# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0000035402-26-002573
**Filing Date:** 2026-4
**Character Count:** 156005
**Document Hash:** b33bc52994a57b6c97ca1fa3f7b092df
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002573.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002573

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07319
- **FILM NUMBER:** 26895368

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

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

## Series and Classes Contracts Data

### Fidelity Enhanced High Yield ETF (Series ID: S000062078)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000201027 | Fidelity Enhanced High Yield ETF | FDHY            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Covington Trust

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity Enhanced High Yield ETF

- **b. EDGAR series identifier (if any):** S000062078

- **c. LEI of Series:** 549300D7SA33P7KJDO35

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $566874320.23

**Total Liabilities:** $60337611.84

**Net Assets:** $506536708.39

**Delayed Delivery Securities:** $3883256.25

**Cash Not Reported:** $0.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1808.43810996 | **1-Year:** 5989.88492700 | **5-Year:** 6175.23480487 | **10-Year:** 2438.54276436 | **30-Year:** 936.62283921

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

- **3-Month:** 24850.77172669 | **1-Year:** 58738.90673728 | **5-Year:** 49545.13044081 | **10-Year:** 8365.32427550 | **30-Year:** 1260.57101700

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000201027 | 0.79%                | 0.74%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $268543.74               | $626750.43                                 |
| Month 2  | $259992.68               | $667698.18                                 |
| Month 3  | $446619.79               | $-1228746.69                               |

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fidelity Revere Street Trust                                                     | Fidelity Cash Central Fund                                                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   8673726 | NS      | $8675460.96   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Securities Lending Cash Central Fund                                                           | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  51093127 | NS      | $51098236.03  | 10.09%            |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ITALIA CAP                                                               | TELECOM ITALIA CAP 7.2% 07/18/2036                                                                      | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   1475000 | PA      | $1634369.33   | 0.32%             | 2036-07-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAP                                                               | TELECOM ITALIA CAP 7.721% 06/04/2038                                                                    | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   3420000 | PA      | $3908004.55   | 0.77%             | 2038-06-04      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                            | TOPAZ SOLAR FARMS LLC 5.75% 09/30/2039 144A                                                             | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1395184 | PA      | $1402159.92   | 0.28%             | 2039-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                                        | EMERA INC 6.75%/VAR 06/15/2076                                                                          | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   1750000 | PA      | $1758762.25   | 0.35%             | 2076-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                     | AMERIGAS PARTN LP/AMERIGAS FIN 5.75% 05/20/2027                                                         | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3125550.20   | 0.62%             | 2027-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CRANE NXT CO                                                                     | CRANE NXT CO 4.2% 03/15/2048                                                                            | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |    900000 | PA      | $597248.82    | 0.12%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                         | ALLISON TRANSMISSION INC 5.875% 06/01/2029 144A                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1169035.11   | 0.23%             | 2029-06-01      | Fixed         | 0.06%                 | 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        |    328693 | PA      | $352604.98    | 0.07%             | 2034-04-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / RWLV CAPITAL INC)                                  | RESORTS WORLD LAS VEGAS LLC / RWLV CAPITAL INC 4.625% 04/16/2029 144A                                   | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1822950.24   | 0.36%             | 2029-04-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL | BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL 5.75% 05/15/2026 144A  | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1453011.75   | 0.29%             | 2026-05-15      | 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        |   1550000 | PA      | $1504942.90   | 0.30%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                                                      | ENVIRI CORP 5.75% 07/31/2027 144A                                                                       | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    835000 | PA      | $835701.40    | 0.16%             | 2027-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A                                                   | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1240000 | PA      | $1234614.68   | 0.24%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMENT INC 4.75% 10/15/2027 144A                                                     | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   5625000 | PA      | $5621398.31   | 1.11%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| LIGHT and WONDER INTERNATIONAL INC                                               | LIGHT and WONDER INTERNATIONAL INC 7.25% 11/15/2029 144A                                                | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46125.63     | 0.01%             | 2029-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                                         | ASGN INC 4.625% 05/15/2028 144A                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969694.60    | 0.19%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| ENERSYS                                                                          | ENERSYS 4.375% 12/15/2027 144A                                                                          | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |   2988000 | PA      | $2975601.29   | 0.59%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| NOVELIS CORP                                                                     | NOVELIS CORP 4.75% 01/30/2030 144A                                                                      | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3391866.45   | 0.67%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.625% 04/15/2030 144A                                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    862000 | PA      | $843767.84    | 0.17%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP                | BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 4.875% 02/15/2030 144A                                       | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3200000 | PA      | $3007717.44   | 0.59%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 5.25% 05/15/2027                                  | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1969938.60   | 0.39%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 4.625% 06/01/2030 144A                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2199000 | PA      | $2152659.37   | 0.42%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A                                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    650000 | PA      | $643763.84    | 0.13%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES INC                                                        | MINERALS TECHNOLOGIES INC 5% 07/01/2028 144A                                                            | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1594000.00   | 0.31%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 5.459%/VAR 06/30/2035 144A                                                                | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    150000 | PA      | $154221.72    | 0.03%             | 2035-06-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A                                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69907.52     | 0.01%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                                        | EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1552013.85   | 0.31%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                           | HARVEST MIDSTREAM I LP 7.5% 09/01/2028 144A                                                             | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50557.20     | 0.01%             | 2028-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 3.75% 02/15/2031 144A                                                                        | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1308289.93   | 0.26%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| 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        |   1060000 | PA      | $1052509.30   | 0.21%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 4.5% 02/15/2031 144A                                                                  | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2507739.00   | 0.50%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2750000 | PA      | $2640843.70   | 0.52%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GCI LIBERTY INC.                                                                 | GCI LIBERTY INC. 4.75% 10/15/2028 144A                                                                  | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3763224.72   | 0.74%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| MILLICOM INTL CELLULAR SA                                                        | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                                          | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   3805000 | PA      | $3540721.44   | 0.70%             | 2031-04-27      | 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        |   4933000 | PA      | $4692549.45   | 0.93%             | 2031-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| CHEMOURS CO/THE                                                                  | CHEMOURS CO/THE 5.75% 11/15/2028 144A                                                                   | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2434069.88   | 0.48%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 4% 08/01/2028 144A                                                                | CUSIP: 36168QAL8<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |   3980000 | PA      | $3918406.44   | 0.77%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.375% 02/15/2029 144A                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1334000 | PA      | $1285698.79   | 0.25%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| SEAGATE HDD CAYMAN                                                               | SEAGATE HDD CAYMAN 3.125% 07/15/2029                                                                    | CUSIP: 81180WBF7<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |       203 | PA      | $180.92       | 0.00%             | 2029-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                                                         | ATS CORP 4.125% 12/15/2028 144A                                                                         | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |   1918000 | PA      | $1874096.98   | 0.37%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP                                 | OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 4.25% 01/15/2029 144A                                  | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $103024.95    | 0.02%             | 2029-01-15      | 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        |    777000 | PA      | $739014.26    | 0.15%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| HOWARD HUGHES CORP                                                               | HOWARD HUGHES CORP 4.125% 02/01/2029 144A                                                               | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1494971.58   | 0.30%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 3.75% 02/15/2031 144A                                                                | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1176089.88   | 0.23%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 4.75% 02/15/2029 144A                                                                      | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44810.69     | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COVISTA INC                                                                      | COVISTA INC 5.5% 03/01/2028 144A                                                                        | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1965000.00   | 0.39%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                              | RHP HOTEL PPTYS LP and RHP FIN CORP 4.5% 02/15/2029 144A                                                | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986258.88    | 0.19%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                            | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1693427.80   | 0.33%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                                                 | ACCO BRANDS CORP 4.25% 03/15/2029 144A                                                                  | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    643000 | PA      | $591536.98    | 0.12%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| PITNEY-BOWES INC                                                                 | PITNEY-BOWES INC 7.25% 03/15/2029 144A                                                                  | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1411169.45   | 0.28%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 4.375% 04/01/2031 144A                                                      | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    960000 | PA      | $930101.66    | 0.18%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                                             | DYCOM INDUSTRIES INC 4.5% 04/15/2029 144A                                                               | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1440546.90   | 0.28%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                       | ARCOSA INC 4.375% 04/15/2029 144A                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1021389.59   | 0.20%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / RWLV CAPITAL INC)                                  | RESORTS WORLD LAS VEGAS LLC / RWLV CAPITAL INC 4.625% 04/06/2031 144A                                   | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1555098.84   | 0.31%             | 2031-04-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC / MIDWEST GAMING FIN CORP                            | MIDWEST GAMING BORWERLLC/ CORP 4.875% 05/01/2029 144A                                                   | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1972000 | PA      | $1937426.11   | 0.38%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC 4.625% 04/15/2029 144A                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    338000 | PA      | $337744.88    | 0.07%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 06/01/2033 144A                                                             | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $928842.28    | 0.18%             | 2033-06-01      | Fixed         | 0.04%                 | 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        |   2623000 | PA      | $2585979.24   | 0.51%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL INC                             | HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL INC 4.875% 06/01/2029 144A                             | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2826179.33   | 0.56%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP                | BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 5% 06/15/2029 144A                                           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2784000 | PA      | $2696881.12   | 0.53%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 4.875% 05/15/2029 144A | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2455629.68   | 0.48%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                       | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 7.125% 06/01/2028 144A                       | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1711000 | PA      | $1719383.90   | 0.34%             | 2028-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS LP / CVR NITROGEN FIN CORP                                          | CVR PARTNERS LP / CVR NITROGEN FIN CORP 6.125% 06/15/2028 144A                                          | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3905000 | PA      | $3894607.62   | 0.77%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                                               | SUNCOKE ENERGY INC 4.875% 06/30/2029 144A                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2146621.13   | 0.42%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI HOMES INC 4% 07/15/2029 144A                                                                        | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    883000 | PA      | $820335.43    | 0.16%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.375% 02/01/2029                                 | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $891633.05    | 0.18%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A                                                        | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1801000 | PA      | $1767016.39   | 0.35%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE INC 4.25% 02/01/2032 144A                                                          | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476859.75    | 0.09%             | 2032-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                         | DIRECTV FINANCING LLC / CO-OBLIGOR INC 5.875% 08/15/2027 144A                                           | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $876016.75    | 0.17%             | 2027-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A                                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2136000 | PA      | $1860671.52   | 0.37%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 3.875% 09/15/2028                                                                  | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1857000 | PA      | $1796673.87   | 0.35%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| ELDORADO GOLD CORP NEW                                                           | ELDORADO GOLD CORP NEW 6.25% 09/01/2029 144A                                                            | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |   2767000 | PA      | $2777971.16   | 0.55%             | 2029-09-01      | Fixed         | 0.06%                 | 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        |   2120000 | PA      | $2002707.82   | 0.40%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 4.625% 01/15/2029                                                                         | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2592254.34   | 0.51%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 4.875% 05/01/2029                                                                         | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2770127.10   | 0.55%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| SOMNIGROUP INTERNATIONAL INC                                                     | SOMNIGROUP INTERNATIONAL INC 3.875% 10/15/2031 144A                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   3453000 | PA      | $3241335.59   | 0.64%             | 2031-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| WABASH NATIONAL CORP                                                             | WABASH NATIONAL CORP 4.5% 10/15/2028 144A                                                               | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2634543.34   | 0.52%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC                                                    | CONSENSUS CLOUD SOLUTIONS INC 6.5% 10/15/2028 144A                                                      | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $660072.59    | 0.13%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                                                          | ROCKCLIFF ENERGY II LLC 5.5% 10/15/2029 144A                                                            | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2314854.83   | 0.46%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                               | LSB INDUSTRIES INC 6.25% 10/15/2028 144A                                                                | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2482927.98   | 0.49%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE BORROWER LP 5.25% 10/01/2029 144A                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    542000 | PA      | $541956.97    | 0.11%             | 2029-10-01      | Fixed         | 0.05%                 | 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        |    707000 | PA      | $678649.51    | 0.13%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDINGS INC                                                            | BLUELINX HLDGS INC 6% 11/15/2029 144A                                                                   | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |   4138000 | PA      | $4080855.88   | 0.81%             | 2029-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| KONTOOR BRANDS INC                                                               | KONTOOR BRANDS INC 4.125% 11/15/2029 144A                                                               | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1924770.76   | 0.38%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                                                | PROG HOLDINGS INC 6% 11/15/2029 144A                                                                    | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |   1864000 | PA      | $1830112.48   | 0.36%             | 2029-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                    | FIRSTCASH INC 5.625% 01/01/2030 144A                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1207872.34   | 0.24%             | 2030-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                                | IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 5% 07/15/2032 144A                                    | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4099000 | PA      | $3965989.09   | 0.78%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                          | SBA COMMUNICATIONS CORP 3.125% 02/01/2029                                                               | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3605518.50   | 0.71%             | 2029-02-01      | Fixed         | 0.03%                 | 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        |   1755000 | PA      | $1609322.28   | 0.32%             | 2030-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | PARAMOUNT GLOBAL T5Y+NA 03/30/2062                                                                      | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $1781950.00   | 0.35%             | 2062-03-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    485000 | PA      | $490007.63    | 0.10%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 5.875% 04/15/2030 144A                                                      | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1428000 | PA      | $1471575.75   | 0.29%             | 2030-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 6.125% 04/15/2032 144A                                                      | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $785603.96    | 0.16%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 8.5% 05/01/2030 144A                                                              | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   4129000 | PA      | $4271519.00   | 0.84%             | 2030-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                              | ALLEGIANT TRAVEL CO 7.25% 08/15/2027 144A                                                               | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504639.00    | 0.10%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 6.5% 03/31/2029 144A                                                           | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $989503.09    | 0.20%             | 2029-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENQUEST PLC                                                                      | ENQUEST PLC 11.625% 11/01/2027 144A                                                                     | CUSIP: 29357JAC0<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | DBT              | CORP              | GB        |   5272000 | PA      | $5347816.63   | 1.06%             | 2027-11-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL 7.25% 02/02/2033                                                                    | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1809000 | PA      | $1907661.70   | 0.38%             | 2033-02-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                             | WYNN RESORTS FIN LLC / CAP CORP 7.125% 02/15/2031 144A                                                  | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1527000 | PA      | $1649068.38   | 0.33%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 8.125%/VAR 06/15/2053                                                              | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $3014506.50   | 0.60%             | 2053-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                             | NOBLE FINANCE II LLC 8% 04/15/2030 144A                                                                 | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1069962.96   | 0.21%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                      | VALARIS LTD 8.375% 04/30/2030 144A                                                                      | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |   2392000 | PA      | $2508521.50   | 0.50%             | 2030-04-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 8.625% 06/01/2030 144A                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1499387.85   | 0.30%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                                               | OWENS-BROCKWAY GLASS CONTAINER INC 7.25% 05/15/2031 144A                                                | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2274871.50   | 0.45%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                     | AMERIGAS PARTN LP/AMERIGAS FIN 9.375% 06/01/2028 144A                                                   | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2671000 | PA      | $2760705.54   | 0.55%             | 2028-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| RESORTS WORLD LAS VEGAS LLC / RWLV CAPITAL INC)                                  | RESORTS WORLD LAS VEGAS LLC / RWLV CAPITAL INC 8.45% 07/27/2030 144A                                    | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3746000 | PA      | $3817930.69   | 0.75%             | 2030-07-27      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                             | LIFEPOINT HEALTH INC 9.875% 08/15/2030 144A                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    492000 | PA      | $524947.76    | 0.10%             | 2030-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| RAIN CARBON INC                                                                  | RAIN CARBON INC 12.25% 09/01/2029 144A                                                                  | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3918780.48   | 0.77%             | 2029-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: —       |
| 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        |    130000 | PA      | $135840.25    | 0.03%             | 2030-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.875% 12/15/2030 144A                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2588000 | PA      | $2693468.76   | 0.53%             | 2030-12-15      | Fixed         | 0.07%                 | 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        |   1896000 | PA      | $1916560.22   | 0.38%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC 7.5% 05/30/2031 144A                                                                         | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    710000 | PA      | $700441.70    | 0.14%             | 2031-05-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                             | LIFEPOINT HEALTH INC 11% 10/15/2030 144A                                                                | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2172244.00   | 0.43%             | 2030-10-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 9.5% 02/01/2029 144A                                                             | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1501574.20   | 0.30%             | 2029-02-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| BORR IHC LTD / BORR FINANCE LLC                                                  | BORR IHC LTD / BORR FINANCE LLC 10.375% 11/15/2030 144A                                                 | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1280848.20   | 0.25%             | 2030-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                    | SMYRNA READY MIX CONCRETE LLC 8.875% 11/15/2031 144A                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    600000 | PA      | $637430.40    | 0.13%             | 2031-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                     | AMS-OSRAM AG 12.25% 03/30/2029 144A                                                                     | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   1350000 | PA      | $1438241.40   | 0.28%             | 2029-03-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                       | GOEASY LTD 9.25% 12/01/2028 144A                                                                        | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   1575000 | PA      | $1558275.39   | 0.31%             | 2028-12-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7% 01/15/2031 144A                               | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $738158.75    | 0.15%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                         | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 7.5% 12/15/2033 144A                                           | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $393745.58    | 0.08%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | KINETIK HOLDINGS LP 6.625% 12/15/2028 144A                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1479370.20   | 0.29%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 7.875%/VAR 06/15/2054                                                              | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1030627.62   | 0.20%             | 2054-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.875% 03/15/2030                                                                  | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1219583.53   | 0.24%             | 2030-03-15      | 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        |    335000 | PA      | $353920.80    | 0.07%             | 2032-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| DIRECTV FINANCING LLC                                                            | DIRECTV FINANCING LLC 8.875% 02/01/2030 144A                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2716000 | PA      | $2719131.55   | 0.54%             | 2030-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| NGL ENERGY OPER LLC/NGL ENERGY FIN CORP                                          | NGL ENERGY OPER LLC/FIN CORP 8.125% 02/15/2029 144A                                                     | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2280009.60   | 0.45%             | 2029-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1432625.47   | 0.28%             | 2031-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| STENA INTERNATIONAL SA                                                           | STENA INTERNATIONAL SA 7.625% 02/15/2031 144A                                                           | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    522000 | PA      | $543862.93    | 0.11%             | 2031-02-15      | Fixed         | 0.08%                 | 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        |   2193000 | PA      | $2288167.43   | 0.45%             | 2031-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513125.00    | 0.10%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC 6.375% 02/15/2029 144A                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508806.50    | 0.10%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                       | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 8.625% 03/15/2029 144A                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3668000 | PA      | $3829964.21   | 0.76%             | 2029-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                               | RITHM CAPITAL CORP 8% 04/01/2029 144A                                                                   | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   4601000 | PA      | $4630188.74   | 0.91%             | 2029-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC                          | MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC 6.75% 04/01/2032 144A                           | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $241992.24    | 0.05%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                              | RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 04/01/2032 144A                                                | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3196000 | PA      | $3307147.29   | 0.65%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.25% 07/01/2031 144A                                                                    | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $457482.59    | 0.09%             | 2031-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                        | PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    854000 | PA      | $868813.48    | 0.17%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                                 | AMC NETWORKS INC 10.25% 01/15/2029 144A                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1501503.79   | 0.30%             | 2029-01-15      | Fixed         | 0.10%                 | 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        |    380000 | PA      | $391428.50    | 0.08%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                        | MILLICOM INTL CELLULAR SA 7.375% 04/02/2032 144A                                                        | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   1829000 | PA      | $1887634.63   | 0.37%             | 2032-04-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                | RAKUTEN GROUP INC 9.75% 04/15/2029 144A                                                                 | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1109161.63   | 0.22%             | 2029-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL INC                             | HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL INC 12.25% 04/15/2029 144A                             | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2343000 | PA      | $2502762.14   | 0.49%             | 2029-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                            | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   3303000 | PA      | $3285628.20   | 0.65%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                                 | TASEKO MINES LTD 8.25% 05/01/2030 144A                                                                  | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |   1880000 | PA      | $1990231.92   | 0.39%             | 2030-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                        | ENDO FINANCE HOLDINGS INC 8.5% 04/15/2031 144A                                                          | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $488884.78    | 0.10%             | 2031-04-15      | Fixed         | 0.09%                 | 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        |    565000 | PA      | $586460.40    | 0.12%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7% 02/01/2030 144A     | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $217428.12    | 0.04%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| GARRETT MOTION HOLDINGS INC / GARRETT LX I SARL                                  | GARRETT MOTION HOLDINGS INC / GARRETT LX I SARL 7.75% 05/31/2032 144A                                   | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3138000 | PA      | $3316301.16   | 0.65%             | 2032-05-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KAROON USA FINANCE INC                                                           | KAROON USA FINANCE INC 10.5% 05/14/2029 144A                                                            | CUSIP: 48575AAA9<br>LEI: 254900I4IZ164TOMZH46 | Long             | DBT              | CORP              | US        |   4262000 | PA      | $4415432.00   | 0.87%             | 2029-05-14      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                          | HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A                                                            | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |   3075000 | PA      | $3177679.48   | 0.63%             | 2029-06-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP 8.25% 06/15/2029 144A                                                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2960461.38   | 0.58%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RESOURCE OPER L P / ALLIANCE RESOURCE FIN CORP                          | ALLIANCE RESOURCE OPER L P / ALLIANCE RESOURCE FIN CORP 8.625% 06/15/2029 144A                          | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    762000 | PA      | $802222.93    | 0.16%             | 2029-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 7.5% 11/06/2030 144A                                                | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1073627.08   | 0.21%             | 2030-11-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| BRINKS CO                                                                        | BRINKS CO 6.5% 06/15/2029 144A                                                                          | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    590000 | PA      | $607581.41    | 0.12%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SATURN OIL and GAS INC                                                           | SATURN OIL and GAS INC 9.625% 06/15/2029 144A                                                           | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |   2863000 | PA      | $2943836.81   | 0.58%             | 2029-06-15      | Fixed         | 0.10%                 | 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        |   2000000 | PA      | $2056926.00   | 0.41%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO-ISSUER INC                                        | EMRLD BORROWER LP / EMERALD CO-ISSUER INC 6.75% 07/15/2031 144A                                         | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $391017.00    | 0.08%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| SEALED AIR CORP                                                                  | SEALED AIR CORP 6.5% 07/15/2032 144A                                                                    | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   2063000 | PA      | $2124743.53   | 0.42%             | 2032-07-15      | 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        |    322000 | PA      | $340182.15    | 0.07%             | 2029-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                               | ZEGONA FINANCE PLC 8.625% 07/15/2029 144A                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    452000 | PA      | $477291.61    | 0.09%             | 2029-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 10.25% 04/15/2031                                                                     | CUSIP: 36162JAH9<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |   3231000 | PA      | $3469082.70   | 0.68%             | 2031-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 8.625% 04/15/2029                                                                     | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1363075.96   | 0.27%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 6.875% 01/15/2030 144A                                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507665.00    | 0.10%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ENOVA INTERNATIONAL INC                                                          | ENOVA INTL INC 9.125% 08/01/2029 144A                                                                   | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |   4636000 | PA      | $4869858.38   | 0.96%             | 2029-08-01      | Fixed         | 0.09%                 | 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        |    305000 | PA      | $323806.91    | 0.06%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 6.375% 03/01/2033 144A                                                                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1142063.60   | 0.23%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                                                                       | DAVITA INC 6.875% 09/01/2032 144A                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    900000 | PA      | $935177.40    | 0.18%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| GLOBAL AIRCRAFT LEASING CO LTD                                                   | GLOBAL AIRCRAFT LEASING CO LTD 8.75% 09/01/2027 144A                                                    | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2715000 | PA      | $2798353.22   | 0.55%             | 2027-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RES HLDGS INC                                                         | MOSS CREEK RES HLDGS INC 8.25% 09/01/2031 144A                                                          | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3202696.58   | 0.63%             | 2031-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| ARCOSA INC                                                                       | ARCOSA INC 6.875% 08/15/2032 144A                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1190764.82   | 0.24%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                            | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 6.75% 08/15/2032 144A                             | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1110940.72   | 0.22%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| PHINIA INC                                                                       | PHINIA INC 6.625% 10/15/2032 144A                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $2184299.16   | 0.43%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                             | WYNN RESORTS FIN LLC / CAP CORP 6.25% 03/15/2033 144A                                                   | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021238.00   | 0.20%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| APTIV SWISS HOLDINGS LTD                                                         | APTIV SWISS HOLDINGS LTD 6.875%/VAR 12/15/2054                                                          | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   3000000 | PA      | $3127698.00   | 0.62%             | 2054-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                     | FOCUS FINANCIAL PARTNERS LLC 6.75% 09/15/2031 144A                                                      | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    641000 | PA      | $637627.43    | 0.13%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.5% 10/01/2031 144A                             | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $502744.33    | 0.10%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                                                     | CIMPRESS PLC 7.375% 09/15/2032 144A                                                                     | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1006031.00   | 0.20%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                                      | ALTAGAS LTD 7.2%/VAR 10/15/2054 144A                                                                    | CUSIP: 021361AD2<br>LEI: DR5LKEURSR8SXLM64266 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1044812.00   | 0.21%             | 2054-10-15      | Variable      | 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        |    395000 | PA      | $410412.11    | 0.08%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP 10.75% 11/30/2029                                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2277278.70   | 0.45%             | 2029-11-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                            | BELRON UK FINANCE PLC 5.75% 10/15/2029 144A                                                             | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |   3200000 | PA      | $3270188.80   | 0.65%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                           | PATRICK INDUSTRIES INC 6.375% 11/01/2032 144A                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027122.00   | 0.20%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| ITHACA ENERGY NORTH SEA PLC                                                      | ITHACA ENERGY NORTH SEA PLC 8.125% 10/15/2029 144A                                                      | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |   1255000 | PA      | $1321013.00   | 0.26%             | 2029-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 10% 11/15/2029 144A                               | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1477500.00   | 0.29%             | 2029-11-15      | Fixed         | 0.10%                 | 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        |    600000 | PA      | $621001.80    | 0.12%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| NOVELIS CORP                                                                     | NOVELIS CORP 6.875% 01/30/2030 144A                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1316154.45   | 0.26%             | 2030-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                         | DIRECTV FINANCING LLC / CO-OBLIGOR INC 10% 02/15/2031 144A                                              | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2045544.96   | 0.40%             | 2031-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE CORP                                                           | CREDIT ACCEPTANCE CORP 6.625% 03/15/2030 144A                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $497392.50    | 0.10%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| BREAD FINANCIAL HOLDINGS INC                                                     | BREAD FINANCIAL HOLDINGS INC 8.375%/VAR 06/15/2035 144A                                                 | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2976629.34   | 0.59%             | 2035-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: —       |
| AXON ENTERPRISE INC                                                              | AXON ENTERPRISE INC 6.25% 03/15/2033 144A                                                               | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    490000 | PA      | $507894.31    | 0.10%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $4316859.58   | 0.85%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| VIRIDIEN                                                                         | VIRIDIEN 10% 10/15/2030 144A                                                                            | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    967000 | PA      | $1036930.54   | 0.20%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                     | INSULET CORP 6.5% 04/01/2033 144A                                                                       | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171612.21    | 0.03%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD 10% 04/15/2032 144A                                                                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1447785.71   | 0.29%             | 2032-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                       | GOEASY LTD 7.375% 10/01/2030 144A                                                                       | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   1725000 | PA      | $1529258.90   | 0.30%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                  | MAREX GROUP PLC 5.829% 05/08/2028                                                                       | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1019931.08   | 0.20%             | 2028-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE INC 6.75% 05/15/2035 144A                                                          | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1367069.74   | 0.27%             | 2035-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                           | FAIR ISAAC CORPORATION 6% 05/15/2033 144A                                                               | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    910000 | PA      | $919806.33    | 0.18%             | 2033-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 05/31/2033 144A                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3320000 | PA      | $3388501.56   | 0.67%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                                        | ENPRO INC 6.125% 06/01/2033 144A                                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    900000 | PA      | $928843.20    | 0.18%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 6.75% 06/15/2033 144A                                                                    | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    935000 | PA      | $985249.71    | 0.19%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                               | AVIS BUDG CAR RENT LLC/FIN INC 8.375% 06/15/2032 144A                                                   | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $934194.57    | 0.18%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| COREWEAVE INC                                                                    | COREWEAVE INC 9.25% 06/01/2030 144A                                                                     | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   5010000 | PA      | $4907043.50   | 0.97%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                     | AMERIGAS PARTN LP/AMERIGAS FIN 9.5% 06/01/2030 144A                                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $990093.18    | 0.20%             | 2030-06-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                                                                       | DAVITA INC 6.75% 07/15/2033 144A                                                                        | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1920823.55   | 0.38%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CACI INTERNATIONAL INC                                                           | CACI INTERNATIONAL INC 6.375% 06/15/2033 144A                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    715000 | PA      | $736086.99    | 0.15%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                              | RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 06/15/2033 144A                                                | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $934911.00    | 0.18%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ENDEAVOUR MINING PLC                                                             | ENDEAVOUR MINING PLC 7% 05/28/2030 144A                                                                 | CUSIP: 29261HAB1<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $723261.00    | 0.14%             | 2030-05-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS INC                                                           | NEW FLYER HOLDINGS INC 9.25% 07/01/2030 144A                                                            | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4465000 | PA      | $4819614.77   | 0.95%             | 2030-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 6.25% 06/01/2032 144A                                                                         | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    740000 | PA      | $761220.24    | 0.15%             | 2032-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTL INC                                                        | COMPASS MINERALS INTL INC 8% 07/01/2030 144A                                                            | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1783034.50   | 0.35%             | 2030-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                                             | DOTDASH MEREDITH INC 7.625% 06/15/2032 144A                                                             | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2261845.05   | 0.45%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 7.125% 07/01/2033 144A                                                | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    981000 | PA      | $1015003.42   | 0.20%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                        | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 6.15% 01/15/2031                                              | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037975.73   | 0.20%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| RITHM CAPITAL CORP                                                               | RITHM CAPITAL CORP 8% 07/15/2030 144A                                                                   | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1311016.05   | 0.26%             | 2030-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                                 | AMC NETWORKS INC 10.5% 07/15/2032 144A                                                                  | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1188292.40   | 0.23%             | 2032-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 9.75% 04/15/2030 144A                                        | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2365136.65   | 0.47%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                         | STONEX ESCROW ISSUER LLC 6.875% 07/15/2032 144A                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $778298.25    | 0.15%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                       | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 7.375% 06/30/2033 144A                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $977415.39    | 0.19%             | 2033-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                         | CHAMPION IRON CANADA INC 7.875% 07/15/2032 144A                                                         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1063586.00   | 0.21%             | 2032-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042                                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1467287.50   | 0.29%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 5.75% 09/15/2033 144A                                                  | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1074843.00   | 0.21%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.75% 08/01/2032 144A                                                                     | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1000000 | PA      | $1037799.00   | 0.20%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 9.375% 08/01/2032 144A                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1973480.22   | 0.39%             | 2032-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| AECOM                                                                            | AECOM 6% 08/01/2033 144A                                                                                | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    810000 | PA      | $827627.22    | 0.16%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC T5Y+289 6.875%/VAR PERP                                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   2010000 | PA      | $2060553.51   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                                         | CENTURY ALUMINUM COMPANY 6.875% 08/01/2032 144A                                                         | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    440000 | PA      | $455117.35    | 0.09%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | COREWEAVE INC 9% 02/01/2031 144A                                                                        | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    605000 | PA      | $583744.11    | 0.12%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDINGS CO LLC                                                        | PAGAYA US HOLDINGS CO LLC 8.875% 08/01/2030 144A                                                        | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $722983.80    | 0.14%             | 2030-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC 7.375% 08/01/2033 144A                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1665308.13   | 0.33%             | 2033-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| MILLROSE PROPERTIES INC REIT                                                     | MILLROSE PROPERTIES INC REIT 6.375% 08/01/2030 144A                                                     | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2790448.00   | 0.55%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.25% 01/31/2034 144A                                                                     | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139657.23    | 0.03%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| ATLANTICUS HOLDINGS CORP                                                         | ATLANTICUS HOLDINGS CORP 9.75% 09/01/2030 144A                                                          | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1867178.96   | 0.37%             | 2030-09-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | MAIN STR CAP CORP 5.4% 08/15/2028                                                                       | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802758.56    | 0.16%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 6% 08/15/2033 144A                                                                            | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309936.73    | 0.06%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                                          | DREAM FINDERS HOMES INC 6.875% 09/15/2030 144A                                                          | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $633939.46    | 0.13%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| MARRIOTT OWNERSHIP RESORTS INC                                                   | MARRIOTT OWNERSHIP RESORTS INC 6.5% 10/01/2033 144A                                                     | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    625000 | PA      | $606020.69    | 0.12%             | 2033-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 6.25% 09/15/2033 144A                                                                      | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    840000 | PA      | $847878.36    | 0.17%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC REIT                                                     | MILLROSE PROPERTIES INC REIT 6.25% 09/15/2032 144A                                                      | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1913706.27   | 0.38%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOVNANIAN K ENTERPRISES INC                                                      | HOVNANIAN K ENTERPRISES INC 8.375% 10/01/2033 144A                                                      | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1333116.20   | 0.26%             | 2033-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| LIGHT and WONDER INTERNATIONAL INC                                               | LIGHT and WONDER INTERNATIONAL INC 6.25% 10/01/2033 144A                                                | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    630000 | PA      | $632721.60    | 0.12%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| DIVERSIFIED HEALTHCARE TR                                                        | DIVERSIFIED HEALTHCARE TR 7.25% 10/15/2030 144A                                                         | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1315455.79   | 0.26%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                              | AMERICAN AXLE and MFG INC 7.75% 10/15/2033 144A                                                         | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1128138.27   | 0.22%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| FIVE POINT OPERATING CO LP                                                       | FIVE POINT OPERATING CO LP 8% 10/01/2030 144A                                                           | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1092515.80   | 0.22%             | 2030-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DIRECTV FINANCING LLC 8.875% 02/01/2030 144A                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2210758.58   | 0.44%             | 2030-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 7% 04/01/2031 144A                                                                | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   1490000 | PA      | $1567495.36   | 0.31%             | 2031-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL AND GAS INC 7.875% 10/15/2033 144A                                                         | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327142.72    | 0.06%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| LAMAR MEDIA CORP                                                                 | LAMAR MEDIA CORP 5.375% 11/01/2033 144A                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $847207.14    | 0.17%             | 2033-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                    | GOLAR LNG LTD 7.5% 10/02/2030 144A                                                                      | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |   5604000 | PA      | $5611397.28   | 1.11%             | 2030-10-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTL LTD                                                             | WEATHERFORD INTL LTD 6.75% 10/15/2033 144A                                                              | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1900000 | PA      | $1986451.98   | 0.39%             | 2033-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM LLC                                                       | BKV UPSTREAM MIDSTREAM LLC 7.5% 10/15/2030 144A                                                         | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |    855000 | PA      | $870905.57    | 0.17%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP 7% 01/15/2034 144A                                                                  | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1089583.14   | 0.22%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6% 01/15/2036 144A                                                                       | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1160141.52   | 0.23%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| NICKEL INDUSTRIES LTD                                                            | NICKEL INDUSTRIES LTD 9% 09/30/2030 144A                                                                | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |   4700000 | PA      | $4900737.00   | 0.97%             | 2030-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 5YR NOTE (CBT) FUT JUN26 FVM6                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        10 | NC      | $6528.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EF HOLDCO / EF CAYMAN HOLD / ELLINGTON FIN REIT CAYMAN/TRS / EF CAYMAN NON-MTM   | EF HOLDCO / EF CAYMAN HOLD / ELLINGTON FIN REIT CAYMAN/TRS / EF CAYMAN NON-MTM 7.375% 09/30/2030 144A   | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $646364.80    | 0.13%             | 2030-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                                | EUSHI FINANCE INC 6.125%/VAR 04/01/2056                                                                 | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $795857.06    | 0.16%             | 2056-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD 5.875% 10/15/2033 144A                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   2285000 | PA      | $2331065.60   | 0.46%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                   | BRANDYWINE OPER PARTNERSHIP LP 6.125% 01/15/2031                                                        | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    640000 | PA      | $607311.04    | 0.12%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| DANAOS CORP                                                                      | DANAOS CORP 6.875% 10/15/2032 144A                                                                      | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |   2700000 | PA      | $2784375.00   | 0.55%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 6.25% 02/01/2034 144A                                                           | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2116596.85   | 0.42%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS L P /FERRELLGAS FIN                                                   | FERRELLGAS L P /FERRELLGAS FIN 9.25% 01/15/2031 144A                                                    | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $985662.05    | 0.19%             | 2031-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 5.5% 03/31/2031 144A             | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $387591.05    | 0.08%             | 2031-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                             | KAISER ALUMINUM CORP 5.875% 03/01/2034 144A                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $662295.39    | 0.13%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| WILLIAM (CARTER) CO                                                              | WILLIAM (CARTER) CO 7.375% 02/15/2031 144A                                                              | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    655000 | PA      | $674605.46    | 0.13%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                                                     | BREAD FINANCIAL HOLDINGS INC 6.75% 05/15/2031 144A                                                      | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1115625.42   | 0.22%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6% 11/15/2033 144A                                                                | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    355000 | PA      | $366867.65    | 0.07%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 7.625% 11/15/2032 144A                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    725000 | PA      | $746884.13    | 0.15%             | 2032-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 6.75% 11/15/2032 144A                                                                       | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    775000 | PA      | $789876.13    | 0.16%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC 7%/VAR PERP 144A                                                                 | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EP               | CORP              | GB        |   1355000 | PA      | $1400503.61   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                         | ALLISON TRANSMISSION INC 5.875% 12/01/2033 144A                                                         | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    725000 | PA      | $740383.99    | 0.15%             | 2033-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 6.625% 08/15/2032 144A                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1035096.00   | 0.20%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| APLD COMPUTECO LLC                                                               | APLD COMPUTECO LLC 9.25% 12/15/2030 144A                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2162159.52   | 0.43%             | 2030-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                             | COMMERCIAL METALS CO 5.75% 11/15/2033 144A                                                              | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $816228.00    | 0.16%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                                      | ACUSHNET CO 5.625% 12/01/2033 144A                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    285000 | PA      | $290063.31    | 0.06%             | 2033-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| GENMAB A/S/GENMAB FINANCE LLC                                                    | GENMAB A/S/GENMAB FINANCE LLC 7.25% 12/15/2033 144A                                                     | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   2350000 | PA      | $2493855.25   | 0.49%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                                    | GENMAB A/S/GENMAB FINANCE LLC 6.25% 12/15/2032 144A                                                     | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   2370000 | PA      | $2460154.80   | 0.49%             | 2032-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6.25% 01/30/2031 144A         | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $332642.05    | 0.07%             | 2031-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                                            | DBR LAND HOLDINGS LLC 6.25% 12/01/2030 144A                                                             | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $536328.00    | 0.11%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                    | UNITED RENTALS NORTH AMER INC 5.375% 11/15/2033 144A                                                    | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2233060.27   | 0.44%             | 2033-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERFLEX INC                                                                     | ENERFLEX INC 6.875% 01/15/2031 144A                                                                     | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3492597.23   | 0.69%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 6.5% 03/15/2036 144A                                                                     | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1144446.75   | 0.23%             | 2036-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 5.75% 03/15/2031 144A                                                                 | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304116.30    | 0.06%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 8.5% 01/15/2036 144A                                                              | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1509739.16   | 0.30%             | 2036-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                                              | ARBOR REALTY SR INC 8.5% 12/15/2028 144A                                                                | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1459877.18   | 0.29%             | 2028-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| PERIMETER HOLDINGS LLC                                                           | PERIMETER HOLDINGS LLC 6.25% 01/15/2034 144A                                                            | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2295418.59   | 0.45%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                                | FLASH COMPUTE LLC 7.25% 12/31/2030 144A                                                                 | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $951965.52    | 0.19%             | 2030-12-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                           | CALUMET SPEC PROD PRT/FIN CORP 9.75% 02/15/2031 144A                                                    | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1438195.50   | 0.28%             | 2031-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES LP / ARCHROCK PARTNERS FINANCE CORP                            | ARCHROCK SERVICES LP / ARCHROCK PARTNERS FINANCE CORP 6% 02/01/2034 144A                                | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1194731.12   | 0.24%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 7% 02/01/2033 144A                                                               | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1451873.31   | 0.29%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| INSTALLED BUILDING PRODUCTS INC                                                  | INSTALLED BLDG PRODS INC 5.625% 02/01/2034 144A                                                         | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1438844.82   | 0.28%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 7.125%/VAR PERP 144A                                                            | CUSIP: 83370RAF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |   1695000 | PA      | $1688783.59   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                               | BURFORD CAPITAL GLOBAL FINANCE LLC 8.5% 01/15/2034 144A                                                 | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    955000 | PA      | $936076.68    | 0.18%             | 2034-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| GFL ENVIRONMENTAL HOLDINGS US INC                                                | GFL ENVIRONMENTAL HOLDINGS US INC 5.5% 02/01/2034 144A                                                  | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $958435.14    | 0.19%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP IN                                                                 | BRISTOW GRP INC 6.75% 02/01/2033 144A                                                                   | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |   4790000 | PA      | $4860298.04   | 0.96%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP NY                                                        | COLUMBUS MCKINNON CORP NY 7.125% 02/01/2033 144A                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    560000 | PA      | $575713.60    | 0.11%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 7.5% 02/15/2031 144A                                                                     | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1001593.81   | 0.20%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 7%/VAR 08/15/2056                                                                            | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1474253.24   | 0.29%             | 2056-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                               | HOWARD HUGHES CORP 5.875% 03/01/2032 144A                                                               | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999498.78    | 0.20%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 5.625% 03/01/2034 144A                                                       | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    580000 | PA      | $581940.41    | 0.11%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.125% 07/31/2034 144A                                                                    | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    670000 | PA      | $680543.06    | 0.13%             | 2034-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 6.375% 02/15/2036 144A                                                       | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $481543.54    | 0.10%             | 2036-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 5.375% 03/01/2034 144A                                                       | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    510000 | PA      | $513886.16    | 0.10%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                  | CONCENTRIX CORP 6.5% 03/01/2029                                                                         | CUSIP: 20602DAD3<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1240413.52   | 0.24%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 5.875% 03/01/2034 144A                                                               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    535000 | PA      | $535978.20    | 0.11%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COOPER STANDARD AUTO INC                                                         | COOPER STANDARD AUTO INC 9.25% 03/01/2031 144A                                                          | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1263553.20   | 0.25%             | 2031-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/ FIN CORP                                                      | GENESIS ENERGY LP/ FIN CORP 6.75% 03/15/2034                                                            | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1021650.28   | 0.20%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                        | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC T5Y+0 11/15/2056                                              | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1260653.39   | 0.25%             | 2056-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 5.5% 04/15/2034 144A                                                             | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1541872.80   | 0.30%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS and RESORTS INC                                                   | WYNDHAM HOTELS and RESORTS INC 5.625% 03/01/2033 144A                                                   | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1026404.40   | 0.20%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                              | RHP HOTEL PPTYS LP and RHP FIN CORP 5.75% 03/15/2034 144A                                               | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $453283.20    | 0.09%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                        | MATADOR RES CO 6% 04/15/2034 144A                                                                       | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1018769.47   | 0.20%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                  | CHEMOURS CO/THE 7.875% 03/15/2034 144A                                                                  | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    510000 | PA      | $509363.27    | 0.10%             | 2034-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                           | CACI INTERNATIONAL INC 6.375% 06/15/2033 144A                                                           | CUSIP: 127190AG1<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    635000 | PA      | $653727.61    | 0.13%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer