
| United Airlines Holdings Inc 5.375% 3/1/2031  | 1095000 | 1106163 |
|  |  | 1499879 |
| Professional Services - 0.8% |  |  |
| Amentum Holdings Inc 7.25% 8/1/2032 (j) | 570000 | 600679 |
| ION Platform Finance US Inc / ION Platform Finance SARL 5% 5/1/2028 (j) | 915000 | 863823 |
| ION Platform Finance US Inc / ION Platform Finance SARL 5.75% 5/15/2028 (j) | 200000 | 189633 |
| TriNet Group Inc 7.125% 8/15/2031 (j) | 765000 | 787058 |
|  |  | 2441193 |
| Trading Companies & Distributors - 0.8% |  |  |
| FTAI Aviation Investors LLC 7% 6/15/2032 (c)(j) | 230000 | 242061 |
| FTAI Aviation Investors LLC 7.875% 12/1/2030 (c)(j) | 365000 | 387011 |
| Herc Holdings Inc 5.75% 3/15/2031 (j) | 200000 | 201420 |
| Herc Holdings Inc 7% 6/15/2030 (c)(j) | 585000 | 613994 |
| QXO Building Products Inc 6.75% 4/30/2032 (j) | 420000 | 432802 |
| Synergy Infrastructure Holdings LLC 7.875% 12/1/2030 (j) | 140000 | 146039 |
| United Rentals North America Inc 3.875% 11/15/2027  | 645000 | 639608 |
|  |  | 2662935 |
| Transportation Infrastructure - 0.1% |  |  |
| Beacon Mobility Corp 7.25% 8/1/2030 (j) | 285000 | 298348 |
| TOTAL INDUSTRIALS |  | 27624144 |
| Information Technology - 4.5% |  |  |
| Electronic Equipment, Instruments & Components - 0.4% |  |  |
| Coherent Corp 5% 12/15/2029 (j) | 925000 | 921175 |
| Lightning Power LLC 7.25% 8/15/2032 (j) | 290000 | 308674 |
|  |  | 1229849 |
| IT Services - 1.3% |  |  |
| Cogent Communications Group LLC / Cogent Finance Inc 7% 6/15/2027 (c)(j) | 1085000 | 1080335 |
| Cogent Communications Group LLC / Cogent Finance Inc 7% 6/15/2027 (j) | 585000 | 581485 |
| CoreWeave Inc 9% 2/1/2031 (j) | 905000 | 879893 |
| CoreWeave Inc 9.25% 6/1/2030 (j) | 1355000 | 1333860 |
| Sabre GLBL Inc 11.125% 7/15/2030 (j) | 270000 | 218363 |
|  |  | 4093936 |
| Semiconductors & Semiconductor Equipment - 0.6% |  |  |
| Entegris Inc 4.75% 4/15/2029 (j) | 1595000 | 1593794 |
| Wolfspeed Inc 7% 6/15/2031 pay-in-kind (f) | 59125 | 47891 |
| Wolfspeed Inc 9.875% 6/23/2030 pay-in-kind (f)(j) | 124220 | 134313 |
|  |  | 1775998 |
| Software - 2.1% |  |  |
| Cloud Software Group Inc 9% 9/30/2029 (j) | 1115000 | 1125896 |
| Elastic NV 4.125% 7/15/2029 (j) | 615000 | 590814 |
| Ellucian Holdings Inc 6.5% 12/1/2029 (j) | 180000 | 177130 |
| Gen Digital Inc 6.25% 4/1/2033 (j) | 340000 | 341638 |
| Oracle Corp 2.95% 4/1/2030  | 675000 | 623682 |
| SS&C Technologies Inc 5.5% 9/30/2027 (j) | 1040000 | 1039100 |
| UKG Inc 6.875% 2/1/2031 (j) | 1125000 | 1124093 |
| X.AI LLC / X.AI Co Issuer Corp 12.5% 6/30/2030  | 1320000 | 1455858 |
|  |  | 6478211 |
| Technology Hardware, Storage & Peripherals - 0.1% |  |  |
| Seagate Data Storage Technology Pte Ltd 5.875% 7/15/2030 (j) | 565000 | 582051 |
| Seagate Data Storage Technology Pte Ltd 8.25% 12/15/2029 (j) | 145000 | 153159 |
|  |  | 735210 |
| TOTAL INFORMATION TECHNOLOGY |  | 14313204 |
| Materials - 5.0% |  |  |
| Chemicals - 2.6% |  |  |
| Advancion Sciences Inc 9.25% 11/1/2026 pay-in-kind (f)(j) | 294846 | 241774 |
| Axalta Coating Systems Dutch Holding B BV 7.25% 2/15/2031 (j) | 605000 | 636735 |
| Celanese US Holdings LLC 6.5% 4/15/2030 (c) | 360000 | 366268 |
| Celanese US Holdings LLC 7% 2/15/2031  | 785000 | 802988 |
| Chemours Co/The 4.625% 11/15/2029 (j) | 140000 | 130549 |
| Chemours Co/The 5.75% 11/15/2028 (c)(j) | 1220000 | 1209892 |
| LSB Industries Inc 6.25% 10/15/2028 (j) | 455000 | 455489 |
| Mativ Holdings Inc 8% 10/1/2029 (c)(j) | 265000 | 266897 |
| Methanex US Operations Inc 6.25% 3/15/2032 (c)(j) | 265000 | 273272 |
| Olin Corp 6.625% 4/1/2033 (c)(j) | 155000 | 151886 |
| Olympus Water US Holding Corp 7.25% 2/15/2033 (j) | 200000 | 199222 |
| Olympus Water US Holding Corp 7.25% 6/15/2031 (c)(j) | 515000 | 527899 |
| Scih Salt Hldgs Inc 4.875% 5/1/2028 (j) | 585000 | 583579 |
| Scih Salt Hldgs Inc 6.625% 5/1/2029 (j) | 960000 | 959528 |
| WR Grace Holdings LLC 5.625% 8/15/2029 (j) | 510000 | 487396 |
| WR Grace Holdings LLC 6.625% 8/15/2032 (j) | 575000 | 571824 |
| WR Grace Holdings LLC 7% 8/1/2033 (j) | 210000 | 210263 |
| WR Grace Holdings LLC 7.375% 3/1/2031 (j) | 115000 | 117385 |
|  |  | 8192846 |
| Construction Materials - 0.9% |  |  |
| Quikrete Holdings Inc 6.375% 3/1/2032 (j) | 830000 | 860786 |
| Smyrna Ready Mix Concrete LLC 8.875% 11/15/2031 (j) | 835000 | 890189 |
| VM Consolidated Inc 5.5% 4/15/2029 (c)(j) | 1045000 | 1027543 |
|  |  | 2778518 |
| Containers & Packaging - 1.0% |  |  |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 4% 9/1/2029 (j) | 630000 | 598439 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 6.25% 1/30/2031 (j) | 220000 | 226087 |
| Clydesdale Acquisition Holdings Inc 6.75% 4/15/2032 (c)(j) | 280000 | 282185 |
| Clydesdale Acquisition Holdings Inc 8.75% 4/15/2030 (c)(j) | 820000 | 820588 |
| Graphic Packaging International LLC 6.375% 7/15/2032 (c)(j) | 445000 | 449985 |
| Sealed Air Corp 5% 4/15/2029 (j) | 245000 | 246612 |
| Sealed Air Corp/Sealed Air Corp US 6.125% 2/1/2028 (j) | 590000 | 598806 |
|  |  | 3222702 |
| Metals & Mining - 0.5% |  |  |
| Alcoa Nederland Holding BV 7.125% 3/15/2031 (j) | 90000 | 95205 |
| Alumina Pty Ltd 6.375% 9/15/2032 (j) | 895000 | 930407 |
| Cleveland-Cliffs Inc 7% 3/15/2032 (j) | 150000 | 153935 |
| Cleveland-Cliffs Inc 7.5% 9/15/2031 (j) | 495000 | 522361 |
|  |  | 1701908 |
| TOTAL MATERIALS |  | 15895974 |
| Real Estate - 2.1% |  |  |
| Diversified REITs - 0.3% |  |  |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 6.5% 2/15/2029 (j) | 910000 | 885053 |
| Health Care REITs - 0.2% |  |  |
| MPT Operating Partnership LP / MPT Finance Corp 5% 10/15/2027  | 770000 | 752779 |
| Hotel & Resort REITs - 0.4% |  |  |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 4.875% 5/15/2029 (j) | 470000 | 459781 |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 7% 2/1/2030 (c)(j) | 295000 | 303929 |
| RHP Hotel Properties LP / RHP Finance Corp 7.25% 7/15/2028 (j) | 425000 | 437572 |
|  |  | 1201282 |
| Real Estate Management & Development - 0.2% |  |  |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 9.75% 4/15/2030 (j) | 300000 | 327437 |
| Taylor Morrison Communities Inc 5.75% 11/15/2032 (j) | 230000 | 236076 |
|  |  | 563513 |
| Retail REITs - 0.2% |  |  |
| Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL 5.75% 5/15/2026 (j) | 776000 | 773297 |
| Specialized REITs - 0.8% |  |  |
| Iron Mountain Inc 4.875% 9/15/2027 (j) | 375000 | 374781 |
| Millrose Properties Inc 6.375% 8/1/2030 (j) | 740000 | 755307 |
| SBA Communications Corp 3.875% 2/15/2027  | 1240000 | 1230808 |
|  |  | 2360896 |
| TOTAL REAL ESTATE |  | 6536820 |
| Utilities - 3.5% |  |  |
| Electric Utilities - 2.8% |  |  |
| American Electric Power Co Inc 5.8% 3/15/2056 (f) | 790000 | 790157 |
| Edison International 7.875% 6/15/2054 (c)(f) | 240000 | 249971 |
| NRG Energy Inc 5.75% 7/15/2029 (j) | 1375000 | 1369815 |
| PG&E Corp 5% 7/1/2028  | 310000 | 309342 |
| PG&E Corp 7.375% 3/15/2055 (f) | 1315000 | 1357145 |
| Sierra Pacific Power Co 6.2% 12/15/2055 (c)(f) | 836000 | 831871 |
| Vistra Operations Co LLC 4.7% 1/31/2031 (j) | 1380000 | 1378067 |
| Vistra Operations Co LLC 5% 7/31/2027 (j) | 1025000 | 1025859 |
| Vistra Operations Co LLC 5.625% 2/15/2027 (j) | 805000 | 805574 |
| Vistra Operations Co LLC 7.75% 10/15/2031 (j) | 340000 | 359761 |
| XPLR Infrastructure Operating Partners LP 7.25% 1/15/2029 (c)(j) | 360000 | 371478 |
|  |  | 8849040 |
| Independent Power and Renewable Electricity Producers - 0.5% |  |  |
| Alpha Generation LLC 6.25% 1/15/2034 (j) | 290000 | 291881 |
| Alpha Generation LLC 6.75% 10/15/2032 (j) | 305000 | 316225 |
| Calpine Corp 5.125% 3/15/2028 (j) | 895000 | 894558 |
| Sunnova Energy Corp 5.875% (d)(i)(j) | 675000 | 1687 |
|  |  | 1504351 |
| Multi-Utilities - 0.2% |  |  |
| Sempra 6.375% 4/1/2056 (c)(f) | 835000 | 854245 |
| TOTAL UTILITIES |  | 11207636 |
| TOTAL UNITED STATES |  | 196331130 |
| ZAMBIA - 0.3%  |  |  |
| Materials - 0.3% |  |  |
| Metals & Mining - 0.3% |  |  |
| First Quantum Minerals Ltd 8% 3/1/2033 (j) | 275000 | 295092 |
| First Quantum Minerals Ltd 8.625% 6/1/2031 (j) | 470000 | 492809 |
| First Quantum Minerals Ltd 9.375% 3/1/2029 (j) | 131000 | 137386 |
| TOTAL ZAMBIA |  | 925287 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $224,042,334) |  | <br> **227703841** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.3%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.3%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.3%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.3%  |  |  |
| Information Technology - 0.3% |  |  |
| Software - 0.3% |  |  |
| Strategy Inc 11% (l) | 6086 | 602453 |
| Strategy Inc Series A, 10%  | 2932 | 293200 |
| TOTAL UNITED STATES |  | 895653 |
| <br> **TOTAL NON-CONVERTIBLE PREFERRED STOCKS**<br> (Cost $838,904) |  | <br> **895653** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 4.4%** | &nbsp;&nbsp;**Preferred Securities - 4.4%** | &nbsp;&nbsp;**Preferred Securities - 4.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| FRANCE - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| BNP Paribas SA 6.875% (f)(j)(m) | 605000 | 616592 |
| UNITED KINGDOM - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Barclays PLC 7.625% (f)(m) | 245000 | 266547 |
| UNITED STATES - 4.1%  |  |  |
| Energy - 0.9% |  |  |
| Oil, Gas & Consumable Fuels - 0.9% |  |  |
| Energy Transfer LP Series G, 7.125% (f)(m) | 825000 | 864469 |
| Mesquite Energy Inc 7.25% (d)(i)(m) | 135000 | 13 |
| Plains All American Pipeline LP CME Term SOFR 3 month Index + 4.3716%, 8.2234% (f)(g)(m) | 825000 | 838162 |
| Sunoco LP 7.875% (f)(j)(m) | 950000 | 1006635 |
| TOTAL ENERGY |  | 2709279 |
| Financials - 2.9% |  |  |
| Banks - 2.1% |  |  |
| Bank of America Corp 6.25% (f)(m) | 1125000 | 1146254 |
| Citigroup Inc 6.625% (f)(m) | 715000 | 734995 |
| Citigroup Inc 6.75% (f)(m) | 200000 | 206812 |
| Citigroup Inc 6.875% (f)(m) | 785000 | 813361 |
| Citigroup Inc 6.95% (f)(m) | 425000 | 444065 |
| Citigroup Inc 7.125% (f)(m) | 405000 | 425282 |
| JPMorgan Chase & Co 6.5% (f)(m) | 1615000 | 1689481 |
| Wells Fargo & Co 3.9% (f)(m) | 715000 | 717926 |
| Wells Fargo & Co 7.625% (c)(f)(m) | 290000 | 311811 |
|  |  | 6489987 |
| Capital Markets - 0.2% |  |  |
| Goldman Sachs Group Inc/The 6.125% (f)(m) | 120000 | 123950 |
| Goldman Sachs Group Inc/The 6.85% (f)(m) | 590000 | 634098 |
|  |  | 758048 |
| Consumer Finance - 0.6% |  |  |
| Ally Financial Inc 4.7% (c)(f)(m) | 1685000 | 1691102 |
| Ally Financial Inc 4.7% (f)(m) | 230000 | 222690 |
|  |  | 1913792 |
| TOTAL FINANCIALS |  | 9161827 |
| Industrials - 0.3% |  |  |
| Trading Companies & Distributors - 0.3% |  |  |
| Air Lease Corp 4.125% (f)(m) | 1050000 | 1046000 |
| TOTAL UNITED STATES |  | 12917106 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $13,338,986) |  | <br> **13800245** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.6%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.6%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.6%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.6%** |
|  | Yield (%) (p) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Notes 3.375% 9/15/2028 <br>(Cost $1,839,616)<br>| 3.60 | 1850000 | **1840244** |

---

---

| | | | |
|:---|:---|:---|:---|
| &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 (q) | 3.70 | 14147024 | 14149854 |
| Fidelity Securities Lending Cash Central Fund (q)(r) | 3.70 | 24668039 | 24670506 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $38,820,360) |  |  | **38820360** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 108.0%**<br> (Cost $336,343,403)<br>| <br>**341152336** |
| **NET OTHER ASSETS (LIABILITIES) - (8.0)%**  | **(25367470)** |
| **NET ASSETS - 100.0%** | **315784866** |

---

**Legend**

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

(b) Non-income producing.

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

(d) Level 3 security.

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

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

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

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

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

(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 $197,361,268 or 62.5% of net assets.

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

(l) 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.

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

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

(o) 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 $391,685 or 0.1% of net assets.

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

(q) 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.

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

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 11182220 | 96667156 | 93699660 | 350331 | 138 | - | 14149854 | 14147024 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 24361332 | 88721269 | 88412296 | 47587 | 201 | - | 24670506 | 24668039 | 0.1% |
| Total | 35543552 | 185388425 | 182111956 | 397918 | 339 | - | 38820360 |  |  |

---

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

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

**Investment Valuation**

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

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

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

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

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

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

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

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations, Bank Loan Obligations, Convertible Corporate Bonds, 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 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.

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Summer Street Trust

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity Short Duration High Income Fund

- **b. EDGAR series identifier (if any):** S000042758

- **c. LEI of Series:** 5493008WPJWJRZIRM082

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $341943801.72

**Total Liabilities:** $27402204.66

**Net Assets:** $314541597.06

**Delayed Delivery Securities:** $1805000.00

**Cash Not Reported:** $262625.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1395.00534976 | **1-Year:** 4202.22012198 | **5-Year:** 6116.43627392 | **10-Year:** 1458.49239634 | **30-Year:** 1055.10985650

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

- **3-Month:** 13539.57079291 | **1-Year:** 28369.23200455 | **5-Year:** 22631.07328670 | **10-Year:** 878.75874550 | **30-Year:** 536.93314450

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000132244 | 0.48%                | 0.63%                | 0.70%                |
| Class ID C000132245 | 0.48%                | 0.62%                | 0.69%                |
| Class ID C000132246 | 0.46%                | 0.60%                | 0.67%                |
| Class ID C000132247 | 0.35%                | 0.71%                | 0.67%                |
| Class ID C000132248 | 0.40%                | 0.53%                | 0.60%                |
| Class ID C000205018 | 0.49%                | 0.63%                | 0.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-45455.38               | $-315498.54                                |
| Month 2  | $255751.78               | $204671.92                                 |
| Month 3  | $-409211.07              | $876908.11                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fidelity Revere Street Trust                                                     | Fidelity Cash Central Fund                                                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  14147024 | NS      | $14149853.77  | 4.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Securities Lending Cash Central Fund                                                           | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  21471356 | NS      | $21473503.49  | 6.83%             |  |  |  | No            |                  1 | On Loan: No      |
| EW SCRIPPS CO                                                                    | SCRIPPS (EW) CO CL A                                                                                    | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     16000 | NS      | $53600.00     | 0.02%             |  |  |  | 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        |    280000 | PA      | $247140.18    | 0.08%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 7.75% 07/01/2026                                                                          | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1238598.44   | 0.39%             | 2026-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A                                                           | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1625665.24   | 0.52%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                                     | SIX FLAGS ENTERTAINMENT CORP 5.5% 04/15/2027 144A                                                       | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    525000 | PA      | $524737.50    | 0.17%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FORBES ENERGY SVCS LTD                                                           | FORBES ENERGY SVCS LTD NEW                                                                              | CUSIP: 345143200<br>LEI: 5493000KNGZL65YWY755 | Long             | EC               | CORP              | US        |      6468 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WYNN LAS VEGAS LLC/ WYNN LAS V                                                   | WYNN LAS VEGAS LLC/ WYNN LAS V 5.25% 05/15/2027 144A                                                    | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $392191.80    | 0.12%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 4.875% 09/15/2027 144A                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374781.38    | 0.12%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                              | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $752778.95    | 0.24%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE LP                                                     | PLAINS ALL AMERN PIPELINE LP 6.125%/VAR PERP                                                            | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |    825000 | PA      | $823462.94    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 4.75% 10/15/2027                                                                          | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34957.07     | 0.01%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS MLP                                                             | BUCKEYE PARTNERS MLP 4.125% 12/01/2027                                                                  | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306429.05    | 0.10%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                              | CHURCHILL DOWNS INC 4.75% 01/15/2028 144A                                                               | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    365000 | PA      | $363754.15    | 0.12%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                                   | VOC ESCROW LTD 5% 02/15/2028 144A                                                                       | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    240000 | PA      | $239844.82    | 0.08%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 6.5% 05/15/2026 144A                                                     | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    745000 | PA      | $737550.00    | 0.23%             | 2026-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 6.75% 06/15/2026                                                                           | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251146.00    | 0.08%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.625% 01/15/2027                                                                          | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    431000 | PA      | $431442.27    | 0.14%             | 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        |    250000 | PA      | $250009.25    | 0.08%             | 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        |    805000 | PA      | $805573.97    | 0.26%             | 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        |   1040000 | PA      | $1039100.19   | 0.33%             | 2027-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRIME SEC SVCS BORROWER LLC / PRIME FIN INC                                      | PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 5.75% 04/15/2026 144A                                       | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $99187.41     | 0.03%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL | BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL 5.75% 05/15/2026 144A  | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    776000 | PA      | $773297.27    | 0.25%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 5% 05/15/2027 144A                                                                            | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1165392.21   | 0.37%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A                                                           | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $731789.63    | 0.23%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1025858.38   | 0.33%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 6% 04/15/2027                                                               | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1261300.32   | 0.40%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 5.125% 11/01/2027                                                                 | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2300627.90   | 0.73%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ TERM 1LN DIP 12/31/2055                                                                         | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |     35876 | PA      | $0.00         | 0.00%             | 2055-12-31      | Variable      | 0.00%                 | No            |                  3 | 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        |    855000 | PA      | $842244.68    | 0.27%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                        | TEGNA INC 5% 09/15/2029                                                                                 | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    365000 | PA      | $362459.45    | 0.12%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A                                                         | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $425230.35    | 0.14%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.75% 03/01/2030 144A                                                            | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $444214.97    | 0.14%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A                                                           | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244683.34    | 0.08%             | 2027-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                         | SOTHEBYS 7.375% 10/15/2027 144A                                                                         | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1788037.37   | 0.57%             | 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        |     30000 | PA      | $30084.84     | 0.01%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMENT INC 4.75% 10/15/2027 144A                                                     | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1699474.02   | 0.54%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                    | UNITED RENTALS NORTH AMER INC 3.875% 11/15/2027                                                         | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    645000 | PA      | $639608.06    | 0.20%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 6.25% 05/15/2026                                  | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $191006.11    | 0.06%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 5.375% 11/15/2029                                                                  | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    690000 | PA      | $688182.20    | 0.22%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                               | ARCHROCK PARTNERS LP / FIN CORP 6.25% 04/01/2028 144A                                                   | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $446120.51    | 0.14%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                              | CALPINE CORPORATION 5.125% 03/15/2028 144A                                                              | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    895000 | PA      | $894557.56    | 0.28%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 7.125%/VAR PERP                                                                      | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    825000 | PA      | $852128.48    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2055                                                              | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |     15000 | PA      | $0.00         | 0.00%             | 2055-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                            | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |   1425000 | PA      | $1379416.10   | 0.44%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                           | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                               | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |    754308 | PA      | $724762.22    | 0.23%             | 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        |    370000 | PA      | $361309.40    | 0.11%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 5.25% 05/15/2027                                  | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1028859.42   | 0.33%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                                      | ORACLE CORP 2.95% 04/01/2030                                                                            | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    675000 | PA      | $623682.15    | 0.20%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                 | CENTENE CORP 3.375% 02/15/2030                                                                          | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    850000 | PA      | $784151.78    | 0.25%             | 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        |    320000 | PA      | $311935.64    | 0.10%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5% 07/01/2028                                                                             | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309342.34    | 0.10%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC                                                                                     | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |      1922 | NS      | $395540.90    | 0.13%             |  |  |  | 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        |    860000 | PA      | $860250.26    | 0.27%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 4.625% 07/15/2028 144A                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    635000 | PA      | $630113.29    | 0.20%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC 7.25% PERP                                                                          | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EP               | CORP              | US        |    135000 | PA      | $13.50        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29802.61     | 0.01%             | 2031-02-15      | Fixed         | 0.03%                 | 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        |    320000 | PA      | $307124.51    | 0.10%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP 4.75% 12/01/2027                                                                       | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    435000 | PA      | $434834.92    | 0.14%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                              | TREEHOUSE FOODS INC 4% 09/01/2028                                                                       | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    365000 | PA      | $362471.46    | 0.12%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                                         | VIRGIN/O2 TERM Q 1LN 01/31/2029                                                                         | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |    785000 | PA      | $783186.65    | 0.25%             | 2029-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349900.95    | 0.11%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1015420.30   | 0.32%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    675000 | PA      | $644035.26    | 0.20%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP 5.125% 10/15/2027                                                                         | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $832360.52    | 0.26%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 5.875% 10/01/2028 144A                                                                       | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110400.00    | 0.04%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                         | ACADIA HEALTHCARE CO INC 5% 04/15/2029 144A                                                             | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    495000 | PA      | $475230.54    | 0.15%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| ADVANCION HOLDINGS LLC                                                           | ANGUS CHEMICAL TERM B 1LN 11/24/2027                                                                    | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    358970 | PA      | $331662.88    | 0.11%             | 2027-11-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028                                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $214682.75    | 0.07%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                  | CHEMOURS CO/THE 5.75% 11/15/2028 144A                                                                   | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1209891.93   | 0.38%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 4% 08/01/2028 144A                                                                | CUSIP: 36168QAL8<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |   1205000 | PA      | $1185950.52   | 0.38%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A                                                  | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    460000 | PA      | $447767.91    | 0.14%             | 2029-05-01      | 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        |    310000 | PA      | $290975.95    | 0.09%             | 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        |    140000 | PA      | $129272.85    | 0.04%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                          | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                          | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    690000 | PA      | $642148.50    | 0.20%             | 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        |   1240000 | PA      | $1230808.13   | 0.39%             | 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        |    910000 | PA      | $885052.81    | 0.28%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 3.9%/VAR PERP                                                                    | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    715000 | PA      | $714207.71    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 4.75% 02/15/2029 144A                                                                      | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    565000 | PA      | $562737.57    | 0.18%             | 2029-02-15      | 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        |    150000 | PA      | $150006.30    | 0.05%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029                                                     | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $232915.25    | 0.07%             | 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        |    875000 | PA      | $880579.00    | 0.28%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                              | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                                | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   1080000 | PA      | $1079016.23   | 0.34%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                  | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                                  | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   1567083 | PA      | $1262285.14   | 0.40%             | 2028-03-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                                          | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                            | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    685000 | PA      | $654818.90    | 0.21%             | 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        |    630000 | PA      | $598438.79    | 0.19%             | 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        |    665000 | PA      | $496090.00    | 0.16%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                             | CONSTANT CONTACT TERM B 1LN 02/10/2028                                                                  | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |    444769 | PA      | $416227.91    | 0.13%             | 2028-02-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                      | ENERGEAN ISRAEL FINANCE LTD 5.375% 03/30/2028 144A REGS                                                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    195000 | PA      | $192830.82    | 0.06%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118750 | PA      | $118835.85    | 0.04%             | 2026-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                     | SOMNIGROUP INTERNATIONAL INC 4% 04/15/2029 144A                                                         | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1004115.91   | 0.32%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| VM CONSOLIDATED INC                                                              | VM CONSOLIDATED INC 5.5% 04/15/2029 144A                                                                | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1027542.23   | 0.33%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| REDFIN CORPORATION                                                               | REDFIN CORP CONV 0.5% 04/01/2027                                                                        | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1226065.00   | 0.39%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.5% 04/01/2028 144A                                                        | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    450000 | PA      | $459146.43    | 0.15%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC 4.125% 04/15/2029 144A                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    635000 | PA      | $621897.79    | 0.20%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TORY BURCH                                                                       | TORY BURCH TERM B 1LN 4/17/2028                                                                         | CUSIP: 89148GAF7<br>LEI: 549300GGL74W33KY2650 | Long             | LON              | CORP              | US        |    838307 | PA      | $835163.48    | 0.27%             | 2028-04-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                               | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $213415.96    | 0.07%             | 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        |    535000 | PA      | $524738.43    | 0.17%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                              | SCIH SALT HLDGS INC 4.875% 05/01/2028 144A                                                              | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $583579.44    | 0.19%             | 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        |    960000 | PA      | $959527.20    | 0.31%             | 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        |    595000 | PA      | $593594.19    | 0.19%             | 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        |    135000 | PA      | $134814.46    | 0.04%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |   1685000 | PA      | $1674746.94   | 0.53%             |  |  |  | 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        |    515070 | PA      | $434271.21    | 0.14%             | 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        |    415000 | PA      | $408325.97    | 0.13%             | 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        |    890000 | PA      | $871130.40    | 0.28%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                                               | HERENS HOLDCO SARL 4.75% 05/15/2028 144A                                                                | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $184774.28    | 0.06%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS INC 10.5% 05/15/2029 144A                                                                  | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $668471.05    | 0.21%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.5% 11/15/2031 144A                                                                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    340000 | PA      | $206250.19    | 0.07%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS INC 6.875% 05/15/2028 144A                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $518567.41    | 0.16%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                       | CLUB CAR TERM 1LN 06/01/2028                                                                            | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |   1010815 | PA      | $960274.28    | 0.31%             | 2028-06-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION TERM B 1LN 01/31/2029                                                                         | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   1437869 | PA      | $1425287.23   | 0.45%             | 2029-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A                                                       | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    340000 | PA      | $324752.56    | 0.10%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| MAJORDRIVE HOLDINGS IV LLC                                                       | MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100559.34    | 0.03%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                                              | HILTON GRAND VACATIONS TERM B 1LN 08/02/2028                                                            | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |     32743 | PA      | $32649.31     | 0.01%             | 2028-08-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 4.875% 05/15/2029 144A | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $459781.12    | 0.15%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC        | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 5% 06/01/2029 144A            | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $471557.35    | 0.15%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CWGS GROUP LLC                                                                   | CAMPING WORLD TERM B 1LN 06/03/2028                                                                     | CUSIP: 12670UAE7<br>LEI: 254900FU20N3SJ8BIA66 | Long             | LON              | CORP              | US        |    669688 | PA      | $660901.71    | 0.21%             | 2028-06-03      | Variable      | 0.06%                 | 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        |     80000 | PA      | $80528.48     | 0.03%             | 2028-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |    230000 | PA      | $220457.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                | SOLERA TERM B 1LN 06/02/2028                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    318864 | PA      | $293236.66    | 0.09%             | 2028-06-02      | Variable      | 0.08%                 | 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        |    485000 | PA      | $473213.68    | 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        |    305000 | PA      | $279909.33    | 0.09%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 3.5% 01/15/2027                                                                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    775000 | PA      | $765336.76    | 0.24%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 4.125% 06/30/2028 144A                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $790415.68    | 0.25%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                                             | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                                    | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |    379527 | PA      | $352060.58    | 0.11%             | 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        |    615000 | PA      | $590814.30    | 0.19%             | 2029-07-15      | 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        |    490000 | PA      | $483454.92    | 0.15%             | 2029-06-30      | Fixed         | 0.05%                 | 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        |    680000 | PA      | $659311.20    | 0.21%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 3.125% 09/01/2026 144A                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1088413.47   | 0.35%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                  | CHEMOURS CO/THE 4.625% 11/15/2029 144A                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130548.78    | 0.04%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 5.625% 08/15/2029 144A                                                             | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    510000 | PA      | $487396.44    | 0.15%             | 2029-08-15      | 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        |    675000 | PA      | $1687.50      | 0.00%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| ENSTALL GROUP BV                                                                 | ESDEC SOLAR TERM B 1LN 8/30/2028                                                                        | CUSIP: N/A<br>LEI: 724500UTJRTIU7878U15       | Long             | LON              | CORP              | NL        |     48498 | PA      | $19823.76     | 0.01%             | 2028-08-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.125% 06/01/2029                                                                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $132752.57    | 0.04%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Arc Falcon I Inc                                                                 | ARCLIN TERM B 1LN 09/30/2028                                                                            | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    388127 | PA      | $387156.72    | 0.12%             | 2028-09-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 4.625% 10/15/2029 144A                                                        | CUSIP: 12769GAA8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    475000 | PA      | $456172.05    | 0.15%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| 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        |     50000 | PA      | $46508.57     | 0.01%             | 2028-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                        | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                         | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $558645.33    | 0.18%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                    | PRA GROUP INC 5% 10/01/2029 144A                                                                        | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    165000 | PA      | $151160.60    | 0.05%             | 2029-10-01      | 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        |    455000 | PA      | $455488.67    | 0.14%             | 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        |     60000 | PA      | $58663.22     | 0.02%             | 2029-04-01      | 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        |   1050000 | PA      | $1040224.82   | 0.33%             |  |  |  | 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        |    330000 | PA      | $316878.80    | 0.10%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                                      | ROBLOX CORP 3.875% 05/01/2030 144A                                                                      | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |    465000 | PA      | $444900.38    | 0.14%             | 2030-05-01      | 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        |    235000 | PA      | $211465.01    | 0.07%             | 2032-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                                          | RAILWORKS HOLDINGS LP/R 8.25% 11/15/2028 144A                                                           | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $568687.84    | 0.18%             | 2028-11-15      | Fixed         | 0.08%                 | 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        |    294846 | PA      | $241773.72    | 0.08%             | 2026-11-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                               | CANACOL ENERGY LTD 5.75% 11/24/2028 144A                                                                | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |   1145000 | PA      | $320600.00    | 0.10%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS HOLDING LTD 5.625% 11/29/2026 144A                                                                  | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    655000 | PA      | $651332.00    | 0.21%             | 2026-11-29      | 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        |    925000 | PA      | $921174.76    | 0.29%             | 2029-12-15      | 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        |   1315000 | PA      | $1243549.91   | 0.40%             | 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        |    320000 | PA      | $310876.83    | 0.10%             | 2030-02-01      | Fixed         | 0.06%                 | 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        |    295000 | PA      | $278159.66    | 0.09%             | 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        |    915000 | PA      | $922137.00    | 0.29%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH GROUP TERM B 1LN 02/15/2029                                                                | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    444190 | PA      | $437989.02    | 0.14%             | 2029-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LIMETREE BAY CAYMAN, LTD.                                                        | LIMETREE BAY CAYMAN LTD                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        80 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS TERM 1LN 2/15/2027                                                                         | CUSIP: 87256KAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    362558 | PA      | $363464.67    | 0.12%             | 2027-02-15      | Variable      | 0.14%                 | 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        |    304000 | PA      | $392859.20    | 0.12%             | 2029-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                              | OWENS and MINOR INC 6.625% 04/01/2030 144A                                                              | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    330000 | PA      | $185618.90    | 0.06%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | NOVOLEX TERM 1LN 04/13/2029                                                                             | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1118925 | PA      | $1112681.34   | 0.35%             | 2029-04-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A                                               | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    820000 | PA      | $820587.34    | 0.26%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| WARNER BROS DISCOVERY INC                                                        | WARNER BROS DISCOVERY INC                                                                               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     13100 | NS      | $360774.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP                                                                  | SEALED AIR CORP 5% 04/15/2029 144A                                                                      | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246612.35    | 0.08%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                     | ENTEGRIS INC 4.75% 04/15/2029 144A                                                                      | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1593794.18   | 0.51%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                        | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 7.875% 05/01/2027 144A                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    385000 | PA      | $385658.74    | 0.12%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC              | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                  | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1080334.61   | 0.34%             | 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        |    725000 | PA      | $734500.40    | 0.23%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| 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        |    850000 | PA      | $660750.56    | 0.21%             | 2028-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| ASURION LLC                                                                      | ASURION TERM B10 1LN 08/19/2028                                                                         | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    761014 | PA      | $761607.57    | 0.24%             | 2028-08-19      | Variable      | 0.08%                 | 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        |    128000 | PA      | $133066.24    | 0.04%             | 2028-09-30      | Fixed         | 0.11%                 | 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        |   1460000 | PA      | $1511038.68   | 0.48%             | 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        |   1040000 | PA      | $1066000.00   | 0.34%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NIELSEN HOLDINGS TERM B 1LN 04/11/2029                                                                  | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    647622 | PA      | $647039.23    | 0.21%             | 2029-04-11      | Variable      | 0.09%                 | 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        |    129333 | PA      | $98552.01     | 0.03%             | 2027-10-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP/SEALED AIR CORP US                                               | SEALED AIR CORP/SEALED AIR CORP US 6.125% 02/01/2028 144A                                               | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $598806.34    | 0.19%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 04/15/2028 144A                            | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $691250.60    | 0.22%             | 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        |    750000 | PA      | $783757.94    | 0.25%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.5% 02/15/2028 144A             | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1056654.56   | 0.34%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 7.375% 03/01/2031 144A                                                             | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117385.33    | 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        |    270000 | PA      | $274880.25    | 0.09%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.75% 08/15/2028 144A                                                                     | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2538662.50   | 0.81%             | 2028-08-15      | Fixed         | 0.07%                 | 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        |   1115000 | PA      | $1125894.99   | 0.36%             | 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        |    355000 | PA      | $370943.05    | 0.12%             | 2030-04-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                              | CHURCHILL DOWNS INC 6.75% 05/01/2031 144A                                                               | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618200.40    | 0.20%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| 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        |    170000 | PA      | $173944.34    | 0.06%             | 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        |    210000 | PA      | $218470.14    | 0.07%             | 2028-06-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL AND GAS INC 8.75% 06/15/2031 144A                                                          | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    365000 | PA      | $377315.10    | 0.12%             | 2031-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 6.25% 06/01/2028 144A                                                                           | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    745000 | PA      | $757907.13    | 0.24%             | 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        |    470000 | PA      | $492809.10    | 0.16%             | 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        |    245000 | PA      | $253789.38    | 0.08%             | 2030-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                              | RHP HOTEL PPTYS LP and RHP FIN CORP 7.25% 07/15/2028 144A                                               | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $437571.50    | 0.14%             | 2028-07-15      | 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        |    460000 | PA      | $490622.20    | 0.16%             | 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        |    445000 | PA      | $466176.22    | 0.15%             | 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        |    290000 | PA      | $308862.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| ONTARIO GAMING GTA LP/OTG CO-ISSUER INC                                          | ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 8% 08/01/2030 144A                                              | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    415000 | PA      | $398557.24    | 0.13%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    545000 | PA      | $522513.14    | 0.17%             | 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        |    370000 | PA      | $381838.89    | 0.12%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                            | FREEDOM MTG CORP 6.625% 01/15/2027 144A                                                                 | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334683.39    | 0.11%             | 2027-01-15      | 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        |    765000 | PA      | $787058.01    | 0.25%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A                                                   | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $580784.16    | 0.18%             | 2030-09-15      | Fixed         | 0.08%                 | 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        |    340000 | PA      | $359761.14    | 0.11%             | 2031-10-15      | 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        |   1140000 | PA      | $1197466.62   | 0.38%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                             | LIFEPOINT HEALTH INC 11% 10/15/2030 144A                                                                | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    360000 | PA      | $392607.72    | 0.12%             | 2030-10-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                           | GRAN TIERRA ENERGY INC 9.5% 10/15/2029 144A                                                             | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    385000 | PA      | $307037.50    | 0.10%             | 2029-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                           | INEOS QUATTRO TERM B 1LN 04/02/2029                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    370150 | PA      | $255710.99    | 0.08%             | 2029-04-02      | Variable      | 0.08%                 | 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        |   1855000 | PA      | $2007794.35   | 0.64%             | 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        |    835000 | PA      | $890189.33    | 0.28%             | 2031-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                          | INEOS QUATTRO FINANCE 2 9.625% 03/15/2029 144A                                                          | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    145000 | PA      | $115050.25    | 0.04%             | 2029-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV                                        | AXALTA COATING SYSTEMS DUTCH HOLDING B BV 7.25% 02/15/2031 144A                                         | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    605000 | PA      | $636735.28    | 0.20%             | 2031-02-15      | Fixed         | 0.07%                 | 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      | $495012.23    | 0.16%             | 2028-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                      | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    365000 | PA      | $387011.33    | 0.12%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A                                                             | CUSIP: 36168QAQ7<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $240610.15    | 0.08%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7% 01/15/2031 144A                               | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $243637.90    | 0.08%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC                                         | HAT HOLDINGS I LLC / HAT HOLDINGS II LLC 8% 06/15/2027 144A                                             | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $79839.42     | 0.03%             | 2027-06-15      | Fixed         | 0.08%                 | 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        |    360000 | PA      | $371478.24    | 0.12%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| KINETIK HOLDINGS LP                                                              | KINETIK HOLDINGS LP 6.625% 12/15/2028 144A                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1179027.11   | 0.37%             | 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        |    240000 | PA      | $249971.04    | 0.08%             | 2054-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: —       |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 8.5% 01/15/2029 144A                                                                     | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1146471.70   | 0.36%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                             | SAMARCO MINERACAO SA PIK VAR 06/30/2031 144A                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    486159 | PA      | $488541.18    | 0.16%             | 2031-06-30      | Variable      | 0.09%                 | 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        |    300000 | PA      | $306654.00    | 0.10%             | 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        |    880000 | PA      | $912430.64    | 0.29%             | 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        |    205000 | PA      | $215546.84    | 0.07%             | 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        |    820000 | PA      | $859167.30    | 0.27%             | 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        |    835000 | PA      | $874667.53    | 0.28%             | 2032-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | TALOS PRODUCTION INC 9% 02/01/2029 144A                                                                 | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    295000 | PA      | $307375.25    | 0.10%             | 2029-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 6.5% 02/15/2032 144A                                                          | CUSIP: 12769GAC4<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    785000 | PA      | $802682.13    | 0.26%             | 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        |   1605000 | PA      | $1304619.44   | 0.41%             | 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        |    970000 | PA      | $969218.08    | 0.31%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 7.25% 02/15/2029 144A                                                           | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    585000 | PA      | $606770.78    | 0.19%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                                 | AMBIPAR LUX SARL 9.875% 02/06/2031 144A                                                                 | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |   1115000 | PA      | $214648.65    | 0.07%             | 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        |    909141 | PA      | $790388.94    | 0.25%             | 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        |    240000 | PA      | $246836.40    | 0.08%             | 2031-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC                                                                                         | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |     29327 | NS      | $383303.89    | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1453912.50   | 0.46%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC 6.375% 02/15/2029 144A                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359128.70    | 0.11%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                                | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    485000 | PA      | $507418.16    | 0.16%             | 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        |   1060000 | PA      | $1099433.06   | 0.35%             | 2029-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 9.375% 03/01/2029 144A                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    131000 | PA      | $137386.25    | 0.04%             | 2029-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                       | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 8.625% 03/15/2029 144A                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $1014450.09   | 0.32%             | 2029-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.875% 04/01/2030 144A                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152665.72    | 0.05%             | 2030-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 7% 03/15/2032 144A                                                                 | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153935.40    | 0.05%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                               | RITHM CAPITAL CORP 8% 04/01/2029 144A                                                                   | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143029.18    | 0.05%             | 2029-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                           | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 7.125% 03/15/2029 144A                           | CUSIP: 91740PAG3<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217437.99    | 0.07%             | 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        |    400000 | PA      | $418962.80    | 0.13%             | 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        |     90000 | PA      | $95204.61     | 0.03%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LTD                                                | ASTON MARTIN CAP HLDGS LTD 10% 03/31/2029 144A                                                          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    355000 | PA      | $316851.49    | 0.10%             | 2029-03-31      | Fixed         | 0.10%                 | 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        |    990000 | PA      | $1021789.54   | 0.32%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG TERM B 1LN 04/16/2031                                                                               | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |     44772 | PA      | $44794.55     | 0.01%             | 2031-04-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A                                                 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291592.91    | 0.09%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                        | ESAB CORP 6.25% 04/15/2029 144A                                                                         | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    545000 | PA      | $560004.94    | 0.18%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                        | MATADOR RES CO 6.5% 04/15/2032 144A                                                                     | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    365000 | PA      | $371660.52    | 0.12%             | 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        |    300000 | PA      | $302043.83    | 0.10%             | 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        |    320000 | PA      | $331067.52    | 0.11%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                          | GENESEE and WYOMING TERM B 1LN 04/10/2031                                                               | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    751119 | PA      | $749744.17    | 0.24%             | 2031-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                               | LUMEN TECHNOLOGIES TERM B1 1LN 4/16/2029                                                                | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    575577 | PA      | $573706.09    | 0.18%             | 2029-04-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                               | LUMEN TECHNOLOGIES TERM B2 1LN SUPER_PRIORITY 04/15/2030                                                | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    793899 | PA      | $791318.73    | 0.25%             | 2030-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRANDSAFWAY TERM B 1LN 08/01/2030                                                                       | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    284061 | PA      | $250277.33    | 0.08%             | 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        |    395000 | PA      | $406640.26    | 0.13%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 8.25% 05/15/2029 144A                                                      | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    590000 | PA      | $601133.30    | 0.19%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                            | ZF NORTH AMER CAP INC 6.75% 04/23/2030 144A                                                             | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215566.53    | 0.07%             | 2030-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                           | HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A                                                             | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    415000 | PA      | $433469.16    | 0.14%             | 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        |    595000 | PA      | $597605.51    | 0.19%             | 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        |    295000 | PA      | $303929.36    | 0.10%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| BLOCK INC                                                                        | BLOCK INC 6.5% 05/15/2032                                                                               | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    530000 | PA      | $550645.37    | 0.18%             | 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        |    445000 | PA      | $449984.68    | 0.14%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 6.5% 06/01/2029 144A                                                         | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $652052.52    | 0.21%             | 2029-06-01      | 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        |    279000 | PA      | $469262.05    | 0.15%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                    | PRA GROUP INC 8.875% 01/31/2030 144A                                                                    | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    420000 | PA      | $422847.60    | 0.13%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| STAPLES INC                                                                      | STAPLES TERM B 1LN 9/4/2029                                                                             | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    744347 | PA      | $709407.10    | 0.23%             | 2029-09-04      | Variable      | 0.10%                 | 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        |    595000 | PA      | $613906.13    | 0.20%             | 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        |    960000 | PA      | $1009708.92   | 0.32%             | 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        |    765000 | PA      | $751713.86    | 0.24%             | 2029-09-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 7.125%/VAR PERP                                                                           | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    405000 | PA      | $419166.09    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | US LBM TERM B 1LN 06/06/2031                                                                            | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    778650 | PA      | $747955.34    | 0.24%             | 2031-06-06      | Variable      | 0.08%                 | 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        |    515000 | PA      | $527899.21    | 0.17%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                      | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7% 06/15/2032 144A                                          | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    230000 | PA      | $242060.51    | 0.08%             | 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        |    585000 | PA      | $581485.85    | 0.18%             | 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        |    290000 | PA      | $306328.45    | 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        |    365000 | PA      | $379810.24    | 0.12%             | 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        |    345000 | PA      | $353682.72    | 0.11%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC / VALOR CO-ISSUER INC                                             | VFH PARENT LLC / VALOR CO-ISSUER INC 7.5% 06/15/2031 144A                                               | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $607603.94    | 0.19%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                                          | JAZZ PHARMACEUTICALS TERM B2 1LN 05/05/2028                                                             | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |     33896 | PA      | $33975.96     | 0.01%             | 2028-05-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC WT                                                                                      | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |       901 | NS      | $3216.57      | 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        |    620000 | PA      | $676488.82    | 0.22%             | 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        |    205000 | PA      | $214375.22    | 0.07%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                                    | SUMMIT MIDSTREAM HOLDINGS LLC 8.625% 10/31/2029 144A                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $156714.15    | 0.05%             | 2029-10-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 7% 01/15/2030 144A                                                               | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301858.80    | 0.10%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| GROUP 1 AUTOMOTIVE INC                                                           | GROUP 1 AUTOMOTIVE INC 6.375% 01/15/2030 144A                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    610000 | PA      | $626177.81    | 0.20%             | 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        |    570000 | PA      | $600679.11    | 0.19%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                  | STANDARD BUILDING SOLUTIONS INC 6.5% 08/15/2032 144A                                                    | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    430000 | PA      | $443388.91    | 0.14%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS INC                                              | M2S GROUP TERM B 1LN 8/25/2031                                                                          | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    840771 | PA      | $830261.45    | 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        |    290000 | PA      | $308674.26    | 0.10%             | 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        |    225000 | PA      | $226725.30    | 0.07%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| DEL MONTE FOODS CORP II INC                                                      | DEL MONTE FOODS TERM 1LN SUPER_PRIORITY FIRST OUT 08/02/2028                                            | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57406 | PA      | $26884.79     | 0.01%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                   | GLOBAL AIRCRAFT LEASING CO LTD 8.75% 09/01/2027 144A                                                    | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1035000 | PA      | $1071360.59   | 0.34%             | 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        |    220000 | PA      | $213953.92    | 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        |    150000 | PA      | $155489.55    | 0.05%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                            | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 6.75% 08/15/2032 144A                             | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $351966.24    | 0.11%             | 2032-08-15      | 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 5.625% 09/15/2029 144A                                                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    600000 | PA      | $610153.20    | 0.19%             | 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        |    435000 | PA      | $446770.20    | 0.14%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                    | GOLAR LNG LTD 7.75% 09/19/2029 144A REGS                                                                | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | BM        |    200000 | PA      | $198854.00    | 0.06%             | 2029-09-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                               | RYAN SPECIALTY LLC 5.875% 08/01/2032 144A                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457476.22    | 0.15%             | 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        |    695000 | PA      | $703057.14    | 0.22%             | 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        |   1315000 | PA      | $1357144.41   | 0.43%             | 2055-03-15      | Variable      | 0.07%                 | 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        |    195000 | PA      | $198671.46    | 0.06%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                               | AVIS BUDG CAR RENT LLC/FIN INC 8.25% 01/15/2030 144A                                                    | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $150072.83    | 0.05%             | 2030-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| FOCUS FINANCIAL PARTNERS LLC                                                     | FOCUS FINANCIAL PARTNERS LLC 6.75% 09/15/2031 144A                                                      | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    575000 | PA      | $588644.75    | 0.19%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                   | NISSAN MOTOR ACCEPTANCE CO LLC 5.55% 09/13/2029 144A                                                    | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84496.48     | 0.03%             | 2029-09-13      | Fixed         | 0.06%                 | 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        |    605000 | PA      | $614597.12    | 0.20%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 5.875% 03/15/2030 144A                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    445000 | PA      | $451808.50    | 0.14%             | 2030-03-15      | 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        |    820086 | PA      | $662448.78    | 0.21%             | 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        |    305000 | PA      | $316224.61    | 0.10%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AETHON UNITED BR LP / AETHON UNITED FINANCE CORP                                 | AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 7.5% 10/01/2029 144A                                   | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $320950.28    | 0.10%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 6.125%/VAR PERP                                                           | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    120000 | PA      | $122264.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP                         | WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP 8.25% 10/01/2031 144A                          | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $492336.75    | 0.16%             | 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        |    485000 | PA      | $507110.18    | 0.16%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| MATIV INC                                                                        | MATIV INC 8% 10/01/2029 144A                                                                            | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266897.14    | 0.08%             | 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        |    545000 | PA      | $552014.15    | 0.18%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP 10.75% 11/30/2029                                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1889934 | PA      | $2071783.45   | 0.66%             | 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        |    504427 | PA      | $1749415.89   | 0.56%             | 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        |    215000 | PA      | $218717.44    | 0.07%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| NEW FORTRESS                                                                     | NEW FORTRESS 12% 11/15/2029 144A                                                                        | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    319789 | PA      | $113086.98    | 0.04%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                            | BELRON UK FINANCE PLC 5.75% 10/15/2029 144A                                                             | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $738770.65    | 0.23%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 6% 10/15/2032 144A                                                            | CUSIP: 12769GAD2<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    310000 | PA      | $301586.29    | 0.10%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| PATRICK INDUSTRIES INC                                                           | PATRICK INDUSTRIES INC 6.375% 11/01/2032 144A                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    440000 | PA      | $450329.88    | 0.14%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-6 LTD                                                        | CARLYLE US CLO 2024-6 LTD E TSFR3M+575 10/25/2037 144A                                                  | CUSIP: 14319QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $151700.55    | 0.05%             | 2037-10-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                   | COX MEDIA GROUP TERM B2 1LN 06/18/2029                                                                  | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    610388 | PA      | $569186.39    | 0.18%             | 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        |    425000 | PA      | $432865.48    | 0.14%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                    | LIFE TIME INC 6% 11/15/2031 144A                                                                        | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512645.00    | 0.16%             | 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        |    555000 | PA      | $553442.78    | 0.18%             | 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        |    890000 | PA      | $903501.30    | 0.29%             | 2029-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2024-2 LTD                                                  | PALMER SQUARE LN FDG 2024-2 LTD D TSFR3M+470 01/15/2033 144A                                            | CUSIP: 69703HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250041.25    | 0.08%             | 2033-01-15      | Variable      | 0.08%                 | 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        |   1375000 | PA      | $1369814.67   | 0.44%             | 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        |    842483 | PA      | $857426.96    | 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        |    445000 | PA      | $434016.33    | 0.14%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                             | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    460000 | PA      | $463245.30    | 0.15%             | 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: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1155750.00   | 0.37%             | 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        |    180000 | PA      | $177129.63    | 0.06%             | 2029-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS HOLDING LTD 7.875% 05/29/2030 144A                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205480.16    | 0.07%             | 2030-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                          | TGS ASA 8.5% 01/15/2030 144A                                                                            | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |    680000 | PA      | $715268.36    | 0.23%             | 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        |    880000 | PA      | $741752.00    | 0.24%             | 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        |    265000 | PA      | $273272.24    | 0.09%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                    | CITIGROUP INC 6.75%/VAR PERP                                                                            | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    200000 | PA      | $203950.85    | 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        |    435000 | PA      | $455291.01    | 0.14%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                      | HEXION TERM 1LN 03/15/2029                                                                              | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    844916 | PA      | $826302.24    | 0.26%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP/DE                                                                  | SANDISK TERM B 1LN 2/20/2032                                                                            | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93789 | PA      | $93906.71     | 0.03%             | 2032-02-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                 | UWM HOLDINGS LLC 6.625% 02/01/2030 144A                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $579964.55    | 0.18%             | 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        |    612000 | PA      | $805618.23    | 0.26%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                       | CVR ENERGY TERM B 1LN 12/30/2027                                                                        | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    456863 | PA      | $455720.48    | 0.14%             | 2027-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TRONOX FIN LLC                                                                   | TRONOX TERM B 1LN 04/04/2029                                                                            | CUSIP: 89705DAQ5<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    140000 | PA      | $119799.40    | 0.04%             | 2029-04-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                     | ACRISURE TERM B6 1LN 11/06/2030                                                                         | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      4950 | PA      | $4931.44      | 0.00%             | 2030-11-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                                 | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    560324 | PA      | $559561.67    | 0.18%             | 2028-12-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                          | USI TERM D 1LN 11/21/2029                                                                               | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    617421 | PA      | $616649.35    | 0.20%             | 2029-11-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 6.5% 07/01/2030 144A                                                               | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    615000 | PA      | $640439.48    | 0.20%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOLENIS HOLDINGS LTD                                                             | SOLENIS TERM B6 1LN 6/20/2031                                                                           | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    437760 | PA      | $430975.17    | 0.14%             | 2031-06-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OCP AEGIS CLO 2024-39 LTD                                                        | OCP AEGIS CLO 2024-39 LTD D1 TSFR3M+280 01/16/2037 144A                                                 | CUSIP: 67120EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250399.25    | 0.08%             | 2037-01-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP LP                                                        | FLYNN RESTAURANT TERM B 1LN 01/28/2032                                                                  | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |    351180 | PA      | $350828.95    | 0.11%             | 2032-01-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                 | CALIBER COLLISION TERM B 1LN 01/30/2031                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    150848 | PA      | $150686.64    | 0.05%             | 2031-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                                               | HUNTER DOUGLAS TERM B 1LN 1/17/2032                                                                     | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |    526483 | PA      | $524398.37    | 0.17%             | 2032-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORPORATION                                                  | ENVU TERM B 1LN 10/04/2029                                                                              | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    779924 | PA      | $729229.31    | 0.23%             | 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        |     94762 | PA      | $94791.88     | 0.03%             | 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        |    235000 | PA      | $241430.78    | 0.08%             | 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        |    315000 | PA      | $329531.27    | 0.10%             | 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        |    305000 | PA      | $308589.39    | 0.10%             | 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        |   1004811 | PA      | $1003554.55   | 0.32%             | 2032-01-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINE LTD                                                                 | IVANHOE MINE LTD 7.875% 01/23/2030 144A                                                                 | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $359446.19    | 0.11%             | 2030-01-23      | Fixed         | 0.08%                 | 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        |    590000 | PA      | $614879.25    | 0.20%             |  |  |  | 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      | $100149.10    | 0.03%             | 2038-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH TERM B 1LN 11/30/2027                                                             | CUSIP: 12687HAD9<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |    469220 | PA      | $468243.80    | 0.15%             | 2027-11-30      | 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        |    948973 | PA      | $936816.61    | 0.30%             | 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        |    480855 | PA      | $469064.16    | 0.15%             | 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        |    830000 | PA      | $860786.05    | 0.27%             | 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        |   1615000 | PA      | $1680441.51   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1365000 | PA      | $1404186.42   | 0.45%             | 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        |    907927 | PA      | $767198.42    | 0.24%             | 2030-12-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS VII LTD                                                      | OHA CREDIT PARTNERS VII LTD D1R4 TSFR3M+250 02/20/2038 144A                                             | CUSIP: 67102QBT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150796.65    | 0.05%             | 2038-02-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 7.5% 09/15/2031 144A                                                               | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    495000 | PA      | $522360.63    | 0.17%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.875% 03/01/2028 144A                                                       | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $927265.43    | 0.29%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                           | TWITTER TERM B1 1LN 10/26/2029                                                                          | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1874426 | PA      | $1870133.15   | 0.59%             | 2029-10-26      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                     | OT MIDCO INC 10% 02/15/2030 144A                                                                        | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $58288.36     | 0.02%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                  | WHP TERM B 1LN 02/20/2032                                                                               | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |    920375 | PA      | $921267.76    | 0.29%             | 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        |    425000 | PA      | $437804.40    | 0.14%             |  |  |  | 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        |    685000 | PA      | $712423.29    | 0.23%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                           | X TERM 1LN 10/26/2029                                                                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    615000 | PA      | $635756.25    | 0.20%             | 2029-10-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I LTD                                                                | BBAM US CLO I LTD D1R TSFR3M+300 03/30/2038 144A                                                        | CUSIP: 054978AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $125921.00    | 0.04%             | 2038-03-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                  | GEN DIGITAL INC 6.25% 04/01/2033 144A                                                                   | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    340000 | PA      | $341638.46    | 0.11%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.75% 03/15/2030 144A                                                                     | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    295000 | PA      | $303777.43    | 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        |    245000 | PA      | $264056.10    | 0.08%             |  |  |  | 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        |    275000 | PA      | $295091.73    | 0.09%             | 2033-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 6.375% 03/15/2033 144A                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    295000 | PA      | $307174.65    | 0.10%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| OLIN CORP                                                                        | OLIN CORP 6.625% 04/01/2033 144A                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151886.78    | 0.05%             | 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        |   1724210 | PA      | $670286.82    | 0.21%             | 2028-10-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ALUMINA LTD                                                                      | ALUMINA LTD 6.375% 09/15/2032 144A                                                                      | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    895000 | PA      | $930407.10    | 0.30%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.75% 03/15/2032                                                                   | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86873.83     | 0.03%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                                     | NEW GOLD INC 6.875% 04/01/2032 144A                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $329351.75    | 0.10%             | 2032-04-01      | 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        |    360000 | PA      | $366267.94    | 0.12%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ACADIA HEALTHCARE CO INC                                                         | ACADIA HEALTHCARE CO INC 7.375% 03/15/2033 144A                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    470000 | PA      | $464263.56    | 0.15%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    750000 | PA      | $797340.00    | 0.25%             | 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        |    255000 | PA      | $268971.45    | 0.09%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                         | VIRIDIEN 10% 10/15/2030 144A                                                                            | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    280000 | PA      | $301375.76    | 0.10%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                                   | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $917305.69    | 0.29%             | 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        |    585000 | PA      | $606124.94    | 0.19%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                  | NATGASOLINE TERM B 1LN 03/29/2030                                                                       | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    264192 | PA      | $263201.53    | 0.08%             | 2030-03-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-2 LTD                                                     | PALMER SQUARE CLO 2021-2 LTD DR2 TSFR3M+414 02/15/2038 144A                                             | CUSIP: 69701XAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99928.70     | 0.03%             | 2038-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD 10% 04/15/2032 144A                                                                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1151000 | PA      | $1181221.80   | 0.38%             | 2032-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                             | CAPSTONE COPPER CORP 6.75% 03/31/2033 144A                                                              | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $274600.42    | 0.09%             | 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        |    975462 | PA      | $949963.64    | 0.30%             | 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        |     19800 | PA      | $19824.75     | 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      | $201889.40    | 0.06%             | 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        |    280000 | PA      | $282185.23    | 0.09%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| DEL MONTE FOODS CORP II INC                                                      | DEL MONTE TERM FLFO B 1LN 8/2/2028                                                                      | CUSIP: 24521WAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16704 | PA      | $7822.93      | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | 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        |    285000 | PA      | $312464.88    | 0.10%             | 2033-05-01      | Fixed         | 0.07%                 | 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        |    420000 | PA      | $432801.60    | 0.14%             | 2032-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 6.75% 05/01/2033 144A                                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $410854.79    | 0.13%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC 8.5% 06/01/2028 144A                                                                  | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    205000 | PA      | $214931.23    | 0.07%             | 2028-06-01      | Fixed         | 0.09%                 | 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        |    565000 | PA      | $582050.57    | 0.19%             | 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        |    430000 | PA      | $444479.48    | 0.14%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 7% 06/15/2030 144A                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    585000 | PA      | $613994.36    | 0.20%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| COREWEAVE INC                                                                    | COREWEAVE INC 9.25% 06/01/2030 144A                                                                     | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1333859.51   | 0.42%             | 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        |    550000 | PA      | $569517.30    | 0.18%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC 11.125% 07/15/2030 144A                                                                  | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    270000 | PA      | $218362.50    | 0.07%             | 2030-07-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HOLDING 3 OY                                                            | AHLSTROM TERM B 1LN 5/23/2030                                                                           | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |    542278 | PA      | $542413.98    | 0.17%             | 2030-05-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CFC USA 2025 LLC                                                                 | CFC GROUP TERM B 1LN 07/01/2032                                                                         | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    300000 | PA      | $285000.00    | 0.09%             | 2032-07-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS INC                                                           | NEW FLYER HOLDINGS INC 9.25% 07/01/2030 144A                                                            | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $166993.39    | 0.05%             | 2030-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 6.25% 06/01/2032 144A                                                                         | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    355000 | PA      | $368827.25    | 0.12%             | 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        |    385000 | PA      | $363434.92    | 0.12%             | 2031-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                    | JH NORTH AMERICA HOLDINGS INC 5.875% 01/31/2031 144A                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    660000 | PA      | $671239.80    | 0.21%             | 2031-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                      | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6.875% 06/15/2030 144A                                    | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $379054.57    | 0.12%             | 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        |    600000 | PA      | $614285.40    | 0.20%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                         | X.AI TERM B 1LN 06/28/2030                                                                              | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149474 | PA      | $151997.57    | 0.05%             | 2030-06-28      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                         | X.AI TERM 1LN 06/28/2030                                                                                | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    154375 | PA      | $166982.40    | 0.05%             | 2030-06-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | WHIRLPOOL CORP 6.125% 06/15/2030                                                                        | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    390000 | PA      | $391016.73    | 0.12%             | 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        |     65000 | PA      | $64141.47     | 0.02%             | 2033-06-15      | Fixed         | 0.07%                 | 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        |    305000 | PA      | $317702.64    | 0.10%             | 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        |    115000 | PA      | $117795.31    | 0.04%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                             | BEACON MOBILITY CORP 7.25% 08/01/2030 144A                                                              | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |    285000 | PA      | $298347.98    | 0.09%             | 2030-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 9.75% 04/15/2030 144A                                        | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $327436.50    | 0.10%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                   | PROOFPOINT TERM 1LN 08/31/2028                                                                          | CUSIP: N/A<br>LEI: 529900C5FODDK0WSR085       | Long             | LON              | CORP              | US        |   1098078 | PA      | $1089161.78   | 0.35%             | 2028-08-31      | Variable      | 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        |     45000 | PA      | $45000.00     | 0.01%             | 2032-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                         | SGUS LLC 11% 12/15/2029 144A                                                                            | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63718 | PA      | $1911.54      | 0.00%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| X.AI LLC / X.AI CO ISSUER CO                                                     | X.AI LLC / X.AI CO ISSUER CO 12.5% 06/30/2030                                                           | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1455857.04   | 0.46%             | 2030-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                      | BEACH ACQUISITION BIDCO LLC PIK VAR 07/15/2033 144A                                                     | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    289863 | PA      | $318947.98    | 0.10%             | 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        |    605000 | PA      | $618751.65    | 0.20%             | 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        |    300000 | PA      | $300535.50    | 0.10%             | 2055-06-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM HOLDING and MANAGEMENT LTD                                         | AXIAN TELECOM HOLDING and MANAGEMENT LTD 7.25% 07/11/2030 144A                                          | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    170000 | PA      | $171487.50    | 0.05%             | 2030-07-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                      | DEL MONTE FOODS CORP II INC TERM TLB DIP ROLLUP 03/30/2026                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    191752 | PA      | $149566.81    | 0.05%             | 2026-03-30      | Variable      | 0.13%                 | No            |                  3 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                      | DEL MONTE FOODS CORP II INC PIK TERM TLA DIP 03/30/2026                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    144434 | PA      | $137212.57    | 0.04%             | 2026-03-30      | Variable      | 0.13%                 | 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        |    145000 | PA      | $153159.89    | 0.05%             | 2029-12-15      | 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        |    150000 | PA      | $161498.40    | 0.05%             | 2032-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC T5Y+289 6.875%/VAR PERP                                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    785000 | PA      | $801921.65    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | COREWEAVE INC 9% 02/01/2031 144A                                                                        | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    905000 | PA      | $879893.67    | 0.28%             | 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        |    961861 | PA      | $959023.09    | 0.30%             | 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        |   1125000 | PA      | $1145082.07   | 0.36%             |  |  |  | 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        |    180000 | PA      | $191256.66    | 0.06%             | 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        |    600000 | PA      | $625681.80    | 0.20%             | 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        |     35000 | PA      | $34402.20     | 0.01%             | 2032-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                     | STRATEGY INC 9%/VAR PERP PFD                                                                            | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      8000 | NS      | $791920.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE TERM B 1LN 10/23/2028                                                                           | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    187410 | PA      | $187856.44    | 0.06%             | 2028-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC 7% 08/01/2030 144A                                                               | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208475.75    | 0.07%             | 2030-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                                    | C and S WHOLESALE GROCERS TERM B 1LN 9/20/2030                                                          | CUSIP: 12676AAB1<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |    498750 | PA      | $492515.63    | 0.16%             | 2030-09-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | US LBM TERM B 1LN 06/06/2031                                                                            | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    661613 | PA      | $660600.79    | 0.21%             | 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        |   1330000 | PA      | $1325415.09   | 0.42%             | 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        |    295000 | PA      | $307561.99    | 0.10%             | 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        |    415000 | PA      | $423048.93    | 0.13%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| LBM ACQUISITION LLC                                                              | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                                | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    445000 | PA      | $468637.96    | 0.15%             | 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        |    623456 | PA      | $621311.06    | 0.20%             | 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        |   1135309 | PA      | $1131052.07   | 0.36%             | 2032-02-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL TERM B 1LN 08/20/2032                                                                  | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    294262 | PA      | $294550.88    | 0.09%             | 2032-08-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 7% 03/31/2034 144A                                                                | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77685.38     | 0.02%             | 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        |    740000 | PA      | $755306.90    | 0.24%             | 2030-08-01      | Fixed         | 0.06%                 | 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        |    464162 | PA      | $456039.66    | 0.14%             | 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        |    355000 | PA      | $347520.15    | 0.11%             | 2032-02-16      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 6.625% 08/15/2032 144A                                                             | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    575000 | PA      | $571823.80    | 0.18%             | 2032-08-15      | Fixed         | 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        |    515425 | PA      | $1288.56      | 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        |    370000 | PA      | $370017.76    | 0.12%             | 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        |     90000 | PA      | $93012.21     | 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        |    410000 | PA      | $424356.56    | 0.13%             | 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        |    260000 | PA      | $264639.18    | 0.08%             | 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        |    165000 | PA      | $168544.67    | 0.05%             | 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        |    835000 | PA      | $854245.14    | 0.27%             | 2056-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MOTOR CREDIT CO LLC 5.73% 09/05/2030                                                               | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    730000 | PA      | $747379.38    | 0.24%             | 2030-09-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                        | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 09/15/2032 144A                                         | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $796973.10    | 0.25%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 7.875%/VAR PERP 144A                                                                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |    950000 | PA      | $978528.50    | 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        |    845000 | PA      | $850179.01    | 0.27%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| SIERRA PACIFIC POWER CO                                                          | SIERRA PACIFIC POWER CO 6.375%/VAR 12/15/2055                                                           | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    836000 | PA      | $831871.25    | 0.26%             | 2055-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.375% 09/15/2028                                                                             | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1850000 | PA      | $1840244.14   | 0.59%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 5.875% 01/15/2031 144A                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    425000 | PA      | $426163.31    | 0.14%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                 | UWM HOLDINGS LLC 6.25% 03/15/2031 144A                                                                  | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $337852.03    | 0.11%             | 2031-03-15      | 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        |    285000 | PA      | $292121.87    | 0.09%             | 2031-03-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                              | AMERICAN AXLE and MFG INC 6.375% 10/15/2032 144A                                                        | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224464.90    | 0.07%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                           | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.25% 10/01/2033 144A                            | CUSIP: 91740PAH1<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324159.04    | 0.10%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                       | WEBER BLACKSTONE TERM B 1LN 10/1/2032                                                                   | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    865000 | PA      | $863918.75    | 0.27%             | 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        |    625000 | PA      | $615625.00    | 0.20%             | 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        |    110000 | PA      | $113351.26    | 0.04%             | 2031-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 7% 04/01/2031 144A                                                                | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    155000 | PA      | $162898.12    | 0.05%             | 2031-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL AND GAS INC 7.875% 10/15/2033 144A                                                         | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    405000 | PA      | $408895.70    | 0.13%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                    | GOLAR LNG LTD 7.5% 10/02/2030 144A                                                                      | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    580000 | PA      | $580580.00    | 0.18%             | 2030-10-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                                             | CROSSCOUNTRY INTERMEDIATE HOLDCO LLC 6.5% 10/01/2030 144A                                               | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $294347.10    | 0.09%             | 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        |    980000 | PA      | $985142.06    | 0.31%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE                                                                   | AMN HEALTHCARE 6.5% 01/15/2031 144A                                                                     | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    550000 | PA      | $557210.17    | 0.18%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| WINDSTREAM SERVICES LLC                                                          | UNITI GROUP TERM B 1LN 10/6/2032                                                                        | CUSIP: 97381JAK9<br>LEI: 549300L3SXBFJVGRCF66 | Long             | LON              | CORP              | US        |    510000 | PA      | $510000.00    | 0.16%             | 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        |     30000 | PA      | $29953.20     | 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        |    790000 | PA      | $790157.21    | 0.25%             | 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        |    290000 | PA      | $299411.44    | 0.10%             | 2033-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| 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        |    215000 | PA      | $214403.16    | 0.07%             | 2030-09-30      | 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        |    200000 | PA      | $199221.69    | 0.06%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                         | ENCORE CAP GROUP INC 6.625% 04/15/2031 144A                                                             | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302547.00    | 0.10%             | 2031-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CHEMOURS CO/THE                                                                  | CHEMOURS CO/THE TERM 1LN B3 10/15/2032                                                                  | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    420000 | PA      | $416850.00    | 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        |    695000 | PA      | $700785.88    | 0.22%             | 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: N/A                  | Long             | DBT              | CORP              | US        |    895000 | PA      | $901712.50    | 0.29%             | 2030-10-15      | 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        |     59125 | PA      | $47891.25     | 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        |     47000 | PA      | $63802.50     | 0.02%             | 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        |    124220 | PA      | $134312.88    | 0.04%             | 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        |    295000 | PA      | $298262.11    | 0.09%             | 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        |     80000 | PA      | $84386.88     | 0.03%             | 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        |    190548 | PA      | $186110.23    | 0.06%             | 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        |    179116 | PA      | $175877.73    | 0.06%             | 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        |    240305 | PA      | $234661.60    | 0.07%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                             | ALPHA GENERATION LLC 6.25% 01/15/2034 144A                                                              | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291881.81    | 0.09%             | 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        |    350000 | PA      | $360017.00    | 0.11%             | 2029-08-01      | Fixed         | 0.07%                 | 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        |     53000 | PA      | $71947.50     | 0.02%             | 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        |      9686 | NS      | $147305.08    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| DAWN BIDCO LLC                                                                   | DAWN BIDCO TERM B 1LN 08/20/2032                                                                        | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230000 | PA      | $223100.00    | 0.07%             | 2032-08-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                          | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 5% 05/01/2028 144A                              | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $863822.68    | 0.27%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                          | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 5.75% 05/15/2028 144A                           | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $189633.24    | 0.06%             | 2028-05-15      | Fixed         | 0.06%                 | 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        |   1082522 | PA      | $1096951.97   | 0.35%             | 2031-05-31      | Variable      | 0.11%                 | 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        |   1345000 | PA      | $1402861.90   | 0.45%             | 2030-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 5.5% 03/31/2031 144A             | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $260459.95    | 0.08%             | 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        |    300000 | PA      | $310500.00    | 0.10%             | 2032-10-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                                                    | WHITE CAP SUPPLY HOLDINGS LLC 7.375% 11/15/2030 144A                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    255000 | PA      | $264864.17    | 0.08%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WHITE IRIS LLC                                                                   | WHITE IRIS LLC                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       652 | NS      | $9825.64      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TERAWULF INC                                                                     | TERAWULF INC CONV 0% 05/01/2032 144A                                                                    | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |    412000 | PA      | $387527.20    | 0.12%             | 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        |    200950 | PA      | $154731.72    | 0.05%             | 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        |    880000 | PA      | $930418.36    | 0.30%             | 2031-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.75% 11/15/2032 144A                                                   | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236076.60    | 0.08%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                               | CIPHER COMPUTE LLC 7.125% 11/15/2030 144A                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $273058.92    | 0.09%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 6.75% 11/15/2032 144A                                                                       | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149867.94    | 0.05%             | 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        |    285000 | PA      | $299203.84    | 0.10%             | 2030-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 6.625% 08/15/2032 144A                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    590000 | PA      | $608485.44    | 0.19%             | 2032-08-15      | Fixed         | 0.07%                 | 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        |   1740000 | PA      | $1807415.01   | 0.57%             | 2030-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GENMAB AS                                                                        | GENMAB TERM B 1LN 12/12/2032                                                                            | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |     70000 | PA      | $70224.70     | 0.02%             | 2032-12-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS INC                                                              | WESTINGHOUSE TERM B 1LN 01/27/2031                                                                      | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    442749 | PA      | $442044.78    | 0.14%             | 2031-01-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS LLC                                              | SYNERGY INFRASTRUCTURE HOLDINGS LLC 7.875% 12/01/2030 144A                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $146039.18    | 0.05%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 6.5% 02/15/2031 144A                                                              | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    890000 | PA      | $912114.72    | 0.29%             | 2031-02-15      | Fixed         | 0.07%                 | 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        |    120988 | PA      | $120987.56    | 0.04%             | 2029-01-31      | Variable      | 0.07%                 | 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        |    180000 | PA      | $181479.88    | 0.06%             | 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        |    220000 | PA      | $226087.62    | 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        |    350000 | PA      | $358533.00    | 0.11%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSC SERVICEWORKS INC                                                             | SPIN HOLDCO INC TERM New $ FLFO TL 09/30/2030                                                           | CUSIP: N/A<br>LEI: 549300E80YXIB2PYUB51       | Long             | LON              | CORP              | US        |    267758 | PA      | $270435.37    | 0.09%             | 2030-09-30      | Variable      | 0.09%                 | No            |                  3 | 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        |     52178 | PA      | $52177.86     | 0.02%             | 2026-06-30      | Variable      | 0.13%                 | No            |                  3 | 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        |    605000 | PA      | $625136.94    | 0.20%             | 2030-12-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 5.75% 03/15/2031 144A                                                                 | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201420.00    | 0.06%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC 7% 02/15/2031                                                                     | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    785000 | PA      | $802988.28    | 0.26%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 6.625%/VAR PERP                                                                           | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    715000 | PA      | $728065.95    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BRADYPLUS HOLDINGS LLC                                                           | BRADYPLUS TERM B 1LN 12/29/2032                                                                         | CUSIP: 10480UAD3<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |    440000 | PA      | $437065.20    | 0.14%             | 2032-12-29      | Variable      | 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        |    180000 | PA      | $186413.38    | 0.06%             | 2034-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 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        |    315000 | PA      | $324230.13    | 0.10%             | 2030-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                | TELUS CORPORATION 6.375%/VAR 06/09/2056                                                                 | CUSIP: 87971MCQ4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    485000 | PA      | $490012.48    | 0.16%             | 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        |    605000 | PA      | $611107.20    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISSUER INC                                            | ASURION LLC AND ASURION CO-ISSUER INC 8% 12/31/2032 144A                                                | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $250753.08    | 0.08%             | 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        |   1213900 | PA      | $1221486.88   | 0.39%             | 2031-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                        | CONVERGINT TECH TERM B 1LN 07/09/2032                                                                   | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29401 | PA      | $29437.51     | 0.01%             | 2032-07-09      | Variable      | 0.07%                 | 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        |    830000 | PA      | $832816.19    | 0.26%             | 2030-12-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP/CANADA'S WONDERLAND CO/MILLENNIUM OPERATIONS LLC    | SIX FLAGS ENTERTAINMENT CORP/CANADA'S WONDERLAND CO/MILLENNIUM OPERATIONS LLC 8.625% 01/15/2032 144A    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $622474.50    | 0.20%             | 2032-01-15      | Fixed         | 0.09%                 | 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        |   1070000 | PA      | $1080333.69   | 0.34%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| SGUS LLC                                                                         | SGUS LLC 10% 07/15/2026 First Out                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    124000 | PA      | $111600.00    | 0.04%             | 2026-07-15      | Variable      | 0.15%                 | No            |                  3 | On Loan: No      |
| SGUS LLC                                                                         | SGUS LLC 10% 07/15/2026 Second Out                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96750 | PA      | $29024.87     | 0.01%             | 2026-07-15      | Variable      | 0.10%                 | No            |                  3 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 4.7% 01/31/2031 144A                                                           | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1378066.48   | 0.44%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOURISH BUYER I INC                                                              | ACTUS NUTRITION TERM B 1LN 07/9/2032                                                                    | CUSIP: 66979CAK7<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |    403988 | PA      | $403652.19    | 0.13%             | 2032-07-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                         | SGUS LLC TERM THIRD OUT 07/15/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    183199 | PA      | $32059.85     | 0.01%             | 2026-07-15      | Variable      | 0.12%                 | No            |                  3 | 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        |    625000 | PA      | $636416.34    | 0.20%             | 2033-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                         | SGUS LLC TERM First Out DIP PIK 07/15/2026                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8680 | PA      | $7812.00      | 0.00%             | 2026-07-15      | Variable      | 0.15%                 | No            |                  3 | 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        |    210000 | PA      | $210262.50    | 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        |    625000 | PA      | $624366.73    | 0.20%             | 2032-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NIELSEN HOLDINGS TERM B 1LN 01/28/2033                                                                  | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    725000 | PA      | $712914.25    | 0.23%             | 2033-01-28      | Variable      | 0.00%                 | 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        |   1095000 | PA      | $1106163.26   | 0.35%             | 2031-03-01      | Fixed         | 0.05%                 | 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        |    174915 | PA      | $0.02         | 0.00%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  3 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 7.5% 02/15/2031 144A                                                                     | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    940000 | PA      | $938022.47    | 0.30%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer