# EDGAR Filing Document

**Accession Number:** 0000225322
**File Stem:** 0001752724-23-067459
**Filing Date:** 2023-3
**Character Count:** 458341
**Document Hash:** 7dac6f3bd40184a05f65b388c8102f55
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067459.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067459

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230430

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02737
- **FILM NUMBER:** 23763537

**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 Capital & Income Fund (Series ID: S000007495)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000020469 | Fidelity Capital & Income Fund | FAGIX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **Capital & Income Fund**

**January 31, 2023**

CAI-NPRT3-0423

1.813054.118 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds - 68.6%** | &nbsp;&nbsp;**Corporate Bonds - 68.6%** | &nbsp;&nbsp;**Corporate Bonds - 68.6%** |
|  | Principal<br> Amount (a)<br> (000s) <br>| Value ($)<br> (000s) <br>|
| Convertible Bonds - 0.4%  |  |  |
| Diversified Financial Services - 0.0% |  |  |
| New Cotai LLC 5% 2/24/27 (b) | 4032 | 8664 |
| Energy - 0.4% |  |  |
| Mesquite Energy, Inc. 15% 7/15/23 (b)(c) | 2495 | 15982 |
| Mesquite Energy, Inc. 15% 7/15/23 (b)(c) | 4306 | 27581 |
|  |  | 43563 |
| TOTAL CONVERTIBLE BONDS |  | 52227 |
| Nonconvertible Bonds - 68.2%  |  |  |
| Aerospace - 3.5% |  |  |
| ATI, Inc.: |  |  |
|  4.875% 10/1/29  | 6080  | 5564  |
|  5.125% 10/1/31  | 5395  | 4903  |
| Bombardier, Inc.: |  |  |
|  6% 2/15/28 (d) | 6075  | 5761  |
|  7.125% 6/15/26 (d) | 12110  | 12065  |
|  7.875% 4/15/27 (d) | 26370  | 26267  |
| Kaiser Aluminum Corp. 4.625% 3/1/28 (d) | 11215 | 10239 |
| Moog, Inc. 4.25% 12/15/27 (d) | 3455 | 3205 |
| Rolls-Royce PLC 5.75% 10/15/27 (d) | 10870 | 10565 |
| Spirit Aerosystems, Inc. 7.5% 4/15/25 (d) | 15000 | 15052 |
| TransDigm UK Holdings PLC 6.875% 5/15/26  | 35725 | 35294 |
| TransDigm, Inc.: |  |  |
|  4.625% 1/15/29  | 38080  | 34354  |
|  4.875% 5/1/29  | 25000  | 22512  |
|  5.5% 11/15/27  | 124228  | 118638  |
|  6.25% 3/15/26 (d) | 17925  | 17919  |
|  6.375% 6/15/26  | 61985  | 61209  |
|  7.5% 3/15/27  | 18012  | 18152  |
|  |  | 401699 |
| Air Transportation - 1.8% |  |  |
| Air Canada 3.875% 8/15/26 (d) | 9105 | 8422 |
| Allegiant Travel Co. 7.25% 8/15/27 (d) | 8870 | 8671 |
| Delta Air Lines, Inc. 7% 5/1/25 (d) | 2708 | 2787 |
| Delta Air Lines, Inc. / SkyMiles IP Ltd.: |  |  |
|  4.5% 10/20/25 (d) | 40574  | 40090  |
|  4.75% 10/20/28 (d) | 39880  | 38851  |
| Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd. 5.75% 1/20/26 (d) | 22205 | 21206 |
| Mileage Plus Holdings LLC 6.5% 6/20/27 (d) | 31077 | 31397 |
| Spirit Loyalty Cayman Ltd. / Spirit IP Cayman Ltd.: |  |  |
|  8% 9/20/25 (d) | 2960  | 3027  |
|  8% 9/20/25 (d) | 7779  | 7935  |
| United Airlines, Inc.: |  |  |
|  4.375% 4/15/26 (d) | 30025  | 28504  |
|  4.625% 4/15/29 (d) | 18025  | 16441  |
|  |  | 207331 |
| Automotive - 0.2% |  |  |
| Ford Motor Co. 6.1% 8/19/32  | 11825 | 11598 |
| Ford Motor Credit Co. LLC 3.625% 6/17/31  | 15745 | 13095 |
|  |  | 24693 |
| Automotive & Auto Parts - 1.8% |  |  |
| Allison Transmission, Inc. 5.875% 6/1/29 (d) | 7960 | 7664 |
| Arko Corp. 5.125% 11/15/29 (d) | 9105 | 7218 |
| Dana, Inc.: |  |  |
|  4.25% 9/1/30  | 8870  | 7507  |
|  4.5% 2/15/32  | 9135  | 7705  |
| Exide Technologies: |  |  |
|  11% 10/31/24 pay-in-kind (b)(d)(e)(f) | 1760  | 0  |
|  11% 10/31/24 pay-in-kind (b)(d)(e)(f) | 891  | 401  |
| Ford Motor Co. 3.25% 2/12/32  | 27810 | 22069 |
| Ford Motor Credit Co. LLC: |  |  |
|  3.375% 11/13/25  | 19245  | 17922  |
|  4% 11/13/30  | 42253  | 36893  |
|  5.113% 5/3/29  | 10330  | 9790  |
|  7.35% 11/4/27  | 11825  | 12401  |
| LCM Investments Holdings 4.875% 5/1/29 (d) | 24415 | 20148 |
| McLaren Finance PLC 7.5% 8/1/26 (d) | 8290 | 6093 |
| Nesco Holdings II, Inc. 5.5% 4/15/29 (d) | 14525 | 13045 |
| PECF USS Intermediate Holding III Corp. 8% 11/15/29 (d) | 5530 | 4217 |
| Rivian Holdco & Rivian LLC & Rivian Automotive LLC 6 month U.S. LIBOR + 5.620% 10.1636% 10/15/26 (d)(f)(g) | 30350 | 29515 |
|  |  | 202588 |
| Banks & Thrifts - 1.9% |  |  |
| Ally Financial, Inc.: |  |  |
|  8% 11/1/31  | 20638  | 22627  |
|  8% 11/1/31  | 151039  | 166346  |
| CQP Holdco LP / BIP-V Chinook Holdco LLC 5.5% 6/15/31 (d) | 27225 | 24791 |
| Jane Street Group LLC/JSG Finance, Inc. 4.5% 11/15/29 (d) | 8740 | 7802 |
|  |  | 221566 |
| Broadcasting - 1.7% |  |  |
| Clear Channel Outdoor Holdings, Inc. 7.5% 6/1/29 (d) | 12070 | 9837 |
| Diamond Sports Group LLC/Diamond Sports Finance Co. 5.375% 8/15/26 (d) | 46565 | 3434 |
| DISH Network Corp. 11.75% 11/15/27 (d) | 29655 | 30817 |
| Gray Escrow II, Inc. 5.375% 11/15/31 (d) | 17790 | 13681 |
| Lions Gate Capital Holdings LLC 5.5% 4/15/29 (d) | 8990 | 5844 |
| Nexstar Broadcasting, Inc.: |  |  |
|  4.75% 11/1/28 (d) | 22300  | 20130  |
|  5.625% 7/15/27 (d) | 23735  | 22609  |
| Scripps Escrow II, Inc. 3.875% 1/15/29 (d) | 2820 | 2356 |
| Sirius XM Radio, Inc.: |  |  |
|  3.125% 9/1/26 (d) | 9100  | 8190  |
|  3.875% 9/1/31 (d) | 12130  | 10000  |
|  4% 7/15/28 (d) | 23630  | 21033  |
|  5% 8/1/27 (d) | 14525  | 13744  |
| Townsquare Media, Inc. 6.875% 2/1/26 (d) | 5645 | 5281 |
| Univision Communications, Inc.: |  |  |
|  4.5% 5/1/29 (d) | 12060  | 10377  |
|  7.375% 6/30/30 (d) | 17095  | 16764  |
|  |  | 194097 |
| Building Materials - 0.5% |  |  |
| Advanced Drain Systems, Inc.: |  |  |
|  5% 9/30/27 (d) | 2325  | 2213  |
|  6.375% 6/15/30 (d) | 6050  | 6011  |
| Brundage-Bone Concrete Pumping Holdings, Inc. 6% 2/1/26 (d) | 6555 | 6248 |
| CP Atlas Buyer, Inc. 7% 12/1/28 (d) | 5480 | 4233 |
| James Hardie International Finance Ltd. 5% 1/15/28 (d) | 4136 | 3927 |
| MIWD Holdco II LLC / MIWD Finance Corp. 5.5% 2/1/30 (d) | 4125 | 3430 |
| Oscar Acquisition Co. LLC / Oscar Finance, Inc. 9.5% 4/15/30 (d) | 9050 | 8100 |
| SRS Distribution, Inc.: |  |  |
|  4.625% 7/1/28 (d) | 11605  | 10602  |
|  6.125% 7/1/29 (d) | 4870  | 4188  |
| Summit Materials LLC/Summit Materials Finance Corp. 5.25% 1/15/29 (d) | 10525 | 9883 |
|  |  | 58835 |
| Cable/Satellite TV - 4.4% |  |  |
| Block Communications, Inc. 4.875% 3/1/28 (d) | 7830 | 6890 |
| CCO Holdings LLC/CCO Holdings Capital Corp.: |  |  |
|  4.25% 2/1/31 (d) | 16515  | 13758  |
|  4.5% 8/15/30 (d) | 21660  | 18508  |
|  4.5% 5/1/32  | 46575  | 38541  |
|  4.75% 3/1/30 (d) | 63365  | 55368  |
|  4.75% 2/1/32 (d) | 26255  | 22317  |
|  5% 2/1/28 (d) | 91490  | 85429  |
|  5.125% 5/1/27 (d) | 69885  | 66604  |
|  5.375% 6/1/29 (d) | 18080  | 16724  |
|  5.5% 5/1/26 (d) | 8759  | 8606  |
|  6.375% 9/1/29 (d) | 11825  | 11411  |
| CSC Holdings LLC: |  |  |
|  3.375% 2/15/31 (d) | 14140  | 9863  |
|  4.5% 11/15/31 (d) | 30110  | 22175  |
|  5.375% 2/1/28 (d) | 26930  | 22722  |
|  6.5% 2/1/29 (d) | 26390  | 22941  |
| DISH DBS Corp.: |  |  |
|  5.25% 12/1/26 (d) | 15220  | 13118  |
|  5.75% 12/1/28 (d) | 15220  | 12453  |
| Dolya Holdco 18 DAC 5% 7/15/28 (d) | 6600 | 5990 |
| Radiate Holdco LLC/Radiate Financial Service Ltd. 4.5% 9/15/26 (d) | 17280 | 13233 |
| VZ Secured Financing BV 5% 1/15/32 (d) | 24310 | 20680 |
| Ziggo Bond Co. BV: |  |  |
|  5.125% 2/28/30 (d) | 6000  | 4959  |
|  6% 1/15/27 (d) | 11435  | 10815  |
| Ziggo BV 4.875% 1/15/30 (d) | 7990 | 6960 |
|  |  | 510065 |
| Capital Goods - 0.2% |  |  |
| ATS Automation Tooling System, Inc. 4.125% 12/15/28 (d) | 7895 | 7073 |
| Chart Industries, Inc. 7.5% 1/1/30 (d) | 15680 | 16033 |
| Stevens Holding Co., Inc. 6.125% 10/1/26 (d) | 3245 | 3293 |
|  |  | 26399 |
| Chemicals - 1.6% |  |  |
| Compass Minerals International, Inc. 6.75% 12/1/27 (d) | 24600 | 24001 |
| Gpd Companies, Inc. 10.125% 4/1/26 (d) | 14980 | 13429 |
| Ingevity Corp. 3.875% 11/1/28 (d) | 11105 | 9733 |
| Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc. 5% 12/31/26 (d) | 3835 | 3481 |
| LSB Industries, Inc. 6.25% 10/15/28 (d) | 21105 | 19016 |
| Olympus Water U.S. Holding Corp.: |  |  |
|  4.25% 10/1/28 (d) | 12145  | 10187  |
|  7.125% 10/1/27 (d) | 5915  | 5797  |
| SCIH Salt Holdings, Inc. 4.875% 5/1/28 (d) | 7820 | 6882 |
| SCIL IV LLC / SCIL U.S.A. Holdings LLC 5.375% 11/1/26 (d) | 14015 | 12943 |
| The Chemours Co. LLC: |  |  |
|  5.375% 5/15/27  | 32330  | 29889  |
|  5.75% 11/15/28 (d) | 16765  | 15277  |
| Tronox, Inc. 4.625% 3/15/29 (d) | 13295 | 11367 |
| W.R. Grace Holding LLC 5.625% 8/15/29 (d) | 28310 | 23596 |
|  |  | 185598 |
| Consumer Products - 1.0% |  |  |
| Angi Group LLC 3.875% 8/15/28 (d) | 5530 | 4239 |
| Diamond BC BV 4.625% 10/1/29 (d) | 7285 | 6128 |
| Foundation Building Materials, Inc. 6% 3/1/29 (d) | 5845 | 4701 |
| Gannett Holdings LLC 6% 11/1/26 (d) | 8785 | 6794 |
| HFC Prestige Products, Inc./HFC Prestige International U.S. LLC 4.75% 1/15/29 (d) | 8760 | 7950 |
| Millennium Escrow Corp. 6.625% 8/1/26 (d) | 12120 | 8432 |
| PetSmart, Inc. / PetSmart Finance Corp.: |  |  |
|  4.75% 2/15/28 (d) | 10160  | 9398  |
|  7.75% 2/15/29 (d) | 8880  | 8727  |
| Spectrum Brands Holdings, Inc. 3.875% 3/15/31 (d) | 8380 | 6756 |
| Tempur Sealy International, Inc.: |  |  |
|  3.875% 10/15/31 (d) | 15965  | 13154  |
|  4% 4/15/29 (d) | 15925  | 13909  |
| The Scotts Miracle-Gro Co. 4% 4/1/31  | 11945 | 9675 |
| TKC Holdings, Inc. 6.875% 5/15/28 (d) | 13375 | 10932 |
|  |  | 110795 |
| Containers - 0.6% |  |  |
| BWAY Holding Co. 7.875% 8/15/26 (d)(h) | 11865 | 11969 |
| Crown Cork & Seal, Inc.: |  |  |
|  7.375% 12/15/26  | 4845  | 5061  |
|  7.5% 12/15/96  | 12871  | 13084  |
| Graham Packaging Co., Inc. 7.125% 8/15/28 (d) | 6000 | 5244 |
| Graphic Packaging International, Inc. 3.75% 2/1/30 (d) | 7880 | 6822 |
| Intelligent Packaging Ltd. Finco, Inc. 6% 9/15/28 (d) | 4230 | 3736 |
| LABL, Inc. 5.875% 11/1/28 (d) | 14730 | 13312 |
| Sealed Air Corp. 6.125% 2/1/28 (d) | 5935 | 5988 |
| Trivium Packaging Finance BV 5.5% 8/15/26 (d) | 6930 | 6647 |
|  |  | 71863 |
| Diversified Financial Services - 2.3% |  |  |
| Broadstreet Partners, Inc. 5.875% 4/15/29 (d) | 15505 | 13696 |
| Cargo Aircraft Management, Inc. 4.75% 2/1/28 (d) | 6915 | 6241 |
| Coinbase Global, Inc.: |  |  |
|  3.375% 10/1/28 (d) | 8805  | 5679  |
|  3.625% 10/1/31 (d) | 9110  | 5307  |
| Compass Group Diversified Holdings LLC: |  |  |
|  5% 1/15/32 (d) | 6090  | 4993  |
|  5.25% 4/15/29 (d) | 17730  | 15953  |
| Hightower Holding LLC 6.75% 4/15/29 (d) | 5945 | 5118 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp.: |  |  |
|  4.375% 2/1/29  | 11165  | 9723  |
|  5.25% 5/15/27  | 41665  | 38905  |
|  6.25% 5/15/26  | 24085  | 23661  |
|  6.375% 12/15/25  | 28275  | 28028  |
| LPL Holdings, Inc. 4% 3/15/29 (d) | 17730 | 15868 |
| MSCI, Inc.: |  |  |
|  3.25% 8/15/33 (d) | 9110  | 7470  |
|  4% 11/15/29 (d) | 6385  | 5810  |
| OneMain Finance Corp.: |  |  |
|  4% 9/15/30  | 5610  | 4474  |
|  5.375% 11/15/29  | 9400  | 8231  |
|  6.625% 1/15/28  | 7305  | 7117  |
|  6.875% 3/15/25  | 19480  | 19419  |
|  7.125% 3/15/26  | 38380  | 38129  |
| Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc. 4.625% 11/1/26 (d) | 3750 | 3551 |
|  |  | 267373 |
| Diversified Media - 0.2% |  |  |
| Terrier Media Buyer, Inc. 8.875% 12/15/27 (d) | 27990 | 21832 |
| Energy - 8.8% |  |  |
| Altus Midstream LP 5.875% 6/15/30 (d) | 9060 | 8607 |
| Antero Midstream Partners LP/Antero Midstream Finance Corp.: |  |  |
|  5.375% 6/15/29 (d) | 9060  | 8414  |
|  5.75% 1/15/28 (d) | 17645  | 16873  |
| Atlantica Sustainable Infrastructure PLC 4.125% 6/15/28 (d) | 7820 | 6960 |
| Centennial Resource Production LLC 5.875% 7/1/29 (d) | 8645 | 8083 |
| CGG SA 8.75% 4/1/27 (d) | 11985 | 10629 |
| Cheniere Energy Partners LP: |  |  |
|  3.25% 1/31/32  | 9110  | 7605  |
|  4% 3/1/31  | 31040  | 27848  |
| Chesapeake Energy Corp.: |  |  |
|  5.875% 2/1/29 (d) | 5840  | 5593  |
|  6.75% 4/15/29 (d) | 8995  | 8870  |
|  7% 10/1/24 (b)(e) | 6915  | 0  |
|  8% 1/15/25 (b)(e) | 3385  | 0  |
|  8% 6/15/27 (b)(e) | 2132  | 0  |
| Citgo Holding, Inc. 9.25% 8/1/24 (d) | 27185 | 27321 |
| Citgo Petroleum Corp.: |  |  |
|  6.375% 6/15/26 (d) | 8760  | 8584  |
|  7% 6/15/25 (d) | 22045  | 21859  |
| CNX Midstream Partners LP 4.75% 4/15/30 (d) | 6435 | 5445 |
| CNX Resources Corp.: |  |  |
|  6% 1/15/29 (d) | 5345  | 4907  |
|  7.375% 1/15/31 (d) | 5930  | 5767  |
| Comstock Resources, Inc.: |  |  |
|  5.875% 1/15/30 (d) | 32085  | 27513  |
|  6.75% 3/1/29 (d) | 20060  | 18505  |
| Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.: |  |  |
|  5.625% 5/1/27 (d) | 18015  | 17217  |
|  5.75% 4/1/25  | 4790  | 4722  |
|  6% 2/1/29 (d) | 25785  | 24461  |
|  7.375% 2/1/31 (d) | 5000  | 5031  |
| CrownRock LP/CrownRock Finance, Inc. 5% 5/1/29 (d) | 5055 | 4630 |
| CVR Energy, Inc.: |  |  |
|  5.25% 2/15/25 (d) | 16990  | 16395  |
|  5.75% 2/15/28 (d) | 22655  | 20729  |
| DCP Midstream Operating LP 5.85% 5/21/43 (d)(f) | 18335 | 18106 |
| Delek Logistics Partners LP 7.125% 6/1/28 (d) | 17655 | 16194 |
| DT Midstream, Inc.: |  |  |
|  4.125% 6/15/29 (d) | 9070  | 7959  |
|  4.375% 6/15/31 (d) | 9070  | 7934  |
| Endeavor Energy Resources LP/EER Finance, Inc. 5.75% 1/30/28 (d) | 21251 | 20826 |
| Energy Transfer LP 5.5% 6/1/27  | 16735 | 16223 |
| EnLink Midstream LLC 6.5% 9/1/30 (d) | 11825 | 12047 |
| Hess Midstream Partners LP: |  |  |
|  4.25% 2/15/30 (d) | 9875  | 8649  |
|  5.125% 6/15/28 (d) | 11235  | 10580  |
|  5.5% 10/15/30 (d) | 6060  | 5652  |
|  5.625% 2/15/26 (d) | 15535  | 15382  |
| Hilcorp Energy I LP/Hilcorp Finance Co. 6.25% 11/1/28 (d) | 12280 | 11795 |
| Holly Energy Partners LP/Holly Energy Finance Corp.: |  |  |
|  5% 2/1/28 (d) | 7615  | 7091  |
|  6.375% 4/15/27 (d) | 6050  | 5982  |
| MEG Energy Corp. 7.125% 2/1/27 (d) | 11335 | 11626 |
| Mesquite Energy, Inc. 7.25% 12/31/49 (b)(d)(e) | 21977 | 0 |
| Nabors Industries Ltd.: |  |  |
|  7.25% 1/15/26 (d) | 11260  | 10880  |
|  7.5% 1/15/28 (d) | 9715  | 9260  |
| New Fortress Energy, Inc.: |  |  |
|  6.5% 9/30/26 (d) | 23915  | 22006  |
|  6.75% 9/15/25 (d) | 15106  | 14451  |
| NGL Energy Operating LLC/NGL Energy Finance Corp. 7.5% 2/1/26 (d) | 11090 | 10532 |
| Nine Energy Service, Inc. 8.75% 11/1/23 (d) | 6245 | 6245 |
| NuStar Logistics LP 6% 6/1/26  | 12025 | 11776 |
| Occidental Petroleum Corp.: |  |  |
|  3.5% 8/15/29  | 14690  | 13543  |
|  5.875% 9/1/25  | 11055  | 11190  |
|  6.125% 1/1/31  | 23465  | 24490  |
|  6.2% 3/15/40  | 5785  | 5846  |
|  6.375% 9/1/28  | 18145  | 18839  |
|  6.45% 9/15/36  | 19110  | 20097  |
|  6.6% 3/15/46  | 11465  | 12209  |
|  6.625% 9/1/30  | 22115  | 23478  |
|  7.2% 3/15/29  | 3964  | 4123  |
|  7.5% 5/1/31  | 1100  | 1224  |
|  8.875% 7/15/30  | 12405  | 14607  |
| PBF Holding Co. LLC/PBF Finance Corp.: |  |  |
|  6% 2/15/28  | 27530  | 25956  |
|  7.25% 6/15/25  | 22875  | 22789  |
| PBF Logistics LP/PBF Logistics Finance, Inc. 6.875% 5/15/23  | 8455 | 8453 |
| PDC Energy, Inc. 6.125% 9/15/24  | 1777 | 1767 |
| SM Energy Co.: |  |  |
|  5.625% 6/1/25  | 6330  | 6203  |
|  6.625% 1/15/27  | 21320  | 20720  |
|  6.75% 9/15/26  | 4550  | 4479  |
| Southern Natural Gas Co. LLC: |  |  |
|  7.35% 2/15/31  | 23497  | 25303  |
|  8% 3/1/32  | 12475  | 14087  |
| Southwestern Energy Co.: |  |  |
|  5.375% 3/15/30  | 12145  | 11310  |
|  5.7% 1/23/25 (i) | 244  | 242  |
|  7.75% 10/1/27  | 12945  | 13500  |
| Suburban Propane Partners LP/Suburban Energy Finance Corp. 5% 6/1/31 (d) | 12070 | 10501 |
| Summit Midstream Holdings LLC: |  |  |
|  5.75% 4/15/25  | 5390  | 4635  |
|  8.5% (d)(j) | 9110  | 8871  |
| Sunoco LP/Sunoco Finance Corp.: |  |  |
|  4.5% 5/15/29  | 10170  | 9201  |
|  4.5% 4/30/30  | 12185  | 10855  |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp.: |  |  |
|  5.5% 1/15/28 (d) | 595  | 548  |
|  6% 3/1/27 (d) | 5935  | 5627  |
|  6% 9/1/31 (d) | 11485  | 10337  |
|  7.5% 10/1/25 (d) | 8350  | 8453  |
| Targa Resources Partners LP/Targa Resources Partners Finance Corp. 4.875% 2/1/31  | 10360 | 9685 |
| Teine Energy Ltd. 6.875% 4/15/29 (d) | 8990 | 8394 |
| Tennessee Gas Pipeline Co. 7.625% 4/1/37  | 5445 | 6183 |
| Transocean Titan Finance Ltd. 8.375% 2/1/28 (d) | 9204 | 9536 |
| Transocean, Inc. 8.75% 2/15/30 (d) | 8905 | 9181 |
| Unit Corp. 0% 12/1/29 (b) | 2202 | 0 |
| Venture Global Calcasieu Pass LLC: |  |  |
|  3.875% 8/15/29 (d) | 7585  | 6751  |
|  4.125% 8/15/31 (d) | 7585  | 6725  |
|  |  | 1013702 |
| Environmental - 0.7% |  |  |
| Clean Harbors, Inc. 6.375% 2/1/31 (d) | 4960 | 5053 |
| Covanta Holding Corp.: |  |  |
|  4.875% 12/1/29 (d) | 18165  | 15872  |
|  5% 9/1/30  | 11060  | 9410  |
| Darling Ingredients, Inc. 6% 6/15/30 (d) | 13885 | 13816 |
| GFL Environmental, Inc.: |  |  |
|  4% 8/1/28 (d) | 9105  | 8083  |
|  4.75% 6/15/29 (d) | 12095  | 10916  |
| Madison IAQ LLC: |  |  |
|  4.125% 6/30/28 (d) | 11390  | 10026  |
|  5.875% 6/30/29 (d) | 9085  | 7207  |
|  |  | 80383 |
| Food & Drug Retail - 1.3% |  |  |
| Albertsons Companies LLC/Safeway, Inc./New Albertson's, Inc./Albertson's LLC: |  |  |
|  3.5% 3/15/29 (d) | 36160  | 31188  |
|  4.625% 1/15/27 (d) | 25300  | 23986  |
|  4.875% 2/15/30 (d) | 44700  | 41117  |
| BellRing Brands, Inc. 7% 3/15/30 (d) | 14740 | 14631 |
| Murphy Oil U.S.A., Inc.: |  |  |
|  3.75% 2/15/31 (d) | 5300  | 4434  |
|  4.75% 9/15/29  | 6860  | 6277  |
|  5.625% 5/1/27  | 6030  | 5916  |
| Parkland Corp.: |  |  |
|  4.5% 10/1/29 (d) | 8995  | 7716  |
|  4.625% 5/1/30 (d) | 12175  | 10466  |
| SEG Holding LLC/SEG Finance Corp. 5.625% 10/15/28 (d) | 11130 | 10522 |
|  |  | 156253 |
| Food/Beverage/Tobacco - 1.7% |  |  |
| C&S Group Enterprises LLC 5% 12/15/28 (d) | 8615 | 6644 |
| Chobani LLC/Finance Corp., Inc. 4.625% 11/15/28 (d) | 6285 | 5735 |
| JBS U.S.A. Lux SA / JBS Food Co. 5.5% 1/15/30 (d) | 20180 | 19610 |
| KeHE Distributors LLC / KeHE Finance Corp. 8.625% 10/15/26 (d) | 7777 | 7777 |
| Lamb Weston Holdings, Inc.: |  |  |
|  4.125% 1/31/30 (d) | 12150  | 10950  |
|  4.375% 1/31/32 (d) | 6075  | 5441  |
| Performance Food Group, Inc.: |  |  |
|  4.25% 8/1/29 (d) | 8495  | 7580  |
|  5.5% 10/15/27 (d) | 8855  | 8523  |
| Pilgrim's Pride Corp. 4.25% 4/15/31 (d) | 21020 | 18235 |
| Post Holdings, Inc.: |  |  |
|  4.5% 9/15/31 (d) | 47500  | 40969  |
|  4.625% 4/15/30 (d) | 15630  | 13754  |
|  5.5% 12/15/29 (d) | 21040  | 19512  |
| Simmons Foods, Inc. 4.625% 3/1/29 (d) | 8340 | 7071 |
| TreeHouse Foods, Inc. 4% 9/1/28  | 3695 | 3082 |
| Triton Water Holdings, Inc. 6.25% 4/1/29 (d) | 6360 | 5048 |
| U.S. Foods, Inc. 4.625% 6/1/30 (d) | 7520 | 6732 |
| United Natural Foods, Inc. 6.75% 10/15/28 (d) | 7750 | 7479 |
|  |  | 194142 |
| Gaming - 2.9% |  |  |
| Affinity Gaming LLC 6.875% 12/15/27 (d) | 4295 | 3845 |
| Boyd Gaming Corp. 4.75% 6/15/31 (d) | 15120 | 13605 |
| Caesars Entertainment, Inc.: |  |  |
|  4.625% 10/15/29 (d) | 18245  | 15599  |
|  6.25% 7/1/25 (d) | 41240  | 41081  |
|  7% 2/15/30 (d)(h) | 17800  | 18112  |
|  8.125% 7/1/27 (d) | 54990  | 55815  |
| Caesars Resort Collection LLC 5.75% 7/1/25 (d) | 13750 | 13752 |
| CDI Escrow Issuer, Inc. 5.75% 4/1/30 (d) | 6040 | 5723 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.: |  |  |
|  4.625% 1/15/29 (d) | 25865  | 22828  |
|  6.75% 1/15/30 (d) | 34295  | 28465  |
| Jacobs Entertainment, Inc. 6.75% 2/15/29 (d) | 8585 | 7984 |
| Melco Resorts Finance Ltd.: |  |  |
|  5.25% 4/26/26 (d) | 8910  | 8375  |
|  5.75% 7/21/28 (d) | 4420  | 3963  |
| MGM Resorts International 4.75% 10/15/28  | 11125 | 10087 |
| Premier Entertainment Sub LLC: |  |  |
|  5.625% 9/1/29 (d) | 27640  | 19866  |
|  5.875% 9/1/31 (d) | 11145  | 7778  |
| Station Casinos LLC 4.625% 12/1/31 (d) | 9135 | 7700 |
| Studio City Finance Ltd. 5% 1/15/29 (d) | 5700 | 4585 |
| VICI Properties LP / VICI Note Co.: |  |  |
|  3.875% 2/15/29 (d) | 11195  | 10085  |
|  4.25% 12/1/26 (d) | 21450  | 20243  |
|  4.625% 12/1/29 (d) | 12240  | 11398  |
|  |  | 330889 |
| Healthcare - 4.8% |  |  |
| 180 Medical, Inc. 3.875% 10/15/29 (d) | 6495 | 5756 |
| Avantor Funding, Inc. 3.875% 11/1/29 (d) | 6075 | 5340 |
| Cano Health, Inc. 6.25% 10/1/28 (d) | 4050 | 2582 |
| Catalent Pharma Solutions: |  |  |
|  3.5% 4/1/30 (d) | 6070  | 5022  |
|  5% 7/15/27 (d) | 3765  | 3561  |
| Centene Corp. 4.25% 12/15/27  | 11560 | 11089 |
| Charles River Laboratories International, Inc.: |  |  |
|  3.75% 3/15/29 (d) | 10515  | 9366  |
|  4% 3/15/31 (d) | 12085  | 10662  |
|  4.25% 5/1/28 (d) | 3400  | 3146  |
| Community Health Systems, Inc.: |  |  |
|  4.75% 2/15/31 (d) | 21790  | 16669  |
|  5.25% 5/15/30 (d) | 18245  | 14722  |
|  5.625% 3/15/27 (d) | 7180  | 6356  |
|  6% 1/15/29 (d) | 8490  | 7452  |
|  6.125% 4/1/30 (d) | 21795  | 13102  |
|  8% 3/15/26 (d) | 61410  | 59282  |
| DaVita HealthCare Partners, Inc.: |  |  |
|  3.75% 2/15/31 (d) | 4180  | 3250  |
|  4.625% 6/1/30 (d) | 31515  | 26551  |
| Grifols Escrow Issuer SA 4.75% 10/15/28 (d) | 6075 | 5283 |
| HealthEquity, Inc. 4.5% 10/1/29 (d) | 6410 | 5739 |
| Horizon Pharma U.S.A., Inc. 5.5% 8/1/27 (d) | 12050 | 12306 |
| IQVIA, Inc. 5% 5/15/27 (d) | 12070 | 11713 |
| Jazz Securities DAC 4.375% 1/15/29 (d) | 12305 | 11226 |
| ModivCare Escrow Issuer, Inc. 5% 10/1/29 (d) | 7010 | 6075 |
| Modivcare, Inc. 5.875% 11/15/25 (d) | 8105 | 7834 |
| Molina Healthcare, Inc.: |  |  |
|  3.875% 11/15/30 (d) | 10465  | 9001  |
|  3.875% 5/15/32 (d) | 12160  | 10195  |
|  4.375% 6/15/28 (d) | 7525  | 6950  |
| Option Care Health, Inc. 4.375% 10/31/29 (d) | 6680 | 5770 |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV: |  |  |
|  4.125% 4/30/28 (d) | 21010  | 19002  |
|  5.125% 4/30/31 (d) | 18260  | 16485  |
| Owens & Minor, Inc. 4.5% 3/31/29 (d) | 8310 | 6769 |
| Radiology Partners, Inc. 9.25% 2/1/28 (d) | 16885 | 10215 |
| RP Escrow Issuer LLC 5.25% 12/15/25 (d) | 10405 | 8490 |
| Syneos Health, Inc. 3.625% 1/15/29 (d) | 8395 | 6789 |
| Tenet Healthcare Corp.: |  |  |
|  4.25% 6/1/29  | 17640  | 15707  |
|  4.375% 1/15/30  | 43755  | 38895  |
|  4.625% 7/15/24  | 2495  | 2461  |
|  4.625% 9/1/24  | 12045  | 11853  |
|  4.875% 1/1/26  | 30115  | 29331  |
|  5.125% 11/1/27  | 18070  | 17392  |
|  6.125% 10/1/28  | 11010  | 10295  |
|  6.125% 6/15/30 (d) | 24015  | 23312  |
|  6.25% 2/1/27 (d) | 35815  | 34472  |
| Teva Pharmaceutical Finance Netherlands III BV: |  |  |
|  4.75% 5/9/27  | 6085  | 5629  |
|  5.125% 5/9/29  | 6085  | 5611  |
|  |  | 558708 |
| Homebuilders/Real Estate - 2.2% |  |  |
| Arcosa, Inc. 4.375% 4/15/29 (d) | 8410 | 7521 |
| Ashton Woods U.S.A. LLC/Ashton Woods Finance Co. 4.625% 4/1/30 (d) | 8940 | 7424 |
| Brookfield Residential Properties, Inc./Brookfield Residential U.S. Corp. 4.875% 2/15/30 (d) | 7775 | 6025 |
| Century Communities, Inc. 3.875% 8/15/29 (d) | 9110 | 7658 |
| DTZ U.S. Borrower LLC 6.75% 5/15/28 (d) | 10555 | 10189 |
| MPT Operating Partnership LP/MPT Finance Corp.: |  |  |
|  3.5% 3/15/31  | 11190  | 7833  |
|  4.625% 8/1/29  | 18080  | 14057  |
|  5% 10/15/27  | 38043  | 32159  |
| Realogy Group LLC/Realogy Co-Issuer Corp. 5.75% 1/15/29 (d) | 36785 | 28784 |
| Realogy Group LLC/Realogy Co.-Issuer Corp. 5.25% 4/15/30 (d) | 12170 | 9128 |
| Shea Homes Ltd. Partnership/Corp. 4.75% 4/1/29  | 8020 | 6937 |
| Taylor Morrison Communities, Inc./Monarch Communities, Inc.: |  |  |
|  5.125% 8/1/30 (d) | 10725  | 9808  |
|  5.625% 3/1/24 (d) | 1312  | 1307  |
|  5.875% 6/15/27 (d) | 9260  | 9102  |
| TopBuild Corp. 3.625% 3/15/29 (d) | 5910 | 5037 |
| TRI Pointe Group, Inc./TRI Pointe Holdings, Inc. 5.875% 6/15/24  | 16130 | 16075 |
| TRI Pointe Homes, Inc. 5.7% 6/15/28  | 14380 | 13491 |
| Uniti Group LP / Uniti Group Finance, Inc.: |  |  |
|  4.75% 4/15/28 (d) | 31410  | 25684  |
|  6.5% 2/15/29 (d) | 39880  | 27717  |
| Weekley Homes LLC/Weekley Finance Corp. 4.875% 9/15/28 (d) | 5045 | 4390 |
|  |  | 250326 |
| Hotels - 0.4% |  |  |
| Carnival Holdings (Bermuda) Ltd. 10.375% 5/1/28 (d) | 17635 | 19046 |
| Hilton Domestic Operating Co., Inc.: |  |  |
|  3.75% 5/1/29 (d) | 5595  | 4969  |
|  4% 5/1/31 (d) | 8395  | 7274  |
|  4.875% 1/15/30  | 6900  | 6505  |
| Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp. 4.875% 4/1/27  | 8435 | 8166 |
|  |  | 45960 |
| Insurance - 1.1% |  |  |
| Acrisure LLC / Acrisure Finance, Inc.: |  |  |
|  6% 8/1/29 (d) | 9105  | 7512  |
|  7% 11/15/25 (d) | 34880  | 33184  |
| Alliant Holdings Intermediate LLC: |  |  |
|  4.25% 10/15/27 (d) | 11125  | 10196  |
|  5.875% 11/1/29 (d) | 9115  | 7941  |
|  6.75% 10/15/27 (d) | 16680  | 15601  |
| AmWINS Group, Inc. 4.875% 6/30/29 (d) | 8805 | 7723 |
| AssuredPartners, Inc.: |  |  |
|  5.625% 1/15/29 (d) | 6550  | 5603  |
|  7% 8/15/25 (d) | 4865  | 4784  |
| HUB International Ltd.: |  |  |
|  5.625% 12/1/29 (d) | 13275  | 11879  |
|  7% 5/1/26 (d) | 11770  | 11653  |
| MGIC Investment Corp. 5.25% 8/15/28  | 7710 | 7268 |
|  |  | 123344 |
| Leisure - 2.2% |  |  |
| Boyne U.S.A., Inc. 4.75% 5/15/29 (d) | 6360 | 5763 |
| Carnival Corp.: |  |  |
|  4% 8/1/28 (d) | 29990  | 25853  |
|  7.625% 3/1/26 (d) | 19665  | 17895  |
|  9.875% 8/1/27 (d) | 16600  | 17057  |
|  10.5% 2/1/26 (d) | 11990  | 12540  |
| Merlin Entertainments PLC 5.75% 6/15/26 (d) | 7725 | 7355 |
| NCL Corp. Ltd. 5.875% 2/15/27 (d) | 12100 | 11326 |
| Royal Caribbean Cruises Ltd.: |  |  |
|  5.375% 7/15/27 (d) | 9125  | 7938  |
|  8.25% 1/15/29 (d) | 32435  | 33895  |
|  9.25% 1/15/29 (d) | 34425  | 36314  |
|  11.5% 6/1/25 (d) | 23674  | 25390  |
|  11.625% 8/15/27 (d) | 11825  | 12549  |
| SeaWorld Parks & Entertainment, Inc. 5.25% 8/15/29 (d) | 12145 | 10977 |
| Vail Resorts, Inc. 6.25% 5/15/25 (d) | 6250 | 6280 |
| Viking Cruises Ltd. 13% 5/15/25 (d) | 9250 | 9808 |
| Viking Ocean Cruises Ship VII Ltd. 5.625% 2/15/29 (d) | 4965 | 4245 |
| Voc Escrow Ltd. 5% 2/15/28 (d) | 10755 | 9455 |
|  |  | 254640 |
| Metals/Mining - 2.0% |  |  |
| Alcoa Nederland Holding BV: |  |  |
|  4.125% 3/31/29 (d) | 15485  | 14343  |
|  6.125% 5/15/28 (d) | 3565  | 3574  |
| Arconic Corp.: |  |  |
|  6% 5/15/25 (d) | 6630  | 6564  |
|  6.125% 2/15/28 (d) | 16695  | 16040  |
| Cleveland-Cliffs, Inc.: |  |  |
|  4.625% 3/1/29 (d) | 23720  | 22120  |
|  4.875% 3/1/31 (d) | 11440  | 10686  |
|  5.875% 6/1/27  | 18030  | 17732  |
| Eldorado Gold Corp. 6.25% 9/1/29 (d) | 13719 | 12377 |
| ERO Copper Corp. 6.5% 2/15/30 (d) | 9085 | 7728 |
| First Quantum Minerals Ltd.: |  |  |
|  6.5% 3/1/24 (d) | 10955  | 10852  |
|  6.875% 3/1/26 (d) | 28325  | 27228  |
|  7.5% 4/1/25 (d) | 20585  | 20277  |
| FMG Resources Pty Ltd.: |  |  |
|  4.375% 4/1/31 (d) | 8990  | 7906  |
|  4.5% 9/15/27 (d) | 9015  | 8609  |
|  5.125% 5/15/24 (d) | 9780  | 9713  |
| HudBay Minerals, Inc. 4.5% 4/1/26 (d) | 7020 | 6467 |
| Mineral Resources Ltd.: |  |  |
|  8% 11/1/27 (d) | 6040  | 6184  |
|  8.125% 5/1/27 (d) | 18015  | 18150  |
|  8.5% 5/1/30 (d) | 4475  | 4623  |
| Murray Energy Corp.: |  |  |
|  11.25% 12/31/49 (b)(d)(e) | 8915  | 0  |
|  12% 4/15/24 pay-in-kind (b)(d)(e)(f) | 10343  | 0  |
|  |  | 231173 |
| Paper - 0.9% |  |  |
| Ardagh Metal Packaging Finance U.S.A. LLC/Ardagh Metal Packaging Finance PLC: |  |  |
|  3.25% 9/1/28 (d) | 5915  | 5191  |
|  4% 9/1/29 (d) | 11830  | 9782  |
|  6% 6/15/27 (d) | 6045  | 6037  |
| Cascades, Inc.: |  |  |
|  5.125% 1/15/26 (d) | 5600  | 5219  |
|  5.375% 1/15/28 (d) | 5600  | 5231  |
| Clydesdale Acquisition Holdings, Inc.: |  |  |
|  6.625% 4/15/29 (d) | 7185  | 7064  |
|  8.75% 4/15/30 (d) | 39890  | 35254  |
| Enviva Partners LP / Enviva Partners Finance Corp. 6.5% 1/15/26 (d) | 11230 | 10482 |
| Glatfelter Corp. 4.75% 11/15/29 (d) | 9105 | 6374 |
| Mercer International, Inc. 5.125% 2/1/29  | 15060 | 12879 |
|  |  | 103513 |
| Publishing/Printing - 0.1% |  |  |
| Clear Channel International BV 6.625% 8/1/25 (d) | 15860 | 15437 |
| Railroad - 0.1% |  |  |
| First Student Bidco, Inc./First Transit Parent, Inc. 4% 7/31/29 (d) | 9095 | 7573 |
| Restaurants - 0.7% |  |  |
| 1011778 BC Unlimited Liability Co./New Red Finance, Inc.: |  |  |
|  3.875% 1/15/28 (d) | 12115  | 11073  |
|  4% 10/15/30 (d) | 39005  | 33203  |
|  4.375% 1/15/28 (d) | 10600  | 9754  |
| Bloomin Brands, Inc. / OSI Restaurant Partners LLC 5.125% 4/15/29 (d) | 5565 | 4970 |
| Garden SpinCo Corp. 8.625% 7/20/30 (d) | 5205 | 5569 |
| Papa John's International, Inc. 3.875% 9/15/29 (d) | 5560 | 4783 |
| Yum! Brands, Inc. 4.625% 1/31/32  | 11975 | 10927 |
|  |  | 80279 |
| Services - 3.2% |  |  |
| Adtalem Global Education, Inc. 5.5% 3/1/28 (d) | 9010 | 8386 |
| AECOM 5.125% 3/15/27  | 11885 | 11678 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp. 6% 6/1/29 (d) | 8730 | 7024 |
| Atlas Luxco 4 SARL / Allied Universal Holdco LLC / Allied Universal Finance Corp.: |  |  |
|  4.625% 6/1/28 (d) | 21690  | 18708  |
|  4.625% 6/1/28 (d) | 14365  | 12337  |
| Booz Allen Hamilton, Inc.: |  |  |
|  3.875% 9/1/28 (d) | 10240  | 9264  |
|  4% 7/1/29 (d) | 5920  | 5306  |
| CoreCivic, Inc. 8.25% 4/15/26  | 32260 | 32984 |
| Fair Isaac Corp. 4% 6/15/28 (d) | 2910 | 2702 |
| Gartner, Inc.: |  |  |
|  3.625% 6/15/29 (d) | 8610  | 7732  |
|  3.75% 10/1/30 (d) | 11495  | 10187  |
| GEMS MENASA Cayman Ltd. 7.125% 7/31/26 (d) | 8765 | 8621 |
| H&E Equipment Services, Inc. 3.875% 12/15/28 (d) | 16800 | 14785 |
| Hertz Corp.: |  |  |
|  4.625% 12/1/26 (d) | 5180  | 4610  |
|  5% 12/1/29 (d) | 10055  | 8220  |
|  5.5% 10/15/24 (b)(d)(e) | 10890  | 245  |
|  6% 1/15/28 (b)(d)(e) | 10285  | 604  |
|  6.25% 12/31/49 (b)(e) | 11875  | 15  |
|  7.125% 8/1/26 (b)(d)(e) | 10285  | 823  |
| IAA, Inc. 5.5% 6/15/27 (d) | 4680 | 4698 |
| Iron Mountain, Inc.: |  |  |
|  4.5% 2/15/31 (d) | 22025  | 18873  |
|  4.875% 9/15/29 (d) | 24110  | 21775  |
| KAR Auction Services, Inc. 5.125% 6/1/25 (d) | 10355 | 10179 |
| Neptune BidCo U.S., Inc. 9.29% 4/15/29 (d) | 29635 | 28806 |
| Service Corp. International 4% 5/15/31  | 12070 | 10555 |
| Sotheby's 7.375% 10/15/27 (d) | 4960 | 4764 |
| Sotheby's/Bidfair Holdings, Inc. 5.875% 6/1/29 (d) | 9045 | 7736 |
| The Brink's Co. 4.625% 10/15/27 (d) | 12180 | 11364 |
| The GEO Group, Inc.: |  |  |
|  9.5% 12/31/28 (d) | 9655  | 9341  |
|  10.5% 6/30/28  | 24580  | 25143  |
| TriNet Group, Inc. 3.5% 3/1/29 (d) | 8865 | 7444 |
| Uber Technologies, Inc.: |  |  |
|  4.5% 8/15/29 (d) | 27335  | 24337  |
|  6.25% 1/15/28 (d) | 9175  | 8977  |
| WASH Multifamily Acquisition, Inc. 5.75% 4/15/26 (d) | 9760 | 9006 |
|  |  | 367229 |
| Steel - 0.2% |  |  |
| Algoma Steel SCA 0% 12/31/23 (b) | 1982 | 0 |
| Commercial Metals Co. 3.875% 2/15/31  | 6135 | 5310 |
| Infrabuild Australia Pty Ltd. 12% 10/1/24 (d) | 10980 | 10458 |
| Roller Bearing Co. of America, Inc. 4.375% 10/15/29 (d) | 4375 | 3942 |
|  |  | 19710 |
| Super Retail - 1.2% |  |  |
| Asbury Automotive Group, Inc.: |  |  |
|  4.5% 3/1/28  | 3534  | 3195  |
|  4.625% 11/15/29 (d) | 10005  | 8829  |
|  4.75% 3/1/30  | 3523  | 3082  |
|  5% 2/15/32 (d) | 10800  | 9314  |
| Bath & Body Works, Inc.: |  |  |
|  6.625% 10/1/30 (d) | 5555  | 5428  |
|  6.75% 7/1/36  | 12766  | 11546  |
|  7.5% 6/15/29  | 8335  | 8456  |
| Carvana Co.: |  |  |
|  4.875% 9/1/29 (d) | 23329  | 10381  |
|  5.875% 10/1/28 (d) | 1438  | 626  |
| EG Global Finance PLC 8.5% 10/30/25 (d) | 16085 | 15160 |
| Lithia Motors, Inc. 3.875% 6/1/29 (d) | 13230 | 11241 |
| Macy's Retail Holdings LLC: |  |  |
|  5.875% 3/15/30 (d) | 6235  | 5691  |
|  6.125% 3/15/32 (d) | 6015  | 5383  |
| Michaels Companies, Inc. 5.25% 5/1/28 (d) | 14150 | 11800 |
| Nordstrom, Inc.: |  |  |
|  4.25% 8/1/31  | 25145  | 18882  |
|  4.375% 4/1/30  | 3790  | 3041  |
|  5% 1/15/44  | 1785  | 1204  |
|  6.95% 3/15/28  | 550  | 534  |
|  |  | 133793 |
| Technology - 3.5% |  |  |
| Acuris Finance U.S. 5% 5/1/28 (d) | 9045 | 7389 |
| Black Knight InfoServ LLC 3.625% 9/1/28 (d) | 11390 | 10109 |
| Block, Inc. 3.5% 6/1/31  | 12070 | 10079 |
| CA Magnum Holdings 5.375% (d)(j) | 4870 | 4480 |
| Camelot Finance SA 4.5% 11/1/26 (d) | 10590 | 10072 |
| Central Parent, Inc./Central Merger Sub, Inc. 7.25% 6/15/29 (d) | 9005 | 8982 |
| Clarivate Science Holdings Corp.: |  |  |
|  3.875% 7/1/28 (d) | 10695  | 9543  |
|  4.875% 7/1/29 (d) | 10115  | 8900  |
| Coherent Corp. 5% 12/15/29 (d) | 9495 | 8623 |
| Crowdstrike Holdings, Inc. 3% 2/15/29  | 8870 | 7611 |
| Elastic NV 4.125% 7/15/29 (d) | 17090 | 14625 |
| Gen Digital, Inc. 5% 4/15/25 (d) | 10050 | 9849 |
| Go Daddy Operating Co. LLC / GD Finance Co., Inc.: |  |  |
|  3.5% 3/1/29 (d) | 11810  | 10213  |
|  5.25% 12/1/27 (d) | 9345  | 9044  |
| ION Trading Technologies Ltd. 5.75% 5/15/28 (d) | 12040 | 10309 |
| Iron Mountain Information Management Services, Inc. 5% 7/15/32 (d) | 9100 | 7890 |
| MicroStrategy, Inc. 6.125% 6/15/28 (d) | 23020 | 19427 |
| NCR Corp.: |  |  |
|  5% 10/1/28 (d) | 5530  | 4871  |
|  5.125% 4/15/29 (d) | 8870  | 7726  |
|  5.25% 10/1/30 (d) | 5530  | 4783  |
|  5.75% 9/1/27 (d) | 9035  | 8767  |
|  6.125% 9/1/29 (d) | 9035  | 8945  |
| onsemi 3.875% 9/1/28 (d) | 11065 | 10097 |
| Open Text Corp.: |  |  |
|  3.875% 2/15/28 (d) | 5690  | 4944  |
|  3.875% 12/1/29 (d) | 6700  | 5572  |
|  6.9% 12/1/27 (d) | 10610  | 10862  |
| Open Text Holdings, Inc.: |  |  |
|  4.125% 2/15/30 (d) | 5690  | 4791  |
|  4.125% 12/1/31 (d) | 5485  | 4456  |
| PTC, Inc.: |  |  |
|  3.625% 2/15/25 (d) | 6650  | 6377  |
|  4% 2/15/28 (d) | 6575  | 6125  |
| Rackspace Hosting, Inc. 5.375% 12/1/28 (d) | 6425 | 2367 |
| Roblox Corp. 3.875% 5/1/30 (d) | 9120 | 7701 |
| Sensata Technologies BV 4% 4/15/29 (d) | 11970 | 10729 |
| Synaptics, Inc. 4% 6/15/29 (d) | 7015 | 6074 |
| TTM Technologies, Inc. 4% 3/1/29 (d) | 8870 | 7750 |
| Twilio, Inc.: |  |  |
|  3.625% 3/15/29  | 9995  | 8481  |
|  3.875% 3/15/31  | 10460  | 8632  |
| Uber Technologies, Inc.: |  |  |
|  7.5% 9/15/27 (d) | 35255  | 35797  |
|  8% 11/1/26 (d) | 51060  | 52267  |
| Unisys Corp. 6.875% 11/1/27 (d) | 6095 | 4617 |
|  |  | 399876 |
| Telecommunications - 5.8% |  |  |
| Altice Financing SA: |  |  |
|  5% 1/15/28 (d) | 14560  | 12380  |
|  5.75% 8/15/29 (d) | 25600  | 21506  |
| Altice France SA: |  |  |
|  5.125% 7/15/29 (d) | 79325  | 62016  |
|  5.5% 1/15/28 (d) | 24740  | 20547  |
|  5.5% 10/15/29 (d) | 106150  | 83566  |
|  8.125% 2/1/27 (d) | 7635  | 7157  |
| C&W Senior Financing Designated Activity Co. 6.875% 9/15/27 (d) | 42100 | 40049 |
| Cablevision Lightpath LLC: |  |  |
|  3.875% 9/15/27 (d) | 5500  | 4675  |
|  5.625% 9/15/28 (d) | 4350  | 3339  |
| Cogent Communications Group, Inc. 7% 6/15/27 (d) | 6050 | 5988 |
| Frontier Communications Holdings LLC: |  |  |
|  5% 5/1/28 (d) | 19575  | 17797  |
|  5.875% 10/15/27 (d) | 10375  | 9907  |
|  8.75% 5/15/30 (d) | 6045  | 6264  |
| Intelsat Jackson Holdings SA 6.5% 3/15/30 (d) | 25303 | 22975 |
| LCPR Senior Secured Financing DAC: |  |  |
|  5.125% 7/15/29 (d) | 14860  | 12938  |
|  6.75% 10/15/27 (d) | 10157  | 9836  |
| Level 3 Financing, Inc.: |  |  |
|  3.625% 1/15/29 (d) | 24590  | 18295  |
|  3.75% 7/15/29 (d) | 24670  | 18035  |
| Millicom International Cellular SA 4.5% 4/27/31 (d) | 1725 | 1460 |
| Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc.: |  |  |
|  4.75% 4/30/27 (d) | 6070  | 5509  |
|  6% 2/15/28 (d) | 4490  | 3707  |
| Qwest Corp. 7.25% 9/15/25  | 1480 | 1482 |
| Sable International Finance Ltd. 5.75% 9/7/27 (d) | 18690 | 17662 |
| SBA Communications Corp.: |  |  |
|  3.125% 2/1/29  | 13305  | 11272  |
|  3.875% 2/15/27  | 17015  | 15714  |
| Sprint Capital Corp.: |  |  |
|  6.875% 11/15/28  | 70044  | 74936  |
|  8.75% 3/15/32  | 21176  | 26120  |
| Sprint Corp. 7.625% 3/1/26  | 10895 | 11523 |
| Uniti Group, Inc.: |  |  |
|  6% 1/15/30 (d) | 15190  | 10069  |
|  7.875% 2/15/25 (d) | 17650  | 17419  |
| Virgin Media Finance PLC 5% 7/15/30 (d) | 21860 | 18349 |
| VMED O2 UK Financing I PLC 4.75% 7/15/31 (d) | 21200 | 18021 |
| Windstream Escrow LLC 7.75% 8/15/28 (d) | 61245 | 49580 |
| Zayo Group Holdings, Inc. 4% 3/1/27 (d) | 17180 | 13660 |
|  |  | 673753 |
| Textiles/Apparel - 0.3% |  |  |
| Crocs, Inc.: |  |  |
|  4.125% 8/15/31 (d) | 6075  | 5052  |
|  4.25% 3/15/29 (d) | 8675  | 7558  |
| Foot Locker, Inc. 4% 10/1/29 (d) | 6070 | 5132 |
| Kontoor Brands, Inc. 4.125% 11/15/29 (d) | 5320 | 4602 |
| Victoria's Secret & Co. 4.625% 7/15/29 (d) | 22560 | 18741 |
|  |  | 41085 |
| Transportation Ex Air/Rail - 0.1% |  |  |
| Seaspan Corp. 5.5% 8/1/29 (d) | 9095 | 6909 |
| Utilities - 2.3% |  |  |
| Clearway Energy Operating LLC: |  |  |
|  3.75% 2/15/31 (d) | 13295  | 11232  |
|  3.75% 1/15/32 (d) | 6075  | 5008  |
|  4.75% 3/15/28 (d) | 6920  | 6527  |
| NRG Energy, Inc.: |  |  |
|  3.375% 2/15/29 (d) | 5145  | 4254  |
|  3.625% 2/15/31 (d) | 10215  | 8091  |
|  3.875% 2/15/32 (d) | 13975  | 10878  |
|  5.75% 1/15/28  | 9000  | 8625  |
|  6.625% 1/15/27  | 6378  | 6349  |
| Pacific Gas & Electric Co.: |  |  |
|  3.45% 7/1/25  | 2868  | 2738  |
|  3.75% 7/1/28  | 2868  | 2635  |
|  3.75% 8/15/42  | 10400  | 7556  |
|  3.95% 12/1/47  | 43095  | 31257  |
|  4% 12/1/46  | 18952  | 13795  |
|  4.25% 3/15/46  | 2400  | 1812  |
|  4.3% 3/15/45  | 5995  | 4568  |
|  4.55% 7/1/30  | 20223  | 18861  |
| PG&E Corp.: |  |  |
|  5% 7/1/28  | 22000  | 20615  |
|  5.25% 7/1/30  | 8330  | 7664  |
| Pike Corp. 5.5% 9/1/28 (d) | 28165 | 24860 |
| Vistra Operations Co. LLC: |  |  |
|  4.375% 5/1/29 (d) | 23230  | 20431  |
|  5% 7/31/27 (d) | 22585  | 21254  |
|  5.5% 9/1/26 (d) | 3485  | 3394  |
|  5.625% 2/15/27 (d) | 28195  | 27229  |
|  |  | 269633 |
| TOTAL NONCONVERTIBLE BONDS |  | 7863044 |
| <br> **TOTAL CORPORATE BONDS**<br> (Cost $8,650,946) |  | <br> **7915271** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 10.2%** | &nbsp;&nbsp;**Common Stocks - 10.2%** | &nbsp;&nbsp;**Common Stocks - 10.2%** |
|  | Shares | Value ($)<br> (000s) <br>|
| Automotive & Auto Parts - 0.0%  |  |  |
| Exide Technologies (b)(k) | 9824 | 10 |
| Exide Technologies (b)(k) | 580031 | 0 |
| Exide Technologies (b)(k) | 385 | 250 |
| UC Holdings, Inc. (b)(k) | 677217 | 4361 |
| TOTAL AUTOMOTIVE & AUTO PARTS |  | 4621 |
| Banks & Thrifts - 0.1%  |  |  |
| Algoma Steel Group, Inc.  | 638696 | 5371 |
| Broadcasting - 0.2%  |  |  |
| iHeartMedia, Inc. (k) | 104 | 1 |
| Nexstar Broadcasting Group, Inc. Class A  | 94432 | 19337 |
| TOTAL BROADCASTING |  | 19338 |
| Building Materials - 0.1%  |  |  |
| Builders FirstSource, Inc. (k) | 191600 | 15271 |
| Capital Goods - 0.2%  |  |  |
| Regal Rexnord Corp.  | 127200 | 17706 |
| Chemicals - 0.3%  |  |  |
| CF Industries Holdings, Inc.  | 199202 | 16872 |
| The Chemours Co. LLC  | 566310 | 20608 |
| TOTAL CHEMICALS |  | 37480 |
| Consumer Products - 0.4%  |  |  |
| Reddy Ice Holdings, Inc. (b)(k) | 199717 | 11 |
| Tapestry, Inc.  | 344400 | 15694 |
| Tempur Sealy International, Inc.  | 826918 | 33697 |
| TOTAL CONSUMER PRODUCTS |  | 49402 |
| Containers - 0.4%  |  |  |
| Berry Global Group, Inc.  | 181755 | 11220 |
| Graphic Packaging Holding Co.  | 973700 | 23456 |
| WestRock Co.  | 302400 | 11866 |
| TOTAL CONTAINERS |  | 46542 |
| Diversified Financial Services - 0.4%  |  |  |
| MasterCard, Inc. Class A  | 35400 | 13119 |
| OneMain Holdings, Inc.  | 777400 | 33537 |
| Penson Worldwide, Inc. Class A (b)(k) | 10322034 | 0 |
| PJT Partners, Inc.  | 5092 | 408 |
| TOTAL DIVERSIFIED FINANCIAL SERVICES |  | 47064 |
| Energy - 2.0%  |  |  |
| Antero Resources Corp. (k) | 306925 | 8852 |
| California Resources Corp.  | 1898638 | 81129 |
| California Resources Corp. warrants 10/27/24 (k) | 57076 | 625 |
| Chaparral Energy, Inc.: |  |  |
|  Series A warrants 10/1/24 (b)(k) | 392 | 0 |
|  Series B warrants 10/1/25 (b)(k) | 392 | 0 |
| Cheniere Energy, Inc.  | 224600 | 34317 |
| Chesapeake Energy Corp.  | 372387 | 32293 |
| Chesapeake Energy Corp. (c)(k) | 22818 | 1979 |
| Civitas Resources, Inc.  | 60298 | 4013 |
| Diamond Offshore Drilling, Inc. (k) | 118485 | 1358 |
| Diamondback Energy, Inc.  | 63074 | 9216 |
| EP Energy Corp. (b)(k) | 841775 | 5665 |
| Forbes Energy Services Ltd. (b)(k) | 193218 | 0 |
| Halliburton Co.  | 207600 | 8557 |
| Jonah Energy Parent LLC (b)(k) | 304505 | 17153 |
| Mesquite Energy, Inc. (b)(k) | 317026 | 18987 |
| PureWest Energy (b) | 17812 | 0 |
| PureWest Energy rights (b)(k) | 10734 | 0 |
| Superior Energy Services, Inc. Class A (b)(k) | 110370 | 8127 |
| Unit Corp. (l) | 37978 | 2014 |
| TOTAL ENERGY |  | 234285 |
| Entertainment/Film - 0.0%  |  |  |
| New Cotai LLC/New Cotai Capital Corp. (b)(c)(k) | 3366626 | 2727 |
| Environmental - 0.1%  |  |  |
| Darling Ingredients, Inc. (k) | 131071 | 8689 |
| Food & Drug Retail - 0.2%  |  |  |
| Southeastern Grocers, Inc. (b)(c)(k) | 793345 | 18429 |
| Food/Beverage/Tobacco - 0.2%  |  |  |
| JBS SA  | 4652100 | 18402 |
| Gaming - 0.8%  |  |  |
| Boyd Gaming Corp.  | 453873 | 28281 |
| Caesars Entertainment, Inc. (k) | 1038736 | 54077 |
| Studio City International Holdings Ltd.: |  |  |
|  ADR (d) | 631958 | 4342 |
| (NYSE) ADR (k) | 695700 | 4780 |
| TOTAL GAMING |  | 91480 |
| Healthcare - 0.8%  |  |  |
| Charles River Laboratories International, Inc. (k) | 56900 | 13841 |
| Encompass Health Corp.  | 34 | 2 |
| Enhabit Home Health & Hospice (k) | 17 | 0 |
| Humana, Inc.  | 21400 | 10950 |
| IQVIA Holdings, Inc. (k) | 151200 | 34687 |
| Tenet Healthcare Corp. (k) | 105498 | 5787 |
| UnitedHealth Group, Inc.  | 42700 | 21315 |
| TOTAL HEALTHCARE |  | 86582 |
| Metals/Mining - 0.2%  |  |  |
| Elah Holdings, Inc. (k) | 906 | 59 |
| First Quantum Minerals Ltd.  | 626700 | 14540 |
| Freeport-McMoRan, Inc.  | 245900 | 10972 |
| TOTAL METALS/MINING |  | 25571 |
| Services - 0.4%  |  |  |
| ASGN, Inc. (k) | 261730 | 23804 |
| Penhall Acquisition Co.: |  |  |
|  Class A (b)(k) | 26163 | 3127 |
|  Class B (b)(k) | 8721 | 1042 |
| Visa, Inc. Class A  | 83500 | 19223 |
| TOTAL SERVICES |  | 47196 |
| Steel - 0.0%  |  |  |
| Algoma Steel SCA (b)(k) | 198162 | 0 |
| Super Retail - 0.5%  |  |  |
| Arena Brands Holding Corp. Class B (b)(c)(k) | 659302 | 6830 |
| Dick's Sporting Goods, Inc.  | 145600 | 19039 |
| Lowe's Companies, Inc.  | 122100 | 25427 |
| Williams-Sonoma, Inc.  | 76303 | 10296 |
| TOTAL SUPER RETAIL |  | 61592 |
| Technology - 2.5%  |  |  |
| Adobe, Inc. (k) | 41800 | 15480 |
| Advanced Micro Devices, Inc. (k) | 74500 | 5599 |
| Alphabet, Inc. Class A (k) | 179400 | 17732 |
| ASML Holding NV  | 21300 | 14076 |
| CDW Corp.  | 120100 | 23543 |
| Fiserv, Inc. (k) | 169000 | 18029 |
| Global Payments, Inc.  | 169524 | 19109 |
| Lam Research Corp.  | 14400 | 7201 |
| Marvell Technology, Inc.  | 551400 | 23793 |
| Meta Platforms, Inc. Class A (k) | 87600 | 13050 |
| Microchip Technology, Inc.  | 502600 | 39012 |
| Microsoft Corp.  | 95100 | 23567 |
| NXP Semiconductors NV  | 93600 | 17251 |
| onsemi (k) | 556703 | 40890 |
| SS&C Technologies Holdings, Inc.  | 126516 | 7635 |
| TOTAL TECHNOLOGY |  | 285967 |
| Telecommunications - 0.1%  |  |  |
| GTT Communications, Inc. (b) | 85487 | 1056 |
| Palo Alto Networks, Inc. (k) | 65700 | 10423 |
| TOTAL TELECOMMUNICATIONS |  | 11479 |
| Textiles/Apparel - 0.0%  |  |  |
| Victoria's Secret & Co. (k) | 99133 | 4178 |
| Transportation Ex Air/Rail - 0.0%  |  |  |
| Tricer Holdco SCA: |  |  |
|  Class A1 (b)(c)(k) | 598287 | 0 |
|  Class A2 (b)(c)(k) | 598287 | 0 |
|  Class A3 (b)(c)(k) | 598287 | 0 |
|  Class A4 (b)(c)(k) | 598287 | 0 |
|  Class A5 (b)(c)(k) | 598287 | 0 |
|  Class A6 (b)(c)(k) | 598287 | 0 |
|  Class A7 (b)(c)(k) | 598287 | 0 |
|  Class A8 (b)(c)(k) | 598287 | 0 |
|  Class A9 (b)(c)(k) | 598287 | 0 |
| TOTAL TRANSPORTATION EX AIR/RAIL |  | 0 |
| Utilities - 0.3%  |  |  |
| NRG Energy, Inc.  | 144307 | 4938 |
| PG&E Corp. (k) | 2097796 | 33355 |
| Portland General Electric Co.  | 14817 | 705 |
| TOTAL UTILITIES |  | 38998 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $842,129) |  | <br> **1178370** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Nonconvertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Nonconvertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Nonconvertible Preferred Stocks - 0.0%** |
|  | Shares | Value ($)<br> (000s) <br>|
| Automotive & Auto Parts - 0.0%  |  |  |
| Exide Technologies (b)(k) | 858 | 799 |
| Transportation Ex Air/Rail - 0.0%  |  |  |
| Tricer Holdco SCA (b)(c)(k) | 287159690 | 3 |
| <br> **TOTAL NONCONVERTIBLE PREFERRED STOCKS**<br> (Cost $11,049) |  | <br> **802** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 5.3%** | &nbsp;&nbsp;**Bank Loan Obligations - 5.3%** | &nbsp;&nbsp;**Bank Loan Obligations - 5.3%** |
|  | Principal<br> Amount (a)<br> (000s) <br>| Value ($)<br> (000s) <br>|
| Air Transportation - 0.4%  |  |  |
| Air Canada Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 8.13% 8/11/28 (f)(g)(m) | 9059 | 9045 |
| Dynasty Acquisition Co., Inc.: |  |  |
|  Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 8.1614% 4/8/26 (f)(g)(m) | 2558 | 2508 |
|  Tranche B2 1LN, term loan 1 month U.S. LIBOR + 3.500% 8.1614% 4/4/26 (f)(g)(m) | 1375 | 1348 |
| SkyMiles IP Ltd. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.750% 8.5577% 10/20/27 (f)(g)(m) | 3316 | 3425 |
| United Airlines, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.750% 8.5677% 4/21/28 (f)(g)(m) | 26036 | 25978 |
| TOTAL AIR TRANSPORTATION |  | 42304 |
| Automotive & Auto Parts - 0.2%  |  |  |
| PECF USS Intermediate Holding III Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 8.8197% 12/17/28 (f)(g)(m) | 2287 | 1949 |
| Wand NewCo 3, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 7.5697% 2/5/26 (f)(g)(m) | 17848 | 17368 |
| TOTAL AUTOMOTIVE & AUTO PARTS |  | 19317 |
| Banks & Thrifts - 0.1%  |  |  |
| Citadel Securities LP Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.500% 7.1759% 2/27/28 (f)(g)(m) | 9673 | 9640 |
| Broadcasting - 0.1%  |  |  |
| Diamond Sports Group LLC 1LN, term loan CME Term SOFR 1 Month Index + 8.000% 12.7755% 5/25/26 (f)(g)(m) | 6761 | 6081 |
| Nexstar Broadcasting, Inc. Tranche B, term loan 1 month U.S. LIBOR + 2.500% 7.0697% 9/19/26 (f)(g)(m) | 2264 | 2263 |
| Univision Communications, Inc.: |  |  |
|  1LN, term loan CME TERM SOFR 3 MONTH INDEX + 4.250% 8.8302% 6/10/29 (f)(g)(m) | 751 | 750 |
|  Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.8197% 1/31/29 (f)(g)(m) | 7444 | 7299 |
| TOTAL BROADCASTING |  | 16393 |
| Building Materials - 0.4%  |  |  |
| Acproducts Holdings, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 8.9799% 5/17/28 (f)(g)(m) | 23650 | 19011 |
| Hunter Douglas, Inc. Tranche B 1LN, term loan CME TERM SOFR 3 MONTH INDEX + 3.500% 7.8588% 2/25/29 (f)(g)(m) | 22641 | 20703 |
| SRS Distribution, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 8.0697% 6/4/28 (f)(g)(m) | 6407 | 6171 |
| TOTAL BUILDING MATERIALS |  | 45885 |
| Capital Goods - 0.0%  |  |  |
| Chart Industries, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 12/8/29 (g)(m)(n) | 1715 | 1716 |
| Chemicals - 0.2%  |  |  |
| Avient Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 7.3442% 8/29/29 (f)(g)(m) | 552 | 553 |
| Discovery Purchaser Corp. 1LN, term loan CME Term SOFR 1 Month Index + 4.370% 8.9625% 10/4/29 (f)(g)(m) | 18040 | 17232 |
| Olympus Water U.S. Holding Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.5% 11/9/28 (f)(g)(m) | 3668 | 3584 |
| W.R. Grace Holding LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.750% 8.5% 9/22/28 (f)(g)(m) | 2757 | 2737 |
| TOTAL CHEMICALS |  | 24106 |
| Consumer Products - 0.2%  |  |  |
| Kronos Acquisition Holdings, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.4849% 12/22/26 (f)(g)(m) | 19999 | 19411 |
| Containers - 0.0%  |  |  |
| Kloeckner Pentaplast of America, Inc. Tranche B 1LN, term loan CME TERM SOFR 6 MONTH INDEX + 4.750% 8.2592% 2/9/26 (f)(g)(m) | 1479 | 1309 |
| Energy - 0.0%  |  |  |
| Forbes Energy Services LLC Tranche B, term loan 0% (b)(e)(f)(m) | 1810 | 0 |
| Mesquite Energy, Inc.: |  |  |
|  1LN, term loan 3 month U.S. LIBOR + 8.000% 0% (b)(e)(g)(m) | 5861 | 0 |
|  term loan 3 month U.S. LIBOR + 0.000% 0% (b)(e)(g)(m) | 2528 | 0 |
| TOTAL ENERGY |  | 0 |
| Environmental - 0.0%  |  |  |
| Covanta Holding Corp.: |  |  |
|  Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.500% 6.823% 11/30/28 (f)(g)(m) | 2198 | 2198 |
|  Tranche C 1LN, term loan 1 month U.S. LIBOR + 2.500% 6.823% 11/30/28 (f)(g)(m) | 166 | 166 |
| Madison IAQ LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.9883% 6/21/28 (f)(g)(m) | 2985 | 2851 |
| TOTAL ENVIRONMENTAL |  | 5215 |
| Food/Beverage/Tobacco - 0.0%  |  |  |
| Bengal Debt Merger Sub LLC 1LN, term loan CME TERM SOFR 3 MONTH INDEX + 3.250% 7.9302% 1/24/29 (f)(g)(m) | 2274 | 2086 |
| Gaming - 0.0%  |  |  |
| Fertitta Entertainment LLC NV Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 8.5614% 1/27/29 (f)(g)(m) | 3836 | 3788 |
| Scientific Games Corp. 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 7.578% 4/7/29 (f)(g)(m) | 2373 | 2364 |
| TOTAL GAMING |  | 6152 |
| Healthcare - 0.4%  |  |  |
| Gainwell Acquisition Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 8.7299% 10/1/27 (f)(g)(m) | 17541 | 17102 |
| Jazz Financing Lux SARL Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 8.0697% 5/5/28 (f)(g)(m) | 6213 | 6204 |
| Organon & Co. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 7.75% 6/2/28 (f)(g)(m) | 16341 | 16291 |
| Phoenix Newco, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.6336% 11/15/28 (f)(g)(m) | 7141 | 7077 |
| PRA Health Sciences, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.250% 7% 7/3/28 (f)(g)(m) | 1801 | 1800 |
| TOTAL HEALTHCARE |  | 48474 |
| Hotels - 0.1%  |  |  |
| Carnival Finance LLC Tranche B 1LN, term loan 6 month U.S. LIBOR + 3.250% 7.8197% 10/18/28 (f)(g)(m) | 7974 | 7775 |
| Insurance - 0.2%  |  |  |
| Acrisure LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 8.8197% 2/15/27 (f)(g)(m) | 1431 | 1390 |
| Alliant Holdings Intermediate LLC Tranche B3 1LN, term loan 1 month U.S. LIBOR + 3.500% 8.0084% 11/12/27 (f)(g)(m) | 13351 | 13321 |
| HUB International Ltd. Tranche B 1LN, term loan: |  |  |
|  1 month U.S. LIBOR + 3.250% 8.0574% 4/25/25 (f)(g)(m) | 5663 | 5655 |
|  CME Term SOFR 1 Month Index + 4.000% 8.2202% 11/10/29 (f)(g)(m) | 930 | 929 |
| TOTAL INSURANCE |  | 21295 |
| Leisure - 0.0%  |  |  |
| Delta 2 SARL Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 7.8114% 1/15/30 (f)(g)(m) | 3445 | 3453 |
| Paper - 0.1%  |  |  |
| Clydesdale Acquisition Holdings, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 4.170% 8.8364% 4/13/29 (f)(g)(m) | 9015 | 8844 |
| Services - 1.0%  |  |  |
| ABG Intermediate Holdings 2 LLC: |  |  |
|  Tranche B 2LN, term loan CME Term SOFR 1 Month Index + 6.000% 10.6614% 12/20/29 (f)(g)(m) | 1145 | 1048 |
|  Tranche B1 LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.1614% 12/21/28 (f)(g)(m) | 5403 | 5356 |
| Ascend Learning LLC: |  |  |
|  2LN, term loan 1 month U.S. LIBOR + 5.750% 10.1336% 12/10/29 (f)(g)(m) | 15190 | 13134 |
|  Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 8.0697% 12/10/28 (f)(g)(m) | 43313 | 41235 |
| KUEHG Corp. Tranche B 2LN, term loan 3 month U.S. LIBOR + 8.250% 12.9799% 8/22/25 (f)(g)(m) | 6055 | 5726 |
| Neptune BidCo U.S., Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 9.735% 4/11/29 (f)(g)(m) | 15680 | 14347 |
| Sabert Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.500% 9.125% 12/10/26 (f)(g)(m) | 6484 | 6452 |
| Sotheby's Tranche B 1LN, term loan 3 month U.S. LIBOR + 4.500% 9.3297% 1/15/27 (f)(g)(m) | 10891 | 10837 |
| Spin Holdco, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 8.765% 3/4/28 (f)(g)(m) | 17968 | 14116 |
| TOTAL SERVICES |  | 112251 |
| Specialty Retailing - 0.0%  |  |  |
| New SK Holdco Sub LLC 1LN, term loan CME Term SOFR 1 Month Index + 8.350% 12.8322% 6/30/27 (f)(g)(m) | 883 | 755 |
| Super Retail - 0.0%  |  |  |
| Michaels Companies, Inc. 1LN, term loan 1 month U.S. LIBOR + 4.250% 8.9799% 4/15/28 (f)(g)(m) | 5477 | 5021 |
| Technology - 1.4%  |  |  |
| Acuris Finance U.S., Inc. 1LN, term loan CME TERM SOFR 3 MONTH INDEX + 4.000% 8.7302% 2/16/28 (f)(g)(m) | 1131 | 1113 |
| Athenahealth Group, Inc.: |  |  |
|  Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.0116% 2/15/29 (f)(g)(m) | 29485 | 27888 |
|  Tranche DD 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 2/15/29 (g)(m)(o) | 3613 | 3417 |
| Boxer Parent Co., Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.3197% 10/2/25 (f)(g)(m) | 31609 | 31020 |
| Camelot Finance SA Tranche B, term loan 1 month U.S. LIBOR + 3.000% 7.5173% 10/31/26 (f)(g)(m) | 998 | 996 |
| DG Investment Intermediate Holdings, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.1336% 3/31/28 (f)(g)(m) | 2000 | 1944 |
| Hunter U.S. Bidco, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 8.9799% 8/19/28 (f)(g)(m) | 11516 | 11401 |
| Icon Luxembourg Sarl Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.250% 7% 7/3/28 (f)(g)(m) | 7227 | 7224 |
| onsemi Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.000% 6.6614% 9/19/26 (f)(g)(m) | 5210 | 5210 |
| Peraton Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.3197% 2/1/28 (f)(g)(m) | 13702 | 13617 |
| Polaris Newco LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 8.7299% 6/2/28 (f)(g)(m) | 6690 | 6350 |
| Proofpoint, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.9849% 8/31/28 (f)(g)(m) | 6539 | 6405 |
| RealPage, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 7.3836% 4/22/28 (f)(g)(m) | 5955 | 5799 |
| STG-Fairway Holdings LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.750% 7.3197% 1/31/27 (f)(g)(m) | 3110 | 3102 |
| Ultimate Software Group, Inc.: |  |  |
|  1LN, term loan 1 month U.S. LIBOR + 3.250% 8.0319% 5/3/26 (f)(g)(m) | 28111 | 27623 |
|  2LN, term loan 1 month U.S. LIBOR + 5.250% 10.0319% 5/3/27 (f)(g)(m) | 4000 | 3814 |
| VS Buyer LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 7.3836% 2/28/27 (f)(g)(m) | 2290 | 2269 |
| TOTAL TECHNOLOGY |  | 159192 |
| Telecommunications - 0.3%  |  |  |
| Connect U.S. Finco LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.89% 12/12/26 (f)(g)(m) | 8801 | 8728 |
| Frontier Communications Holdings LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.5% 5/1/28 (f)(g)(m) | 5084 | 4975 |
| GTT Communications BV 1LN, term loan: |  |  |
|  11.423% 1/3/28 (f)(m) | 4089 | 3217 |
|  13.6802% 6/3/28 (f)(m) | 3242 | 1459 |
| Securus Technologies Holdings Tranche B, term loan 3 month U.S. LIBOR + 4.500% 9.2299% 11/1/24 (f)(g)(m) | 6916 | 4822 |
| Zayo Group Holdings, Inc. 1LN, term loan 1 month U.S. LIBOR + 3.000% 7.5697% 3/9/27 (f)(g)(m) | 7821 | 6545 |
| TOTAL TELECOMMUNICATIONS |  | 29746 |
| Utilities - 0.2%  |  |  |
| PG&E Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 8.5797% 6/23/25 (f)(g)(m) | 26817 | 26764 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $646,709) |  | <br> **617104** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 8.0%** | &nbsp;&nbsp;**Preferred Securities - 8.0%** | &nbsp;&nbsp;**Preferred Securities - 8.0%** |
|  | Principal<br> Amount (a)<br> (000s) <br>| Value ($)<br> (000s) <br>|
| Banks & Thrifts - 6.7%  |  |  |
| Ally Financial, Inc. 4.7% (f)(j) | 7055 | 5415 |
| Bank of America Corp.: |  |  |
|  5.125% (f)(j) | 36030 | 35039 |
|  5.2% (f)(j) | 61440 | 60836 |
|  5.875% (f)(j) | 102630 | 98268 |
|  6.25% (f)(j) | 28555 | 28537 |
| Citigroup, Inc.: |  |  |
|  4.7% (f)(j) | 15285 | 13966 |
|  5% (f)(j) | 60300 | 57587 |
|  5.9% (f)(j) | 27015 | 27134 |
|  6.3% (f)(j) | 5610 | 5519 |
|  8.8704% (f)(g)(j) | 51015 | 51423 |
| Goldman Sachs Group, Inc.: |  |  |
|  3 month U.S. LIBOR + 2.870% 7.466% (f)(g)(j) | 70565 | 70092 |
|  4.4% (f)(j) | 8035 | 7283 |
|  4.95% (f)(j) | 13335 | 12796 |
| Huntington Bancshares, Inc. 5.7% (f)(j) | 12990 | 12658 |
| JPMorgan Chase & Co.: |  |  |
|  4% (f)(j) | 34340 | 31413 |
|  4.6% (f)(j) | 23365 | 21861 |
|  5% (f)(j) | 30845 | 29997 |
|  6% (f)(j) | 69385 | 69125 |
|  6.125% (f)(j) | 17585 | 17673 |
|  6.75% (f)(j) | 8330 | 8414 |
| Wells Fargo & Co.: |  |  |
|  5.875% (f)(j) | 50420 | 50178 |
|  5.9% (f)(j) | 63075 | 61735 |
| TOTAL BANKS & THRIFTS |  | 776949 |
| Diversified Financial Services - 0.0%  |  |  |
| OEC Finance Ltd. 7.5% pay-in-kind (d)(j) | 36 | 2 |
| Energy - 1.3%  |  |  |
| Energy Transfer LP: |  |  |
|  6.25% (f)(j) | 81527 | 76839 |
|  6.625% (f)(j) | 30505 | 25477 |
|  7.125% (f)(j) | 9130 | 8340 |
| MPLX LP 6.875% (f)(j) | 30450 | 30459 |
| Summit Midstream Partners LP 3 month U.S. LIBOR + 7.430% 12.1759% (e)(f)(g)(j) | 2912 | 2155 |
| TOTAL ENERGY |  | 143270 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $949,670) |  | <br> **920221** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Other - 2.5%** | &nbsp;&nbsp;**Other - 2.5%** | &nbsp;&nbsp;**Other - 2.5%** |
|  | Shares | Value ($)<br> (000s) <br>|
| Other - 2.5%  |  |  |
| Fidelity Private Credit Central Fund LLC (c)(p)<br> (Cost $285,595) | 28779162 | **285769** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 4.2%** | &nbsp;&nbsp;**Money Market Funds - 4.2%** | &nbsp;&nbsp;**Money Market Funds - 4.2%** |
|  | Shares | Value ($)<br> (000s) <br>|
| Fidelity Cash Central Fund 4.38% (q) | 480513247 | 480609 |
| Fidelity Securities Lending Cash Central Fund 4.38% (q)(r) | 11149 | 11 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $480,574) |  | **480620** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 98.8%**<br> (Cost $11,866,672)<br>| <br>**11398157** |
| **NET OTHER ASSETS (LIABILITIES) - 1.2%**  | **135702** |
| **NET ASSETS - 100.0%** | **11533859** |

---

*Any values shown as $0 in the Schedule of Investments may reflect amounts less than $500.*

**Legend**

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

(b) Level 3 security

(c) Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $359,300,000 or 3.1% of net assets.

(d) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $5,776,670,000 or 50.1% of net assets.

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

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

(i) 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.

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

(k) Non-income producing

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

(m) 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.

(n) The coupon rate will be determined upon settlement of the loan after period end.

(o) Position or a portion of the position represents an unfunded loan commitment. At period end, the total principal amount and market value of unfunded commitments totaled $3,613,000 and $3,417,000, respectively.

(p) Affiliated Fund

(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.

---

| | | |
|:---|:---|:---|
| Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: |
| Security | Acquisition Date | Acquisition Cost ($)<br> (000s) |
| Arena Brands Holding Corp. Class B | 6/18/97 - 1/12/99 | 21592 |
| Chesapeake Energy Corp. | 2/10/21 | 216 |
| Fidelity Private Credit Central Fund LLC | 12/09/21 - 1/31/23 | 285979 |
| Mesquite Energy, Inc. 15% 7/15/23 | 7/10/20 - 1/18/22 | 2496 |
| Mesquite Energy, Inc. 15% 7/15/23 | 11/05/20 - 1/18/22 | 4307 |
| New Cotai LLC/New Cotai Capital Corp. | 9/11/20 | 16677 |
| Southeastern Grocers, Inc. | 6/01/18 | 5580 |
| Tricer Holdco SCA | 10/16/09 - 12/30/17 | 10248 |
| Tricer Holdco SCA Class A1 | 10/16/09 - 10/29/09 | 1653 |
| Tricer Holdco SCA Class A2 | 10/16/09 - 10/29/09 | 1653 |
| Tricer Holdco SCA Class A3 | 10/16/09 - 10/29/09 | 1653 |
| Tricer Holdco SCA Class A4 | 10/16/09 - 10/29/09 | 1653 |
| Tricer Holdco SCA Class A5 | 10/16/09 - 10/29/09 | 1653 |
| Tricer Holdco SCA Class A6 | 10/16/09 - 10/29/09 | 1653 |
| Tricer Holdco SCA Class A7 | 10/16/09 - 10/29/09 | 1653 |
| Tricer Holdco SCA Class A8 | 10/16/09 - 10/29/09 | 1653 |
| Tricer Holdco SCA Class A9 | 10/16/09 - 10/29/09 | 1655 |

---

**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 (Amounts in thousands) | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 4.38% | 1558265 | 1245574 | 2323230 | 15103 | - | - | 480609 | 1.0% |
| Fidelity Securities Lending Cash Central Fund 4.38% | 36678 | 162588 | 199255 | 16 | - | - | 11 | 0.0% |
| Total | 1594943 | 1408162 | 2522485 | 15119 | - | - | 480620 |  |

---

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

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

**Affiliated Underlying Funds**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate (Amounts in thousands) | 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 ($) |
| Fidelity Private Credit Central Fund LLC | 105967 | 213258 | 32722 | 12742 | (821) | 87 | 285769 |
|  | 105967 | 213258 | 32722 | 12742 | (821) | 87 | 285769 |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

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

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Corporate Bonds, Bank Loan Obligations and Preferred Securities are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. 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.

Fidelity Private Credit Central Fund LLC is valued using NAV as a practical expedient in accordance with the specialized accounting guidance for investment companies.

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 Capital and Income Fund

- **b. EDGAR series identifier (if any):** S000007495

- **c. LEI of Series:** LU703CW6CEVPXCO7Y179

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $11575649975.65

**Total Liabilities:** $85174121.31

**Net Assets:** $11490475854.34

**Delayed Delivery Securities:** $29665000.00

**Cash Not Reported:** $2830819.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 41242.28995337 | **1-Year:** 168983.31461768 | **5-Year:** 295995.63560371 | **10-Year:** 215125.08367954 | **30-Year:** 273137.20038350

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

- **3-Month:** 457845.26418755 | **1-Year:** 1327920.77307661 | **5-Year:** 1457866.89301047 | **10-Year:** 166587.89251995 | **30-Year:** 48042.23733324

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000020469 | 2.50%                | -1.36%               | 4.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4216576.41             | $239790328.16                              |
| Month 2  | $-18101014.23            | $-190381394.80                             |
| Month 3  | $-25257750.36            | $427807315.52                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| UNIT CORP                                                                        | UNIT CORP                                                                                               | CUSIP: 909218406<br>LEI: 549300XGK22FZCTN8B67 | Long             | EC               | CORP              | US        |     37978 | NS      | $2013593.56   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| TEMPUR SEALY INTERNATIONAL INC                                                   | TEMPUR SEALY INTERNATIONAL INC                                                                          | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    826918 | NS      | $33696908.50  | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| TAPESTRY INC                                                                     | TAPESTRY INC                                                                                            | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    344400 | NS      | $15694308.00  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| SOUTHERN NAT GAS CO LLC                                                          | SOUTHERN NAT GAS CO LLC 8% 03/01/2032                                                                   | CUSIP: 843452AZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12475000 | PA      | $14087476.83  | 0.12%             | 2032-03-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                                       | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |  10515000 | PA      | $9365550.15   | 0.08%             | 2029-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                       | HILCORP ENERGY I LP/FIN CO 6.25% 11/01/2028 144A                                                        | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12280000 | PA      | $11795062.80  | 0.10%             | 2028-11-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| PG and E CORP                                                                    | PG and E TERM B 1LN 06/23/2025                                                                          | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |  26817375 | PA      | $26763740.25  | 0.23%             | 2025-06-23      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| SRS DISTRIBUTION INC                                                             | SRS DISTRIBUTION INC 6.125% 07/01/2029 144A                                                             | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   4870000 | PA      | $4187761.70   | 0.04%             | 2029-07-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR TERM B4 1LN 09/19/2026                                                                 | CUSIP: 68218EAH7<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | LON              | CORP              | US        |   5210419 | PA      | $5210418.97   | 0.05%             | 2026-09-19      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 5.9% VAR PERP                                                                             | CUSIP: 172967GF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |  27015000 | PA      | $27134159.11  | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                   | ALLIANT HOLDINGS TERM B4 1LN 11/12/2027                                                                 | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |  13351000 | PA      | $13320693.23  | 0.12%             | 2027-11-12      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A2 PP                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |    598287 | NS      | $5.98         | 0.00%             |  |  |  | Yes           | 3                  | 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        |   8615000 | PA      | $6644318.75   | 0.06%             | 2028-12-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS LLC                                                     | FIRST ADVANTAGE TERM B1 1LN 01/31/2027                                                                  | CUSIP: 78477MAF8<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   3109512 | PA      | $3101738.18   | 0.03%             | 2027-01-31      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| GRAHAM PACKAGING CO INC                                                          | GRAHAM PACKAGING CO INC 7.125% 08/15/2028 144A                                                          | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5243938.20   | 0.05%             | 2028-08-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING III CORP                                           | UNITED SITE SERVICES TERM B 1LN 12/17/2028                                                              | CUSIP: 69291LAB2<br>LEI: 254900DIL842DEXPYJ91 | Long             | LON              | CORP              | US        |   2286900 | PA      | $1949307.82   | 0.02%             | 2028-12-17      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| GTT COMMUNICATIONS BV                                                            | GTT COMMUNICATIONS TERM HOLDCO 1LN 06/03/2028                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   3241804 | PA      | $1458811.91   | 0.01%             | 2028-06-03      | Variable      | 0.14%                 | No            | 2                  | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 7.375% 01/15/2031 144A                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   5930000 | PA      | $5766865.70   | 0.05%             | 2031-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 8.25% 04/15/2026                                                                          | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |  32260000 | PA      | $32983707.29  | 0.29%             | 2026-04-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 3.5% 08/15/2029                                                               | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  14690000 | PA      | $13543256.59  | 0.12%             | 2029-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC CONV 15% 07/15/2023                                                                 | CUSIP: 59073XAB1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   2495019 | PA      | $15981594.70  | 0.14%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           | 3                  | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A                                                            | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23915000 | PA      | $22005623.29  | 0.19%             | 2026-09-30      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ONEMAIN HLDGS INC                                                                | ONEMAIN HOLDINGS INC                                                                                    | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |    777400 | NS      | $33537036.00  | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | SPRINT CAPITAL CORP 6.875% 11/15/2028                                                                   | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |  70044000 | PA      | $74935656.52  | 0.65%             | 2028-11-15      | Fixed         | 0.07%                 | 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        |   8805000 | PA      | $7723430.08   | 0.07%             | 2029-06-30      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP 3.625% 03/15/2029 144A                                                                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   5910000 | PA      | $5037388.50   | 0.04%             | 2029-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ALGOMA STEEL SCA                                                                 | ALGOMA STEEL SCA 0% 12/31/2023                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |   1981620 | PA      | $0.20         | 0.00%             | 2023-12-31      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| DANA INC                                                                         | DANA INC 4.25% 09/01/2030                                                                               | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   8870000 | PA      | $7506717.54   | 0.07%             | 2030-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                                          | PILGRIMS PRIDE CORP NEW 4.25% 04/15/2031 144A                                                           | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |  21020000 | PA      | $18234850.00  | 0.16%             | 2031-04-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A                                                       | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15535000 | PA      | $15381514.20  | 0.13%             | 2026-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 3.75% 01/15/2032 144A                                                          | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   6075000 | PA      | $5008053.52   | 0.04%             | 2032-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC 4.375% 04/15/2026 144A                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |  30025000 | PA      | $28503780.37  | 0.25%             | 2026-04-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 5.625% 08/15/2029 144A                                                             | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |  28310000 | PA      | $23596385.00  | 0.21%             | 2029-08-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CHAPARRAL ENERGY INC                                                             | CANVAS ENERGY INC NEW SER B WT 10/01/25                                                                 | CUSIP: 15942R141<br>LEI: V5IUQSDP5WPR92NJWH73 | Long             | EC               | CORP              | US        |       392 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP PIPE                                                                             | CUSIP: N/A<br>LEI: X2MT1W32SPAZ9WSKLE78       | Long             | EC               | CORP              | US        |     22818 | NS      | $1978776.96   | 0.02%             |  |  |  | Yes           | 1                  | On Loan: No      |
| IQVIA HOLDINGS INC                                                               | IQVIA HOLDINGS INC                                                                                      | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |    151200 | NS      | $34686792.00  | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A                       | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $547926.58    | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A                                                   | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  10600000 | PA      | $9754200.77   | 0.08%             | 2028-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                                                | LCPR SENIOR SECURED FINANCING DAC 6.75% 10/15/2027 144A                                                 | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |  10157000 | PA      | $9835607.13   | 0.09%             | 2027-10-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| COMMERCIAL METALS CO                                                             | COMMERCIAL METALS CO 3.875% 02/15/2031                                                                  | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   6135000 | PA      | $5310255.20   | 0.05%             | 2031-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BOXER PARENT CO INC                                                              | BMC TERM B 1LN 10/02/2025                                                                               | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |  31608567 | PA      | $31020015.16  | 0.27%             | 2025-10-02      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                                 | CUSIP: 00076VAZ3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   5402850 | PA      | $5355575.06   | 0.05%             | 2028-12-21      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP                | BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 4.875% 02/15/2030 144A                                       | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   7775000 | PA      | $6025341.52   | 0.05%             | 2030-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC                                                                 | MICHAELS COS INC 5.25% 05/01/2028 144A                                                                  | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |  14150000 | PA      | $11799826.50  | 0.10%             | 2028-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B 2LN 12/20/2029                                                                  | CUSIP: 00076VAY6<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   1145000 | PA      | $1048396.35   | 0.01%             | 2029-12-20      | Variable      | 0.11%                 | 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        |  18080000 | PA      | $16724000.00  | 0.15%             | 2029-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 6.25% 01/15/2028 144A                                                             | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   9175000 | PA      | $8977439.31   | 0.08%             | 2028-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 8.125% 02/01/2027 144A                                                                 | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   7635000 | PA      | $7157201.70   | 0.06%             | 2027-02-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| COVANTA HLDG CORP                                                                | COVANTA HLDG CORP 5% 09/01/2030                                                                         | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |  11060000 | PA      | $9409955.06   | 0.08%             | 2030-09-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GAINWELL ACQUISITION CORP                                                        | GAINWELL TERM B 1LN 10/01/2027                                                                          | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17541460 | PA      | $17101519.85  | 0.15%             | 2027-10-01      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 4.625% 06/01/2030 144A                                                                     | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   7520000 | PA      | $6731951.90   | 0.06%             | 2030-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.125% 01/01/2031                                                             | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  23465000 | PA      | $24490185.85  | 0.21%             | 2031-01-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| PIKE CORP                                                                        | PIKE CORP 5.5% 09/01/2028 144A                                                                          | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |  28165000 | PA      | $24860018.91  | 0.22%             | 2028-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                            | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |   5690000 | PA      | $4944382.40   | 0.04%             | 2028-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CATALENT PHARMA SOLUTIONS                                                        | CATALENT PHARMA SOLUTIONS 3.5% 04/01/2030 144A                                                          | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   6070000 | PA      | $5022378.70   | 0.04%             | 2030-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A                                                               | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  91490000 | PA      | $85428787.50  | 0.74%             | 2028-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| 180 MEDICAL INC                                                                  | 180 MEDICAL INC 3.875% 10/15/2029 144A                                                                  | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   6495000 | PA      | $5756268.12   | 0.05%             | 2029-10-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD                                 | SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 8% 09/20/2025 144A                                     | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2960000 | PA      | $3026540.80   | 0.03%             | 2025-09-20      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| ZIGGO BV                                                                         | ZIGGO BV 4.875% 01/15/2030 144A                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |   7990000 | PA      | $6959609.60   | 0.06%             | 2030-01-15      | 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        |   4960000 | PA      | $4763944.84   | 0.04%             | 2027-10-15      | Fixed         | 0.07%                 | 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        |   9085000 | PA      | $7727928.13   | 0.07%             | 2030-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TTM TECHNOLOGIES INC                                                             | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                                 | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |   8870000 | PA      | $7750162.50   | 0.07%             | 2029-03-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                 | WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A                                                  | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   9760000 | PA      | $9005731.68   | 0.08%             | 2026-04-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                                | FOUNDATION BUILDING MATERIALS INC 6% 03/01/2029 144A                                                    | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |   5845000 | PA      | $4701484.20   | 0.04%             | 2029-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                           | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 7.125% 06/01/2028 144A                           | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17655000 | PA      | $16193882.09  | 0.14%             | 2028-06-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| AFFINITY GAMING LLC                                                              | AFFINITY GAMING LLC 6.875% 12/15/2027 144A                                                              | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4295000 | PA      | $3845098.75   | 0.03%             | 2027-12-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| DIAMOND BC BV                                                                    | DIAMOND BC BV 4.625% 10/01/2029 144A                                                                    | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |   7285000 | PA      | $6128069.15   | 0.05%             | 2029-10-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ASSUREDPARTNERS INC                                                              | ASSUREDPARTNERS INC 5.625% 01/15/2029 144A                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $5602739.00   | 0.05%             | 2029-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC                              | NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 6% 02/15/2028 144A                                  | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4490000 | PA      | $3706629.70   | 0.03%             | 2028-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  28195000 | PA      | $27228808.38  | 0.24%             | 2027-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ASML HOLDING NV                                                                  | ASML HLDG NV (NY REG SHS) NEW YORK REGISTERED SHARES                                                    | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     21300 | NS      | $14075892.00  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 3.25% 09/01/2028 144A         | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5915000 | PA      | $5190589.95   | 0.05%             | 2028-09-01      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES TERM B 1LN 04/21/2028                                                                   | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |  26036250 | PA      | $25977928.80  | 0.23%             | 2028-04-21      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                             | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10170000 | PA      | $9200697.30   | 0.08%             | 2029-05-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A                                                           | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2213094.26   | 0.02%             | 2027-09-30      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                                   | TEMPUR SEALY INTERNATIONAL INC 4% 04/15/2029 144A                                                       | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |  15925000 | PA      | $13909213.50  | 0.12%             | 2029-04-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 4% 07/15/2028 144A                                                                  | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  23630000 | PA      | $21033063.00  | 0.18%             | 2028-07-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 7% 11/15/2025 144A                                                  | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  34880000 | PA      | $33183785.60  | 0.29%             | 2025-11-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE TERM B 1LN 09/22/2028                                                                          | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |   2757150 | PA      | $2737463.95   | 0.02%             | 2028-09-22      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 4% 08/01/2028 144A                                                                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  29990000 | PA      | $25853479.30  | 0.22%             | 2028-08-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                         | PREMIER ENTERTAINMENT SU 5.625% 09/01/2029 144A                                                         | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27640000 | PA      | $19866280.40  | 0.17%             | 2029-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CAESARS RESORT COLLECTION LLC / CRC FINCO INC                                    | CAESARS RESORT COLLECTION LLC / CRC FINCO INC 5.75% 07/01/2025 144A                                     | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13750000 | PA      | $13752337.50  | 0.12%             | 2025-07-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A9 PP                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |    598287 | NS      | $5.98         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                      | BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A                                                      | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  10240000 | PA      | $9264435.20   | 0.08%             | 2028-09-01      | Fixed         | 0.04%                 | 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% 06/15/2027 144A            | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6045000 | PA      | $6036778.80   | 0.05%             | 2027-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                               | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18260000 | PA      | $16484945.40  | 0.14%             | 2031-04-30      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SRS DISTRIBUTION INC                                                             | SRS DISTRIBUTION TERM B 1LN 06/04/2028                                                                  | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |   6407425 | PA      | $6170606.57   | 0.05%             | 2028-06-04      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| ACRISURE LLC                                                                     | ACRISURE TERM B 1LN 02/15/2027                                                                          | CUSIP: 00488PAP0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1430550 | PA      | $1390022.52   | 0.01%             | 2027-02-15      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.125% 03/15/2026                                                                  | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  38380000 | PA      | $38128802.90  | 0.33%             | 2026-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| DYNASTY ACQUISITION CO INC                                                       | STANDARDAERO TERM B-2 1LN 04/04/2026                                                                    | CUSIP: 26812CAF3<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   1375326 | PA      | $1348342.29   | 0.01%             | 2026-04-04      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| UC HOLDINGS INC                                                                  | UC HOLDINGS INC                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    677217 | NS      | $4361277.48   | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                           | MILLENNIUM ESCROW CORP 6.625% 08/01/2026 144A                                                           | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12120000 | PA      | $8431884.00   | 0.07%             | 2026-08-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                               | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.5% 01/15/2030 144A                                 | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20180000 | PA      | $19609915.00  | 0.17%             | 2030-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 6.875% 03/01/2026 144A                                                       | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  28325000 | PA      | $27227760.31  | 0.24%             | 2026-03-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                       | ADVANCED MICRO DEVICES INC                                                                              | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     74500 | NS      | $5598675.00   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TEINE ENERGY LTD                                                                 | TEINE ENERGY LTD 6.875% 04/15/2029 144A                                                                 | CUSIP: 879068AB0<br>LEI: 5493002EE80G6ER7SM91 | Long             | DBT              | CORP              | CA        |   8990000 | PA      | $8394412.50   | 0.07%             | 2029-04-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CENTURY CMNTYS INC                                                               | CENTURY COMMUNITIES INC 3.875% 08/15/2029 144A                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   9110000 | PA      | $7658367.05   | 0.07%             | 2029-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  23230000 | PA      | $20431473.30  | 0.18%             | 2029-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MODIVCARE ESCROW ISSUER INC                                                      | MODIVCARE ESCROW ISSUER INC 5% 10/01/2029 144A                                                          | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7010000 | PA      | $6075427.99   | 0.05%             | 2029-10-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| KAR AUCTION SVCS INC                                                             | KAR AUCTION SVCS INC 5.125% 06/01/2025 144A                                                             | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |  10355000 | PA      | $10178757.90  | 0.09%             | 2025-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                         | PREMIER ENTERTAINMENT SU 5.875% 09/01/2031 144A                                                         | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11145000 | PA      | $7777649.70   | 0.07%             | 2031-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.25% 06/01/2029                                                                  | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  17640000 | PA      | $15706744.20  | 0.14%             | 2029-06-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PAPA JOHNS INTERNATIONAL INC                                                     | PAPA JOHNS INTERNATIONAL INC 3.875% 09/15/2029 144A                                                     | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |   5560000 | PA      | $4782686.37   | 0.04%             | 2029-09-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP                                                                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     95100 | NS      | $23566731.00  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| CROWN CORK and SEAL INC                                                          | CROWN CORK and SEAL INC 7.5% 12/15/2096                                                                 | CUSIP: 228255AJ4<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |  12871000 | PA      | $13083809.11  | 0.11%             | 2096-12-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SOTHEBY'S/BIDFAIR HOLDINGS INC                                                   | SOTHEBY'S/BIDFAIR HOLDINGS INC 5.875% 06/01/2029 144A                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9045000 | PA      | $7735555.35   | 0.07%             | 2029-06-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CASCADES INC/USA INC                                                             | CASCADES INC/USA INC 5.375% 01/15/2028 144A                                                             | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5600000 | PA      | $5230512.00   | 0.05%             | 2028-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC 3.75% 10/01/2030 144A                                                                       | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |  11495000 | PA      | $10187443.75  | 0.09%             | 2030-10-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CHART INDUSTRIES INC                                                             | CHART INDUSTRIES TERM 1LN 12/08/2029                                                                    | CUSIP: 16115EAQ0<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |   1715000 | PA      | $1715720.30   | 0.01%             | 2029-12-08      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 10/01/2028                                                                 | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  11010000 | PA      | $10295230.80  | 0.09%             | 2028-10-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 7.125/VAR PERP                                                                       | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   9130000 | PA      | $8340255.00   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 5.875%/VAR PERP                                                             | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        | 102630000 | PA      | $98268225.00  | 0.86%             |  |  |  | No            | 2                  | On Loan: No      |
| LAM RESEARCH CORP                                                                | LAM RESEARCH CORP                                                                                       | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     14400 | NS      | $7201440.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ASCEND LEARNING LLC                                                              | ASCEND LEARNING TERM B 1LN 12/10/2028                                                                   | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |  43312500 | PA      | $41234799.38  | 0.36%             | 2028-12-10      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| DANA INC                                                                         | DANA INC 4.5% 02/15/2032                                                                                | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   9135000 | PA      | $7705463.85   | 0.07%             | 2032-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 6.125% 05/15/2028 144A                                                       | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   3565000 | PA      | $3573912.50   | 0.03%             | 2028-05-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| FOOT LOCKER INC                                                                  | FOOT LOCKER INC 4% 10/01/2029 144A                                                                      | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |   6070000 | PA      | $5132063.60   | 0.04%             | 2029-10-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO 3.25% 02/12/2032                                                                          | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  27810000 | PA      | $22069219.24  | 0.19%             | 2032-02-12      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A7 PP                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |    598287 | NS      | $5.98         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CONNECT US FINCO LLC                                                             | INMARSAT TERM B 1LN 12/12/26                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   8801125 | PA      | $8727811.63   | 0.08%             | 2026-12-12      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| VISA INC                                                                         | VISA INC CL A                                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     83500 | NS      | $19222535.00  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| GRAY ESCROW II INC                                                               | GRAY ESCROW II INC 5.375% 11/15/2031 144A                                                               | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17790000 | PA      | $13680954.75  | 0.12%             | 2031-11-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TRI POINTE GROUP INC/TRI POINTE HLDGS INC                                        | TRI POINTE GROUP INC/TRI POINTE HLDGS INC 5.875% 06/15/2024                                             | CUSIP: 962178AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16130000 | PA      | $16075480.60  | 0.14%             | 2024-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| WESTROCK CO                                                                      | WESTROCK CO                                                                                             | CUSIP: 96145D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    302400 | NS      | $11866176.00  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 5.5% 06/01/2027                                                                      | CUSIP: 29273VAF7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  16735000 | PA      | $16223329.05  | 0.14%             | 2027-06-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| BLOCK COMMUNICATIONS INC                                                         | BLOCK COMMUNICATIONS INC 4.875% 03/01/2028 144A                                                         | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |   7830000 | PA      | $6890400.00   | 0.06%             | 2028-03-01      | 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        |  17015000 | PA      | $15713959.94  | 0.14%             | 2027-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ARCONIC CORP                                                                     | ARCONIC CORP 6% 05/15/2025 144A                                                                         | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |   6630000 | PA      | $6564207.33   | 0.06%             | 2025-05-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                   | ASHTON WOODS USA LLC/FIN CO 4.625% 04/01/2030 144A                                                      | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8940000 | PA      | $7423893.38   | 0.06%             | 2030-04-01      | Fixed         | 0.05%                 | 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        |  29635000 | PA      | $28806109.05  | 0.25%             | 2029-04-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 4.125% 03/31/2029 144A                                                       | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |  15485000 | PA      | $14342903.83  | 0.12%             | 2029-03-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 4% 11/13/2030                                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  42253000 | PA      | $36892784.42  | 0.32%             | 2030-11-13      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CASCADES INC/USA INC                                                             | CASCADES INC/USA INC 5.125% 01/15/2026 144A                                                             | CUSIP: 14739LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5600000 | PA      | $5219428.59   | 0.05%             | 2026-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| JAMES HARDIE INTL FIN LTD                                                        | JAMES HARDIE INTL FIN LTD 5% 01/15/2028 144A                                                            | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |   4136000 | PA      | $3927035.63   | 0.03%             | 2028-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH TERM B 1LN 02/15/2029                                                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |  29484843 | PA      | $27887649.51  | 0.24%             | 2029-02-15      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| CENTRAL PARENT INC/CENTRAL MERGER SUB INC                                        | CENTRAL PARENT INC/CENTRAL MERGER SUB INC 7.25% 06/15/2029 144A                                         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9005000 | PA      | $8981524.87   | 0.08%             | 2029-06-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL INTERNATIONAL BV                                                   | CLEAR CHANNEL INTERNATIONAL BV 6.625% 08/01/2025 144A                                                   | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  15860000 | PA      | $15437172.40  | 0.13%             | 2025-08-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 7.5% 03/15/2027                                                                           | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  18012000 | PA      | $18152223.42  | 0.16%             | 2027-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ADOBE INC                                                                        | ADOBE INC                                                                                               | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     41800 | NS      | $15480212.00  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES IP LTD                                            | DELTA AIR LINES INC / SKYMILES IP LTD 4.5% 10/20/2025 144A                                              | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  40574417 | PA      | $40090009.68  | 0.35%             | 2025-10-20      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| POLARIS NEWCO LLC                                                                | SOLERA TERM B 1LN 06/02/2028                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   6690312 | PA      | $6349507.98   | 0.06%             | 2028-06-02      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC 4.625% 04/15/2029 144A                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |  18025000 | PA      | $16440786.72  | 0.14%             | 2029-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 10/15/2027 144A                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10375000 | PA      | $9907295.00   | 0.09%             | 2027-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.375% 10/01/2028 144A                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   8805000 | PA      | $5679225.00   | 0.05%             | 2028-10-01      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| PJT PARTNERS INC                                                                 | PJT PARTNERS INC                                                                                        | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      5092 | NS      | $407512.76    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP 6.25%/VAR PERP                                                                     | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |  28555000 | PA      | $28537295.90  | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A                                                        | CUSIP: 28470RAK8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |  54990000 | PA      | $55814850.00  | 0.49%             | 2027-07-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 11.625% 08/15/2027 144A                                                     | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  11825000 | PA      | $12548630.88  | 0.11%             | 2027-08-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP                                                                                   | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |    556703 | NS      | $40889835.35  | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 5% 05/15/2027 144A                                                                            | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |  12070000 | PA      | $11712846.29  | 0.10%             | 2027-05-15      | 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        |   8855000 | PA      | $8522894.73   | 0.07%             | 2027-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MOOG INC                                                                         | MOOG INC 4.25% 12/15/2027 144A                                                                          | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3204512.50   | 0.03%             | 2027-12-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| Studio City International Holdings Ltd                                           | STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR 144A                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    631958 | NS      | $4341614.66   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC CL A                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     87600 | NS      | $13049772.00  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| BOYNE USA INC                                                                    | BOYNE USA INC 4.75% 05/15/2029 144A                                                                     | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6360000 | PA      | $5762695.38   | 0.05%             | 2029-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 6% 01/15/2029 144A                                                                   | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   5345000 | PA      | $4906587.17   | 0.04%             | 2029-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| H and E EQUIPMENT SERVICES INC                                                   | H and E EQUIPMENT SERVICES INC 3.875% 12/15/2028 144A                                                   | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |  16800000 | PA      | $14785008.00  | 0.13%             | 2028-12-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                    | NORDSTROM INC 6.95% 03/15/2028                                                                          | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    550000 | PA      | $534050.00    | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 03/01/2027 144A                         | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5935000 | PA      | $5626990.59   | 0.05%             | 2027-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 5.875% 06/30/2029 144A                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   9085000 | PA      | $7206585.40   | 0.06%             | 2029-06-30      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ALTUS MIDSTREAM LP                                                               | ALTUS MIDSTREAM LP 5.875% 06/15/2030 144A                                                               | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   9060000 | PA      | $8607000.00   | 0.07%             | 2030-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| QWEST CORPORATION                                                                | QWEST CORP 7.25% 09/15/2025                                                                             | CUSIP: 912920AK1<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1482220.00   | 0.01%             | 2025-09-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| DISCOVERY PURCHASER CORP                                                         | BAYER ENVIRONMENTAL SCIENCE TERM 1LN 10/04/2029                                                         | CUSIP: N/A<br>LEI: 2549001LSO1ZBIPA5D65       | Long             | LON              | CORP              | US        |  18040000 | PA      | $17231988.40  | 0.15%             | 2029-10-04      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 9.875% 08/01/2027 144A                                                                    | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  16600000 | PA      | $17056500.00  | 0.15%             | 2027-08-01      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 6% 02/15/2028 144A                                                                       | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   6075000 | PA      | $5761429.09   | 0.05%             | 2028-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   6075000 | PA      | $5440587.75   | 0.05%             | 2032-01-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC                                                  | COGENT COMMUNICATIONS GROUP INC 7% 06/15/2027 144A                                                      | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |   6050000 | PA      | $5988290.00   | 0.05%             | 2027-06-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| PARKLAND CORP                                                                    | PARKLAND CORP 4.5% 10/01/2029 144A                                                                      | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |   8995000 | PA      | $7715836.25   | 0.07%             | 2029-10-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| OPTION CARE HEALTH INC                                                           | OPTION CARE HEALTH INC 4.375% 10/31/2029 144A                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   6680000 | PA      | $5770329.29   | 0.05%             | 2029-10-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP                                                                                  | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |    372387 | NS      | $32293400.64  | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 6.375% 09/01/2029 144A                                                           | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11825000 | PA      | $11411125.00  | 0.10%             | 2029-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A                                                        | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   8495000 | PA      | $7579663.75   | 0.07%             | 2029-08-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP                                                                                     | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |   1898638 | NS      | $81128801.74  | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A4 PP                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |    598287 | NS      | $5.98         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| GLATFELTER CORP                                                                  | GLATFELTER CORP 4.75% 11/15/2029 144A                                                                   | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   9105000 | PA      | $6373500.00   | 0.06%             | 2029-11-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.625% 01/15/2027                                                                          | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |  21320000 | PA      | $20719770.79  | 0.18%             | 2027-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ORGANON and CO                                                                   | ORGANON TERM B 1LN 06/02/2028                                                                           | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |  16340779 | PA      | $16291103.19  | 0.14%             | 2028-06-02      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                        | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                                          | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   1725000 | PA      | $1460212.50   | 0.01%             | 2031-04-27      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD                                 | SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 8% 09/20/2025 144A                                     | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   7779117 | PA      | $7934699.34   | 0.07%             | 2025-09-20      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| RADIATE HOLDCO LLC / RADIATE FIN INC                                             | RADIATE HOLDCO LLC / RADIATE FIN INC 4.5% 09/15/2026 144A                                               | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17280000 | PA      | $13232505.60  | 0.12%             | 2026-09-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ICON LUXEMBOURG SARL                                                             | ICON TERM B 1LN 07/03/2028                                                                              | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | LON              | CORP              | LU        |   7226578 | PA      | $7223903.82   | 0.06%             | 2028-07-03      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                                     | ANTERO RES CORP                                                                                         | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    306925 | NS      | $8851717.00   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.125% 06/15/2029 144A                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9070000 | PA      | $7958925.00   | 0.07%             | 2029-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SEASPAN CORPORATION                                                              | SEASPAN CORPORATION 5.5% 08/01/2029 144A                                                                | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |   9095000 | PA      | $6909107.70   | 0.06%             | 2029-08-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| KAISER ALUMINUM CORP                                                             | KAISER ALUMINUM CORP 4.625% 03/01/2028 144A                                                             | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11215000 | PA      | $10239295.00  | 0.09%             | 2028-03-01      | Fixed         | 0.05%                 | 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        |   6435000 | PA      | $5444846.55   | 0.05%             | 2030-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SABERT CORPORATION                                                               | SABERT TERM B 1LN 12/10/2026                                                                            | CUSIP: 78516EAB8<br>LEI: 54930029JPYBTHDWT603 | Long             | LON              | CORP              | US        |   6484170 | PA      | $6451748.99   | 0.06%             | 2026-12-10      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC                                                                                 | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |    131071 | NS      | $8688696.59   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| CUSHMAN and WAKEFIELD US BORROWER LLC                                            | CUSHMAN and WAKEFIELD US BORROWER LLC 6.75% 05/15/2028 144A                                             | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10555000 | PA      | $10189058.15  | 0.09%             | 2028-05-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A                                                             | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  23720000 | PA      | $22119853.31  | 0.19%             | 2029-03-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS INC                                                                              | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |    626700 | NS      | $14540024.05  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC 4% 03/15/2029 144A                                                                     | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  17730000 | PA      | $15868350.00  | 0.14%             | 2029-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MERCER INTERNATIONAL INC                                                         | MERCER INTERNATIONAL INC 5.125% 02/01/2029                                                              | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |  15060000 | PA      | $12879312.00  | 0.11%             | 2029-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CDI ESCROW ISSUER INC                                                            | CDI ESCROW ISSUER INC 5.75% 04/01/2030 144A                                                             | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6040000 | PA      | $5722900.00   | 0.05%             | 2030-04-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SEAWORLD PARKS and ENTERTAINMENT INC                                             | SEAWORLD PARKS and ENTRTNMNT INC 5.25% 08/15/2029 144A                                                  | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |  12145000 | PA      | $10976803.18  | 0.10%             | 2029-08-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6.625% 01/15/2027                                                                        | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   6378000 | PA      | $6348894.38   | 0.06%             | 2027-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A                        | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31410000 | PA      | $25684356.22  | 0.22%             | 2028-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NCR CORPORATION NEW                                                              | NCR CORPORATION NEW 5% 10/01/2028 144A                                                                  | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   5530000 | PA      | $4871155.80   | 0.04%             | 2028-10-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SKYMILES IP LTD                                                                  | DELTA AIR LINES SKYMILES TERM B 1LN 10/20/2027                                                          | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   3315500 | PA      | $3425342.52   | 0.03%             | 2027-10-20      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| STEVENS HOLDING CO INC                                                           | STEVENS HOLDING CO INC 6.125% 10/01/2026 144A                                                           | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3293220.70   | 0.03%             | 2026-10-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CAMELOT FIN S A                                                                  | CAMELOT FIN S A 4.5% 11/01/2026 144A                                                                    | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  10590000 | PA      | $10072466.70  | 0.09%             | 2026-11-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |   7055000 | PA      | $5414712.50   | 0.05%             |  |  |  | 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        |  69885000 | PA      | $66603899.25  | 0.58%             | 2027-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                                        | BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A                                                        | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |  11390000 | PA      | $10108625.00  | 0.09%             | 2028-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4.25% 03/15/2046                                                            | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1811561.33   | 0.02%             | 2046-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040                                                               | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5785000 | PA      | $5845509.31   | 0.05%             | 2040-03-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MIWD HOLDCO II LLC / MIWD FINANCE CORP                                           | MIWD HOLDCO II LLC / MIWD FINANCE CORP 5.5% 02/01/2030 144A                                             | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4125000 | PA      | $3429813.75   | 0.03%             | 2030-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ZIGGO BOND CO                                                                    | ZIGGO BOND CO 5.125% 02/28/2030 144A                                                                    | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   6000000 | PA      | $4959000.00   | 0.04%             | 2030-02-28      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                                               | REGAL REXNORD CORP                                                                                      | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |    127200 | NS      | $17706240.00  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| NEW COTAI LLC                                                                    | NEW COTAI LLC PIK CONV 5% 02/24/2027                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   4032352 | PA      | $8663912.37   | 0.08%             | 2027-02-24      | Fixed         | 0.05%                 | No            | 3                  | On Loan: No      |
| CP ATLAS BUYER INC                                                               | CP ATLAS BUYER INC 7% 12/01/2028 144A                                                                   | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |   5480000 | PA      | $4233300.00   | 0.04%             | 2028-12-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  14140000 | PA      | $9862650.00   | 0.09%             | 2031-02-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM UK HOLDINGS PLC                                                        | TRANSDIGM UK HOLDINGS PLC 6.875% 05/15/2026                                                             | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |  35725000 | PA      | $35293864.63  | 0.31%             | 2026-05-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| NXP SEMICONDUCTORS NV                                                            | NXP SEMICONDUCTORS NV                                                                                   | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     44900 | NS      | $8275519.00   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 7.5% 09/15/2027 144A                                                              | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  35255000 | PA      | $35796869.35  | 0.31%             | 2027-09-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP WT 10/27/24                                                                         | CUSIP: 13057Q123<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     57076 | NS      | $624982.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A                                                       | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11235000 | PA      | $10580354.75  | 0.09%             | 2028-06-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ARCONIC CORP                                                                     | ARCONIC CORP 6.125% 02/15/2028 144A                                                                     | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |  16695000 | PA      | $16040448.15  | 0.14%             | 2028-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| HORIZON THERAPEUTICS USA INC                                                     | HORIZON THERAPEUTICS USA INC 5.5% 08/01/2027 144A                                                       | CUSIP: 44055PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12050000 | PA      | $12306062.50  | 0.11%             | 2027-08-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC                                                                               | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |   1038736 | NS      | $54076596.16  | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC 9.25% 02/01/2028 144A                                                            | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |  16885000 | PA      | $10215425.00  | 0.09%             | 2028-02-01      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 3.875% 11/01/2029 144A                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   6075000 | PA      | $5340288.22   | 0.05%             | 2029-11-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| LOWES COS INC                                                                    | LOWES COS INC                                                                                           | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    122100 | NS      | $25427325.00  | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| JAZZ SECURITIES DAC                                                              | JAZZ SECURITIES DAC 4.375% 01/15/2029 144A                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |  12305000 | PA      | $11226343.70  | 0.10%             | 2029-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                                     | CLARIVATE SCIENCE HLDGS CORP 4.875% 07/01/2029 144A                                                     | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10115000 | PA      | $8900441.38   | 0.08%             | 2029-07-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A           | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  44700000 | PA      | $41116675.91  | 0.36%             | 2030-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.25% 12/01/2026 144A                                                                     | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15220000 | PA      | $13117737.50  | 0.11%             | 2026-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DICKS SPORTING GOODS INC                                                         | DICKS SPORTING GOODS INC                                                                                | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |    145600 | NS      | $19038656.00  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                                   | TEMPUR SEALY INTERNATIONAL INC 3.875% 10/15/2031 144A                                                   | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |  15965000 | PA      | $13153723.15  | 0.11%             | 2031-10-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PETSMART INC / PETSMART FINANCE CORP                                             | PETSMART INC / PETSMART FINANCE CORP 4.75% 02/15/2028 144A                                              | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10160000 | PA      | $9397830.73   | 0.08%             | 2028-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                                                                  | SEALED AIR CORP 6.125% 02/01/2028 144A                                                                  | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   5935000 | PA      | $5987821.50   | 0.05%             | 2028-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 5.125% 05/15/2024 144A                                                      | CUSIP: 30251GAW7<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   9780000 | PA      | $9712713.60   | 0.08%             | 2024-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 4% 09/15/2030                                                                      | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5610000 | PA      | $4473638.40   | 0.04%             | 2030-09-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FORBES ENERGY SVCS LTD                                                           | FORBES ENERGY SVCS LTD NEW                                                                              | CUSIP: 345143200<br>LEI: 5493000KNGZL65YWY755 | Long             | EC               | CORP              | US        |    193218 | NS      | $1.93         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| LITHIA MOTORS INC                                                                | LITHIA MOTORS INC 3.875% 06/01/2029 144A                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |  13230000 | PA      | $11241266.40  | 0.10%             | 2029-06-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PROOFPOINT INC                                                                   | PROOFPOINT TERM B 1LN 08/31/2028                                                                        | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   6538950 | PA      | $6405097.69   | 0.06%             | 2028-08-31      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER TERM B 1LN 05/01/2028                                                                          | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5084437 | PA      | $4974817.02   | 0.04%             | 2028-05-01      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 7% 10/01/2024                                                                    | CUSIP: 165167DA2<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   6915000 | PA      | $0.69         | 0.00%             | 2024-10-01      | Fixed         | 0.07%                 | No            | 3                  | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                         | NEXSTAR BROADCASTING TERM B 09/19/2026                                                                  | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |   2264268 | PA      | $2263317.32   | 0.02%             | 2026-09-19      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.5% 10/15/2030 144A                                                         | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6060000 | PA      | $5651616.60   | 0.05%             | 2030-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                    | GOLDEN NUGGET TERM B 1LN 01/27/2029                                                                     | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3836012 | PA      | $3787525.30   | 0.03%             | 2029-01-27      | Variable      | 0.09%                 | 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        |  29655000 | PA      | $30817476.00  | 0.27%             | 2027-11-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 3ML+0 PERP                                                                                | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |  51015000 | PA      | $51423120.00  | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                      | CHENIERE ENERGY PARTNERS LP 3.25% 01/31/2032                                                            | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   9110000 | PA      | $7605301.30   | 0.07%             | 2032-01-31      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| SCIENTIFIC GAMES INTL INC                                                        | SCIENTIFIC GAMES TERM 1LN 04/07/2029                                                                    | CUSIP: N/A<br>LEI: RLTHESQ0RNFQJWPBJN60       | Long             | LON              | CORP              | US        |   2373075 | PA      | $2364175.97   | 0.02%             | 2029-04-07      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                                      | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11810000 | PA      | $10213288.00  | 0.09%             | 2029-03-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 4.875% 09/01/2029 144A                                                                       | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |  23329000 | PA      | $10381405.00  | 0.09%             | 2029-09-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALTICE FING SA                                                                   | ALTICE FING SA 5.75% 08/15/2029 144A                                                                    | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |  25600000 | PA      | $21506032.64  | 0.19%             | 2029-08-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 7.125% 10/01/2027 144A                                             | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   5915000 | PA      | $5796700.00   | 0.05%             | 2027-10-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SOTHEBYS                                                                         | SOTHEBY'S TERM B 1LN 01/15/2027                                                                         | CUSIP: 08883CAE8<br>LEI: 549300P5BAAMQQ7VL735 | Long             | LON              | CORP              | US        |  10891275 | PA      | $10836818.34  | 0.09%             | 2027-01-15      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| C and W SENIOR FINANCING DAC                                                     | C and W SENIOR FINANCING DAC 6.875% 09/15/2027 144A                                                     | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |  42100000 | PA      | $40048888.00  | 0.35%             | 2027-09-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                                        | MACYS RETAIL HOLDINGS LLC 6.125% 03/15/2032 144A                                                        | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6015000 | PA      | $5383425.00   | 0.05%             | 2032-03-15      | 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        |  18245000 | PA      | $14722255.40  | 0.13%             | 2030-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A                                                     | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   8395000 | PA      | $7274267.50   | 0.06%             | 2031-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 6.75% 04/15/2029 144A                                                            | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   8995000 | PA      | $8869519.75   | 0.08%             | 2029-04-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC                                                                             | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |     56900 | NS      | $13840925.00  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                                         | CROWDSTRIKE HOLDINGS INC 3% 02/15/2029                                                                  | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   8870000 | PA      | $7611164.28   | 0.07%             | 2029-02-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |  12150000 | PA      | $10950187.50  | 0.10%             | 2030-01-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TENNESSEE GAS PIPELINE CO                                                        | TENNESSEE GAS PIPELINE CO 7.625% 04/01/2037                                                             | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5445000 | PA      | $6183492.83   | 0.05%             | 2037-04-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 10.5% 02/01/2026 144A                                                                     | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  11990000 | PA      | $12540460.90  | 0.11%             | 2026-02-01      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| RACKSPACE HOSTING INC                                                            | RACKSPACE HOSTING INC 5.375% 12/01/2028 144A                                                            | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |   6425000 | PA      | $2367227.00   | 0.02%             | 2028-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER OPERATING MLP 6.625/VAR PERP                                                            | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |  30505000 | PA      | $25477165.90  | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| CARGO AIRCRAFT MANAGEMENT INC                                                    | CARGO AIRCRAFT MANAGEMENT INC 4.75% 02/01/2028 144A                                                     | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |   6915000 | PA      | $6240787.50   | 0.05%             | 2028-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| JBS SA                                                                           | JBS SA                                                                                                  | CUSIP: N/A<br>LEI: 529900RM0MTMZL9O5050       | Long             | EC               | CORP              | BR        |   4652100 | NS      | $18402018.79  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP                     | CRESTWOOD MIDSTRM PTN/FIN CORP 5.75% 04/01/2025                                                         | CUSIP: 226373AP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4790000 | PA      | $4722221.50   | 0.04%             | 2025-04-01      | 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 FRN 6ML+562.5 10/15/2026 144A                    | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30350000 | PA      | $29515375.00  | 0.26%             | 2026-10-15      | Variable      | 0.10%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH TERM DD 1LN 02/15/2029                                                                     | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   3613043 | PA      | $3417324.92   | 0.03%             | 2029-02-15      | Variable      | 0.05%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026                                                          | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24085000 | PA      | $23660923.36  | 0.21%             | 2026-05-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A                                                  | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   5595000 | PA      | $4968975.45   | 0.04%             | 2029-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| JAZZ FINANCING LUX SARL                                                          | JAZZ PHARMACEUTICALS TERM B 1LN 05/05/2028                                                              | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |   6213140 | PA      | $6204378.99   | 0.05%             | 2028-05-05      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 4.625% 01/15/2029                                                                         | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  38080000 | PA      | $34354252.80  | 0.30%             | 2029-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A                                              | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |  12145000 | PA      | $10187377.81  | 0.09%             | 2028-10-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |  17095000 | PA      | $16764265.60  | 0.15%             | 2030-06-30      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 12/01/2029 144A                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12240000 | PA      | $11398359.85  | 0.10%             | 2029-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                                                                   | HALLIBURTON CO                                                                                          | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    207600 | NS      | $8557272.00   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CHART INDUSTRIES INC                                                             | CHART INDUSTRIES INC 7.5% 01/01/2030 144A                                                               | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |  15680000 | PA      | $16032800.00  | 0.14%             | 2030-01-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CAMELOT FIN S A                                                                  | CAMELOT FIN S A 1 TERM B 10/31/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    998446 | PA      | $995950.30    | 0.01%             | 2026-10-31      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2049                                                              | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |   2528000 | PA      | $0.25         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| NCR CORPORATION NEW                                                              | NCR CORPORATION NEW 5.75% 09/01/2027 144A                                                               | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   9035000 | PA      | $8767206.21   | 0.08%             | 2027-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ATS CORP                                                                         | ATS CORP 4.125% 12/15/2028 144A                                                                         | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |   7895000 | PA      | $7072577.85   | 0.06%             | 2028-12-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC                                                                                          | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |    167607 | NS      | $5735511.54   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| COVANTA HLDG CORP                                                                | COVANTA TERM C 1LN 11/30/2028                                                                           | CUSIP: 22282GAD9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    165854 | PA      | $165913.37    | 0.00%             | 2028-11-30      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| TRONOX INC                                                                       | TRONOX INC 4.625% 03/15/2029 144A                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |  13295000 | PA      | $11367225.00  | 0.10%             | 2029-03-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NESCO HOLDINGS II INC                                                            | NESCO HOLDINGS II INC 5.5% 04/15/2029 144A                                                              | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |  14525000 | PA      | $13045047.75  | 0.11%             | 2029-04-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 6.75/3ML+378 PERP                                                                 | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   8330000 | PA      | $8413966.40   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | VENTURE GLOBAL CALCASIEU 4.125% 08/15/2031 144A                                                         | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   7585000 | PA      | $6724557.60   | 0.06%             | 2031-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 6% 06/15/2030 144A                                                              | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |  13885000 | PA      | $13815575.00  | 0.12%             | 2030-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 3.25% 08/15/2033 144A                                                                          | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   9110000 | PA      | $7470200.00   | 0.07%             | 2033-08-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                          | MPLX LP 6.875%/VAR PERP                                                                                 | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EP               | CORP              | US        |  30450000 | PA      | $30459135.00  | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046                                                               | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  11465000 | PA      | $12208734.55  | 0.11%             | 2046-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CITGO HLDG INC                                                                   | CITGO HLDG INC 9.25% 08/01/2024 144A                                                                    | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |  27185000 | PA      | $27320925.00  | 0.24%             | 2024-08-01      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 5.875% 02/01/2029 144A                                                           | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   5840000 | PA      | $5592500.80   | 0.05%             | 2029-02-01      | Fixed         | 0.06%                 | 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        |  12060000 | PA      | $10376665.20  | 0.09%             | 2029-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.625% 02/15/2031 144A                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  10215000 | PA      | $8091301.50   | 0.07%             | 2031-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A                                                             | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |  24670000 | PA      | $18034756.80  | 0.16%             | 2029-07-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5.25% 07/01/2030                                                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   8330000 | PA      | $7663600.00   | 0.07%             | 2030-07-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                         | LCM INVESTMENTS HOLDINGS 4.875% 05/01/2029 144A                                                         | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |  24415000 | PA      | $20148478.75  | 0.18%             | 2029-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| UNITED NATURAL FOODS INC                                                         | UNITED NATURAL FOODS INC 6.75% 10/15/2028 144A                                                          | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7478750.00   | 0.07%             | 2028-10-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5.5% 09/01/2026 144A                                                           | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3394190.55   | 0.03%             | 2026-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ROBLOX CORP                                                                      | ROBLOX CORP 3.875% 05/01/2030 144A                                                                      | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9120000 | PA      | $7701384.00   | 0.07%             | 2030-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 5.5% 11/15/2027                                                                           | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        | 124228000 | PA      | $118637740.00 | 1.03%             | 2027-11-15      | 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        |  18070000 | PA      | $17392375.00  | 0.15%             | 2027-11-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.875% 06/15/2027 144A                                                  | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   9260000 | PA      | $9102117.00   | 0.08%             | 2027-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5.5% 05/01/2026 144A                                                             | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8759000 | PA      | $8606243.04   | 0.07%             | 2026-05-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| IHEARTMEDIA INC                                                                  | IHEARTMEDIA INC                                                                                         | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       104 | NS      | $806.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GRAPHIC PACKAGING HOLDING CO                                                     | GRAPHIC PACKAGING HOLDING CO                                                                            | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    973700 | NS      | $23456433.00  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                            | EG GLOBAL FINANCE PLC 8.5% 10/30/2025 144A                                                              | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |  16085000 | PA      | $15160112.50  | 0.13%             | 2025-10-30      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A                                                            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26255000 | PA      | $22316750.00  | 0.19%             | 2032-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                        | CONVERGINT TECH TERM B 1LN 03/31/2028                                                                   | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1999616 | PA      | $1943547.09   | 0.02%             | 2028-03-31      | 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        |   7443750 | PA      | $7298894.63   | 0.06%             | 2029-01-31      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 4.625% 06/01/2030 144A                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |  31515000 | PA      | $26551387.50  | 0.23%             | 2030-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A                                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16515000 | PA      | $13757820.75  | 0.12%             | 2031-02-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 5.625% 06/01/2025                                                                          | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   6330000 | PA      | $6203400.00   | 0.05%             | 2025-06-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| COVANTA HLDG CORP                                                                | COVANTA HLDG CORP 4.875% 12/01/2029 144A                                                                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |  18165000 | PA      | $15871668.75  | 0.14%             | 2029-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 4% 08/01/2028 144A                                                                | CUSIP: 36168QAL8<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |   9105000 | PA      | $8082963.75   | 0.07%             | 2028-08-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 5.625% 05/01/2027                                                                    | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   6030000 | PA      | $5916153.60   | 0.05%             | 2027-05-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                    | NORDSTROM INC 4.375% 04/01/2030                                                                         | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3040830.70   | 0.03%             | 2030-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                                          | KRONOS ACQ / KIK CUSTOM 5% 12/31/2026 144A                                                              | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3835000 | PA      | $3481221.25   | 0.03%             | 2026-12-31      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SPECTRUM BRANDS INC                                                              | SPECTRUM BRANDS INC 3.875% 03/15/2031 144A                                                              | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |   8380000 | PA      | $6756207.40   | 0.06%             | 2031-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CATALENT PHARMA SOLUTIONS                                                        | CATALENT PHARMA SOLUTIONS 5% 07/15/2027 144A                                                            | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3560857.60   | 0.03%             | 2027-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC 7.25% 12/31/2049 144A                                                               | CUSIP: 79970YAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |  21977000 | PA      | $2.20         | 0.00%             | 2049-12-31      | Fixed         | 0.07%                 | No            | 3                  | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP                                                                                           | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |   2097796 | NS      | $33354956.40  | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 4.4%/VAR PERP                                                             | CUSIP: 38144GAC5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   8035000 | PA      | $7283029.90   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| HOLLY EN PART LP/ HOL FIN CORP                                                   | HOLLY EN PART LP/ HOL FIN CORP 5% 02/01/2028 144A                                                       | CUSIP: 435765AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7615000 | PA      | $7091468.75   | 0.06%             | 2028-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TOWNSQUARE MEDIA INC                                                             | TOWNSQUARE MEDIA INC 6.875% 02/01/2026 144A                                                             | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |   5645000 | PA      | $5280838.51   | 0.05%             | 2026-02-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| WAND NEWCO 3 INC                                                                 | CALIBER COLLISION TERM B 1LN 02/05/2026                                                                 | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |  17848364 | PA      | $17367528.80  | 0.15%             | 2026-02-05      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.25% 02/01/2027 144A                                                             | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  35815000 | PA      | $34471937.50  | 0.30%             | 2027-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ENHABIT HOME HEALTH and HOSPICE                                                  | ENHABIT HOME HEALTH and HOSPICE                                                                         | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |        17 | NS      | $261.12       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Studio City International Holdings Ltd                                           | STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR                                                              | CUSIP: 86389T106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    695700 | NS      | $4779528.57   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.5% 03/15/2025 144A                                                                     | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   8021000 | PA      | $8031026.25   | 0.07%             | 2025-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| NAKED JUICE LLC                                                                  | TROPICANA TERM 1LN 01/24/2029                                                                           | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   2273575 | PA      | $2086414.31   | 0.02%             | 2029-01-24      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD / HAWAIIANMILES LOYALTY LTD             | HAWAIIAN BRD INTEL PPY LTD / HAWAIIANMIL LOYAL LTD 5.75% 01/20/2026 144A                                | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  22205000 | PA      | $21205552.95  | 0.18%             | 2026-01-20      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY                                                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |    502600 | NS      | $39011812.00  | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | MARVELL TECHNOLOGY INC                                                                                  | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    551400 | NS      | $23792910.00  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |  12160000 | PA      | $10194700.80  | 0.09%             | 2032-05-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 4.625% 12/01/2026 144A                                                                       | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   5180000 | PA      | $4610200.00   | 0.04%             | 2026-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| PTC INC                                                                          | PTC INC 4% 02/15/2028 144A                                                                              | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |   6575000 | PA      | $6125434.38   | 0.05%             | 2028-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CGG SA                                                                           | CGG SA 8.75% 04/01/2027 144A                                                                            | CUSIP: 12531TAF6<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |  11985000 | PA      | $10628826.42  | 0.09%             | 2027-04-01      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                           | SOUTHWESTERN ENERGY CO 5.375% 03/15/2030                                                                | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |  12145000 | PA      | $11310031.25  | 0.10%             | 2030-03-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                    | NORDSTROM INC 5% 01/15/2044                                                                             | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1204196.70   | 0.01%             | 2044-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| AECOM                                                                            | AECOM 5.125% 03/15/2027                                                                                 | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |  11885000 | PA      | $11678201.00  | 0.10%             | 2027-03-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SUMMIT MIDSTREAM PARTNERS LP                                                     | SUMMIT MIDSTREAM PARTNERS LP 9.5/VAR PERP                                                               | CUSIP: 866142AA0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   2912000 | PA      | $2154880.00   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A                         | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9060000 | PA      | $8414475.00   | 0.07%             | 2029-06-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 7.35% 11/04/2027                                                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  11825000 | PA      | $12401468.75  | 0.11%             | 2027-11-04      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036                                                              | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  19110000 | PA      | $20096649.30  | 0.17%             | 2036-09-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                      | CHENIERE ENERGY PARTNERS LP 4% 03/01/2031                                                               | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  31040000 | PA      | $27847846.40  | 0.24%             | 2031-03-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| DELTA 2 SARL                                                                     | FORMULA ONE TERM B 1LN 01/15/2030                                                                       | CUSIP: N/A<br>LEI: 549300BBG8Z3D6QSYP53       | Long             | LON              | CORP              | LU        |   3445000 | PA      | $3452889.05   | 0.03%             | 2030-01-15      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| NEW COTAI LLC / NEW COTAI CAP CORP                                               | NEW COTAI LLC/NEW COTAI CAPITAL CORP P/P                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   3366626 | NS      | $2726967.06   | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A                                                              | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  27335000 | PA      | $24336692.19  | 0.21%             | 2029-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GTT COMMUNICATIONS BV                                                            | GTT COMMUNICATIONS TERM OPCO 1LN 01/03/2028                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   4047957 | PA      | $3184406.47   | 0.03%             | 2028-01-03      | Variable      | 0.11%                 | No            | 2                  | On Loan: No      |
| TWILIO INC                                                                       | TWILIO INC 3.875% 03/15/2031                                                                            | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |  10460000 | PA      | $8632165.73   | 0.08%             | 2031-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 04/30/2030                                                             | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12185000 | PA      | $10855007.25  | 0.09%             | 2030-04-30      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TRITON WATER HOLDINGS                                                            | TRITON WATER HOLDINGS 6.25% 04/01/2029 144A                                                             | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |   6360000 | PA      | $5048305.46   | 0.04%             | 2029-04-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                             | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5945000 | PA      | $5117574.90   | 0.04%             | 2029-04-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| HUNTER DOUGLAS INC                                                               | HUNTER DOUGLAS TERM B 1LN 02/25/2029                                                                    | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |  22641225 | PA      | $20702683.32  | 0.18%             | 2029-02-25      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP                     | CRESTWOOD MIDSTRM PTN/FIN CORP 6% 02/01/2029 144A                                                       | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25785000 | PA      | $24461391.49  | 0.21%             | 2029-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| KONTOOR BRANDS INC                                                               | KONTOOR BRANDS INC 4.125% 11/15/2029 144A                                                               | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |   5320000 | PA      | $4601640.40   | 0.04%             | 2029-11-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6% 01/15/2029 144A                                                         | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   8490000 | PA      | $7452097.50   | 0.06%             | 2029-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA 6.5% 03/15/2030 144A                                                          | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |  25303000 | PA      | $22975124.00  | 0.20%             | 2030-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| PENHALL ACQUISITION COMPANY                                                      | PENHALL ACQUISITION CMPNY CL B                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      8721 | NS      | $1042333.92   | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| ULTIMATE SOFTWARE GROUP INC                                                      | UKG TERM 2LN 05/03/2027                                                                                 | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |   4000000 | PA      | $3813560.00   | 0.03%             | 2027-05-03      | Variable      | 0.10%                 | No            | 2                  | On Loan: No      |
| STATION CASINOS LLC                                                              | STATION CASINOS LLC 4.625% 12/01/2031 144A                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   9135000 | PA      | $7700037.66   | 0.07%             | 2031-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                                        | MACYS RETAIL HOLDINGS LLC 5.875% 03/15/2030 144A                                                        | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6235000 | PA      | $5691120.95   | 0.05%             | 2030-03-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CROWN CORK and SEAL INC                                                          | CROWN CORK and SEAL INC 7.375% 12/15/2026                                                               | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |   4845000 | PA      | $5061014.33   | 0.04%             | 2026-12-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.375% 06/15/2031 144A                                                                 | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9070000 | PA      | $7933728.54   | 0.07%             | 2031-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 4.5% 09/15/2027 144A                                                        | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   9015000 | PA      | $8609325.00   | 0.07%             | 2027-09-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 4.95/VAR PERP                                                             | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |  13335000 | PA      | $12795686.33  | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| FAIR ISAAC CORPORATION                                                           | FAIR ISAAC CORPORATION 4% 06/15/2028 144A                                                               | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2701949.55   | 0.02%             | 2028-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| AIR CANADA INC                                                                   | AIR CANADA TERM B 1LN 08/11/2028                                                                        | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |   9059475 | PA      | $9044889.25   | 0.08%             | 2028-08-11      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                         | SINCLAIR BROADCASTING TERM 1LN 05/25/2026                                                               | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |   6761462 | PA      | $6080515.37   | 0.05%             | 2026-05-25      | Variable      | 0.13%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 8.875% 07/15/2030                                                             | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  12405000 | PA      | $14606887.50  | 0.13%             | 2030-07-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 3.625% 06/17/2031                                                                    | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  15745000 | PA      | $13094637.85  | 0.11%             | 2031-06-17      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| UNISYS CORP                                                                      | UNISYS CORP 6.875% 11/01/2027 144A                                                                      | CUSIP: 909214BV9<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |   6095000 | PA      | $4616962.50   | 0.04%             | 2027-11-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP                                                                                        | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |    453873 | NS      | $28280826.63  | 0.25%             |  |  |  | No            | 1                  | 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        |  39890000 | PA      | $35254083.93  | 0.31%             | 2030-04-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 8% 11/01/2031                                                                             | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        | 151039000 | PA      | $166346270.99 | 1.45%             | 2031-11-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                              | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |  11970000 | PA      | $10728770.85  | 0.09%             | 2029-04-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A                                                             | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21660000 | PA      | $18507603.60  | 0.16%             | 2030-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                                         | SIMMONS FOOD INC/SIMMONS 4.625% 03/01/2029 144A                                                         | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8340000 | PA      | $7070943.90   | 0.06%             | 2029-03-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ASGN INC                                                                         | ASGN INC                                                                                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |    261730 | NS      | $23804343.50  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 6.3/VAR PERP                                                                              | CUSIP: 172967HQ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   5610000 | PA      | $5518837.50   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A. PREF PP                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | LU        | 287159690 | NS      | $2871.60      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| VAIL RESORTS INC                                                                 | VAIL RESORTS INC 6.25% 05/15/2025 144A                                                                  | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6279890.63   | 0.05%             | 2025-05-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| GANNETT HOLDINGS LLC                                                             | GANNETT HOLDINGS LLC 6% 11/01/2026 144A                                                                 | CUSIP: 36474GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8785000 | PA      | $6793632.19   | 0.06%             | 2026-11-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CHOBANI LLC/FINANCE CORP INC                                                     | CHOBANI LLC/FINANCE CORP INC 4.625% 11/15/2028 144A                                                     | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6285000 | PA      | $5735062.50   | 0.05%             | 2028-11-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                                 | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19575000 | PA      | $17796611.25  | 0.15%             | 2028-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5690000 | PA      | $4791416.54   | 0.04%             | 2030-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO/ THE                                                                                        | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    566310 | NS      | $20608020.90  | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 6% 01/15/2028 144A                                                                           | CUSIP: 428040CZ0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |  10285000 | PA      | $604243.75    | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            | 3                  | 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        |  13375000 | PA      | $10932056.25  | 0.10%             | 2028-05-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 5.9%/VAR PERP                                                                    | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |  63075000 | PA      | $61734656.25  | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| PENHALL ACQUISITION COMPANY                                                      | PENHALL ACQUISITION CMPNY CL A                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     26163 | NS      | $3127001.76   | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                                         | TRANSOCEAN TITAN FIN LTD 8.375% 02/01/2028 144A                                                         | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   9204000 | PA      | $9535804.20   | 0.08%             | 2028-02-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE 6.125%VAR PERP U                                                                         | CUSIP: 46625HJW1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  17585000 | PA      | $17672925.00  | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.875% 01/01/2026                                                                 | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  30115000 | PA      | $29331106.55  | 0.26%             | 2026-01-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                         | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11485000 | PA      | $10336500.00  | 0.09%             | 2031-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.75% 09/15/2026                                                                           | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4478815.25   | 0.04%             | 2026-09-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                         | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |   7820000 | PA      | $6959800.00   | 0.06%             | 2028-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 06/15/2030 144A                                                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  24015000 | PA      | $23311600.65  | 0.20%             | 2030-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SEG HLD LLC/SEG FIN CORP                                                         | SEG HLD LLC/SEG FIN CORP 5.625% 10/15/2028 144A                                                         | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11130000 | PA      | $10521717.68  | 0.09%             | 2028-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| PENSON WORLDWIDE INC                                                             | PENSON WORLDWIDE INC CL A                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |  10322034 | NS      | $103.22       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 7.5% 10/01/2025 144A                       | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8350000 | PA      | $8453005.77   | 0.07%             | 2025-10-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                                          | NEXSTAR MEDIA GROUP INC                                                                                 | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     94432 | NS      | $19336840.64  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031                                                               | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1223750.00   | 0.01%             | 2031-05-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| FORBES ENERGY SERVICES LLC                                                       | FORBES ENERGY SERVICES LLC TERM 16% PIK 12/31/2049                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1810213 | PA      | $0.18         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| MURRAY ENERGY CORP                                                               | MURRAY ENERGY CORP PIK VAR 04/15/2024 144A                                                              | CUSIP: 62704PAM5<br>LEI: 549300WM5IIFYHZYTT63 | Long             | DBT              | CORP              | US        |  10342850 | PA      | $1.03         | 0.00%             | 2024-04-15      | Variable      | 0.12%                 | No            | 3                  | 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        |  39005000 | PA      | $33203006.25  | 0.29%             | 2030-10-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 4.7%/VAR PERP                                                                             | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |  15285000 | PA      | $13965520.85  | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| AVIENT CORP                                                                      | AVIENT TERM B 1LN 08/29/2029                                                                            | CUSIP: 73179YAL1<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | LON              | CORP              | US        |    552476 | PA      | $553304.43    | 0.00%             | 2029-08-29      | 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        |  17090000 | PA      | $14625066.58  | 0.13%             | 2029-07-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 4/VAR PERP                                                                        | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  34340000 | PA      | $31413342.25  | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                             | ZAYO GROUP HLDGS INC 4% 03/01/2027 144A                                                                 | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |  17180000 | PA      | $13659818.00  | 0.12%             | 2027-03-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| REDDY ICE HOLDINGS INC                                                           | REDDY ICE HOLDINGS INC(ESCROW)                                                                          | CUSIP: N/A<br>LEI: 7Z0MRIY211ZHEWECBM22       | Long             | EC               | CORP              | US        |    199717 | NS      | $11041.75     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | TELEVISAUNIVISION TERM 1LN 06/10/2029                                                                   | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    751225 | PA      | $749662.45    | 0.01%             | 2029-06-10      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.375% 01/15/2030                                                                 | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  43755000 | PA      | $38895132.15  | 0.34%             | 2030-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4.3% 03/15/2045                                                             | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5995000 | PA      | $4568126.09   | 0.04%             | 2045-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4674888.96   | 0.04%             | 2027-09-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MICROSTRATEGY INC                                                                | MICROSTRATEGY INC 6.125% 06/15/2028 144A                                                                | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |  23020000 | PA      | $19426670.77  | 0.17%             | 2028-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MELCO RESORTS FIN LTD                                                            | MELCO RESORTS FIN LTD 5.75% 07/21/2028 144A                                                             | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4420000 | PA      | $3962773.94   | 0.03%             | 2028-07-21      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| BRINKS CO                                                                        | BRINKS CO 4.625% 10/15/2027 144A                                                                        | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |  12180000 | PA      | $11363784.10  | 0.10%             | 2027-10-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 8% 11/01/2031                                                                             | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  20638000 | PA      | $22627036.37  | 0.20%             | 2031-11-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.75% 07/01/2036                                                                | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |  12766000 | PA      | $11545953.38  | 0.10%             | 2036-07-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 7% 06/15/2025 144A                                                                 | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |  22045000 | PA      | $21859381.10  | 0.19%             | 2025-06-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 7.125% 08/01/2026 144A                                                                       | CUSIP: 428040CY3<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |  10285000 | PA      | $822800.00    | 0.01%             | 2026-08-01      | Fixed         | 0.07%                 | No            | 3                  | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.625% 04/15/2030 144A                                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  15630000 | PA      | $13754400.00  | 0.12%             | 2030-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  22585000 | PA      | $21254291.80  | 0.18%             | 2027-07-31      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 5.375% 05/15/2027                                                                           | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |  32330000 | PA      | $29888578.71  | 0.26%             | 2027-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ TERM B 1LN 06/21/2028                                                                       | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   2984550 | PA      | $2850872.01   | 0.02%             | 2028-06-21      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 7.5% 06/15/2029                                                                 | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   8335000 | PA      | $8455774.15   | 0.07%             | 2029-06-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.75% 03/01/2030                                                            | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   3523000 | PA      | $3081757.46   | 0.03%             | 2030-03-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                                                       | FISERV INC                                                                                              | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |    169000 | NS      | $18028920.00  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 9.25% 01/15/2029 144A                                                       | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  34425000 | PA      | $36313899.75  | 0.32%             | 2029-01-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | VENTURE GLOBAL CALCASIEU 3.875% 08/15/2029 144A                                                         | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   7585000 | PA      | $6750650.00   | 0.06%             | 2029-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 4% 03/15/2031 144A                                                          | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |  12085000 | PA      | $10661868.35  | 0.09%             | 2031-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |  10005000 | PA      | $8828812.20   | 0.08%             | 2029-11-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                                                     | ADTALEM GLOBAL EDUCATION INC 5.5% 03/01/2028 144A                                                       | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   9010000 | PA      | $8386327.80   | 0.07%             | 2028-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A1 PP                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |    598287 | NS      | $5.98         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| COHERENT CORP                                                                    | COHERENT CORP 5% 12/15/2029 144A                                                                        | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   9495000 | PA      | $8622919.86   | 0.08%             | 2029-12-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | FREEPORT MCMORAN INC                                                                                    | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    121400 | NS      | $5416868.00   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 8% 01/15/2025                                                                    | CUSIP: 165167CU9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   3385000 | PA      | $0.34         | 0.00%             | 2025-01-15      | Fixed         | 0.08%                 | No            | 3                  | On Loan: No      |
| VIRGIN MEDIA VENDOR FINANCING NOTES IV DAC                                       | VIRGIN MEDIA VENDOR FINANCING NOTES IV DAC 5% 07/15/2028 144A                                           | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |   6600000 | PA      | $5990160.00   | 0.05%             | 2028-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SUPERIOR ENERGY SERVICES INC                                                     | SUPERIOR ENERGY SERVICES INC A                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    110370 | NS      | $8126543.10   | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 7% 02/15/2030 144A                                                            | CUSIP: 12769GAB6<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |  17800000 | PA      | $18111500.00  | 0.16%             | 2030-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 06/15/2026                                                                         | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  61985000 | PA      | $61209257.73  | 0.53%             | 2026-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| INFRABUILD AUSTRALIA PTY LTD                                                     | INFRABUILD AUSTRALIA PTY LTD 12% 10/01/2024 144A                                                        | CUSIP: 45682RAA8<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | AU        |  10980000 | PA      | $10458450.00  | 0.09%             | 2024-10-01      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| HEALTHEQUITY INC                                                                 | HEALTHEQUITY INC 4.5% 10/01/2029 144A                                                                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   6410000 | PA      | $5738873.00   | 0.05%             | 2029-10-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 3.875% 02/15/2029 144A                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11195000 | PA      | $10085089.08  | 0.09%             | 2029-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC                                 | FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC 4% 07/31/2029 144A                                     | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9095000 | PA      | $7572529.65   | 0.07%             | 2029-07-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES IP LTD                                            | DELTA AIR LINES INC / SKYMILES IP LTD 4.75% 10/20/2028 144A                                             | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  39880000 | PA      | $38851295.40  | 0.34%             | 2028-10-20      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.625% 10/01/2031 144A                                                              | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   9110000 | PA      | $5306575.00   | 0.05%             | 2031-10-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CITADEL SECURITIES LP                                                            | CITADEL TERM B 1LN 02/27/2028                                                                           | CUSIP: 17288YAD4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   9672712 | PA      | $9639922.00   | 0.08%             | 2028-02-27      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| MEG ENERGY CORP                                                                  | MEG ENERGY CORP 7.125% 02/01/2027 144A                                                                  | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |  11335000 | PA      | $11626309.50  | 0.10%             | 2027-02-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.25% 03/15/2026 144A                                                                     | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  17925000 | PA      | $17918685.74  | 0.16%             | 2026-03-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 3.625% 01/15/2029 144A                                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |  24590000 | PA      | $18294960.00  | 0.16%             | 2029-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | SPRINT CAPITAL CORP 8.75% 03/15/2032                                                                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |  21176000 | PA      | $26119960.72  | 0.23%             | 2032-03-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC 15% PIK CONV 07/15/2023 PP                                                          | CUSIP: 59073XAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   4305876 | PA      | $27580858.13  | 0.24%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           | 3                  | On Loan: No      |
| NCR CORPORATION NEW                                                              | NCR CORPORATION NEW 6.125% 09/01/2029 144A                                                              | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   9035000 | PA      | $8944650.00   | 0.08%             | 2029-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.875% 02/15/2032 144A                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  13975000 | PA      | $10878174.94  | 0.09%             | 2032-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 3.75% 08/15/2042                                                            | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  10400000 | PA      | $7555593.97   | 0.07%             | 2042-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 4.75% 05/09/2027                                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   6085000 | PA      | $5628820.69   | 0.05%             | 2027-05-09      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ELDORADO GOLD CORP NEW                                                           | ELDORADO GOLD CORP NEW 6.25% 09/01/2029 144A                                                            | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |  13719000 | PA      | $12377110.31  | 0.11%             | 2029-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES LTD                                                            | NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A                                                              | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |   9715000 | PA      | $9260435.15   | 0.08%             | 2028-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 5.75% 11/15/2028 144A                                                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |  16765000 | PA      | $15277106.25  | 0.13%             | 2028-11-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 4% 11/15/2029 144A                                                                             | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   6385000 | PA      | $5810350.00   | 0.05%             | 2029-11-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 5.875% 11/01/2029 144A                           | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9115000 | PA      | $7941170.30   | 0.07%             | 2029-11-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| GEN DIGITAL INC                                                                  | GEN DIGITAL INC 5% 04/15/2025 144A                                                                      | CUSIP: 871503AU2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |  10050000 | PA      | $9849000.00   | 0.09%             | 2025-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 6%/VR PERP                                                                        | CUSIP: 48126HAA8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  69385000 | PA      | $69124806.25  | 0.60%             |  |  |  | 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        |  39880000 | PA      | $27716600.00  | 0.24%             | 2029-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC 7.5% 04/15/2025 144A                                                             | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15051600.00  | 0.13%             | 2025-04-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SPRINT CORP                                                                      | SPRINT CORP 7.625% 03/01/2026                                                                           | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |  10895000 | PA      | $11523276.63  | 0.10%             | 2026-03-01      | Fixed         | 0.08%                 | 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        |   7820000 | PA      | $6881600.00   | 0.06%             | 2028-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| WINDSTREAM ESCROW LLC                                                            | WINDSTREAM ESCROW LLC 7.75% 08/15/2028 144A                                                             | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  61245000 | PA      | $49579664.85  | 0.43%             | 2028-08-15      | Fixed         | 0.08%                 | 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        |   7020000 | PA      | $6467175.00   | 0.06%             | 2026-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 8% 11/01/2026 144A                                                                | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  51060000 | PA      | $52267058.40  | 0.45%             | 2026-11-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| EXIDE TECHNOLOGIES                                                               | EXIDE TECHNOLOGIES (DUMMY)                                                                              | CUSIP: N/A<br>LEI: 549300KITCGPNNNXQP63       | Long             | EC               | CORP              | US        |       385 | NS      | $250250.00    | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ALGOMA STEEL SCA                                                                 | ALGOMA STEEL SCA                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |    198162 | NS      | $1.98         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                                       | CF INDUSTRIES HOLDINGS INC                                                                              | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |    199202 | NS      | $16872409.40  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                             | ENLINK MIDSTREAM LLC 6.5% 09/01/2030 144A                                                               | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |  11825000 | PA      | $12046718.75  | 0.10%             | 2030-09-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| GRIFOLS ESCROW ISSUER SA                                                         | GRIFOLS ESCROW ISSUER SA 4.75% 10/15/2028 144A                                                          | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |   6075000 | PA      | $5282941.50   | 0.05%             | 2028-10-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.5% 09/15/2031 144A                                                                     | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  47500000 | PA      | $40968750.00  | 0.36%             | 2031-09-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.5% 03/01/2028                                                             | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   3534000 | PA      | $3195078.62   | 0.03%             | 2028-03-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                         | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 5.5% 06/15/2031 144A                                           | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27225000 | PA      | $24791493.38  | 0.22%             | 2031-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.875% 04/15/2027 144A                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  26370000 | PA      | $26266734.55  | 0.23%             | 2027-04-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A                                             | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21450000 | PA      | $20243460.24  | 0.18%             | 2026-12-01      | Fixed         | 0.04%                 | 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        |  30110000 | PA      | $22175412.80  | 0.19%             | 2031-11-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 5.125%/VAR PERP                                                             | CUSIP: 060505FP4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |  36030000 | PA      | $35039175.00  | 0.30%             |  |  |  | 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        |  11390000 | PA      | $10025591.90  | 0.09%             | 2028-06-30      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BELLRING BRANDS INC                                                              | BELLRING BRANDS INC 7% 03/15/2030 144A                                                                  | CUSIP: 07831CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14740000 | PA      | $14630957.02  | 0.13%             | 2030-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                                     | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  21795000 | PA      | $13101801.40  | 0.11%             | 2030-04-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP 4.75% 06/15/2031 144A                                                                  | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |  15120000 | PA      | $13605127.20  | 0.12%             | 2031-06-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.75% 01/15/2028                                                                         | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8624655.00   | 0.08%             | 2028-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| PTC INC                                                                          | PTC INC 3.625% 02/15/2025 144A                                                                          | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6376906.45   | 0.06%             | 2025-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP                     | CRESTWOOD MIDSTRM PTN/FIN CORP 5.625% 05/01/2027 144A                                                   | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18015000 | PA      | $17217115.65  | 0.15%             | 2027-05-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| WEEKLEY HOMES LLC / WEEKLEY FIN CORP                                             | WEEKLEY HOMES LLC / WEEKLEY FIN CORP 4.875% 09/15/2028 144A                                             | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5045000 | PA      | $4390411.25   | 0.04%             | 2028-09-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |  11065000 | PA      | $10096923.15  | 0.09%             | 2028-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC                                                                 | MICHAELS TERM 1LN 04/15/2028                                                                            | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |   5476600 | PA      | $5021385.01   | 0.04%             | 2028-04-15      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| VZ SECURED FINANCING BV                                                          | VZ SECURED FINANCING BV 5% 01/15/2032 144A                                                              | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |  24310000 | PA      | $20679726.93  | 0.18%             | 2032-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SYNAPTICS INC                                                                    | SYNAPTICS INC 4% 06/15/2029 144A                                                                        | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   7015000 | PA      | $6074387.76   | 0.05%             | 2029-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 3.875% 09/01/2031 144A                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  12130000 | PA      | $9999729.40   | 0.09%             | 2031-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 5/VAR PERP                                                                        | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  30845000 | PA      | $29996762.50  | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                           | COMPASS GROUP DIV HLDGS LLC 5.25% 04/15/2029 144A                                                       | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |  17730000 | PA      | $15953099.40  | 0.14%             | 2029-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                    | NORDSTROM INC 4.25% 08/01/2031                                                                          | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |  25145000 | PA      | $18881631.95  | 0.16%             | 2031-08-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                      | UNITI GRP/UNITI HLD/CSL 7.875% 02/15/2025 144A                                                          | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17650000 | PA      | $17419150.36  | 0.15%             | 2025-02-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5% 07/01/2028                                                                             | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $20615100.00  | 0.18%             | 2028-07-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NCR CORPORATION NEW                                                              | NCR CORPORATION NEW 5.125% 04/15/2029 144A                                                              | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   8870000 | PA      | $7726251.11   | 0.07%             | 2029-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINANCING I                                                           | VMED O2 UK FINANCING I 4.75% 07/15/2031 144A                                                            | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |  21200000 | PA      | $18020556.92  | 0.16%             | 2031-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC                              | NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 4.75% 04/30/2027 144A                               | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6070000 | PA      | $5508953.60   | 0.05%             | 2027-04-30      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC                                 | BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC 5.125% 04/15/2029 144A                                 | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5565000 | PA      | $4970379.75   | 0.04%             | 2029-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 7% 05/01/2026 144A                                                                | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  11770000 | PA      | $11652653.10  | 0.10%             | 2026-05-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC                                                                                  | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     63074 | NS      | $9216372.88   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| PURE WEST ENERGY                                                                 | PURE WEST ENERGY                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     17812 | NS      | $0.18         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SABLE INTL FINANCE LTD                                                           | SABLE INTL FIN LTD 5.75% 09/07/2027 144A                                                                | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |  18690000 | PA      | $17662050.00  | 0.15%             | 2027-09-07      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A3 PP                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |    598287 | NS      | $5.98         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 5.875% 02/15/2027 144A                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |  12100000 | PA      | $11325600.00  | 0.10%             | 2027-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 8.75% 05/15/2030 144A                                              | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6045000 | PA      | $6264131.25   | 0.05%             | 2030-05-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| ALGOMA STEEL GROUP INC                                                           | ALGOMA STEEL GROUP INC                                                                                  | CUSIP: 015658107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    638696 | NS      | $5371433.36   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                           | SOUTHWESTERN ENERGY CO 7.75% 10/01/2027                                                                 | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |  12945000 | PA      | $13500081.60  | 0.12%             | 2027-10-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 7.625% 03/01/2026 144A                                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  19665000 | PA      | $17895150.00  | 0.16%             | 2026-03-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| UNIT CORP                                                                        | UNIT CORP ESCROW 0% 12/01/2029                                                                          | CUSIP: N/A<br>LEI: 549300XGK22FZCTN8B67       | Long             | DBT              | CORP              | US        |   2202000 | PA      | $0.22         | 0.00%             | 2029-12-01      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.25% 04/15/2030 144A                                        | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12170000 | PA      | $9127500.00   | 0.08%             | 2030-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| Fidelity Direct Lending Fund, LP                                                 | Fidelity Direct Lending Fund, LP                                                                        | CUSIP: 316129105<br>LEI: N/A                  | Long             | EC               | RF                | US        |  28546761 | NS      | $283469341.12 | 2.47%             |  |  |  | Yes           | N/A                | 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        |  27530000 | PA      | $25956385.20  | 0.23%             | 2028-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER OPERATING MLP 6.25%/VAR PERP                                                            | CUSIP: 29273VAH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |  81527000 | PA      | $76839197.50  | 0.67%             |  |  |  | No            | 2                  | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 3.75% 02/15/2031 144A                                                                | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4434370.93   | 0.04%             | 2031-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                           | COMPASS GROUP DIV HLDGS LLC 5% 01/15/2032 144A                                                          | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   6090000 | PA      | $4992737.23   | 0.04%             | 2032-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A                                                        | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9875000 | PA      | $8648599.06   | 0.08%             | 2030-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC               | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25865000 | PA      | $22827673.05  | 0.20%             | 2029-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP                                                                                   | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |    105498 | NS      | $5786565.30   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO                                                     | PORTLAND GENERAL ELECTRIC CO                                                                            | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     14817 | NS      | $704992.86    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028                                                             | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  18145000 | PA      | $18838768.99  | 0.16%             | 2028-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| KLOECKNER PENTAPLAST OF AMERICA INC                                              | KLOECKNER PENTAPLAST TERM B 1LN 02/09/2026                                                              | CUSIP: 49865NAT7<br>LEI: 529900H8J1B7UA1CG794 | Long             | LON              | CORP              | US        |   1478662 | PA      | $1308616.31   | 0.01%             | 2026-02-09      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 4.75% 09/15/2029                                                                     | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   6860000 | PA      | $6276900.00   | 0.05%             | 2029-09-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| LIONS GATE CAPITAL HOLDINGS LLC                                                  | LIONS GATE CAPITAL HOLDINGS LLC 5.5% 04/15/2029 144A                                                    | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |   8990000 | PA      | $5843500.00   | 0.05%             | 2029-04-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO 6.1% 08/19/2032                                                                           | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  11825000 | PA      | $11598243.45  | 0.10%             | 2032-08-19      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 5.875% 06/01/2027                                                                  | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  18030000 | PA      | $17731603.50  | 0.15%             | 2027-06-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 5.5% 10/15/2024 144A                                                                         | CUSIP: 428040CS6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |  10890000 | PA      | $245025.00    | 0.00%             | 2024-10-15      | Fixed         | 0.06%                 | No            | 3                  | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Cash Central Fund                                                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 480513247 | NS      | $480609349.23 | 4.18%             |  |  |  | No            | 1                  | On Loan: No      |
| PDC ENERGY INC                                                                   | PDC ENERGY INC 6.125% 09/15/2024                                                                        | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |   1777000 | PA      | $1767013.26   | 0.02%             | 2024-09-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027                                                          | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  41665000 | PA      | $38904693.75  | 0.34%             | 2027-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 3.75% 02/15/2031 144A                                                                        | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   4180000 | PA      | $3249950.00   | 0.03%             | 2031-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA 5.2% PERP                                                                               | CUSIP: 060505ED2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |  61440000 | PA      | $60836318.21  | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 7.5% 04/01/2025 144A                                                         | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  20585000 | PA      | $20277254.25  | 0.18%             | 2025-04-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ELAH HOLDINGS INC                                                                | ELAH HOLDINGS INC                                                                                       | CUSIP: 28413L105<br>LEI: 549300QGHCFUEGYWKU13 | Long             | EC               | CORP              | US        |       906 | NS      | $58980.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VICTORIA'S SECRET and CO                                                         | VICTORIA'S SECRET and CO 4.625% 07/15/2029 144A                                                         | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |  22560000 | PA      | $18741494.40  | 0.16%             | 2029-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| BERRY GLOBAL GROUP INC                                                           | BERRY GLOBAL GROUP INC                                                                                  | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |    181755 | NS      | $11219736.15  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |  10465000 | PA      | $9001260.45   | 0.08%             | 2030-11-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 8% 03/15/2026 144A                                                         | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  61410000 | PA      | $59282350.45  | 0.52%             | 2026-03-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 5.875% 09/01/2025                                                             | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  11055000 | PA      | $11189815.73  | 0.10%             | 2025-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CROCS INC                                                                        | CROCS INC 4.125% 08/15/2031 144A                                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |   6075000 | PA      | $5052149.58   | 0.04%             | 2031-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 6.375% 06/15/2026 144A                                                             | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   8760000 | PA      | $8583617.40   | 0.07%             | 2026-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC 6.25% 10/01/2028 144A                                                                   | CUSIP: 13782CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4050000 | PA      | $2581875.00   | 0.02%             | 2028-10-01      | 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        |  11830000 | PA      | $9781753.80   | 0.09%             | 2029-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   7185000 | PA      | $7063684.94   | 0.06%             | 2029-04-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC    | INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC 6% 09/15/2028 144A        | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4230000 | PA      | $3736477.19   | 0.03%             | 2028-09-15      | Fixed         | 0.06%                 | 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        |   4350000 | PA      | $3338625.00   | 0.03%             | 2028-09-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.125% 07/15/2029 144A                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |  79325000 | PA      | $62016285.00  | 0.54%             | 2029-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 3.875% 12/01/2029 144A                                                            | CUSIP: 683715AD8<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |   6700000 | PA      | $5572055.67   | 0.05%             | 2029-12-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GPD COS INC                                                                      | GPD COS INC 10.125% 04/01/2026 144A                                                                     | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14980000 | PA      | $13428970.80  | 0.12%             | 2026-04-01      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                         | VIRGIN MEDIA FINANCE PLC 5% 07/15/2030 144A                                                             | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |  21860000 | PA      | $18349065.40  | 0.16%             | 2030-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 6.375% 12/15/2025                                                         | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  28275000 | PA      | $28027876.50  | 0.24%             | 2025-12-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 5.875%/VAR PERP                                                                  | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |  50420000 | PA      | $50177984.00  | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 5.25% 02/15/2025 144A                                                                    | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |  16990000 | PA      | $16395350.00  | 0.14%             | 2025-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                     | HUNTINGTON BANCSHARES INC 5.7%/VAR PERP                                                                 | CUSIP: 446150AL8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |  12990000 | PA      | $12657757.63  | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP                     | CRESTWOOD MIDSTRM PTN/FIN CORP 7.375% 02/01/2031 144A                                                   | CUSIP: 226373AT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5031250.00   | 0.04%             | 2031-02-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 6.5% 03/01/2024 144A                                                         | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  10955000 | PA      | $10852296.88  | 0.09%             | 2024-03-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SYNEOS HEALTH INC                                                                | SYNEOS HEALTH INC 3.625% 01/15/2029 144A                                                                | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |   8395000 | PA      | $6789456.25   | 0.06%             | 2029-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ACURIS FINANCE US INC                                                            | ION ANALYTICS TERM 1 LN 02/16/2028                                                                      | CUSIP: 00510DAB0<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |   1130729 | PA      | $1112920.19   | 0.01%             | 2028-02-16      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| HOLLY EN PART LP/ HOL FIN CORP                                                   | HOLLY EN PART LP/ HOL FIN CORP 6.375% 04/15/2027 144A                                                   | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6050000 | PA      | $5981937.50   | 0.05%             | 2027-04-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| DYNASTY ACQUISITION CO INC                                                       | STANDARDAERO TERM B-1 04/08/2026                                                                        | CUSIP: 26812CAE6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   2558107 | PA      | $2507916.72   | 0.02%             | 2026-04-08      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 6.375% 06/15/2030 144A                                                       | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   6050000 | PA      | $6011201.35   | 0.05%             | 2030-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 3.375% 11/13/2025                                                                    | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  19245000 | PA      | $17921906.25  | 0.16%             | 2025-11-13      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| KEHE DISTRS LLC / KEHE FIN CORP                                                  | KEHE DISTRS LLC / KEHE FIN CORP 8.625% 10/15/2026 144A                                                  | CUSIP: 487526AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7777000 | PA      | $7777000.00   | 0.07%             | 2026-10-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| NINE ENERGY SERVICE INC                                                          | NINE ENERGY SERVICE INC 8.75% 11/01/2023 144A                                                           | CUSIP: 65441VAA9<br>LEI: 549300KRLJCZBPZMKT65 | Long             | DBT              | CORP              | US        |   6245000 | PA      | $6245000.00   | 0.05%             | 2023-11-01      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RES LTD 8.5% 05/01/2030 144A                                                                    | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   4475000 | PA      | $4623212.00   | 0.04%             | 2030-05-01      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| GARDEN SPINCO CORP                                                               | GARDEN SPINCO CORP 8.625% 07/20/2030 144A                                                               | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5205000 | PA      | $5569363.12   | 0.05%             | 2030-07-20      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| WILLIAMS-SONOMA INC                                                              | WILLIAMS-SONOMA INC                                                                                     | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     76303 | NS      | $10296326.82  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| PURE WEST ENERGY                                                                 | PURE WEST ENERGY CVR                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     10734 | NS      | $0.11         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                       | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                                        | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   7880000 | PA      | $6822235.53   | 0.06%             | 2030-02-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 5% 12/01/2029 144A                                                                           | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |  10055000 | PA      | $8219962.50   | 0.07%             | 2029-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MGIC INVESTMENT CORP                                                             | MGIC INVESTMENT CORP 5.25% 08/15/2028                                                                   | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |   7710000 | PA      | $7268217.00   | 0.06%             | 2028-08-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A6 PP                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |    598287 | NS      | $5.98         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                            | ENCOMPASS HEALTH CORP                                                                                   | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |        34 | NS      | $2123.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHAPARRAL ENERGY INC                                                             | CANVAS ENERGY INC NEW SER A WT 10/01/24                                                                 | CUSIP: 15942R133<br>LEI: V5IUQSDP5WPR92NJWH73 | Long             | EC               | CORP              | US        |       392 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 5.125% 05/09/2029                                                  | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   6085000 | PA      | $5611495.73   | 0.05%             | 2029-05-09      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 6% 08/01/2029 144A                                                  | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9105000 | PA      | $7511625.00   | 0.07%             | 2029-08-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| PALO ALTO NETWORKS INC                                                           | PALO ALTO NETWORKS INC                                                                                  | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     65700 | NS      | $10422648.00  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| SHEA HOMES LTD PARTNERSHIP / SHEA HOMES FDG CORP                                 | SHEA HOMES LTD PARTNERSHP/CORP 4.75% 04/01/2029                                                         | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8020000 | PA      | $6937300.00   | 0.06%             | 2029-04-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5485000 | PA      | $4456233.40   | 0.04%             | 2031-12-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SCRIPPS ESCROW II INC                                                            | SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2355861.67   | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 6.25% 12/31/2049                                                                             | CUSIP: 428040CN7<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |  11875000 | PA      | $14843.75     | 0.00%             | 2049-12-31      | Fixed         | 0.06%                 | No            | 3                  | On Loan: No      |
| HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC                      | HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC 4.75% 01/15/2029 144A                       | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8760000 | PA      | $7949700.00   | 0.07%             | 2029-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP | ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  14365000 | PA      | $12337092.95  | 0.11%             | 2028-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CA MAGNUM HOLDINGS                                                               | CA MAGNUM HOLDINGS 5.375% 10/31/2026 144A                                                               | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |   4870000 | PA      | $4480400.00   | 0.04%             | 2026-10-31      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ULTIMATE SOFTWARE GROUP INC                                                      | UKG TERM 1LN 05/03/2026                                                                                 | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |  28111205 | PA      | $27622913.15  | 0.24%             | 2026-05-03      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 6.25% 07/01/2025 144A                                                         | CUSIP: 28470RAH5<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |  41240000 | PA      | $41081143.52  | 0.36%             | 2025-07-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| COVANTA HLDG CORP                                                                | COVANTA TERM B 1LN 11/30/2028                                                                           | CUSIP: 22282GAC1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |   2197540 | PA      | $2198331.34   | 0.02%             | 2028-11-30      | Variable      | 0.07%                 | 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        |  21105000 | PA      | $19015816.05  | 0.17%             | 2028-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SOUTHERN NAT GAS CO LLC                                                          | SOUTHERN NAT GAS CO LLC 7.35% 02/15/2031                                                                | CUSIP: 843452AY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23497000 | PA      | $25303241.18  | 0.22%             | 2031-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB TERM B 1LN 04/25/2025                                                                               | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   5662771 | PA      | $5655182.68   | 0.05%             | 2025-04-25      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| TRINET GROUP INC                                                                 | TRINET GROUP INC 3.5% 03/01/2029 144A                                                                   | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   8865000 | PA      | $7444206.45   | 0.06%             | 2029-03-01      | Fixed         | 0.04%                 | 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        |   9400000 | PA      | $8230640.00   | 0.07%             | 2029-11-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| PBF LOGISTICS LP/PBF LOGISTICS FIN CORP                                          | PBF LOGISTICS LP/PBF LOGISTICS FIN CORP 6.875% 05/15/2023                                               | CUSIP: 69318UAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8455000 | PA      | $8453039.54   | 0.07%             | 2023-05-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ROLLER BEARING CO OF AMERICA                                                     | ROLLER BEARING CO OF AMERICA 4.375% 10/15/2029 144A                                                     | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |   4375000 | PA      | $3942181.25   | 0.03%             | 2029-10-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ENDEAVOR ENERGY RES L P / EER FIN INC                                            | ENDEAVOR ENERGY RES L P / EER FIN INC 5.75% 01/30/2028 144A                                             | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21251000 | PA      | $20825980.00  | 0.18%             | 2028-01-30      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ARKO CORP                                                                        | ARKO CORP 5.125% 11/15/2029 144A                                                                        | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9105000 | PA      | $7217533.50   | 0.06%             | 2029-11-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SCIL IV LLC / SCIL USA HOLDINGS LLC                                              | SCIL IV LLC / SCIL USA HOLDINGS LLC 5.375% 11/01/2026 144A                                              | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14015000 | PA      | $12942852.50  | 0.11%             | 2026-11-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.375% 02/15/2029 144A                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   5145000 | PA      | $4253535.32   | 0.04%             | 2029-02-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                                     | TRIVIUM PACKAGING FINANCE BV 5.5% 08/15/2026 144A                                                       | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   6930000 | PA      | $6646840.20   | 0.06%             | 2026-08-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CROCS INC                                                                        | CROCS INC 4.25% 03/15/2029 144A                                                                         | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |   8675000 | PA      | $7558093.75   | 0.07%             | 2029-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| EP ENERGY CORP                                                                   | EP ENERGY CORP ESCROW                                                                                   | CUSIP: N/A<br>LEI: 549300Z6HPQS1H5IYQ07       | Long             | EC               | CORP              | US        |    841775 | NS      | $5665145.75   | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTERNATIONAL 4.75% 10/15/2028                                                              | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |  11125000 | PA      | $10087276.47  | 0.09%             | 2028-10-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ARCOSA INC                                                                       | ARCOSA INC 4.375% 04/15/2029 144A                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   8410000 | PA      | $7520945.60   | 0.07%             | 2029-04-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MELCO RESORTS FIN LTD                                                            | MELCO RESORTS FIN LTD 5.25% 04/26/2026 144A                                                             | CUSIP: 58547DAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   8910000 | PA      | $8375400.00   | 0.07%             | 2026-04-26      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| AIR CANADA INC                                                                   | AIR CANADA INC 3.875% 08/15/2026 144A                                                                   | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   9105000 | PA      | $8422099.14   | 0.07%             | 2026-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                       | DCP MIDSTREAM LLC 5.85%/VAR 05/21/2043 144A                                                             | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |  18335000 | PA      | $18105812.50  | 0.16%             | 2043-05-21      | Variable      | 0.06%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                        | TARGA RES P LP/TARGA RES P FIN 4.875% 02/01/2031                                                        | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10360000 | PA      | $9684782.75   | 0.08%             | 2031-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| PRA HEALTH SCIENCES INC                                                          | ICON TERM B 1LN 07/03/2028                                                                              | CUSIP: N/A<br>LEI: 549300R1HR1VWWHIAK47       | Long             | LON              | CORP              | US        |   1800506 | PA      | $1799840.12   | 0.02%             | 2028-07-03      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 5%/VAR PERP                                                                               | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |  60300000 | PA      | $57586500.00  | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.625% 01/15/2027 144A           | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25300000 | PA      | $23985665.00  | 0.21%             | 2027-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP                    | SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP 8.5% 10/15/2026 144A                      | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9110000 | PA      | $8870862.50   | 0.08%             | 2026-10-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A                                                            | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8740000 | PA      | $7802446.57   | 0.07%             | 2029-11-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.75% 03/01/2030 144A                                                            | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  63365000 | PA      | $55367703.35  | 0.48%             | 2030-03-01      | 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        |   1438000 | PA      | $625530.00    | 0.01%             | 2028-10-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| VS BUYER LLC                                                                     | VEEAM SOFTWARE TERM B 1LN 02/28/2027                                                                    | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2290238 | PA      | $2268777.97   | 0.02%             | 2027-02-28      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 4.625% 01/31/2032                                                                        | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |  11975000 | PA      | $10927187.50  | 0.10%             | 2032-01-31      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.625% 09/01/2024                                                                 | CUSIP: 88033GDD9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  12045000 | PA      | $11852528.01  | 0.10%             | 2024-09-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 5.75% 02/15/2028 144A                                                                    | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |  22655000 | PA      | $20729325.00  | 0.18%             | 2028-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MTN INC 4.5% 02/15/2031 144A                                                                       | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  22025000 | PA      | $18873002.25  | 0.16%             | 2031-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL TERM B 1LN 11/10/2029                                                                 | CUSIP: 44332EAV8<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    930000 | PA      | $928893.30    | 0.01%             | 2029-11-10      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| EXIDE TECHNOLOGIES                                                               | EXIDE TECHNOLOGIES PFD (DUMMY)                                                                          | CUSIP: N/A<br>LEI: 549300KITCGPNNNXQP63       | Long             | EP               | CORP              | US        |       858 | NS      | $798583.50    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                                       | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3146122.00   | 0.03%             | 2028-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE                                                                                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    191600 | NS      | $15270520.00  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| SPIN HOLDCO INC                                                                  | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                                  | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |  17967841 | PA      | $14116074.86  | 0.12%             | 2028-03-04      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 3.875% 01/15/2028 144A                                                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  12115000 | PA      | $11072867.70  | 0.10%             | 2028-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                             | ZAYO TERM 1LN 03/09/2027                                                                                | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   7821132 | PA      | $6545348.60   | 0.06%             | 2027-03-09      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| CDW CORP                                                                         | CDW CORPORATION                                                                                         | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |    120100 | NS      | $23543203.00  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A5 PP                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |    598287 | NS      | $5.98         | 0.00%             |  |  |  | Yes           | 3                  | 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        |  34295000 | PA      | $28464850.00  | 0.25%             | 2030-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ALLISON TRANSMISSION INC                                                         | ALLISON TRANSMISSION INC 5.875% 06/01/2029 144A                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   7960000 | PA      | $7663649.20   | 0.07%             | 2029-06-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| EXIDE TECHNOLOGIES                                                               | EXIDE TECHNOLOGIES (PAR SHARE)                                                                          | CUSIP: 302051404<br>LEI: 549300KITCGPNNNXQP63 | Long             | EC               | CORP              | US        |    580031 | NS      | $5.80         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                      | SCOTTS MIRACLE GRO CO (THE) 4% 04/01/2031                                                               | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |  11945000 | PA      | $9675450.00   | 0.08%             | 2031-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 4.875% 05/01/2029                                                                         | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $22511876.25  | 0.20%             | 2029-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HUNTER US BIDCO INC                                                              | UDG HEALTHCARE TERM B 1LN 08/19/2028                                                                    | CUSIP: 12509YAE6<br>LEI: 549300KXGY77REE4ZR63 | Long             | LON              | CORP              | US        |  11515922 | PA      | $11400762.66  | 0.10%             | 2028-08-19      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| CARNIVAL FINANCE LLC                                                             | CARNIVAL TERM B 1LN 10/18/2028                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   7974450 | PA      | $7775088.75   | 0.07%             | 2028-10-18      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| ARENA BRANDS HOLDING CORP                                                        | ARENA BRANDS HLDG CORP B P/P (NOT LISTED)                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    659302 | NS      | $6830368.72   | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| TWILIO INC                                                                       | TWILIO INC 3.625% 03/15/2029                                                                            | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |   9995000 | PA      | $8481357.20   | 0.07%             | 2029-03-15      | Fixed         | 0.04%                 | 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        |   4965000 | PA      | $4245075.00   | 0.04%             | 2029-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 8% 06/15/2027                                                                    | CUSIP: 165167CZ8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   2132000 | PA      | $0.21         | 0.00%             | 2027-06-15      | Fixed         | 0.08%                 | No            | 3                  | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD 13% 05/15/2025 144A                                                                  | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   9250000 | PA      | $9807682.50   | 0.09%             | 2025-05-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 4.625% 10/15/2029 144A                                                        | CUSIP: 12769GAA8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |  18245000 | PA      | $15599475.00  | 0.14%             | 2029-10-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ANGI GROUP LLC                                                                   | ANGI GROUP LLC 3.875% 08/15/2028 144A                                                                   | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5530000 | PA      | $4238910.90   | 0.04%             | 2028-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ROLLS-ROYCE PLC                                                                  | ROLLS-ROYCE PLC 5.75% 10/15/2027 144A                                                                   | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |  10870000 | PA      | $10564879.10  | 0.09%             | 2027-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032                                                                  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  46575000 | PA      | $38540812.50  | 0.34%             | 2032-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| OWENS and MINOR INC                                                              | OWENS and MINOR INC 4.5% 03/31/2029 144A                                                                | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   8310000 | PA      | $6769242.90   | 0.06%             | 2029-03-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC                                                                                     | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |    169524 | NS      | $19108745.28  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC 6.75% 09/15/2025 144A                                                           | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15106000 | PA      | $14450940.55  | 0.13%             | 2025-09-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                   | SERVICE CORP INTERNATIONAL INC 4% 05/15/2031                                                            | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |  12070000 | PA      | $10554973.60  | 0.09%             | 2031-05-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 4.875% 03/01/2031 144A                                                             | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  11440000 | PA      | $10686332.80  | 0.09%             | 2031-03-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031                                                            | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11190000 | PA      | $7832862.03   | 0.07%             | 2031-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PERATON CORP                                                                     | PERATON TERM B 1LN 02/01/2028                                                                           | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |  13702320 | PA      | $13616680.49  | 0.12%             | 2028-02-01      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| MCLAREN FINANCE PLC                                                              | MCLAREN FINANCE PLC 7.5% 08/01/2026 144A                                                                | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |   8290000 | PA      | $6093150.00   | 0.05%             | 2026-08-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 5.5% 12/15/2029 144A                                                                     | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  21040000 | PA      | $19511937.39  | 0.17%             | 2029-12-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 6.5% 02/01/2029 144A                                                                   | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  24795000 | PA      | $21554293.50  | 0.19%             | 2029-02-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| EXIDE TECHNOLOGIES                                                               | EXIDE TECHNOLOGIES PIK VAR 10/31/2024 144A                                                              | CUSIP: 302051BC0<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |    891287 | PA      | $401079.15    | 0.00%             | 2024-10-31      | Variable      | 0.11%                 | No            | 3                  | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |  32085000 | PA      | $27512887.50  | 0.24%             | 2030-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| INGEVITY CORP                                                                    | INGEVITY CORP 3.875% 11/01/2028 144A                                                                    | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |  11105000 | PA      | $9733403.02   | 0.08%             | 2028-11-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| OEC FIN LTD                                                                      | OEC FIN LTD PIK 7.5% PERP 144A                                                                          | CUSIP: 67614CAG5<br>LEI: N/A                  | Long             | EP               | CORP              | KY        |     35626 | PA      | $1565.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.75% 12/01/2028 144A                                                                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15220000 | PA      | $12452741.30  | 0.11%             | 2028-12-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Securities Lending Cash Central Fund                                                           | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |     11499 | NS      | $11500.03     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COMPASS MINERALS INTL INC                                                        | COMPASS MINERALS INTL INC 6.75% 12/01/2027 144A                                                         | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |  24600000 | PA      | $24000816.32  | 0.21%             | 2027-12-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                         | ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A                                                             | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9045000 | PA      | $7388935.39   | 0.06%             | 2028-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TRI POINTE HOMES INC                                                             | TRI POINTE HOMES INC 5.7% 06/15/2028                                                                    | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14380000 | PA      | $13491028.40  | 0.12%             | 2028-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP                                         | SUMMIT MATLS LLC / FIN CORP 5.25% 01/15/2029 144A                                                       | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10525000 | PA      | $9882869.75   | 0.09%             | 2029-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                         | NEXSTAR BROADCASTING INC 4.75% 11/01/2028 144A                                                          | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |  22300000 | PA      | $20129764.00  | 0.18%             | 2028-11-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| VICTORIA'S SECRET and CO                                                         | VICTORIA'S SECRET and CO                                                                                | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     99133 | NS      | $4178455.95   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 7.25% 06/15/2025                                                         | CUSIP: 69318FAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22875000 | PA      | $22789333.13  | 0.20%             | 2025-06-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A                                                          | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   6920000 | PA      | $6526944.00   | 0.06%             | 2028-03-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.625% 01/15/2028                                                                  | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   7305000 | PA      | $7117042.35   | 0.06%             | 2028-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                      | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A                                        | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8730000 | PA      | $7024158.00   | 0.06%             | 2029-06-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                          | SBA COMMUNICATIONS CORP 3.125% 02/01/2029                                                               | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |  13305000 | PA      | $11271763.16  | 0.10%             | 2029-02-01      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN INC                                                                   | TRANSOCEAN INC 8.75% 02/15/2030 144A                                                                    | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   8905000 | PA      | $9181055.00   | 0.08%             | 2030-02-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP                                     | JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    304505 | NS      | $17152766.65  | 0.15%             |  |  |  | No            | 3                  | On Loan: No      |
| SECURUS TECHNOLOGIES HOLDINGS INC                                                | SECURUS TECHNOLOGIES TERM B 1LN 11/01/2024                                                              | CUSIP: 78410QAB8<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |   6916195 | PA      | $4821694.79   | 0.04%             | 2024-11-01      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 4.375% 02/01/2029                                                         | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11165000 | PA      | $9722621.56   | 0.08%             | 2029-02-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A                            | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11125000 | PA      | $10195561.88  | 0.09%             | 2027-10-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                         | NEXSTAR BROADCASTING INC 5.625% 07/15/2027 144A                                                         | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |  23735000 | PA      | $22609248.95  | 0.20%             | 2027-07-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.875% 03/15/2025                                                                  | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  19480000 | PA      | $19418832.80  | 0.17%             | 2025-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC CL A                                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     35400 | NS      | $13119240.00  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 5% 08/01/2027 144A                                                                  | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  14525000 | PA      | $13744281.25  | 0.12%             | 2027-08-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 6.9% 12/01/2027 144A                                                              | CUSIP: 683715AF3<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |  10610000 | PA      | $10861987.50  | 0.09%             | 2027-12-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.125% 06/15/2026 144A                                                                   | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  12110000 | PA      | $12064587.50  | 0.10%             | 2026-06-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.5% 01/15/2028 144A                                                                   | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |  24740000 | PA      | $20547064.80  | 0.18%             | 2028-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TREEHOUSE FOODS INC                                                              | TREEHOUSE FOODS INC 4% 09/01/2028                                                                       | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |   3695000 | PA      | $3081630.00   | 0.03%             | 2028-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ TERM 1LN DIP 12/31/2049                                                                         | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |   5860874 | PA      | $0.59         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| RP ESCROW ISSUER LLC                                                             | RP ESCROW ISSUER LLC 5.25% 12/15/2025 144A                                                              | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10405000 | PA      | $8490480.00   | 0.07%             | 2025-12-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ASCEND LEARNING LLC                                                              | ASCEND LEARNING TERM 2LN 12/10/2029                                                                     | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |  15190000 | PA      | $13133881.60  | 0.11%             | 2029-12-10      | Variable      | 0.10%                 | No            | 2                  | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                             | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO 5.375% 08/15/2026 144A                             | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  46565000 | PA      | $3434168.75   | 0.03%             | 2026-08-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 10.5% 06/30/2028                                                                      | CUSIP: 36162JAC0<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |  24580000 | PA      | $25143178.93  | 0.22%             | 2028-06-30      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MTN INC 4.875% 09/15/2029 144A                                                                     | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  24110000 | PA      | $21774584.85  | 0.19%             | 2029-09-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                                    | ION TRADING TECHNOLOGIES SARL 5.75% 05/15/2028 144A                                                     | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |  12040000 | PA      | $10309250.00  | 0.09%             | 2028-05-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RES LTD 8% 11/01/2027 144A                                                                      | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   6040000 | PA      | $6183752.00   | 0.05%             | 2027-11-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| OSCAR ACQUISITIONCO LLC / OSCAR FINANCE INC                                      | OSCAR ACQUISITIONCO LLC / OSCAR FINANCE INC 9.5% 04/15/2030 144A                                        | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9050000 | PA      | $8099750.00   | 0.07%             | 2030-04-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 4.875% 01/15/2030                                                      | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6504774.90   | 0.06%             | 2030-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                           | SOUTHWESTERN ENERGY CO STEP 01/23/2025                                                                  | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    244000 | PA      | $241938.20    | 0.00%             | 2025-01-23      | Variable      | 0.06%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030                                                            | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  35891000 | PA      | $33474510.29  | 0.29%             | 2030-07-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                              | ALLEGIANT TRAVEL CO 7.25% 08/15/2027 144A                                                               | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |   8870000 | PA      | $8671421.28   | 0.08%             | 2027-08-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ASSUREDPARTNERS INC                                                              | ASSUREDPARTNERS INC 7% 08/15/2025 144A                                                                  | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   4865000 | PA      | $4783997.75   | 0.04%             | 2025-08-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                          | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18080000 | PA      | $14057200.00  | 0.12%             | 2029-08-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MODIVCARE INC                                                                    | MODIVCARE INC 5.875% 11/15/2025 144A                                                                    | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |   8105000 | PA      | $7834455.10   | 0.07%             | 2025-11-15      | Fixed         | 0.06%                 | 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        |  15680000 | PA      | $14347200.00  | 0.12%             | 2029-04-11      | Variable      | 0.10%                 | No            | 2                  | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                         | JACOBS ENTERTAINMENT INC 6.75% 02/15/2029 144A                                                          | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |   8585000 | PA      | $7984393.40   | 0.07%             | 2029-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 4.375% 06/15/2028 144A                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   7525000 | PA      | $6949713.75   | 0.06%             | 2028-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 5%/VAR PERP                                                               | CUSIP: 38148BAD0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |  70565000 | PA      | $70092214.50  | 0.61%             |  |  |  | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 5.113% 05/03/2029                                                                    | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10330000 | PA      | $9789818.48   | 0.09%             | 2029-05-03      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.625% 10/01/2030 144A                                                          | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   5555000 | PA      | $5428234.90   | 0.05%             | 2030-10-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A                          | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17645000 | PA      | $16873031.25  | 0.15%             | 2028-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 3.45% 07/01/2025                                                            | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2867500 | PA      | $2737834.86   | 0.02%             | 2025-07-01      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                                                | LCPR SENIOR SECURED FINANCING DAC 5.125% 07/15/2029 144A                                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |  14860000 | PA      | $12937784.70  | 0.11%             | 2029-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ATI INC                                                                          | ATI INC 4.875% 10/01/2029                                                                               | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   6080000 | PA      | $5563990.40   | 0.05%             | 2029-10-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 4.6%/VAR PERP                                                                     | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  23365000 | PA      | $21860878.13  | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| CARNIVAL HOLDINGS BERMUDA LTD                                                    | CARNIVAL HOLDINGS BERMUDA LTD 10.375% 05/01/2028 144A                                                   | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17635000 | PA      | $19045800.00  | 0.17%             | 2028-05-01      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A                                                 | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12070000 | PA      | $9837050.00   | 0.09%             | 2029-06-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC                                                                                              | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     21400 | NS      | $10950380.00  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                                          | CABINETWORKS TERM B 1LN 05/17/2028                                                                      | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |  23649850 | PA      | $19011168.42  | 0.17%             | 2028-05-17      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP 6% 06/01/2026                                                                       | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |  12025000 | PA      | $11776323.00  | 0.10%             | 2026-06-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |  10725000 | PA      | $9808012.50   | 0.09%             | 2030-08-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                               | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21010000 | PA      | $19002494.50  | 0.17%             | 2028-04-30      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 9.5% 12/31/2028 144A                                                                  | CUSIP: 36162JAD8<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |   9655000 | PA      | $9341212.50   | 0.08%             | 2028-12-31      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 3.75% 02/15/2031 144A                                                          | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |  13295000 | PA      | $11232014.85  | 0.10%             | 2031-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC                                                                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     42700 | NS      | $21315413.00  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                      | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                              | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15190000 | PA      | $10068577.58  | 0.09%             | 2030-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| KUEHG CORP                                                                       | KINDERCARE TERM 2LN 08/22/2025                                                                          | CUSIP: 50118YAB5<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |   6055000 | PA      | $5725789.65   | 0.05%             | 2025-08-22      | Variable      | 0.13%                 | No            | 2                  | On Loan: No      |
| HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP                             | HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP 4.875% 04/01/2027                                  | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8435000 | PA      | $8166320.62   | 0.07%             | 2027-04-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                                                          | GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A                                                          | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   8765000 | PA      | $8621473.13   | 0.08%             | 2026-07-31      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                         | MILEAGE PLUS HLDINGS LLC 6.5% 06/20/2027 144A                                                           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31077000 | PA      | $31397403.87  | 0.27%             | 2027-06-20      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   9125000 | PA      | $7937673.25   | 0.07%             | 2027-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SOUTHEASTERN GROCERS INC                                                         | SOUTHEASTERN GROCERS INC                                                                                | CUSIP: 84169Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    793345 | NS      | $18429404.35  | 0.16%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A             | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  36160000 | PA      | $31188000.00  | 0.27%             | 2029-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ZIGGO BOND CO                                                                    | ZIGGO BOND CO 6% 01/15/2027 144A                                                                        | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |  11435000 | PA      | $10814994.30  | 0.09%             | 2027-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MURRAY ENERGY CORP                                                               | MURRAY ENERGY CORP 11.25% 12/31/2049 144A                                                               | CUSIP: 62704PAF0<br>LEI: 549300WM5IIFYHZYTT63 | Long             | DBT              | CORP              | US        |   8915000 | PA      | $0.89         | 0.00%             | 2049-12-31      | Fixed         | 0.11%                 | No            | 3                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 5.375% 02/01/2028 144A                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  23655000 | PA      | $19958906.25  | 0.17%             | 2028-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DIAMOND OFFSHORE DRILLING INC                                                    | DIAMOND OFFSHORE                                                                                        | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |    118485 | NS      | $1357838.10   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                      | BOOZ ALLEN AND HAMILTON INC 4% 07/01/2029 144A                                                          | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   5920000 | PA      | $5305800.00   | 0.05%             | 2029-07-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CROWNROCK L P / CROWNROCK FIN INC                                                | CROWNROCK LP / CROWNROCK FIN INC 5% 05/01/2029 144A                                                     | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5055000 | PA      | $4630123.71   | 0.04%             | 2029-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALTICE FING SA                                                                   | ALTICE FING SA 5% 01/15/2028 144A                                                                       | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |  14560000 | PA      | $12380222.40  | 0.11%             | 2028-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP                    | SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP 5.75% 04/15/2025                          | CUSIP: 86614WAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5390000 | PA      | $4635400.00   | 0.04%             | 2025-04-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MERLIN ENTERTAINMENTS PLC                                                        | MERLIN ENTERTAINMENTS PLC 5.75% 06/15/2026 144A                                                         | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |   7725000 | PA      | $7354890.00   | 0.06%             | 2026-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC                                                                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     60298 | NS      | $4012831.90   | 0.03%             |  |  |  | No            | 1                  | 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        |   9100000 | PA      | $8190230.78   | 0.07%             | 2026-09-01      | Fixed         | 0.03%                 | 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        |  16680000 | PA      | $15601304.40  | 0.14%             | 2027-10-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 6.375% 02/01/2031 144A                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $5052752.00   | 0.04%             | 2031-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP                                | ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP 6.5% 01/15/2026 144A                                  | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11230000 | PA      | $10482194.30  | 0.09%             | 2026-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 11.5% 06/01/2025 144A                                                       | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  23674000 | PA      | $25390365.00  | 0.22%             | 2025-06-01      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| PETSMART INC / PETSMART FINANCE CORP                                             | PETSMART INC / PETSMART FINANCE CORP 7.75% 02/15/2029 144A                                              | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8880000 | PA      | $8726737.68   | 0.08%             | 2029-02-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| IAA INC                                                                          | IAA INC 5.5% 06/15/2027 144A                                                                            | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $4697550.00   | 0.04%             | 2027-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| DELTA AIRLINES INC                                                               | DELTA AIRLINES INC 7% 05/01/2025 144A                                                                   | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2708000 | PA      | $2786844.39   | 0.02%             | 2025-05-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING III CORP                                           | PECF USS INTERMEDIATE HOLDING III CORP 8% 11/15/2029 144A                                               | CUSIP: 69291HAA3<br>LEI: 254900DIL842DEXPYJ91 | Long             | DBT              | CORP              | US        |   5530000 | PA      | $4216625.00   | 0.04%             | 2029-11-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC                                                                                     | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |    317026 | NS      | $18986666.70  | 0.17%             |  |  |  | No            | 3                  | On Loan: No      |
| NABORS INDUSTRIES LTD                                                            | NABORS INDUSTRIES LTD 7.25% 01/15/2026 144A                                                             | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |  11260000 | PA      | $10880312.80  | 0.09%             | 2026-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 3.95% 12/01/2047                                                            | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  43095000 | PA      | $31256747.05  | 0.27%             | 2047-12-01      | Fixed         | 0.04%                 | 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        |  38043000 | PA      | $32159079.41  | 0.28%             | 2027-10-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON CMNTYS INC / TAYLOR MORRISON HLDGS II INC                        | TAYLOR MORRISON CMNTYS INC / TAYLOR MORRISON HLDGS II INC 5.625% 03/01/2024 144A                        | CUSIP: 877249AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1307066.88   | 0.01%             | 2024-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                                | IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 5% 07/15/2032 144A                                    | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9100000 | PA      | $7889714.01   | 0.07%             | 2032-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A                                        | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  36785000 | PA      | $28784262.50  | 0.25%             | 2029-01-15      | Fixed         | 0.06%                 | 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        |  15505000 | PA      | $13695721.55  | 0.12%             | 2029-04-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A8 PP                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |    598287 | NS      | $5.98         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| VOC ESCROW LTD                                                                   | VOC ESCROW LTD 5% 02/15/2028 144A                                                                       | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10755000 | PA      | $9455258.25   | 0.08%             | 2028-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030                                                             | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  22115000 | PA      | $23478334.46  | 0.20%             | 2030-09-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| LABL INC                                                                         | LABL INC 5.875% 11/01/2028 144A                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |  14730000 | PA      | $13312237.50  | 0.12%             | 2028-11-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | SOLENIS TERM B 1LN 11/09/2028                                                                           | CUSIP: 68163YAB1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   3667950 | PA      | $3584394.10   | 0.03%             | 2028-11-09      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                                     | CLARIVATE SCIENCE HLDGS CORP 3.875% 07/01/2028 144A                                                     | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10695000 | PA      | $9543174.17   | 0.08%             | 2028-07-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SUBURBAN PROPANE LP/ENGY FIN C                                                   | SUBURBAN PROPANE LP/ENGY FIN C 5% 06/01/2031 144A                                                       | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12070000 | PA      | $10500612.98  | 0.09%             | 2031-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 5% 02/15/2032 144A                                                          | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |  10800000 | PA      | $9314460.00   | 0.08%             | 2032-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP | ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  21690000 | PA      | $18708492.60  | 0.16%             | 2028-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                      | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  21790000 | PA      | $16669188.97  | 0.15%             | 2031-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING CO                                            | MAUSER PACKAGING SOLUTIONS HOLDING CO 7.875% 08/15/2026 144A                                            | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |  11865000 | PA      | $11968818.75  | 0.10%             | 2026-08-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                            | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 4.625% 11/01/2026 144A                            | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3551400.00   | 0.03%             | 2026-11-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 3.75% 07/01/2028                                                            | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2867500 | PA      | $2635455.16   | 0.02%             | 2028-07-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC 3.625% 06/15/2029 144A                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   8610000 | PA      | $7731780.00   | 0.07%             | 2029-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC                                      | BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC 6% 02/01/2026 144A                                          | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6555000 | PA      | $6247504.95   | 0.05%             | 2026-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| EXIDE TECHNOLOGIES                                                               | EXIDE TECHNOLOGIES                                                                                      | CUSIP: 302051305<br>LEI: 549300KITCGPNNNXQP63 | Long             | EC               | CORP              | US        |      9824 | NS      | $9824.00      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.5% 10/15/2029 144A                                                                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        | 106150000 | PA      | $83565704.33  | 0.73%             | 2029-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 5.625% 12/01/2029 144A                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  13275000 | PA      | $11879424.47  | 0.10%             | 2029-12-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP DEL                                                                 | CENTENE CORP 4.25% 12/15/2027                                                                           | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  11560000 | PA      | $11089161.20  | 0.10%             | 2027-12-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SS and C TECHNOLOGIES HLDGS INC                                                  | SS and C TECHNOLOGIES HOLDINGS INC                                                                      | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |    126516 | NS      | $7635240.60   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| PHOENIX NEWCO INC                                                                | PAREXEL TERM B 1LN 11/15/2028                                                                           | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   7141038 | PA      | $7076910.98   | 0.06%             | 2028-11-15      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 4.375% 04/01/2031 144A                                                      | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   8990000 | PA      | $7905716.10   | 0.07%             | 2031-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| EXIDE TECHNOLOGIES                                                               | EXIDE TECHNOLOGIES PIK VAR 10/31/2024 144A                                                              | CUSIP: 302051BA4<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $0.18         | 0.00%             | 2024-10-31      | Variable      | 0.11%                 | No            | 3                  | On Loan: No      |
| NGL ENERGY OPER LLC/NGL ENERGY FIN CORP                                          | NGL ENERGY OPER LLC/FIN CORP 7.5% 02/01/2026 144A                                                       | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11090000 | PA      | $10531722.52  | 0.09%             | 2026-02-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TERRIER MEDIA BUYER INC                                                          | TERRIER MEDIA BUYER INC 8.875% 12/15/2027 144A                                                          | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27990000 | PA      | $21832200.00  | 0.19%             | 2027-12-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 5.625% 03/15/2027 144A                                                     | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   7180000 | PA      | $6355736.00   | 0.06%             | 2027-03-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 7.2% 03/15/2029                                                               | CUSIP: 674599DT9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3964000 | PA      | $4122560.00   | 0.04%             | 2029-03-15      | 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        |   9014700 | PA      | $8844141.88   | 0.08%             | 2029-04-13      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| GTT COMMUNICATIONS INC                                                           | GTT COMMUNICATIONS INC                                                                                  | CUSIP: 362393308<br>LEI: 549300ETSL7K1ZX05H30 | Long             | EC               | CORP              | US        |     85487 | NS      | $1055798.64   | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| SRS DISTRIBUTION INC                                                             | SRS DISTRIBUTION INC 4.625% 07/01/2028 144A                                                             | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |  11605000 | PA      | $10601639.71  | 0.09%             | 2028-07-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC CL A                                                                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    179400 | NS      | $17731896.00  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 5.875% 07/01/2029 144A                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   8645000 | PA      | $8083075.00   | 0.07%             | 2029-07-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 3.5% 06/01/2031                                                                               | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |  12070000 | PA      | $10078640.71  | 0.09%             | 2031-06-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| STUDIO CITY FIN LTD                                                              | STUDIO CITY FIN LTD 5% 01/15/2029 144A                                                                  | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   5700000 | PA      | $4584909.00   | 0.04%             | 2029-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                  | KIK CONSUMER TERM B 1LN 12/22/2026                                                                      | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  19998929 | PA      | $19410560.78  | 0.17%             | 2026-12-22      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY INC                                                              | CHENIERE ENERGY INC                                                                                     | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |    224600 | NS      | $34316634.00  | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.625% 07/15/2024                                                                 | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2460693.75   | 0.02%             | 2024-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| REALPAGE INC                                                                     | REALPAGE TERM B 1LN 04/22/2028                                                                          | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   5954625 | PA      | $5799090.20   | 0.05%             | 2028-04-22      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RES LTD 8.125% 05/01/2027 144A                                                                  | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |  18015000 | PA      | $18150112.50  | 0.16%             | 2027-05-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| ATI INC                                                                          | ATI INC 5.125% 10/01/2031                                                                               | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   5395000 | PA      | $4902706.25   | 0.04%             | 2031-10-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NCR CORPORATION NEW                                                              | NCR CORPORATION NEW 5.25% 10/01/2030 144A                                                               | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   5530000 | PA      | $4782708.87   | 0.04%             | 2030-10-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 5.25% 12/01/2027 144A                                     | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9345000 | PA      | $9043904.10   | 0.08%             | 2027-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4% 12/01/2046                                                               | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  21871000 | PA      | $15919865.91  | 0.14%             | 2046-12-01      | Fixed         | 0.04%                 | 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        |  20060000 | PA      | $18505350.00  | 0.16%             | 2029-03-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| NEW SK HOLDCO SUB LLC                                                            | SERVICE KING / MIDAS TERM 1LN 06/30/2027                                                                | CUSIP: 64859TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    883080 | PA      | $755033.13    | 0.01%             | 2027-06-30      | Variable      | 0.13%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 4.75% 06/15/2029 144A                                                             | CUSIP: 36168QAN4<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |  12095000 | PA      | $10916221.30  | 0.10%             | 2029-06-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| PARKLAND CORP                                                                    | PARKLAND CORP 4.625% 05/01/2030 144A                                                                    | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |  12175000 | PA      | $10465651.92  | 0.09%             | 2030-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 8.25% 01/15/2029 144A                                                       | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  32435000 | PA      | $33894575.00  | 0.29%             | 2029-01-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer