# EDGAR Filing Document

**Accession Number:** 0000225322
**File Stem:** 0001752724-25-159900
**Filing Date:** 2025-6
**Character Count:** 225755
**Document Hash:** fae7e722a875af92686b801cb337bbb8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-159900.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-159900

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250430

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02737
- **FILM NUMBER:** 251079833

**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 Focused High Income Fund (Series ID: S000017689)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000048885 | Fidelity Focused High Income Fund | FHIFX           |

## 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 Focused High Income Fund

- **b. EDGAR series identifier (if any):** S000017689

- **c. LEI of Series:** UEEOK96ESP84QD8PO028

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

- **a. Date of fiscal year-end:** 2025-04-30

- **b. Date as of which information is reported:** 2025-04-30

**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:** $211496862.09

**Total Liabilities:** $22885071.74

**Net Assets:** $188611790.35

**Delayed Delivery Securities:** $185000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1228.98783500 | **1-Year:** 3421.77664040 | **5-Year:** 3761.33757760 | **10-Year:** 1215.04674290 | **30-Year:** 429.17981850

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

- **3-Month:** 9833.53171222 | **1-Year:** 26491.00472084 | **5-Year:** 23148.73632224 | **10-Year:** 1664.61403486 | **30-Year:** 237.87873500

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048885 | 0.73%                | -0.69%               | 0.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-24286.81               | $500501.40                                 |
| Month 2  | $-8980.60                | $-2099506.74                               |
| Month 3  | $-326490.21              | $-493499.53                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HORIZON US FINCO LP                                                              | THE TRAVEL CORP TERM B 1LN 10/31/2031                                                                   | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189499 | PA      | $168970.95    | 0.09%             | 2031-10-31      | Variable      | 0.09%                 | 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        |    385000 | PA      | $352447.36    | 0.19%             | 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        |    330000 | PA      | $319327.93    | 0.17%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD                                                              | WESTINGHOUSE TERM B 1LN 01/20/2031                                                                      | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    254824 | PA      | $252212.41    | 0.13%             | 2031-01-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                              | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                                | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $972494.58    | 0.52%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                    | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                        | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $158888.02    | 0.08%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 7.125%/VAR PERP                                                                           | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    375000 | PA      | $369845.85    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                       | DCP MIDSTREAM OPER LP 8.125% 08/16/2030                                                                 | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28561.85     | 0.02%             | 2030-08-16      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 7.25% 02/15/2029 144A                                                           | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319925.83    | 0.17%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                     | MAGNERA CORP 7.25% 11/15/2031 144A                                                                      | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132388.20    | 0.07%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 6.75% 04/15/2032 144A                                               | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296525.67    | 0.16%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECHNOLOGIES INC                                                    | ECO MATERIAL TECHNOLOGIES TERM 1LN 01/30/2032                                                           | CUSIP: N/A<br>LEI: 2549001ARPX05UHXX452       | Long             | LON              | CORP              | US        |     20000 | PA      | $19766.60     | 0.01%             | 2032-01-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS VII LTD                                                      | OHA CREDIT PARTNERS VII LTD D1R4 TSFR3M+250 02/20/2038 144A                                             | CUSIP: 67102QBT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $147507.15    | 0.08%             | 2038-02-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                   | OPAL BIDCO SAS 6.5% 03/31/2032 144A                                                                     | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $351022.77    | 0.19%             | 2032-03-31      | Fixed         | 0.07%                 | 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        |   1440000 | PA      | $1419442.06   | 0.75%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 6% 02/01/2033 144A                                                          | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1010000 | PA      | $1012780.42   | 0.54%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A                       | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $218752.81    | 0.12%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH TERM 1LN 06/28/2029                                                                         | CUSIP: 13781HAN0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |    127617 | PA      | $114855.60    | 0.06%             | 2029-06-28      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 5.875% 03/15/2030 144A                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    395000 | PA      | $392246.85    | 0.21%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRIME SEC SVCS BORROWER LLC / PRIME FIN INC                                      | PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 3.375% 08/31/2027 144A                                      | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2122170.51   | 1.13%             | 2027-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| US FOODS INC                                                                     | US FOODS INC 5.75% 04/15/2033 144A                                                                      | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171413.87    | 0.09%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 6.75% 05/01/2033 144A                                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $271271.91    | 0.14%             | 2033-05-01      | Fixed         | 0.07%                 | 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        |    180000 | PA      | $171446.64    | 0.09%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 5.35% 11/01/2043                                                                         | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101026.37    | 0.05%             | 2043-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                              | SCHWAB CHARLES CORP 4%/VAR PERP                                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    120000 | PA      | $104710.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 5.25% 04/15/2027 144A                                                           | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    970000 | PA      | $959321.46    | 0.51%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP CONV 0.25% 06/15/2026                                        | CUSIP: 75606DAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    443000 | PA      | $413762.00    | 0.22%             | 2026-06-15      | Fixed         | 0.00%                 | 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        |   1780000 | PA      | $1736664.94   | 0.92%             | 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        |    625000 | PA      | $585295.88    | 0.31%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                                                                 | ENSEMBLE HEALTH TERM B 1LN 08/01/2029                                                                   | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |     24812 | PA      | $24773.31     | 0.01%             | 2029-08-01      | Variable      | 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        |    740000 | PA      | $713175.00    | 0.38%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | HOWMET AEROSPACE INC 5.95% 02/01/2037                                                                   | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416326.40    | 0.22%             | 2037-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7% 02/01/2030 144A     | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $140123.90    | 0.07%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| BEACON ROOFING SUPPLY INC                                                        | BEACON ROOFING SUPPLY INC 6.75% 04/30/2032 144A                                                         | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280724.21    | 0.15%             | 2032-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                    | WOLFSPEED INC CONV 1.875% 12/01/2029                                                                    | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    204000 | PA      | $57222.00     | 0.03%             | 2029-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                          | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                          | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    340000 | PA      | $291230.40    | 0.15%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 8.625% 04/15/2029                                                                     | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |    240000 | PA      | $252299.46    | 0.13%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                           | X CORP TERM 1LN 10/29/2029                                                                              | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    385000 | PA      | $375294.15    | 0.20%             | 2029-10-29      | Fixed         | 0.10%                 | 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 3.25% 09/01/2028 144A         | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $521014.37    | 0.28%             | 2028-09-01      | Fixed         | 0.03%                 | 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        |   1140000 | PA      | $1080063.25   | 0.57%             | 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        |   1320000 | PA      | $1305380.47   | 0.69%             | 2027-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                                                     | VISTAJET TERM B 1LN 04/01/2031                                                                          | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |     15000 | PA      | $14918.70     | 0.01%             | 2031-04-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                            | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                               | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    615000 | PA      | $677916.35    | 0.36%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                         | SAFEHOLD GL HOLDINGS LLC 2.85% 01/15/2032                                                               | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    280000 | PA      | $238294.77    | 0.13%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 7.375% 03/01/2031 144A                                                             | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85453.73     | 0.05%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC 4.5% 07/01/2028 144A                                                                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    660000 | PA      | $650550.91    | 0.34%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| MH SUB I LLC                                                                     | INTERNET BRANDS TERM B 1LN 12/31/2031                                                                   | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    304238 | PA      | $265937.04    | 0.14%             | 2031-12-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 7%/VAR PERP 144A                                                                           | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |    200000 | PA      | $193259.83    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AETHON UNITED BR LP / AETHON UNITED FINANCE CORP                                 | AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 7.5% 10/01/2029 144A                                   | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $251010.75    | 0.13%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6% 06/15/2027 144A            | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $159412.72    | 0.08%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WIN WASTE INNOVATIONS HOLDINGS INC                                               | WIN WASTE TERM B 1LN 03/25/2028                                                                         | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    203959 | PA      | $201009.85    | 0.11%             | 2028-03-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                      | AVIENT CORP 6.25% 11/01/2031 144A                                                                       | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197861.98    | 0.10%             | 2031-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC 7.875% 03/01/2031 144A                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $204274.01    | 0.11%             | 2031-03-01      | Fixed         | 0.08%                 | 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        |    460000 | PA      | $410317.24    | 0.22%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| MATTEL INC                                                                       | MATTEL INC 6.2% 10/01/2040                                                                              | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    245000 | PA      | $234382.12    | 0.12%             | 2040-10-01      | 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 6.125% 06/15/2029 144A                                                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1010000 | PA      | $1025973.15   | 0.54%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY TERM B 1LN 12/30/2027                                                                        | CUSIP: 12663SAB7<br>LEI: 529900SOYZIXZBTXB558 | Long             | LON              | CORP              | US        |     39900 | PA      | $39600.75     | 0.02%             | 2027-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL PLAQUE 7.5% 05/01/2033 144A                                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194922.44    | 0.10%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                       | WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027                                                            | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    208665 | PA      | $195362.45    | 0.10%             | 2027-10-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                              | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593810.63    | 0.31%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| SMYRNA READY MIX LLC                                                             | SMYRNA READY MIX LLC 8.875% 11/15/2031 144A                                                             | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    375000 | PA      | $384742.88    | 0.20%             | 2031-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP 3.125% 09/15/2031                                                                             | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    640000 | PA      | $559016.45    | 0.30%             | 2031-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC (6 MONTH LOCKUP)                                                                | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | EC               | CORP              | US        |      2722 | NS      | $14780.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP/ FIN CORP                                                      | GENESIS ENERGY LP/ FIN CORP 7.875% 05/15/2032                                                           | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97409.85     | 0.05%             | 2032-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291634.42    | 0.15%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                      | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    310000 | PA      | $324089.81    | 0.17%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                               | RYAN SPECIALTY LLC 5.875% 08/01/2032 144A                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    375000 | PA      | $370391.96    | 0.20%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                 | VIRGIN MEDIA SECD FIN PLC 5.5% 05/15/2029 144A                                                          | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    740000 | PA      | $712293.36    | 0.38%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 7.25% 01/15/2032 144A                                                                      | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219683.10    | 0.12%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| GOAT HOLDCO LLC                                                                  | BARNES GROUP TERM B 1LN 01/27/2032                                                                      | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $19658.40     | 0.01%             | 2032-01-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 7% 01/15/2030 144A                                                               | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $951419.80    | 0.50%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| BELRON UK FINANCE PLC                                                            | BELRON UK FINANCE PLC 5.75% 10/15/2029 144A                                                             | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $299561.76    | 0.16%             | 2029-10-15      | Fixed         | 0.06%                 | 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        |    750000 | PA      | $733723.12    | 0.39%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                              | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97900.00     | 0.05%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    320000 | PA      | $303976.26    | 0.16%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                              | WHITE CAP TERM B 1LN 10/19/2029                                                                         | CUSIP: 96350TAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4988 | PA      | $4852.59      | 0.00%             | 2029-10-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                      | MATCH GROUP HLD II LLC 4.125% 08/01/2030 144A                                                           | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $239632.32    | 0.13%             | 2030-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 6.5% 02/15/2032 144A                                                          | CUSIP: 12769GAC4<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    605000 | PA      | $608168.99    | 0.32%             | 2032-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                             | CONSTANT CONTACT TERM B 1LN 02/10/2028                                                                  | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |    413198 | PA      | $376113.46    | 0.20%             | 2028-02-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                                                               | BW REAL ESTATE INC 9.5%/VAR PERP 144A                                                                   | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    115000 | PA      | $113050.42    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                        | BANK NEW YORK MELLON CORP 6.3%/VAR PERP                                                                 | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |     95000 | PA      | $95420.38     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 5% 05/15/2027 144A                                                                            | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    820000 | PA      | $813461.73    | 0.43%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC                                       | NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC 5% 01/27/2030 144A                                           | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    865000 | PA      | $801136.96    | 0.42%             | 2030-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                         | MOOG INC 4.25% 12/15/2027 144A                                                                          | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $988767.07    | 0.52%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                             | HOWARD MIDSTREAM ENERGY PARTNERS LLC 7.375% 07/15/2032 144A                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204717.68    | 0.11%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | KINETIK HOLDINGS LP 5.875% 06/15/2030 144A                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    270000 | PA      | $263803.50    | 0.14%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| EQT CORP                                                                         | EQT CORP 7.5% 06/01/2027 144A                                                                           | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    555000 | PA      | $563462.33    | 0.30%             | 2027-06-01      | Fixed         | 0.07%                 | 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        |    755000 | PA      | $691668.94    | 0.37%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                                 | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    136289 | PA      | $133513.20    | 0.07%             | 2028-12-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A                                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    795000 | PA      | $763719.29    | 0.40%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | VENTURE GLOBAL CALCASIEU 3.875% 11/01/2033 144A                                                         | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    380000 | PA      | $320510.39    | 0.17%             | 2033-11-01      | 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        |    660000 | PA      | $663230.04    | 0.35%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| DRAGON BUYER INC                                                                 | NCR VOYIX TERM 1LN 09/30/2031                                                                           | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |     19950 | PA      | $19815.34     | 0.01%             | 2031-09-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                        | ESAB CORP 6.25% 04/15/2029 144A                                                                         | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375413.36    | 0.20%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC 4.75% 02/01/2030                                                                     | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    220000 | PA      | $193996.00    | 0.10%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| AVALARA INC                                                                      | AVALARA TERM B 1LN 03/29/2032                                                                           | CUSIP: 05338KAB3<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |    175000 | PA      | $173852.00    | 0.09%             | 2032-03-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WILLIAM (CARTER) CO                                                              | WILLIAM (CARTER) CO 5.625% 03/15/2027 144A                                                              | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    465000 | PA      | $452713.03    | 0.24%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| STANDARD BUILDING SOLUTIONS INC                                                  | STANDARD BUILDING SOLUTIONS INC 6.5% 08/15/2032 144A                                                    | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197428.46    | 0.10%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                  | INTRAFI TERM B 1LN 07/31/2031                                                                           | CUSIP: 65343UAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299250 | PA      | $298211.60    | 0.16%             | 2031-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                                     | WALGREENS BOOTS ALLIANCE INC 4.8% 11/18/2044                                                            | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101587.20    | 0.05%             | 2044-11-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORPORATION                                                              | SEASPAN CORPORATION 5.5% 08/01/2029 144A                                                                | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    200000 | PA      | $182451.14    | 0.10%             | 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        |    800000 | PA      | $769719.66    | 0.41%             | 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        |    160000 | PA      | $147275.51    | 0.08%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 8.375% 01/15/2031 144A                                             | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281027.74    | 0.15%             | 2031-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| HOLOGIC INC                                                                      | HOLOGIC INC 4.625% 02/01/2028 144A                                                                      | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    850000 | PA      | $836050.40    | 0.44%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC 4% 03/15/2029 144A                                                                     | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1463122.16   | 0.78%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                              | CHURCHILL DOWNS INC 5.75% 04/01/2030 144A                                                               | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    455000 | PA      | $444981.08    | 0.24%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                | MACQUARIE AIRFINANCE HOLDINGS LTD 6.4% 03/26/2029 144A                                                  | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $66714.31     | 0.04%             | 2029-03-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                        | PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $348328.30    | 0.18%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |    100000 | PA      | $84614.03     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A                                                           | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1144132.01   | 0.61%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 24 LTD                                                                  | AMMC CLO 24 LTD ER TSFR3M+650 01/20/2035 144A                                                           | CUSIP: 00177MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $147175.20    | 0.08%             | 2035-01-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS                                                                     | NEW FORTRESS 12% 11/15/2029 144A                                                                        | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169688 | PA      | $116801.53    | 0.06%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC                                         | HAT HOLDINGS I LLC / II LLC 8% 06/15/2027 144A                                                          | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $256780.31    | 0.14%             | 2027-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140124 | PA      | $139190.42    | 0.07%             | 2026-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                      | HEXION TERM 1LN 03/15/2029                                                                              | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     89550 | PA      | $87055.14     | 0.05%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | 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        |   1070000 | PA      | $1047515.02   | 0.56%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC 6.625% 09/15/2029                                                                     | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    875000 | PA      | $820811.86    | 0.44%             | 2029-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMERN PIPELINE MLP                                                    | PLAINS ALL AMERN PIPELINE MLP FRN TSFR3M+411 PERP                                                       | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |    390000 | PA      | $384665.84    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                              | JAZZ SECURITIES DAC 4.375% 01/15/2029 144A                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $332157.77    | 0.18%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE LLC 6.75% 03/15/2033 144A                                                      | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167645.61    | 0.09%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CPI ACQUISITION INC                                                              | CPI ACQUISITION INC 10% 07/15/2029 144A                                                                 | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117955.20    | 0.06%             | 2029-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                         | ACURIS FIN US/ACURIS FIN 9% 08/01/2029 144A                                                             | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $202100.00    | 0.11%             | 2029-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                     | SOMNIGROUP INTERNATIONAL INC 3.875% 10/15/2031 144A                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    395000 | PA      | $346733.84    | 0.18%             | 2031-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 3.5% 01/15/2027                                                                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1096200.44   | 0.58%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP                                                                     | SANDISK TERM B 1LN 02/23/2032                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    300000 | PA      | $285750.00    | 0.15%             | 2032-02-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES INC                                                              | THOR INDUSTRIES INC 4% 10/15/2029 144A                                                                  | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449687.20    | 0.24%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                | ILIAD HOLDING SAS 7% 04/15/2032 144A                                                                    | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $201785.40    | 0.11%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                              | SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A                                                              | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $105000.00    | 0.06%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A                                                          | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211476.40    | 0.11%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                                                    | WESTERN ALLIANCE BANCORPORATN 3%/VAR 06/15/2031                                                         | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110700.00    | 0.06%             | 2031-06-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                                | WASTE PRO USA INC 7% 02/01/2033 144A                                                                    | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183650.58    | 0.10%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC                                                                                         | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |     20400 | NS      | $209100.00    | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 4.625% 07/15/2028 144A                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1149234.73   | 0.61%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS CO                                                                   | AMER SPORTS CO 6.75% 02/16/2031 144A                                                                    | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212402.82    | 0.11%             | 2031-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.75% 01/15/2028 144A                                                   | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450203.20    | 0.24%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KODIAK BP LLC                                                                    | KODIAK TERM B 1LN 11/26/2031                                                                            | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |     45000 | PA      | $43175.70     | 0.02%             | 2031-11-26      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                                | VERTIV GROUP CORP 4.125% 11/15/2028 144A                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    945000 | PA      | $912639.04    | 0.48%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                               | ARCHROCK PARTNERS LP / FIN CORP 6.625% 09/01/2032 144A                                                  | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $303284.01    | 0.16%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.625% 09/30/2031 144A                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    400000 | PA      | $396925.60    | 0.21%             | 2031-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC          | MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC 8.25% 04/15/2030 144A           | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $244960.45    | 0.13%             | 2030-04-15      | Fixed         | 0.08%                 | 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        |    165000 | PA      | $140770.15    | 0.07%             | 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        |   2355000 | PA      | $2159775.92   | 1.15%             | 2031-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| CROWDSTRIKE HOLDINGS INC                                                         | CROWDSTRIKE HOLDINGS INC 3% 02/15/2029                                                                  | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    525000 | PA      | $486823.00    | 0.26%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| MERITAGE HOMES CORP                                                              | MERITAGE HOMES CORP CONV 1.75% 05/15/2028 144A                                                          | CUSIP: 59001ABE1<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9710.00      | 0.01%             | 2028-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                                                       | ARXIS TERM B 1LN 02/26/2032                                                                             | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |     50259 | PA      | $49460.01     | 0.03%             | 2032-02-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                  | GEN DIGITAL INC 6.25% 04/01/2033 144A                                                                   | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239352.55    | 0.13%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| UST NOTES                                                                        | UST NOTES 4.125% 11/15/2032                                                                             | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    197000 | PA      | $198939.22    | 0.11%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 6.375% 03/15/2033 144A                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293367.19    | 0.16%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 3.625% 03/15/2031                                                                        | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2358014.27   | 1.25%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI HOMES INC 8.75% 12/15/2028 144A                                                                     | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161568.80    | 0.09%             | 2028-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.625% 06/15/2028                                                                 | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1762693.30   | 0.93%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP/THE                                                            | ADT SECURITY CORP/THE 4.125% 08/01/2029 144A                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    385000 | PA      | $363295.83    | 0.19%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 5.25% 06/01/2027 144A                                                               | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1710000 | PA      | $1690390.75   | 0.90%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PARTNERS LLC                                                | GREYSTAR REAL ESTATE PARTNERS LLC 7.75% 09/01/2030 144A                                                 | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99762.26     | 0.05%             | 2030-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL PWR HLDGS S A                                                      | CONTOURGLOBAL PWR HLDGS S A 6.75% 02/28/2030 144A                                                       | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    230000 | PA      | $232739.78    | 0.12%             | 2030-02-28      | Fixed         | 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        |    570000 | PA      | $461400.62    | 0.24%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 8.5% 02/15/2032 144A                                                       | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $253995.75    | 0.13%             | 2032-02-15      | Fixed         | 0.09%                 | 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        |    460000 | PA      | $413242.46    | 0.22%             | 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        |    170000 | PA      | $169520.53    | 0.09%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| PILGRIMS PRIDE CORP NEW                                                          | PILGRIMS PRIDE CORP NEW 4.25% 04/15/2031                                                                | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    405000 | PA      | $383520.66    | 0.20%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                             | SEADRILL FINANCE LTD 8.375% 08/01/2030 144A                                                             | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |    315000 | PA      | $294980.46    | 0.16%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 8.25% 01/15/2032 144A                                                 | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $132342.60    | 0.07%             | 2032-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP INC                                                     | CHOBANI LLC/FINANCE CORP INC 7.625% 07/01/2029 144A                                                     | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $256612.02    | 0.14%             | 2029-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.25% 06/15/2029 144A                                                                    | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    625000 | PA      | $617557.48    | 0.33%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                            | ELLUCIAN TERM 2LN 11/15/2032                                                                            | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    100000 | PA      | $99875.00     | 0.05%             | 2032-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                          | GENESEE and WYOMING TERM B 1LN 04/10/2031                                                               | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    393025 | PA      | $387550.16    | 0.21%             | 2031-04-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                       | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                           | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    570000 | PA      | $572819.22    | 0.30%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.125% 11/15/2031                                                                  | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100590.00    | 0.05%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                             | ALPHA GENERATION LLC 6.75% 10/15/2032 144A                                                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239491.32    | 0.13%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                  | SEALED AIR CORP 6.875% 07/15/2033 144A                                                                  | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    445000 | PA      | $461954.50    | 0.24%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                          | GAP INC 3.875% 10/01/2031 144A                                                                          | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    385000 | PA      | $329839.36    | 0.17%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 7.75% 05/15/2026 144A                                                                  | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    540000 | PA      | $546072.84    | 0.29%             | 2026-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                                                       | ARXIS TERM B-DD 1LN 02/26/2032                                                                          | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |      4741 | PA      | $4666.04      | 0.00%             | 2032-02-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                              | KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A                                                             | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253575 | PA      | $217123.59    | 0.12%             | 2026-11-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 4.625% 06/01/2030 144A                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    365000 | PA      | $339471.99    | 0.18%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                           | HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A                                                             | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    380000 | PA      | $386733.98    | 0.21%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                                   | TULLOW OIL PLC 10.25% 05/15/2026 144A                                                                   | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $175500.00    | 0.09%             | 2026-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                  | RAND PARENT LLC 8.5% 02/15/2030 144A                                                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $613725.88    | 0.33%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| NORDSTROM INC                                                                    | NORDSTROM INC 4.375% 04/01/2030                                                                         | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    930000 | PA      | $823720.47    | 0.44%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| PARKLAND CORP                                                                    | PARKLAND CORP 6.625% 08/15/2032 144A                                                                    | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    510000 | PA      | $507650.99    | 0.27%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                                   | EG GROUP TERM B2 1LN 02/07/2028                                                                         | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |      4975 | PA      | $4966.99      | 0.00%             | 2028-02-07      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 11% 11/15/2029 144A                                                               | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    133344 | PA      | $149011.92    | 0.08%             | 2029-11-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                                     | NEW GOLD INC 6.875% 04/01/2032 144A                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $199438.40    | 0.11%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE INC 4.25% 02/01/2032 144A                                                          | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    890000 | PA      | $801544.50    | 0.42%             | 2032-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| INSIGHT ENTERPRISES INC                                                          | INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A                                                          | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167393.16    | 0.09%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    510000 | PA      | $449420.57    | 0.24%             | 2032-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                                                                | DARKTRACE TERM 1LN 10/09/2031                                                                           | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    405000 | PA      | $402075.90    | 0.21%             | 2031-10-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                            | AECOM 5.125% 03/15/2027                                                                                 | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1481626.38   | 0.79%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                               | BAYTEX ENERGY CORP 7.375% 03/15/2032 144A                                                               | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $232784.40    | 0.12%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                                         | TURNING POINT BRANDS INC 7.625% 03/15/2032 144A                                                         | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202636.79    | 0.11%             | 2032-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                                     | WALGREENS BOOTS ALLIANCE INC 4.5% 11/18/2034                                                            | CUSIP: 931427AB4<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70600.50     | 0.04%             | 2034-11-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                  | KRONOS ACQUISITION HOLDINGS INC 8.25% 06/30/2031 144A                                                   | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $165291.70    | 0.09%             | 2031-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 4.875% 06/15/2027 144A                                                             | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    685000 | PA      | $663145.08    | 0.35%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI HOMES INC 7% 11/15/2032 144A                                                                        | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    355000 | PA      | $327487.50    | 0.17%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                             | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    605000 | PA      | $578501.30    | 0.31%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                          | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                           | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $192884.39    | 0.10%             | 2029-05-15      | Fixed         | 0.10%                 | 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        |    130000 | PA      | $119452.18    | 0.06%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP                                  | LADDER CAP FIN HLDGS LLLP/CORP 4.25% 02/01/2027 144A                                                    | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $823208.04    | 0.44%             | 2027-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A                         | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1108058.15   | 0.59%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                               | RYAN SPECIALTY LLC 4.375% 02/01/2030 144A                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    540000 | PA      | $512227.80    | 0.27%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| TERRAFORM POWER OPERATING LLC                                                    | TERRAFORM POWER OPERATING LLC 4.75% 01/15/2030 144A                                                     | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122528.37    | 0.06%             | 2030-01-15      | Fixed         | 0.05%                 | 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        |   1140000 | PA      | $1112040.13   | 0.59%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                         | ALLISON TRANSMISSION INC 3.75% 01/30/2031 144A                                                          | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1001702.06   | 0.53%             | 2031-01-30      | Fixed         | 0.04%                 | 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        |    450000 | PA      | $431540.55    | 0.23%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-2 LTD                                                     | PALMER SQUARE CLO 2021-2 LTD DR2 TSFR3M+414 02/15/2038 144A                                             | CUSIP: 69701XAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $97258.10     | 0.05%             | 2038-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CAST and CREW PAYROLL LLC                                                        | CAST and CREW TERM B INCR 1LN 12/30/2028                                                                | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |    203946 | PA      | $194860.00    | 0.10%             | 2028-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC/NJ                                                       | STANDARD INDUSTRIES INC/NJ 4.375% 07/15/2030 144A                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1212398.33   | 0.64%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                             | EXCELERATE ENERGY LP 8% 05/15/2030 144A                                                                 | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187928.03    | 0.10%             | 2030-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A                                                             | CUSIP: 36168QAQ7<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $161122.61    | 0.09%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A                                                             | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $78929.66     | 0.04%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 TERM B 1LN 03/29/2032                                                                           | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     70000 | PA      | $69755.00     | 0.04%             | 2032-03-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 6% 10/15/2032 144A                                                            | CUSIP: 12769GAD2<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    405000 | PA      | $381811.22    | 0.20%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| ASCENT RESOURCES UTICA LLC / ARU FIN CORP                                        | ASCENT RESOURCES UTICA LLC / ARU FIN CORP 6.625% 10/15/2032 144A                                        | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79160.82     | 0.04%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                           | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 8.625% 03/15/2029 144A                           | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $426023.63    | 0.23%             | 2029-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 7.296%/VAR 04/02/2034 144A                                                                | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    237000 | PA      | $247903.82    | 0.13%             | 2034-04-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                                   | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $149633.44    | 0.08%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $120129.65    | 0.06%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                               | SEAGATE HDD CAYMAN 8.25% 12/15/2029                                                                     | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   1060000 | PA      | $1136668.74   | 0.60%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                        | AMERICAN ROCK SALT TERM 1ST OUT TL B 1LN 06/12/2028                                                     | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    180572 | PA      | $180571.79    | 0.10%             | 2028-06-12      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    290000 | PA      | $273084.30    | 0.14%             | 2030-10-08      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | LAMAR MEDIA CORP 3.625% 01/15/2031                                                                      | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $826903.71    | 0.44%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                                                  | TRIPADVISOR TERM B 1LN 07/08/2031                                                                       | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |     14925 | PA      | $14477.25     | 0.01%             | 2031-07-08      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 06/15/2030                                                                 | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    465000 | PA      | $466533.57    | 0.25%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 7% 01/15/2032 144A                                                      | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    630000 | PA      | $634214.70    | 0.34%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC                                      | CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC D2R TSFR3M+375 01/17/2038 144A                              | CUSIP: 17181TAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $97144.50     | 0.05%             | 2038-01-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                     | INSULET CORP 6.5% 04/01/2033 144A                                                                       | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86717.34     | 0.05%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                 | CENTENE CORP 2.45% 07/15/2028                                                                           | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68951.26     | 0.04%             | 2028-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 6.85%/VAR PERP                                                            | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    350000 | PA      | $345192.66    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 8% 03/01/2033 144A                                                           | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $197875.76    | 0.10%             | 2033-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | TALOS PRODUCTION INC 9% 02/01/2029 144A                                                                 | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86277.55     | 0.05%             | 2029-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                       | ELASTIC NV 4.125% 07/15/2029 144A                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    235000 | PA      | $221789.33    | 0.12%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 7% 03/15/2032 144A                                                                 | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    595000 | PA      | $558993.99    | 0.30%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES INC                                                            | AMERICAN AIRLINES INC 7.25% 02/15/2028 144A                                                             | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172862.45    | 0.09%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                         | NATIONSTAR MTG HLDGS INC 6.5% 08/01/2029 144A                                                           | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $310000.06    | 0.16%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                                     | TELEFLEX INC 4.25% 06/01/2028 144A                                                                      | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225005.29    | 0.12%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 6.25% 03/15/2032 144A                                                       | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    205000 | PA      | $208072.44    | 0.11%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 6.375% 03/01/2033 144A                                                                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202695.43    | 0.11%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                      | MATCH GROUP HLD II LLC 3.625% 10/01/2031 144A                                                           | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $493041.80    | 0.26%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 6.25% 02/01/2033 144A                                                   | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195579.70    | 0.10%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                | MACQUARIE AIRFINANCE HOLDINGS LTD 8.125% 03/30/2029 144A                                                | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $198704.28    | 0.11%             | 2029-03-30      | Fixed         | 0.08%                 | 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        |   2395000 | PA      | $2374147.09   | 1.26%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 6.25% 06/01/2028 144A                                                                           | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328220.10    | 0.17%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 8.25% 04/15/2029                                                                          | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    205000 | PA      | $216092.55    | 0.11%             | 2029-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP 2.25% 09/01/2030                                                                       | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    825000 | PA      | $722801.12    | 0.38%             | 2030-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 5.861%/VAR 06/19/2032 144A                                                                | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     93000 | PA      | $93367.91     | 0.05%             | 2032-06-19      | Variable      | 0.06%                 | 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        |    480000 | PA      | $439596.05    | 0.23%             | 2029-08-15      | 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        |    245000 | PA      | $230390.56    | 0.12%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                  | MURPHY OIL CORP 6% 10/01/2032                                                                           | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181955.88    | 0.10%             | 2032-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| ARIS WATER HOLDINGS LLC                                                          | ARIS WATER HOLDINGS LLC 7.25% 04/01/2030 144A                                                           | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287774.52    | 0.15%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MERCER INTERNATIONAL INC                                                         | MERCER INTERNATIONAL INC 12.875% 10/01/2028 144A                                                        | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20435.97     | 0.01%             | 2028-10-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                    | COHERENT CORP 5% 12/15/2029 144A                                                                        | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1531804.32   | 0.81%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| WYNN LAS VEGAS LLC/ WYNN LAS V                                                   | WYNN LAS VEGAS LLC/ WYNN LAS V 5.25% 05/15/2027 144A                                                    | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $861080.93    | 0.46%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| HEALTHEQUITY INC                                                                 | HEALTHEQUITY INC 4.5% 10/01/2029 144A                                                                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151194.88    | 0.08%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                              | SCHWAB CHARLES CORP 5.375%/VAR PERP                                                                     | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    225000 | PA      | $224254.58    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                           | PATRICK INDUSTRIES INC 6.375% 11/01/2032 144A                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291248.55    | 0.15%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                          | HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A                                                            | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    705000 | PA      | $704118.75    | 0.37%             | 2029-06-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                                     | WALGREENS BOOTS ALLIANCE INC 4.1% 04/15/2050                                                            | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122267.70    | 0.06%             | 2050-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC        | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 6.625% 01/15/2032 144A        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $411527.80    | 0.22%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 8% 08/15/2028 144A                                                         | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    325000 | PA      | $315687.91    | 0.17%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                  | WHP TERM B 1LN 02/20/2032                                                                               | CUSIP: N/A<br>LEI: 2549009H920CQUE3R944       | Long             | LON              | CORP              | US        |    190000 | PA      | $181767.30    | 0.10%             | 2032-02-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                    | UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A                                                    | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    515000 | PA      | $520554.79    | 0.28%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 2.45% 02/15/2031 144A                                                                      | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    420000 | PA      | $371103.20    | 0.20%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                   | TRANSOCEAN INC 8.25% 05/15/2029 144A                                                                    | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $324058.84    | 0.17%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 5.75% 11/15/2028 144A                                                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    505000 | PA      | $457439.30    | 0.24%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | KINETIK HOLDINGS LP 6.625% 12/15/2028 144A                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    535000 | PA      | $538910.32    | 0.29%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                       | METHANEX US OPERATIONS INC 6.25% 03/15/2032 144A                                                        | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $279334.79    | 0.15%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 7.125% 03/15/2031 144A                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     80000 | PA      | $82420.80     | 0.04%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 2.75% 06/01/2026                                                                              | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    380000 | PA      | $370902.99    | 0.20%             | 2026-06-01      | Fixed         | 0.03%                 | 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        |    200000 | PA      | $191600.22    | 0.10%             | 2028-05-01      | Fixed         | 0.05%                 | 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        |    240000 | PA      | $235511.75    | 0.12%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                                             | OI EUROPEAN GROUP BV 4.75% 02/15/2030 144A                                                              | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $138878.24    | 0.07%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                       | GRIFOLS SA 4.75% 10/15/2028 144A                                                                        | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $93087.58     | 0.05%             | 2028-10-15      | Fixed         | 0.05%                 | 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        |    975000 | PA      | $930891.98    | 0.49%             | 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        |    350000 | PA      | $363138.78    | 0.19%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CLARIOS GLOBAL LP                                                                | CLARIOS TERM B 1LN 01/28/2032                                                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |     70000 | PA      | $68454.40     | 0.04%             | 2032-01-28      | Variable      | 0.07%                 | 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        |    545000 | PA      | $515181.52    | 0.27%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6.25% 11/01/2034 144A                                                                    | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199692.70    | 0.11%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| VM CONSOLIDATED INC                                                              | VM CONSOLIDATED INC 5.5% 04/15/2029 144A                                                                | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    345000 | PA      | $332651.21    | 0.18%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| VIRIDIEN                                                                         | VIRIDIEN 10% 10/15/2030 144A                                                                            | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    225000 | PA      | $211225.39    | 0.11%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                        | MATADOR RES CO 6.5% 04/15/2032 144A                                                                     | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    345000 | PA      | $332310.14    | 0.18%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CAPSTONE BORROWER INC                                                            | CAPSTONE BORROWER INC 8% 06/15/2030 144A                                                                | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112374.68    | 0.06%             | 2030-06-15      | 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        |    910000 | PA      | $887626.56    | 0.47%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                             | WYNN RESORTS FIN LLC / CAP CORP 5.125% 10/01/2029 144A                                                  | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $366371.37    | 0.19%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1360000 | PA      | $1348307.82   | 0.71%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 5.875% 02/15/2027 144A                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $348367.36    | 0.18%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 3.75% 02/15/2031 144A                                                                | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171246.70    | 0.09%             | 2031-02-15      | 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        |    105000 | PA      | $97269.92     | 0.05%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 4.625% 11/15/2029 144A                                                                      | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    185000 | PA      | $154914.80    | 0.08%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| LIFE TIME INC                                                                    | LIFE TIME INC 6% 11/15/2031 144A                                                                        | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398745.88    | 0.21%             | 2031-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 6.5% 05/15/2032 144A                                                                          | CUSIP: 852234AR4<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    405000 | PA      | $413213.40    | 0.22%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP CPIK 3.875% 11/30/2030                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    272476 | PA      | $293756.38    | 0.16%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIATION HOLDINGS INC                                                     | SPIRIT AVIATION HOLDINGS INC (RESTRICTED)                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1205 | NS      | $10061.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Cash Central Fund                                                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   4065309 | NS      | $4066122.47   | 2.16%             |  |  |  | No            |                  1 | 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        |   2005000 | PA      | $1901236.44   | 1.01%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                                                    | BLACKLINE INC CONV 1% 06/01/2029 144A                                                                   | CUSIP: 09239BAE9<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29588.01     | 0.02%             | 2029-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC STEP 04/01/2036                                                                       | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    490000 | PA      | $426816.64    | 0.23%             | 2036-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 6% 04/15/2027                                                               | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24917.65     | 0.01%             | 2027-04-15      | 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        |    405000 | PA      | $353996.89    | 0.19%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                     | ACRISURE TERM B6 1LN 11/06/2030                                                                         | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      4988 | PA      | $4922.06      | 0.00%             | 2030-11-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                                          | SCIENCE APPLICATIONS INTERNATIONAL CORP 4.875% 04/01/2028 144A                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145841.37    | 0.08%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                         | COUGAR JV SUBSIDIARY LLC 8% 05/15/2032 144A                                                             | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $129617.13    | 0.07%             | 2032-05-15      | Fixed         | 0.08%                 | 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        |    350000 | PA      | $285559.19    | 0.15%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                              | STATION CASINOS LLC 6.625% 03/15/2032 144A                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308201.88    | 0.16%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 3.875% 12/01/2029 144A                                                            | CUSIP: 683715AD8<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $359345.42    | 0.19%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.75% 03/15/2032                                                                   | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $284440.70    | 0.15%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                        | CONNECT FINCO SARL / CONNECT US FINCO LLC 9% 09/15/2029 144A                                            | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    260000 | PA      | $243178.03    | 0.13%             | 2029-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 8.125% 06/01/2028 144A                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317783.62    | 0.17%             | 2028-06-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                         | BASS PRO TERM B 1LN 01/23/2032                                                                          | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     49875 | PA      | $48665.53     | 0.03%             | 2032-01-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                        | TEGNA INC 5% 09/15/2029                                                                                 | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    210000 | PA      | $195609.90    | 0.10%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 7.625%/VAR PERP                                                                  | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    320000 | PA      | $336868.80    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                       | DCP MIDSTREAM OPER LP 5.6% 04/01/2044                                                                   | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75355.21     | 0.04%             | 2044-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.5% 05/15/2031                                                                    | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    805000 | PA      | $816325.00    | 0.43%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFETY CORP                                                          | NEOGEN FOOD SAFETY CORP 8.625% 07/20/2030 144A                                                          | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $116090.78    | 0.06%             | 2030-07-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| AMERICAN ROCK SALT CO LLC                                                        | AMERICAN ROCK SALT TERM FIRST OUT DD TL 1LN 06/12/2028                                                  | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    114558 | PA      | $114557.99    | 0.06%             | 2028-06-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 7.625%/VAR PERP                                                                            | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |    200000 | PA      | $191337.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                       | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                                        | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    700000 | PA      | $643237.49    | 0.34%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    190000 | PA      | $173545.28    | 0.09%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| SCRIPPS ESCROW II INC                                                            | SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $312408.25    | 0.17%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| WRANGLER HOLDCO CORP                                                             | WRANGLER HOLDCO CORP 6.625% 04/01/2032 144A                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $934140.48    | 0.50%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| LSB INDUSTRIES INC                                                               | LSB INDUSTRIES INC 6.25% 10/15/2028 144A                                                                | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    210000 | PA      | $196536.80    | 0.10%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.75% 03/15/2030 144A                                                                     | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    195000 | PA      | $193636.15    | 0.10%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                              | PRESTIGE BRANDS INC 3.75% 04/01/2031 144A                                                               | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    600000 | PA      | $541680.96    | 0.29%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.625% 05/15/2029                                                                  | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200583.00    | 0.11%             | 2029-05-15      | Fixed         | 0.07%                 | 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        |    710000 | PA      | $647616.49    | 0.34%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                    | VALVOLINE TERM B 1LN 03/19/2032                                                                         | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |    290000 | PA      | $288671.80    | 0.15%             | 2032-03-19      | Variable      | 0.00%                 | 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        |    110000 | PA      | $104346.44    | 0.06%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| KEHE DIST/FIN / NEXTWAVE                                                         | KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A                                                             | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $322245.32    | 0.17%             | 2029-02-15      | Fixed         | 0.09%                 | 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        |    215000 | PA      | $212887.37    | 0.11%             | 2026-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                            | ELLUCIAN HOLDINGS INC 6.5% 12/01/2029 144A                                                              | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99901.59     | 0.05%             | 2029-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC CONV 1.5% 03/01/2031                                                                | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    313000 | PA      | $277318.00    | 0.15%             | 2031-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 6.75%/VAR PERP                                                                            | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    515000 | PA      | $494444.96    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 6.125% 11/01/2032 144A                                                          | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $771560.56    | 0.41%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                     | OT MIDCO INC 10% 02/15/2030 144A                                                                        | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $146456.07    | 0.08%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 3.875% 08/15/2031 144A                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    385000 | PA      | $332286.34    | 0.18%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| SEALED AIR CORP/SEALED AIR CORP US                                               | SEALED AIR CORP/SEALED AIR CORP US 7.25% 02/15/2031 144A                                                | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $416540.00    | 0.22%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 6.875% 04/15/2029 144A                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    260000 | PA      | $265513.82    | 0.14%             | 2029-04-15      | Fixed         | 0.07%                 | 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        |    210000 | PA      | $199899.28    | 0.11%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| CARLYLE US CLO 2024-6 LTD                                                        | CARLYLE US CLO 2024-6 LTD E TSFR3M+575 10/25/2037 144A                                                  | CUSIP: 14319QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $147198.30    | 0.08%             | 2037-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| KOHLS CORP                                                                       | KOHLS CORP 4.25% 07/17/2025                                                                             | CUSIP: 500255AU8<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24524.41     | 0.01%             | 2025-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS and RESORTS INC                                                   | WYNDHAM HOTELS and RESORTS INC 4.375% 08/15/2028 144A                                                   | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    525000 | PA      | $504273.42    | 0.27%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC 5.625% 01/15/2028 144A                                                                        | CUSIP: 29336TAC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198700.21    | 0.11%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 5.75% 02/15/2028 144A                                                                    | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136894.17    | 0.07%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                        | OLIN CORP 6.625% 04/01/2033 144A                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185026.14    | 0.10%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                  | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                                  | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    827132 | PA      | $673210.83    | 0.36%             | 2028-03-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS TERM 1LN 02/08/2027                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    279487 | PA      | $229179.14    | 0.12%             | 2027-02-14      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| MATIV INC                                                                        | MATIV INC 8% 10/01/2029 144A                                                                            | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166258.36    | 0.09%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP                         | ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP 7% 04/15/2030 144A                             | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $190680.51    | 0.10%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALUMINA LTD                                                                      | ALUMINA LTD 6.375% 09/15/2032 144A                                                                      | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    580000 | PA      | $566150.47    | 0.30%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                   | SERVICE CORP INTERNATIONAL INC 5.125% 06/01/2029                                                        | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1408296.09   | 0.75%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| AXALTA COATING SYSTEMS LLC / AXALTA COATING SYSTEMS DUTCH HOLDING B BV           | AXALTA COAT/DUTCH HLD BV 4.75% 06/15/2027 144A                                                          | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $921050.17    | 0.49%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                                     | WALGREENS BOOTS ALLIANCE INC 4.65% 06/01/2046                                                           | CUSIP: 931427AR9<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81632.98     | 0.04%             | 2046-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316621.78    | 0.17%             | 2031-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BULLDOG PURCHASER INC                                                            | BAY CLUB TERM B 1LN 06/30/2031                                                                          | CUSIP: 12021GAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    224438 | PA      | $223034.77    | 0.12%             | 2031-06-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                  | NATGASOLINE TERM B 1LN 03/25/2030                                                                       | CUSIP: N/A<br>LEI: 549300OHXDYMQYZOWC24       | Long             | LON              | CORP              | US        |    199454 | PA      | $194218.45    | 0.10%             | 2030-03-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA CORP 4.25% 01/15/2030 144A                                                                          | CUSIP: 03743QAF5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    215000 | PA      | $201044.38    | 0.11%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                       | GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A                                                       | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401968.48    | 0.21%             | 2032-07-15      | Fixed         | 0.06%                 | 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        |   1115000 | PA      | $1140461.03   | 0.60%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP/THE                                                            | ADT SECURITY CORP/THE 4.875% 07/15/2032 144A                                                            | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    565000 | PA      | $532826.30    | 0.28%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                             | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    390000 | PA      | $387065.72    | 0.21%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                                            | CHOBANI HOLDCO II LLC PIK VAR 10/01/2029 144A                                                           | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208391 | PA      | $220826.34    | 0.12%             | 2029-10-01      | Variable      | 0.10%                 | 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        |    320000 | PA      | $212086.85    | 0.11%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                               | HOWARD HUGHES CORP 4.375% 02/01/2031 144A                                                               | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    825000 | PA      | $731576.41    | 0.39%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| CAPSTONE COPPER CORP                                                             | CAPSTONE COPPER CORP 6.75% 03/31/2033 144A                                                              | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $230901.31    | 0.12%             | 2033-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                                        | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A                                         | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $619706.60    | 0.33%             | 2029-04-01      | Fixed         | 0.06%                 | 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        |    590000 | PA      | $579086.77    | 0.31%             | 2029-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| ARSENAL AIC PARENT LLC                                                           | ARSENAL AIC PARENT LLC 8% 10/01/2030 144A                                                               | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $134597.71    | 0.07%             | 2030-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                      | VALARIS LTD 8.375% 04/30/2030 144A                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    335000 | PA      | $313891.11    | 0.17%             | 2030-04-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                        | MILLICOM INTL CELLULAR SA 5.125% 01/15/2028 144A                                                        | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $876937.50    | 0.46%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC                                      | SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC 4.5% 03/15/2029 144A                                        | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    320000 | PA      | $298780.61    | 0.16%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 6.75% 06/15/2026                                                                           | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    540000 | PA      | $544933.44    | 0.29%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| Fidelity Revere Street Trust                                                     | Fidelity Securities Lending Cash Central Fund                                                           | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  21066278 | NS      | $21068385.00  | 11.17%            |  |  |  | No            |                  1 | On Loan: No      |
| TGP HOLDINGS III LLC                                                             | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                                    | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |    304930 | PA      | $250527.70    | 0.13%             | 2028-06-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                      | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7% 06/15/2032 144A                                          | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    395000 | PA      | $400254.69    | 0.21%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP 4.125% 02/15/2032 144A                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    810000 | PA      | $728924.35    | 0.39%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                      | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 5.875% 04/15/2033 144A                                      | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287058.27    | 0.15%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                         | ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A                                                             | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $97277.63     | 0.05%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2024-2 LTD                                                  | PALMER SQUARE LN FDG 2024-2 LTD D TSFR3M+470 01/15/2033 144A                                            | CUSIP: 69703HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241180.00    | 0.13%             | 2033-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.75% 08/15/2028 144A                                                                     | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2231062.50   | 1.18%             | 2028-08-15      | 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        |    195000 | PA      | $190573.60    | 0.10%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                          | GENESEE and WYOMING INC 6.25% 04/15/2032 144A                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309026.31    | 0.16%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                         | SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A                                                          | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299319.18    | 0.16%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A                            | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1037285.88   | 0.55%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                | NEXSTAR MEDIA INC 5.625% 07/15/2027 144A                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    990000 | PA      | $980744.64    | 0.52%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP 8.25% 06/15/2029 144A                                                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    605000 | PA      | $576810.57    | 0.31%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                       | CLUB CAR TERM 1LN 06/01/2028                                                                            | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     99213 | PA      | $91849.02     | 0.05%             | 2028-06-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                                         | ASGN INC 4.625% 05/15/2028 144A                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    965000 | PA      | $918335.50    | 0.49%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 6.5% 07/01/2030 144A                                                               | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281624.84    | 0.15%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| WALKER and DUNLOP INC                                                            | WALKER and DUNLOP INC 6.625% 04/01/2033 144A                                                            | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $147488.20    | 0.08%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1030540.48   | 0.55%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC                                         | HAT HOLDINGS I LLC / II LLC 3.375% 06/15/2026 144A                                                      | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $480197.52    | 0.25%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC 6.75% 04/15/2033                                                                  | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    310000 | PA      | $291004.16    | 0.15%             | 2033-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ASCEND LEARNING LLC                                                              | ASCEND LEARNING TERM 2LN 12/10/2029                                                                     | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     23510 | PA      | $23032.44     | 0.01%             | 2029-12-10      | Variable      | 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        |   2715000 | PA      | $2614756.04   | 1.39%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 8% 11/01/2027 144A                                                                | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   1130000 | PA      | $1073186.43   | 0.57%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP 3.9% 10/01/2027                                                                                | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1061404.64   | 0.56%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | HOWMET AEROSPACE INC 6.75% 01/15/2028                                                                   | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    665000 | PA      | $700411.25    | 0.37%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                         | ENCORE CAP GROUP INC 9.25% 04/01/2029 144A                                                              | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211118.00    | 0.11%             | 2029-04-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                                                 | PROTECTIVE INDUSTRIAL PRODUCTS TERM B 1LN 01/20/2032                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30000 | PA      | $28590.00     | 0.02%             | 2032-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |    385000 | PA      | $353697.69    | 0.19%             |  |  |  | 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        |   1620000 | PA      | $1648521.72   | 0.87%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ZF NORTH AMER CAP INC                                                            | ZF NORTH AMER CAP INC 6.875% 04/23/2032 144A                                                            | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    210000 | PA      | $184189.65    | 0.10%             | 2032-04-23      | Fixed         | 0.07%                 | 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        |    185000 | PA      | $136887.79    | 0.07%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 6.5%/VAR PERP                                                                     | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    390000 | PA      | $389708.96    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                             | AMENTUM HOLDINGS INC 7.25% 08/01/2032 144A                                                              | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244137.12    | 0.13%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300089.10    | 0.16%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| WOLFSPEED INC                                                                    | WOLFSPEED INC STEP 06/23/2030 144A                                                                      | CUSIP: 977852AG7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    350987 | PA      | $337824.84    | 0.18%             | 2030-06-23      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                         | JEFFERSON CAPITAL HOLDIN 8.25% 05/15/2030 144A                                                          | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $286811.46    | 0.15%             | 2030-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                                     | WALGREENS BOOTS ALLIANCE INC 3.2% 04/15/2030                                                            | CUSIP: 931427AS7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117624.02    | 0.06%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                                | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    385000 | PA      | $384782.82    | 0.20%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                               | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $792261.64    | 0.42%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 3.75% 02/15/2031 144A                                                          | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1437791.38   | 0.76%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| HERENS US HOLDCO CORP                                                            | LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028                                                       | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |    203976 | PA      | $185341.01    | 0.10%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD 10% 04/15/2032 144A                                                                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    580000 | PA      | $567920.98    | 0.30%             | 2032-04-15      | Fixed         | 0.10%                 | 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        |    445000 | PA      | $443355.81    | 0.24%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                              | RESIDEO FUNDING INC 6.5% 07/15/2032 144A                                                                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    315000 | PA      | $312476.16    | 0.17%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS and CO                                                              | LEVI STRAUSS and CO 3.5% 03/01/2031 144A                                                                | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    630000 | PA      | $552093.76    | 0.29%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SITIO ROYAL OP / SIT FIN                                                         | SITIO ROYAL OP / SIT FIN 7.875% 11/01/2028 144A                                                         | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    387000 | PA      | $397713.71    | 0.21%             | 2028-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                        | AMERICAN ROCK SALT TERM 1LN 06/11/2028                                                                  | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    484965 | PA      | $394761.21    | 0.21%             | 2028-06-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES | APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES 7.875% 11/01/2029 144A | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195198.00    | 0.10%             | 2029-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A             | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2224520.10   | 1.18%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                      | ASURION TERM B10 1LN 08/19/2028                                                                         | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    198980 | PA      | $191798.42    | 0.10%             | 2028-08-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 5.375% 02/01/2028 144A                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74280.39     | 0.04%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                      | BOOZ ALLEN AND HAMILTON INC 4% 07/01/2029 144A                                                          | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147607.71    | 0.08%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A                                                   | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $172760.15    | 0.09%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                       | KASEYA TERM B 1LN 03/22/2032                                                                            | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     80000 | PA      | $79371.20     | 0.04%             | 2032-03-22      | Variable      | 0.08%                 | 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        |     10000 | PA      | $7679.79      | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP/OTG CO-ISSUER INC                                          | ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 8% 08/01/2030 144A                                              | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    115000 | PA      | $110654.20    | 0.06%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.125% 12/01/2030 144A                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    160000 | PA      | $109658.97    | 0.06%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                            | AMERICAN AIRLINES INC 8.5% 05/15/2029 144A                                                              | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351621.90    | 0.19%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| NCL CORP LTD                                                                     | NCL CORP LTD 6.75% 02/01/2032 144A                                                                      | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    295000 | PA      | $288395.78    | 0.15%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    290000 | PA      | $264575.29    | 0.14%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| POST HOLDINGS INC                                                                | POST HLDGS INC 6.25% 10/15/2034 144A                                                                    | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178505.81    | 0.09%             | 2034-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                           | GROUP 1 AUTOMOTIVE INC 6.375% 01/15/2030 144A                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196992.32    | 0.10%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                           | JEFFERIES FIN LLC/JFIN 6.625% 10/15/2031 144A                                                           | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $293928.96    | 0.16%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                                   | SNF GROUP SACA 3.125% 03/15/2027 144A                                                                   | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    385000 | PA      | $364771.72    | 0.19%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WOK HOLDINGS INC                                                                 | PF CHANGS TERM B 1LN 09/03/2029                                                                         | CUSIP: 69345YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    154180 | PA      | $148526.12    | 0.08%             | 2029-09-03      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC / SALLY CAP INC                                               | SALLY HOLDINGS LLC / CAP INC 6.75% 03/01/2032                                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $206487.69    | 0.11%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ASCEND LEARNING LLC                                                              | ASCEND LEARNING TERM B 1LN 12/11/2028                                                                   | CUSIP: N/A<br>LEI: 549300T466HKRLVCD610       | Long             | LON              | CORP              | US        |    190621 | PA      | $188169.70    | 0.10%             | 2028-12-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 7% 08/15/2029 144A                                                                        | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    425000 | PA      | $443331.10    | 0.24%             | 2029-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC WT                                                                                      | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |       627 | NS      | $1730.52      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC 6.5% 04/15/2030                                                                   | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151448.61    | 0.08%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| METHANEX CORP                                                                    | METHANEX CORP 5.25% 12/15/2029                                                                          | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $151969.33    | 0.08%             | 2029-12-15      | 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        |    260000 | PA      | $236945.96    | 0.13%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                              | LIGHTNING POWER LLC 7.25% 08/15/2032 144A                                                               | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196845.95    | 0.10%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC 3.625% 06/15/2029 144A                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    220000 | PA      | $206329.84    | 0.11%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| CHENIERE ENERGY INC                                                              | CHENIERE ENERGY INC 4.625% 10/15/2028                                                                   | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    640000 | PA      | $633894.21    | 0.34%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                               | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |    520000 | PA      | $371394.40    | 0.20%             | 2028-10-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                 | WAND NEWCO 3 INC 7.625% 01/30/2032 144A                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278149.68    | 0.15%             | 2032-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 9.75% 11/15/2028 144A                                              | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    245000 | PA      | $255279.71    | 0.14%             | 2028-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6% 02/01/2033 144A                                                                       | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197901.17    | 0.10%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                        | QORVO INC 4.375% 10/15/2029                                                                             | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    505000 | PA      | $482679.35    | 0.26%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 5.875% 07/01/2029 144A                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195000.00    | 0.10%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 8% 02/15/2027 144A                                                                     | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    305000 | PA      | $313137.40    | 0.17%             | 2027-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                  | SEALED AIR CORP 5% 04/15/2029 144A                                                                      | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    950000 | PA      | $923798.53    | 0.49%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| ALLIANT HLDGS INTERMEDIATE LLC                                                   | ALLIANT HOLDINGS TERM B6 1LN 09/19/2031                                                                 | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    281438 | PA      | $279268.55    | 0.15%             | 2031-09-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 7.125% 02/01/2032 144A                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107558.71    | 0.06%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS HOLDING LTD 7.875% 05/29/2030 144A                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    280000 | PA      | $269850.00    | 0.14%             | 2030-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I LTD                                                                | BBAM US CLO I LTD D1R TSFR3M+300 03/30/2038 144A                                                        | CUSIP: 054978AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $122859.00    | 0.07%             | 2038-03-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                         | CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A                                                         | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    320000 | PA      | $314383.87    | 0.17%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                         | SENSATA TECHNOLOGIES INC 3.75% 02/15/2031 144A                                                          | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1018354.61   | 0.54%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                         | ACADIA HEALTHCARE CO INC 7.375% 03/15/2033 144A                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144873.92    | 0.08%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer