# EDGAR Filing Document

**Accession Number:** 0001562565
**File Stem:** 0000035402-26-002660
**Filing Date:** 2026-4
**Character Count:** 388861
**Document Hash:** f390f146ec4c1d86d9c2d775ef0b8c15
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002660.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002660

**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 Merrimack Street Trust
- **CENTRAL INDEX KEY:** 0001562565

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22796
- **FILM NUMBER:** 26895544

**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 Tactical Bond ETF (Series ID: S000079047)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000239880 | Fidelity Tactical Bond ETF | FTBD            |

## 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 Merrimack Street Trust

- **b. Investment Company Act file number:** 811-22796

- **c. CIK number of Registrant:** 0001562565

- **d. LEI of Registrant:** 549300782HVYOIE6CE74

- **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 Tactical Bond ETF

- **b. EDGAR series identifier (if any):** S000079047

- **c. LEI of Series:** 549300W5F89BCIBZIP45

**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:** $38414531.06

**Total Liabilities:** $746848.41

**Net Assets:** $37667682.65

**Delayed Delivery Securities:** $73976.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 283.27869682 | **1-Year:** 1402.84526077 | **5-Year:** 5568.84638445 | **10-Year:** 7578.79565730 | **30-Year:** 5835.33880610

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

- **3-Month:** 458.30920679 | **1-Year:** 1222.39406487 | **5-Year:** 1300.27588959 | **10-Year:** 230.54220614 | **30-Year:** 135.92736534

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000239880 | -0.34%               | 0.41%                | 1.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-38041.39               | $-254870.34                                |
| Month 2  | $-260.41                 | $-16270.61                                 |
| Month 3  | $59035.83                | $428726.75                                 |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Index

- **Index Identifier:** 19808143

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANGLIAN WATER SVCS FINANC PLC                                                    | ANGLIAN WATER SVCS FINANC PLC 6.293% 07/30/2030 REGS                                                    | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |     25000 | PA      | $35583.00     | 0.09%             | 2030-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Cash Central Fund                                                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   3869782 | NS      | $3870555.80   | 10.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Securities Lending Cash Central Fund                                                           | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    481711 | NS      | $481759.64    | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/AUD settle 2026-04-24                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-833.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/CAD settle 2026-04-24                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $469.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: USD/GBP settle 2026-04-24                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $14463.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/EUR settle 2026-04-24                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $26080.96     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: GBP/USD settle 2026-04-24                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-354.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/EUR settle 2026-04-24                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $237.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | FX Forward: USD/EUR settle 2026-04-24                                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: EUR/USD settle 2026-04-24                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $184.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP 5.65% 12/01/2044                                                                          | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $11834.72     | 0.03%             | 2044-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 5.625% 08/01/2033                                                                          | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      1000 | PA      | $821.44       | 0.00%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                                   | TRANSALTA CORP 6.5% 03/15/2040                                                                          | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $8077.79      | 0.02%             | 2040-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.375% 02/15/2038                                                           | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $72151.95     | 0.19%             | 2038-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 3.15% 10/01/2026                                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      5000 | PA      | $4963.35      | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 7.75% 07/01/2026                                                                          | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $31603.61     | 0.08%             | 2026-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 1.125% 09/15/2032 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     25000 | PA      | $27025.32     | 0.07%             | 2032-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                              | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $36260.14     | 0.10%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                | DNKN 2017-1A A2II 4.03% 11/20/2047 144A                                                                 | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    115000 | PA      | $114577.08    | 0.30%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA FRN TSFR3M+290.961 PERP                                                             | CUSIP: 064159KJ4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EP               | CORP              | CA        |    325000 | PA      | $324726.27    | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE LP                                                     | PLAINS ALL AMERN PIPELINE LP 6.125%/VAR PERP                                                            | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |     21000 | PA      | $20981.90     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 4.75% 10/15/2027                                                                          | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16003.93     | 0.04%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 6.625%/VAR PERP                                                                      | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     25000 | PA      | $25322.68     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047       | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $198370.60    | 0.53%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | NOTA DO TESOURO NACIONAL 10% 01/01/2029                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $73426.25     | 0.19%             | 2029-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                        | OLIN CORP 5% 02/01/2030                                                                                 | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59320.66     | 0.16%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 6.5% 05/15/2026 144A                                                     | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     31000 | PA      | $30780.14     | 0.08%             | 2026-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                       | BAUSCH HEALTH AMERICAS INC 8.5% 01/31/2027 144A                                                         | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5946.02      | 0.02%             | 2027-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE FOUNDATION INC                                                  | PRIME HEALTHCARE FOUNDATION INC 7% 12/01/2027                                                           | CUSIP: 74166AAA0<br>LEI: 984500CA2F5A8B78A337 | Long             | DBT              | CORP              | US        |    142000 | PA      | $146846.73    | 0.39%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                              | TOLEDO HOSPITAL/THE 5.325% 11/15/2028                                                                   | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203767.52    | 0.54%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARGENTUM NETHERLANDS BV FOR ZURICH INSURANCE CO LTD                              | ARGENTUM NETHERLANDS BV FOR ZURICH INSURANCE CO LTD 2.75%/VAR 02/19/2049 REGS                           | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117423.60    | 0.31%             | 2049-02-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3%/VAR 07/22/2028                                                                     | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $132711.88    | 0.35%             | 2028-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.25% 06/15/2029 144A                                                                    | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9031.40      | 0.02%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21968.28     | 0.06%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE LTD                                                     | HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A                                            | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     57621 | PA      | $57187.17     | 0.15%             | 2039-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                          | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4319.96      | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                         | SOTHEBYS 7.375% 10/15/2027 144A                                                                         | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32798.90     | 0.09%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.8% 03/01/2050         | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202000 | PA      | $153895.91    | 0.41%             | 2050-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THUNDERBOLT III AIRCRAFT LEASE LTD                                               | THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A                                      | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     74416 | PA      | $73869.22     | 0.20%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                                 | MOBICO GROUP PLC STEP 11/20/2028 REGS                                                                   | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $125497.17    | 0.33%             | 2028-11-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TR 2019-OC11                                                                  | BX TR 2019-OC11 4.075457% 12/09/2041 144A                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31000 | PA      | $29024.60     | 0.08%             | 2041-12-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | BAUSCH HEALTH COS INC 5.25% 01/30/2030 144A                                                             | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2100.00      | 0.01%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                              | CALPINE CORPORATION 5.125% 03/15/2028 144A                                                              | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2998.89      | 0.01%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 7.125%/VAR PERP                                                                      | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |      5000 | PA      | $5186.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | NOTA DO TESOURO NACIONAL 10% 01/01/2031                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |   1000000 | PA      | $174614.38    | 0.46%             | 2031-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 5% 03/15/2027                                                                              | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5909.20      | 0.02%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                           | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                               | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |     38611 | PA      | $37105.04     | 0.10%             | 2026-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.625% 04/15/2030 144A                                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63625.19     | 0.17%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| 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        |     45000 | PA      | $44323.62     | 0.12%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP 3.6% 04/01/2040                                                                             | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     48000 | PA      | $36273.38     | 0.10%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051         | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $25814.80     | 0.07%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                                          | DPL INC 4.35% 04/15/2029                                                                                | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $354578.54    | 0.94%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                     | ENTEGRIS INC 4.375% 04/15/2028 144A                                                                     | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61469.94     | 0.16%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                 | CENTENE CORP 4.625% 12/15/2029                                                                          | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78061.30     | 0.21%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 4.625% 06/01/2030 144A                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62651.30     | 0.17%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                         | VIRGIN MEDIA FINANCE PLC 5% 07/15/2030 144A                                                             | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |      2000 | PA      | $1663.80      | 0.00%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.625% 12/01/2030 144A                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      9000 | PA      | $3331.04      | 0.01%             | 2030-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                           | UNITED PLANET FITNESS TERM B 1LN 12/30/2026                                                             | CUSIP: 91132UAK9<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |       987 | PA      | $954.92       | 0.00%             | 2026-12-30      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 4.125% 07/01/2030 144A                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84832.23     | 0.23%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 3.875%/VAR PERP REGS                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |    100000 | PA      | $117528.78    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 4.25% 07/01/2028 144A                                                             | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1928.07      | 0.01%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5% 07/01/2028                                                                             | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6981.50      | 0.02%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5.25% 07/01/2030                                                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22018.22     | 0.06%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                         | TK ELEVATOR US NEWCO INC 5.25% 07/15/2027 144A                                                          | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3998.38      | 0.01%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC 5.75%/VAR 07/15/2080                                                                       | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |    250000 | PA      | $254440.25    | 0.68%             |  |  |  | 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        |     16000 | PA      | $14913.61     | 0.04%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     31000 | PA      | $18478.79     | 0.05%             | 2031-02-15      | Fixed         | 0.03%                 | 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        |     15000 | PA      | $13115.61     | 0.03%             | 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        |     16000 | PA      | $16178.30     | 0.04%             | 2028-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 3.625% 01/15/2029 144A                                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4700.00      | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6994.83      | 0.02%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4996.06      | 0.01%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     21000 | PA      | $20166.44     | 0.05%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP 5.125% 10/15/2027                                                                         | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     61000 | PA      | $61238.91     | 0.16%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 4.875% 09/23/2032 144A                                                               | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    260000 | PA      | $249600.00    | 0.66%             | 2032-09-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 2.875%/VAR 05/30/2031 REGS                                                                | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |    100000 | PA      | $118223.01    | 0.31%             | 2031-05-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 7.375% 07/01/2028                                                                         | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4824.22      | 0.01%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                        | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                                          | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    222000 | PA      | $206580.86    | 0.55%             | 2031-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC                                                | ADVANTAGE SALES and MARKETING INC 6.5% 11/15/2028 144A                                                  | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9020.00      | 0.02%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020                                               | VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A                                                | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86877.60     | 0.23%             | 2042-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 7.69% 01/23/2050                                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    570000 | PA      | $517674.00    | 1.37%             | 2050-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ADVANCION HOLDINGS LLC                                                           | ANGUS CHEMICAL TERM 2LN 11/24/2028                                                                      | CUSIP: 04317JAF5<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |      5000 | PA      | $4475.00      | 0.01%             | 2028-11-24      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| ADVANCION HOLDINGS LLC                                                           | ANGUS CHEMICAL TERM B 1LN 11/24/2027                                                                    | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |      8000 | PA      | $7660.00      | 0.02%             | 2027-11-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                    | SMYRNA READY MIX CONCRETE LLC 6% 11/01/2028 144A                                                        | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12016.19     | 0.03%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                  | CHEMOURS CO/THE 5.75% 11/15/2028 144A                                                                   | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52302.33     | 0.14%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031                                                            | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $13770.72     | 0.04%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                           | LUMEN TECHNOLOGIES INC 4.5% 01/15/2029 144A                                                             | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      1000 | PA      | $951.91       | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                    | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                        | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7563.05      | 0.02%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                               | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3812.11      | 0.01%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                          | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                          | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |     17000 | PA      | $15980.00     | 0.04%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 3.5% 09/01/2028 144A                                                              | CUSIP: 36168QAM6<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $1955.58      | 0.01%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A                         | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16214.42     | 0.04%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 0.625% 01/18/2033 REGS                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    100000 | PA      | $98067.97     | 0.26%             | 2033-01-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A                                                             | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1853.88      | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                           | LOGICOR FINANCING SARL 0.875% 01/14/2031 REGS                                                           | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $105196.36    | 0.28%             | 2031-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 0.5%/VAR 01/19/2030 REGS                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $110279.48    | 0.29%             | 2030-01-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A                         | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $972.58       | 0.00%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2795.21      | 0.01%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                      | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     86000 | PA      | $78904.25     | 0.21%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| NAVIENT CORP                                                                     | NAVIENT CORP 4.875% 03/15/2028                                                                          | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      1000 | PA      | $955.63       | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029                                                     | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $51501.53     | 0.14%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.75% 04/15/2028 144A                                                | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5039.68      | 0.01%             | 2028-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                             | CONSTANT CONTACT INC TERM B 2LN 02/12/2029                                                              | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |      1000 | PA      | $814.70       | 0.00%             | 2029-02-12      | Variable      | 0.11%                 | 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        |     27000 | PA      | $26895.62     | 0.07%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                              | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                                | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2998.05      | 0.01%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                                          | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                            | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |     29000 | PA      | $27989.35     | 0.07%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A            | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16225.41     | 0.04%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | KOSMOS ENERGY LTD 7.5% 03/01/2028 144A                                                                  | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1727.50      | 0.00%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                       | TRONOX INC 4.625% 03/15/2029 144A                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     22000 | PA      | $17010.02     | 0.05%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                             | CONSTANT CONTACT TERM B 1LN 02/10/2028                                                                  | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |      7893 | PA      | $6813.10      | 0.02%             | 2028-02-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                   | OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033                                                         | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8126.79      | 0.02%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| AHLSTROM HOLDING 3 OY                                                            | AHLSTROM HOLDING 3 OY 4.875% 02/04/2028 144A                                                            | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |      2000 | PA      | $1989.08      | 0.01%             | 2028-02-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 4.625% 01/31/2032                                                                        | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2949.47      | 0.01%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| LEG IMMOBILIEN GMBH                                                              | LEG IMMOBILIEN GMBH 0.875% 03/30/2033 REGS                                                              | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $97889.01     | 0.26%             | 2033-03-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                               | REDFIN CORP CONV 0.5% 04/01/2027                                                                        | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32470.00     | 0.09%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                  | CORNERSTONE BUILDING BRANDS TERM B 04/12/2028                                                           | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     18974 | PA      | $13857.76     | 0.04%             | 2028-04-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                               | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13329.08     | 0.04%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| MICHAELS COS INC                                                                 | MICHAELS COS INC 7.875% 05/01/2029 144A                                                                 | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10045.01     | 0.03%             | 2029-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                               | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12761.65     | 0.03%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                             | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1983.04      | 0.01%             | 2029-04-15      | Fixed         | 0.07%                 | 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        |      7000 | PA      | $6251.82      | 0.02%             | 2033-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |     44000 | PA      | $43880.93     | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| HERENS US HOLDCO CORP                                                            | LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028                                                       | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |     26870 | PA      | $23933.75     | 0.06%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                                                     | STONEMOR INC 8.5% 05/15/2029 144A                                                                       | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20370.50     | 0.05%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                                               | HERENS HOLDCO SARL 4.75% 05/15/2028 144A                                                                | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |     31000 | PA      | $27280.56     | 0.07%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.5% 11/15/2031 144A                                                                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     36000 | PA      | $21605.45     | 0.06%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                       | CLUB CAR TERM 1LN 06/01/2028                                                                            | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     14904 | PA      | $13840.33     | 0.04%             | 2028-06-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                                     | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18566.32     | 0.05%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                                   | TULLOW OIL PLC 10.25% 05/15/2026 144A                                                                   | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $17728.00     | 0.05%             | 2026-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                       | MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8888.59      | 0.02%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                                                                | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      7000 | PA      | $9425.50      | 0.03%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032                                                                  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $14642.47     | 0.04%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A                                                 | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10071.20     | 0.03%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 3.5% 06/01/2031                                                                               | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4694.96      | 0.01%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                       | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 7.125% 06/01/2028 144A                       | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14068.60     | 0.04%             | 2028-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A                         | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4000.80      | 0.01%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                        | AMERICAN ROCK SALT TERM 1LN 6/9/2028                                                                    | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       980 | PA      | $880.34       | 0.00%             | 2028-06-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | BAUSCH HEALTH COS INC 4.875% 06/01/2028 144A                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $1861.26      | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |      2000 | PA      | $1890.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                                                    | WESTERN ALLIANCE BANCORPORATN 3%/VAR 06/15/2031                                                         | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12835.94     | 0.03%             | 2031-06-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                    | AIRCASTLE LTD 5.25%/VAR PERP 144A                                                                       | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | BM        |      4000 | PA      | $3997.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      1000 | PA      | $963.74       | 0.00%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI HOMES INC 4% 07/15/2029 144A                                                                        | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1858.06      | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| TGP HOLDINGS III LLC                                                             | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                                    | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |     12991 | PA      | $12019.68     | 0.03%             | 2028-06-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 3.625% 07/15/2026 144A                                                             | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      1000 | PA      | $993.93       | 0.00%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                             | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18720.45     | 0.05%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032                                                       | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81197.25     | 0.22%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 3.875% 08/15/2031 144A                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2741.70      | 0.01%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN LLC/JFIN                                                           | JEFFERIES FIN LLC/JFIN 5% 08/15/2028 144A                                                               | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12360.61     | 0.03%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                 | CENTENE CORP 2.625% 08/01/2031                                                                          | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43318.72     | 0.12%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HOLDINGS INC                                                   | SOTHEBY'S/BIDFAIR HOLDINGS INC 5.875% 06/01/2029 144A                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4810.65      | 0.01%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                              | ALTICE FINANCING SA 5.75% 08/15/2029 144A                                                               | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     33000 | PA      | $22892.61     | 0.06%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A                                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $10453.21     | 0.03%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC 4.75% 02/01/2030                                                                     | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4849.58      | 0.01%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 5.625% 08/15/2029 144A                                                             | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18200.79     | 0.05%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                         | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $52552.81     | 0.14%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                  | ADAPTHEALTH LLC 5.125% 03/01/2030 144A                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6744.97      | 0.02%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 4.875% 09/01/2029 144A                                                                       | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      1000 | PA      | $910.00       | 0.00%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENSTALL GROUP BV                                                                 | ESDEC SOLAR TERM B 1LN 8/30/2028                                                                        | CUSIP: N/A<br>LEI: 724500UTJRTIU7878U15       | Long             | LON              | CORP              | NL        |     14550 | PA      | $6110.81      | 0.02%             | 2028-08-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN-WUERTTEM AG                                                   | ENBW ENERGIE BADEN-WUERTTEM AG EUSA5+NA 08/31/2081 REGS                                                 | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $113084.45    | 0.30%             | 2081-08-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.125% 06/01/2029                                                                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3572.13      | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                   | ASHTON WOODS USA LLC/FIN CO 4.625% 04/01/2030 144A                                                      | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2865.63      | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 6.25% 10/01/2029 144A                                              | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4887.98      | 0.01%             | 2029-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CNX MIDSTREAM PARTNERS LP                                                        | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                         | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39010.60     | 0.10%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 5.625% 10/15/2028 144A                                                   | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |      2000 | PA      | $1680.00      | 0.00%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                      | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                              | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56698.85     | 0.15%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP 4.125% 02/15/2032 144A                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1900.80      | 0.01%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                               | HARBOUR ENERGY PLC 5.5% 10/15/2026 144A                                                                 | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |      2000 | PA      | $1985.00      | 0.01%             | 2026-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP 4.125%/VAR PERP                                                                          | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |     23000 | PA      | $22804.58     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27683.96     | 0.07%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 5.5% 03/15/2029                                                                            | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4670.33      | 0.01%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| RAILWORKS HOLDINGS LP/R                                                          | RAILWORKS HOLDINGS LP/R 8.25% 11/15/2028 144A                                                           | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17168.66     | 0.05%             | 2028-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.25% 12/01/2026 144A                                                                     | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6799.32      | 0.02%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                              | KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A                                                             | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21471 | PA      | $18572.42     | 0.05%             | 2026-11-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                               | CANACOL ENERGY LTD 5.75% 11/24/2028 144A                                                                | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $15340.00     | 0.04%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                                | REWORLD HLDG CORP 4.875% 12/01/2029 144A                                                                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1927.45      | 0.01%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | TAPESTRY INC 3.05% 03/15/2032                                                                           | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9292.57      | 0.02%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS HOLDING LTD 5.625% 11/29/2026 144A                                                                  | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      9000 | PA      | $8955.63      | 0.02%             | 2026-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS HOLDING LTD 6.25% 11/29/2028 144A                                                                   | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      2000 | PA      | $2005.62      | 0.01%             | 2028-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.25% 04/15/2030 144A                                        | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1891.78      | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | NOTA DO TESOURO NACIONAL 10% 01/01/2033                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    800000 | PA      | $133966.13    | 0.36%             | 2033-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC               | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A                | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $27350.47     | 0.07%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A                                                            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5579.56      | 0.01%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                        | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 6.375% 02/01/2030 144A                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |     12000 | PA      | $11163.43     | 0.03%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                  | ERO COPPER CORP 6.5% 02/15/2030 144A                                                                    | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $11055.00     | 0.03%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                                                      | PEDIATRIX MEDICAL GROUP INC 5.375% 02/15/2030 144A                                                      | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3974.13      | 0.01%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                           | BX COMMERCIAL MORTGAGE TRUST 22-LP2 B TSFR1M+126.27 02/15/2039 144A                                     | CUSIP: 05610HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $69978.13     | 0.19%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HEXION INC                                                                       | HEXION TERM 2LN 03/15/2030                                                                              | CUSIP: 42829JAB5<br>LEI: 54930030FZF8HYAEHM46 | Long             | LON              | CORP              | US        |      4853 | PA      | $4553.66      | 0.01%             | 2030-03-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                              | OWENS and MINOR INC 6.625% 04/01/2030 144A                                                              | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     19000 | PA      | $9141.63      | 0.02%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                   | TARGA RES CORP 4.2% 02/01/2033                                                                          | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155383.05    | 0.41%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 1.125% 03/31/2037 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     20000 | PA      | $19634.99     | 0.05%             | 2037-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A                                               | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3982.37      | 0.01%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| BX TRUST 2022-IND                                                                | BX TRUST 2022-IND TSFR1M+219.7 04/15/2024 144A                                                          | CUSIP: 05609WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83999 | PA      | $84104.19     | 0.22%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                        | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 7.875% 05/01/2027 144A                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |     14000 | PA      | $14034.87     | 0.04%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 8% 11/01/2027 144A                                                                | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     21000 | PA      | $21461.27     | 0.06%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | KINETIK HOLDINGS LP 5.875% 06/15/2030 144A                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5056.30      | 0.01%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 06/15/2030                                                                 | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58137.32     | 0.15%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC              | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                  | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6871.46      | 0.02%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC VAR 07/15/2032                                                                    | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9487.95      | 0.03%             | 2032-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: —       |
| CAMELOT RETURN MERGER SUB INC                                                    | CAMELOT RETURN MERGER SUB INC 8.75% 08/01/2028 144A                                                     | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3775.06      | 0.01%             | 2028-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                  | CORNERSTONE BUILDING PRODUCTS TERM 1LN 08/01/2028                                                       | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      4974 | PA      | $3581.54      | 0.01%             | 2028-08-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | BAUSCH HEALTH COS INC 11% 09/30/2028 144A                                                               | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $2091.22      | 0.01%             | 2028-09-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4% 11/15/2052                                                               | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    808000 | PA      | $725937.50    | 1.93%             | 2052-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                      | SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS                                                      | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $130133.34    | 0.35%             | 2034-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                              | ALTICE FINANCING TERM B 1LN 10/31/2027                                                                  | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |       995 | PA      | $731.24       | 0.00%             | 2027-10-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 2.875% 01/12/2033 REGS                                                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     19000 | PA      | $22837.00     | 0.06%             | 2033-01-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 6.375% 02/01/2031 144A                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2053.45      | 0.01%             | 2031-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FIN CORP 5.468%/VAR 02/01/2029                                                              | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9227.54      | 0.02%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3.625% 02/15/2053                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1574000 | PA      | $1321299.21   | 3.51%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP 5.65% 03/01/2053                                                                                | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47201.17     | 0.13%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP 5% 03/01/2033                                                                                   | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50823.34     | 0.13%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2.75% 06/01/2033                                                                   | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     30000 | PA      | $21723.10     | 0.06%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                  | RAND PARENT LLC 8.5% 02/15/2030 144A                                                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14603.69     | 0.04%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 7.375% 03/01/2031 144A                                                             | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1026.58      | 0.00%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 6.7% 02/14/2033                                                                           | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2085.57      | 0.01%             | 2033-02-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 8.125%/VAR 06/15/2053                                                              | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9355.37      | 0.02%             | 2053-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 9% 09/30/2029 144A                                                             | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19584.98     | 0.05%             | 2029-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                            | ZF NORTH AMER CAP INC 7.125% 04/14/2030 144A                                                            | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7179.37      | 0.02%             | 2030-04-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 3.5% 12/21/2034 REGS                                                          | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     50000 | PA      | $32776.82     | 0.09%             | 2034-12-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                        | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 9.5% 06/01/2028 144A                          | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |      4000 | PA      | $4124.86      | 0.01%             | 2028-06-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO-ISSUER INC                                        | EMRLD BORROWER LP / EMERALD CO-ISSUER INC 6.625% 12/15/2030 144A                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27944.87     | 0.07%             | 2030-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.75% 05/31/2030                                                                              | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $20208.59     | 0.05%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                         | BAYER AG 4.625% 05/26/2033 REGS                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     55000 | PA      | $69703.84     | 0.19%             | 2033-05-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 8% 06/15/2028 144A                                                                     | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      2000 | PA      | $2102.68      | 0.01%             | 2028-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS PTY LTD                                                 | AUSNET SERVICES HOLDINGS PTY LTD 6.134% 05/31/2033                                                      | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |     10000 | PA      | $7391.20      | 0.02%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                           | CALUMET SPEC PROD PRT/FIN CORP 9.75% 07/15/2028 144A                                                    | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18705.60     | 0.05%             | 2028-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD 9.125% 07/15/2031 144A                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5319.73      | 0.01%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                                | PIEDMONT OPERATING PARTNERSHIP LP 9.25% 07/20/2028                                                      | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16520.20     | 0.04%             | 2028-07-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24280.63     | 0.06%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.125% 08/15/2053                                                           | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $339431.64    | 0.90%             | 2053-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                              | COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A                                              | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2136.46      | 0.01%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                              | COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A                                              | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2161.01      | 0.01%             | 2043-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                              | COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A                                              | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2181.15      | 0.01%             | 2053-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                              | COLUMBIA PIPELINES OPERATING CO LLC 6.714% 08/15/2063 144A                                              | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2219.54      | 0.01%             | 2063-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                              | COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A                                              | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6500.75      | 0.02%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC VAR 11/15/2030                                                                    | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6397.06      | 0.02%             | 2030-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC VAR 11/15/2033                                                                    | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5371.73      | 0.01%             | 2033-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A                                                   | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25086.65     | 0.07%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| 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        |      3000 | PA      | $3032.53      | 0.01%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO PIK VAR 06/01/2031 144A                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     38518 | PA      | $42243.96     | 0.11%             | 2031-06-01      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 6.875% 09/15/2028 144A                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6186.25      | 0.02%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A                                                          | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5283.80      | 0.01%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 8.375% 01/15/2029 144A                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4147.88      | 0.01%             | 2029-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                    | CLUE OPCO LLC 9.5% 10/15/2031 144A                                                                      | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3106.65      | 0.01%             | 2031-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 9.25% 10/01/2028 144A                                                             | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $5236.76      | 0.01%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.625% 01/31/2034 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     60000 | PA      | $83620.36     | 0.22%             | 2034-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FIN CORP 7.624%/VAR 10/30/2031                                                              | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     11000 | PA      | $12398.64     | 0.03%             | 2031-10-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                           | INEOS QUATTRO TERM B 1LN 04/02/2029                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14939 | PA      | $12088.37     | 0.03%             | 2029-04-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP                                 | OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 7.375% 02/15/2031 144A                                 | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4205.17      | 0.01%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                            | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                               | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     13000 | PA      | $13975.61     | 0.04%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                    | SMYRNA READY MIX CONCRETE LLC 8.875% 11/15/2031 144A                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5311.92      | 0.01%             | 2031-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 7.125% 12/01/2031 144A                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55548.82     | 0.15%             | 2031-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | HIGHWOODS REALTY LP 7.65% 02/01/2034                                                                    | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     31000 | PA      | $35346.15     | 0.09%             | 2034-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 9.125% 01/31/2030 144A                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5257.65      | 0.01%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI HOMES INC 8.75% 12/15/2028 144A                                                                     | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4173.45      | 0.01%             | 2028-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                      | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9523.16      | 0.03%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP CONV 4.25% 12/01/2027                                                                     | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12825.60     | 0.03%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A                                                             | CUSIP: 36168QAQ7<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5244.25      | 0.01%             | 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        |     16000 | PA      | $17260.08     | 0.05%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                              | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6227.71      | 0.02%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| KINETIK HOLDINGS LP                                                              | KINETIK HOLDINGS LP 6.625% 12/15/2028 144A                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16494.72     | 0.04%             | 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        |      6000 | PA      | $6246.23      | 0.02%             | 2054-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                             | SAMARCO MINERACAO SA PIK VAR 06/30/2031 144A                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     15291 | PA      | $15362.57     | 0.04%             | 2031-06-30      | Variable      | 0.09%                 | 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        |      5000 | PA      | $5282.40      | 0.01%             | 2032-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC        | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 6.625% 01/15/2032 144A        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5101.14      | 0.01%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                                         | KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A                                                             | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10492.89     | 0.03%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | TALOS PRODUCTION INC 9% 02/01/2029 144A                                                                 | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5207.26      | 0.01%             | 2029-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| CHAMPIONS FINANCING INC                                                          | CHAMPIONS FINANCING INC 8.75% 02/15/2029 144A                                                           | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12325.10     | 0.03%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| ARTERA SERVICES LLC                                                              | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                                | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     51000 | PA      | $42634.36     | 0.11%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                              | ARTERA SERVICES TERM 1LN 2/15/2031                                                                      | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |       995 | PA      | $811.81       | 0.00%             | 2031-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 12% 02/15/2031 144A                                                      | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     18000 | PA      | $15570.00     | 0.04%             | 2031-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                                 | AMBIPAR LUX SARL 9.875% 02/06/2031 144A                                                                 | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     31000 | PA      | $5812.50      | 0.02%             | 2031-02-06      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY TERM B 1LN 11/15/2030                                                               | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |      6972 | PA      | $6233.52      | 0.02%             | 2030-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 02/15/2034                                                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $157040.43    | 0.42%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14791.12     | 0.04%             | 2031-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC                                                                                         | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |       444 | NS      | $3747.36      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 6.25% 02/15/2032 144A                                                                    | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5143.49      | 0.01%             | 2032-02-15      | Fixed         | 0.06%                 | 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        |      9000 | PA      | $9390.56      | 0.02%             | 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        |      5000 | PA      | $5131.25      | 0.01%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                                | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5242.98      | 0.01%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                              | PRAIRIE ACQUIROR LP 9% 08/01/2029 144A                                                                  | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5217.43      | 0.01%             | 2029-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 6.25% 03/15/2032 144A                                                       | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      2000 | PA      | $2085.69      | 0.01%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | WHIRLPOOL CORP 5.75% 03/01/2034                                                                         | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1899.10      | 0.01%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC PIK VAR 02/15/2030 144A                                                          | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      1152 | PA      | $1077.12      | 0.00%             | 2030-02-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE INC 6.375% 03/01/2034 144A                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5150.08      | 0.01%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                             | HEATHROW FUNDING LTD 6% 03/05/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    100000 | PA      | $140302.90    | 0.37%             | 2032-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                              | ALTICE FINANCING SA 9.625% 07/15/2027 144A                                                              | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      7000 | PA      | $5233.90      | 0.01%             | 2027-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                       | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 8.625% 03/15/2029 144A                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14618.18     | 0.04%             | 2029-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.875% 04/01/2030 144A                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5269.02      | 0.01%             | 2030-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 7% 03/15/2032 144A                                                                 | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16250.02     | 0.04%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                               | RITHM CAPITAL CORP 8% 04/01/2029 144A                                                                   | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5031.72      | 0.01%             | 2029-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 8.25% 04/15/2029                                                                          | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3115.38      | 0.01%             | 2029-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | KOSMOS ENERGY LTD CONV 3.125% 03/15/2030                                                                | CUSIP: 500688AH9<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6685.00      | 0.02%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MOTOR CREDIT CO LLC 5.8% 03/08/2029                                                                | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51506.12     | 0.14%             | 2029-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 7.125% 03/15/2031 144A                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     14000 | PA      | $14801.18     | 0.04%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                    | UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A                                                    | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5237.91      | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                             | BEAZER HOMES USA INC 7.5% 03/15/2031 144A                                                               | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5144.37      | 0.01%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ASTON MARTIN CAPITAL HOLDINGS LTD                                                | ASTON MARTIN CAP HLDGS LTD 10% 03/31/2029 144A                                                          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     14000 | PA      | $11305.00     | 0.03%             | 2029-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 7.25% 04/01/2029 144A                                                              | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16765.70     | 0.04%             | 2029-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                | MACQUARIE AIRFINANCE HOLDINGS LTD 6.5% 03/26/2031 144A                                                  | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $5395.88      | 0.01%             | 2031-03-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                                        | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A                                         | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $53662.54     | 0.14%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS SCA SICAV-SIF                                              | CBRE OPEN-ENDED FUNDS SCA SICAV-SIF 4.75% 03/27/2034 REGS                                               | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $125280.30    | 0.33%             | 2034-03-27      | Fixed         | 0.05%                 | 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        |      2000 | PA      | $2016.60      | 0.01%             | 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        |      9000 | PA      | $9575.22      | 0.03%             | 2031-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 6.125% 04/01/2032 144A                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5169.25      | 0.01%             | 2032-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| SURGERY CENTER HLDGS INC                                                         | SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A                                                          | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6991.51      | 0.02%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 6.875% 04/15/2029 144A                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $5150.38      | 0.01%             | 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        |    100000 | PA      | $103205.83    | 0.27%             | 2032-04-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRANDSAFWAY TERM B 1LN 08/01/2030                                                                       | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |      8892 | PA      | $7580.39      | 0.02%             | 2030-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                          | GENESEE and WYOMING INC 6.25% 04/15/2032 144A                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16491.78     | 0.04%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                   | BRANDYWINE OPER PARTNERSHIP LP 8.875% 04/12/2029                                                        | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7436.26      | 0.02%             | 2029-04-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTL FINANCE PLC 4.125% 04/12/2032 REGS                                                             | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $122470.02    | 0.33%             | 2032-04-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 6.875% 04/15/2032 144A                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5260.10      | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                               | RWE FINANCE US LLC 5.875% 04/16/2034 144A                                                               | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159238.86    | 0.42%             | 2034-04-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 8.25% 05/15/2029 144A                                                      | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5205.85      | 0.01%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 8.5% 05/15/2031 144A                                                       | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     31000 | PA      | $32783.60     | 0.09%             | 2031-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                     | VALLOUREC SA 7.5% 04/15/2032 144A                                                                       | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     19000 | PA      | $20173.80     | 0.05%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 7.25% 05/01/2032 144A                                                                         | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5282.92      | 0.01%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 7% 05/01/2029 144A                                                                            | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5185.61      | 0.01%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                            | ZF NORTH AMER CAP INC 6.875% 04/23/2032 144A                                                            | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7023.08      | 0.02%             | 2032-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 7.125% 04/30/2031 144A                                                          | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $1040.39      | 0.00%             | 2031-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.625% 04/30/2029                                                                             | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $10361.33     | 0.03%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                           | HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A                                                             | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5189.92      | 0.01%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                          | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                           | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19005.93     | 0.05%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                | ILIAD HOLDING SAS 8.5% 04/15/2031 144A                                                                  | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      2000 | PA      | $2142.95      | 0.01%             | 2031-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.375% 05/15/2034                                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6118000 | PA      | $6351965.72   | 16.86%            | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 6.5% 05/15/2032                                                                               | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22632.70     | 0.06%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                       | GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A                                                       | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5064.92      | 0.01%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 6.75% 05/15/2034 144A                                | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2910.00      | 0.01%             | 2034-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 7.875% 05/15/2034 144A                               | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13047.47     | 0.03%             | 2034-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.5% 05/15/2031                                                                    | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32049.13     | 0.09%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 6.5% 06/01/2029 144A                                                         | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5173.79      | 0.01%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                             | LIFEPOINT HEALTH INC 10% 06/01/2032 144A                                                                | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4172.02      | 0.01%             | 2032-06-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                     | AMPRION GMBH 3.625% 05/21/2031 REGS                                                                     | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $121428.15    | 0.32%             | 2031-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                          | MKS INC CONV 1.25% 06/01/2030                                                                           | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      5000 | PA      | $8697.50      | 0.02%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                         | ENCORE CAP GROUP INC 8.5% 05/15/2030 144A                                                               | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10697.94     | 0.03%             | 2030-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                    | PRA GROUP INC 8.875% 01/31/2030 144A                                                                    | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4070.00      | 0.01%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                      | STAPLES TERM B 1LN 9/4/2029                                                                             | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |      5915 | PA      | $5279.10      | 0.01%             | 2029-09-04      | Variable      | 0.09%                 | 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        |     39000 | PA      | $40942.55     | 0.11%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                      | STAPLES INC 10.75% 09/01/2029 144A                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20186.41     | 0.05%             | 2029-09-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7% 06/01/2032 144A                                                                       | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5266.96      | 0.01%             | 2032-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | US LBM TERM B 1LN 06/06/2031                                                                            | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     11740 | PA      | $9661.87      | 0.03%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                                                       | SOTERA HEALTH HOLDINGS LLC 7.375% 06/01/2031 144A                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3156.65      | 0.01%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A                                                       | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29678.77     | 0.08%             | 2031-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| SUBWAY FDG LLC ISSUER                                                            | SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A                                                            | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24688 | PA      | $24965.40     | 0.07%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                      | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7% 06/15/2032 144A                                          | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5248.52      | 0.01%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC              | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                  | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22606.17     | 0.06%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                             | HOWARD MIDSTREAM ENERGY PARTNERS LLC 7.375% 07/15/2032 144A                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5276.58      | 0.01%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                             | WRANGLER HOLDCO CORP 6.625% 04/01/2032 144A                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9375.40      | 0.02%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 6.125% 06/15/2029 144A                                                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4000 | PA      | $4113.85      | 0.01%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC / VALOR CO-ISSUER INC                                             | VFH PARENT LLC / VALOR CO-ISSUER INC 7.5% 06/15/2031 144A                                               | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3122.46      | 0.01%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                      | STAPLES INC 12.75% 01/15/2030 144A                                                                      | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     13150 | PA      | $9243.81      | 0.02%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                                | PIEDMONT OPERATING PARTNERSHIP LP 6.875% 07/15/2029                                                     | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58469.25     | 0.16%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                            | WILLIAMS SCOTSMAN INC 6.625% 06/15/2029 144A                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9296.52      | 0.02%             | 2029-06-15      | Fixed         | 0.07%                 | 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        |      5000 | PA      | $5213.56      | 0.01%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                  | MASTERBRAND INC 7% 07/15/2032 144A                                                                      | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2012.87      | 0.01%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP                                  | LADDER CAP FIN HLDGS LLLP/CORP 7% 07/15/2031 144A                                                       | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5272.24      | 0.01%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC WT                                                                                      | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |        14 | NS      | $19.46        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RESIDEO FUNDING INC                                                              | RESIDEO FUNDING INC 6.5% 07/15/2032 144A                                                                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3062.76      | 0.01%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.25% 12/01/2034                                                                   | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    123000 | PA      | $91522.38     | 0.24%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                | SOLERA TERM PIK TERM 2LN 06/04/2029                                                                     | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |      3000 | PA      | $2250.00      | 0.01%             | 2029-06-04      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                                                 | STAR HOLDING LLC 8.75% 08/01/2031 144A                                                                  | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4029.45      | 0.01%             | 2031-08-01      | 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        |     14000 | PA      | $15031.62     | 0.04%             | 2031-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 8.625% 04/15/2029                                                                     | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5202.58      | 0.01%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 8.875% 08/15/2031 144A                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5179.90      | 0.01%             | 2031-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.125% 07/31/2031                                                                             | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $51360.98     | 0.14%             | 2031-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 9.125% 01/31/2030 144A                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5171.45      | 0.01%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 6% 02/01/2033 144A                                                          | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      5000 | PA      | $5172.18      | 0.01%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                  | CORNERSTONE BUILDING BRANDS INC 9.5% 08/15/2029 144A                                                    | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3634.35      | 0.01%             | 2029-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| STANDARD BUILDING SOLUTIONS INC                                                  | STANDARD BUILDING SOLUTIONS INC 6.5% 08/15/2032 144A                                                    | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5146.68      | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS INC                                              | M2S GROUP TERM B 1LN 8/25/2031                                                                          | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11957 | PA      | $11787.23     | 0.03%             | 2031-08-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                                            | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    690400 | PA      | $646872.43    | 1.72%             | 2054-08-15      | Fixed         | 0.04%                 | 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        |      5000 | PA      | $5308.31      | 0.01%             | 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        |      5000 | PA      | $5089.41      | 0.01%             | 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        |      5000 | PA      | $5195.43      | 0.01%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                      | DEL MONTE FOODS TERM 1LN SUPER_PRIORITY FIRST OUT 08/02/2028                                            | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1192 | PA      | $0.00         | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                   | GLOBAL AIRCRAFT LEASING CO LTD 8.75% 09/01/2027 144A                                                    | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     29000 | PA      | $29890.33     | 0.08%             | 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        |     13000 | PA      | $12810.79     | 0.03%             | 2031-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                          | JETBLUE AIRWAYS/LOYALTY 9.875% 09/20/2031 144A                                                          | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12194.95     | 0.03%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6% 01/15/2033 144A                                                                        | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9159.20      | 0.02%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 5.625% 09/15/2029 144A                                                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5088.37      | 0.01%             | 2029-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5132.49      | 0.01%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 5.875% 03/15/2033 144A                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31906.22     | 0.08%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                            | SUBWAY FDG LLC ISSUER 5.246% 07/30/2054 144A                                                            | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    123438 | PA      | $123147.11    | 0.33%             | 2054-07-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                            | SUBWAY FDG LLC ISSUER 5.914% 07/30/2054 144A                                                            | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24688 | PA      | $24687.00     | 0.07%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                            | SUBWAY FDG LLC ISSUER 5.566% 07/30/2054 144A                                                            | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24688 | PA      | $24657.25     | 0.07%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 7.375%/VAR 03/15/2055                                                                     | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25874.48     | 0.07%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 9% 06/15/2030                                     | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3804.87      | 0.01%             | 2030-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| KOSMOS ENERGY LTD                                                                | KOSMOS ENERGY LTD 8.75% 10/01/2031 144A                                                                 | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4500.00      | 0.01%             | 2031-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                   | SERVICE CORP INTERNATIONAL INC 5.75% 10/15/2032                                                         | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5097.55      | 0.01%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 5.875% 03/15/2030 144A                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     31000 | PA      | $31490.42     | 0.08%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                        | AMERICAN ROCK SALT TERM 1LN DD 06/12/2028                                                               | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       124 | PA      | $124.61       | 0.00%             | 2028-06-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.625% 09/30/2031 144A                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      5000 | PA      | $5155.74      | 0.01%             | 2031-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRONOX FIN LLC                                                                   | TRONOX TERM B 1LN 09/30/2031                                                                            | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |     14975 | PA      | $11642.92     | 0.03%             | 2031-09-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                             | ALPHA GENERATION LLC 6.75% 10/15/2032 144A                                                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2078.04      | 0.01%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP                         | WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP 8.25% 10/01/2031 144A                          | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17898.20     | 0.05%             | 2031-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25836.05     | 0.07%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MATIV INC                                                                        | MATIV INC 8% 10/01/2029 144A                                                                            | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8882.21      | 0.02%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                           | SABLE INTL FIN LTD 7.125% 10/15/2032 144A                                                               | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |     12000 | PA      | $12144.08     | 0.03%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS, L.P.                                                           | ALLIANT HOLDINGS LP 10%/ 10.5% PIK PREF PERP                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2056 | PA      | $2038.11      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                        | AMERICAN ROCK SALT TERM 1LN 06/12/2028                                                                  | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       473 | PA      | $473.97       | 0.00%             | 2028-06-12      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 6.25% 10/15/2034 144A                                                                    | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5106.65      | 0.01%             | 2034-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 6% 04/15/2030 144A                                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5115.84      | 0.01%             | 2030-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP CPIK VAR 11/30/2030                                                                       | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     16787 | PA      | $59300.08     | 0.16%             | 2030-11-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 5.75% 04/15/2033 144A                                                                      | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5100.14      | 0.01%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS                                                                     | NEW FORTRESS 12% 11/15/2029 144A                                                                        | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26468 | PA      | $9568.18      | 0.03%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 7.375% 05/01/2033 144A                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5131.16      | 0.01%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                   | COX MEDIA GROUP TERM B2 1LN 06/18/2029                                                                  | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4905 | PA      | $4627.52      | 0.01%             | 2029-06-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 6.125% 11/01/2032 144A                                                          | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17101.51     | 0.05%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6% 02/01/2033 144A                                                                       | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5121.07      | 0.01%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6.25% 11/01/2034 144A                                                                    | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5170.84      | 0.01%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 9.75% 01/15/2029                                  | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3953.40      | 0.01%             | 2029-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                    | LIFE TIME INC 6% 11/15/2031 144A                                                                        | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13390.12     | 0.04%             | 2031-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                         | CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A                                                         | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     29000 | PA      | $28914.65     | 0.08%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES | APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES 7.875% 11/01/2029 144A | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13563.48     | 0.04%             | 2029-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.625% 05/15/2029                                                                  | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5104.38      | 0.01%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                   | CMG MEDIA CORP 8.875% 06/18/2029 144A                                                                   | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1745.43      | 0.00%             | 2029-06-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.75% 07/15/2029 144A                                                                    | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40069.12     | 0.11%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI HOMES INC 7% 11/15/2032 144A                                                                        | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29410.22     | 0.08%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                    | ENBW INTERNATIONAL FINANCE BV 3.75% 11/20/2035 REGS                                                     | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |     50000 | PA      | $60150.72     | 0.16%             | 2035-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                             | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24592.90     | 0.07%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 10% 11/15/2029 144A                               | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2955.00      | 0.01%             | 2029-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS HOLDING LTD 8.25% 11/29/2031 144A                                                                   | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     17000 | PA      | $18106.19     | 0.05%             | 2031-11-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                | ILIAD HOLDING SAS 7% 04/15/2032 144A                                                                    | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     22000 | PA      | $22582.66     | 0.06%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                          | TGS ASA 8.5% 01/15/2030 144A                                                                            | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |     12000 | PA      | $12675.32     | 0.03%             | 2030-01-15      | Fixed         | 0.09%                 | 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        |      5000 | PA      | $5175.02      | 0.01%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                                        | BOEING CO 6.858% 05/01/2054                                                                             | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    154000 | PA      | $176611.62    | 0.47%             | 2054-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO 6.298% 05/01/2029                                                                             | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3196.94      | 0.01%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO 6.388% 05/01/2031                                                                             | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2186.14      | 0.01%             | 2031-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO 6.528% 05/01/2034                                                                             | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3363.53      | 0.01%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO 6.259% 05/01/2027                                                                             | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2048.88      | 0.01%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO 7.008% 05/01/2064                                                                             | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4637.92      | 0.01%             | 2064-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC T5Y+NA 01/17/2040                                                                         | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24941.41     | 0.07%             | 2040-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP 7%/VAR 03/10/2055                                                                       | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24192.00     | 0.06%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP 6.75%/VAR 12/10/2054                                                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28084.73     | 0.07%             | 2054-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: —       |
| HEXION HOLDINGS CORPORATION                                                      | HEXION TERM 1LN 03/15/2029                                                                              | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     14927 | PA      | $14625.41     | 0.04%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                         | AES CORP 6.95%/VAR 07/15/2055                                                                           | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4831.34      | 0.01%             | 2055-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/ FIN CORP                                                      | GENESIS ENERGY LP/ FIN CORP 8% 05/15/2033                                                               | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14801.85     | 0.04%             | 2033-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                                               | RIOT PLATFORMS INC CONV 0.75% 01/15/2030                                                                | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |     16000 | PA      | $21704.00     | 0.06%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONE SKY FLIGHT LLC                                                               | ONE SKY FLIGHT LLC 8.875% 12/15/2029 144A                                                               | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6385.64      | 0.02%             | 2029-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HORIZON US FINCO LP                                                              | THE TRAVEL CORP TERM B 1LN 10/31/2031                                                                   | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10926 | PA      | $10652.95     | 0.03%             | 2031-10-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 6.5% 07/01/2030 144A                                                               | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9360.23      | 0.02%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.5% 12/31/2031                                                                               | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $418453.12    | 1.11%             | 2031-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 6.75% 02/01/2032 144A                                                                      | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5148.85      | 0.01%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 6.875% 01/30/2030 144A                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12387.34     | 0.03%             | 2030-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORPORATION                                                  | ENVU TERM B 1LN 10/04/2029                                                                              | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |     22000 | PA      | $21551.86     | 0.06%             | 2029-10-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                        | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 02/15/2030 144A                                         | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12569.52     | 0.03%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL PWR HLDGS S A                                                      | CONTOURGLOBAL PWR HLDGS S A 6.75% 02/28/2030 144A                                                       | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     16000 | PA      | $16480.00     | 0.04%             | 2030-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39493.32     | 0.10%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC 6.75% 03/01/2033 144A                                                             | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14552.38     | 0.04%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     22000 | PA      | $22774.33     | 0.06%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                         | SLM CORP 6.5% 01/31/2030                                                                                | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6092.96      | 0.02%             | 2030-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                               | BX TRUST 2025-DIME TSFR1M+150 02/15/2035 144A                                                           | CUSIP: 05613UAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83000 | PA      | $82896.25     | 0.22%             | 2035-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                               | BX TRUST 2025-DIME TSFR1M+175 02/15/2035 144A                                                           | CUSIP: 05613UAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54000 | PA      | $53932.50     | 0.14%             | 2035-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 7.5% 09/15/2031 144A                                                               | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16699.95     | 0.04%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.875% 03/01/2028 144A                                                       | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16265.42     | 0.04%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                                        | STONEPEAK NILE PARENT LLC 7.25% 03/15/2032 144A                                                         | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4244.89      | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                           | TWITTER TERM B1 1LN 10/26/2029                                                                          | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25877 | PA      | $25930.97     | 0.07%             | 2029-10-26      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                     | OT MIDCO INC 10% 02/15/2030 144A                                                                        | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $4245.70      | 0.01%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                       | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                           | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |     22000 | PA      | $22721.11     | 0.06%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS INC 7%/VAR 04/15/2055                                                             | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $3137.47      | 0.01%             | 2055-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                         | SNAP INC 6.875% 03/01/2033 144A                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4980.10      | 0.01%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS INC 7.125%/VAR 04/15/2055                                                         | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $3178.14      | 0.01%             | 2055-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                           | X TERM 1LN 10/26/2029                                                                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15000 | PA      | $15727.50     | 0.04%             | 2029-10-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.75% 02/15/2045                                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $30750.00     | 0.08%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING INC                                               | SIXTH STREET SPECIALTY LENDING INC 5.625% 08/15/2030                                                    | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99366.04     | 0.26%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.25% 03/15/2033 144A            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5155.90      | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INC                                                            | AMSTED INDUSTRIES INC 6.375% 03/15/2033 144A                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6235.43      | 0.02%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 6.375% 03/15/2033 144A                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5213.11      | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                        | OLIN CORP 6.625% 04/01/2033 144A                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15623.54     | 0.04%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                               | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |     72792 | PA      | $34548.77     | 0.09%             | 2028-10-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WALKER and DUNLOP INC                                                            | WALKER and DUNLOP INC 6.625% 04/01/2033 144A                                                            | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4942.06      | 0.01%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.75% 03/15/2032                                                                   | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5038.82      | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                           | BRIGHTSPEED TERM B 1LN 10/03/2031                                                                       | CUSIP: 20752KAR4<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |      2212 | PA      | $1570.50      | 0.00%             | 2031-10-03      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                           | BRIGHTSPEED TERM B-DD 1LN 04/03/2031                                                                    | CUSIP: 20752KAP8<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |     16000 | PA      | $14480.01     | 0.04%             | 2031-04-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC 6.75% 04/15/2033                                                                  | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104580.70    | 0.28%             | 2033-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC 6.5% 04/15/2030                                                                   | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87088.54     | 0.23%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| AXON ENTERPRISE INC                                                              | AXON ENTERPRISE INC 6.125% 03/15/2030 144A                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14428.76     | 0.04%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                              | AXON ENTERPRISE INC 6.25% 03/15/2033 144A                                                               | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5182.60      | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                               | FORESTAR GROUP INC 6.5% 03/15/2033 144A                                                                 | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12285.60     | 0.03%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                         | ACADIA HEALTHCARE CO INC 7.375% 03/15/2033 144A                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13420.52     | 0.04%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26290.25     | 0.07%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE LLC 6.75% 03/15/2033 144A                                                      | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5267.12      | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                         | VIRIDIEN 10% 10/15/2030 144A                                                                            | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |      9000 | PA      | $9650.85      | 0.03%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 6.25% 03/15/2030                                                                   | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3173.06      | 0.01%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                                   | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6368.27      | 0.02%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| WILLIAMS SCOTSMAN INC                                                            | WILLIAMS SCOTSMAN INC 6.625% 04/15/2030 144A                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5180.24      | 0.01%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 3.375% 12/12/2035 REGS                                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     50000 | PA      | $61118.85     | 0.16%             | 2035-12-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                  | NATGASOLINE TERM B 1LN 03/29/2030                                                                       | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |     10773 | PA      | $10813.77     | 0.03%             | 2030-03-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 7.375%/VAR 09/15/2055                                                                        | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10127.72     | 0.03%             | 2055-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC          | MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC 11.875% 04/15/2031 144A         | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6360.67      | 0.02%             | 2031-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC          | MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC 8.25% 04/15/2030 144A           | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3126.17      | 0.01%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| 1261229 BC LTD                                                                   | 1261229 BC LTD 10% 04/15/2032 144A                                                                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     39000 | PA      | $40331.17     | 0.11%             | 2032-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-SPOT                                           | BX COMMERCIAL MORTGAGE TRUST 2025-SPOT TSFR1M+144.34 04/15/2040 144A                                    | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90664 | PA      | $90777.54     | 0.24%             | 2040-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 6.25% 07/01/2033 144A                                                                         | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5149.63      | 0.01%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 8.375% 01/15/2031 144A                                             | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6353.10      | 0.02%             | 2031-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                             | CAPSTONE COPPER CORP 6.75% 03/31/2033 144A                                                              | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5167.18      | 0.01%             | 2033-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 8.625% 03/15/2033 144A                                             | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6350.96      | 0.02%             | 2033-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     37875 | PA      | $36843.98     | 0.10%             | 2030-10-08      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 6.75% 04/15/2032 144A                                               | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16120.81     | 0.04%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                      | DEL MONTE TERM FLFO B 1LN 8/2/2028                                                                      | CUSIP: 24521WAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       344 | PA      | $0.00         | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BW REAL ESTATE INC                                                               | BW REAL ESTATE INC 9.5%/VAR PERP 144A                                                                   | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     12000 | PA      | $12553.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5%/VAR 01/31/2056                                  | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      7000 | PA      | $7256.77      | 0.02%             | 2056-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 6.5% 10/15/2030 144A                                                               | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5210.79      | 0.01%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.5% 05/01/2033 144A                                                 | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5546.65      | 0.01%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.75% 05/01/2035 144A                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5671.14      | 0.02%             | 2035-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| UST NOTES                                                                        | UST NOTES 4% 04/30/2032                                                                                 | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $81534.38     | 0.22%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                                        | QXO BUILDING PRODUCTS INC 6.75% 04/30/2032 144A                                                         | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26928.62     | 0.07%             | 2032-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACRISURE HOLDINGS INC                                                            | ACRISURE HOLDINGS INC SER A-2 PC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       402 | NS      | $11328.36     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 6.75% 05/01/2033 144A                                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14366.58     | 0.04%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                         | JEFFERSON CAPITAL HOLDIN 8.25% 05/15/2030 144A                                                          | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4190.77      | 0.01%             | 2030-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                            | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2562000 | PA      | $2607335.38   | 6.92%             | 2055-05-15      | Fixed         | 0.05%                 | 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        |     19000 | PA      | $19827.73     | 0.05%             | 2035-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 3.543%/VAR 08/14/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $119750.34    | 0.32%             | 2031-08-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.875% 07/15/2030 144A                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      5000 | PA      | $5145.77      | 0.01%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.875% 06/15/2031 144A                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     13000 | PA      | $13585.29     | 0.04%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                               | CROWN AMERICAS LLC 5.875% 06/01/2033 144A                                                               | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13356.56     | 0.04%             | 2033-06-01      | 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        |     13000 | PA      | $13268.23     | 0.04%             | 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        |      5000 | PA      | $5160.24      | 0.01%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 7.875% 06/15/2032                                                                          | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4666.09      | 0.01%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 6.75% 06/15/2033 144A                                                                    | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5268.72      | 0.01%             | 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        |      5000 | PA      | $4916.81      | 0.01%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 3.75% 10/12/2045 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     35000 | PA      | $41889.99     | 0.11%             | 2045-10-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 7% 06/15/2030 144A                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13622.92     | 0.04%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 7.25% 06/15/2033 144A                                                                 | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13741.87     | 0.04%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | COREWEAVE INC 9.25% 06/01/2030 144A                                                                     | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12732.85     | 0.03%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                    | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.75% 12/01/2030                                          | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $207532.20    | 0.55%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                                    | MIDDLE RIVER POWER TERM DD 1LN 6/4/2032                                                                 | CUSIP: 55351DAC4<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |      1921 | PA      | $1919.46      | 0.01%             | 2032-06-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                                    | MIDDLE RIVER POWER TERM B 1LN 06/04/2032                                                                | CUSIP: 55351DAB6<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |     15079 | PA      | $15066.44     | 0.04%             | 2032-06-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 6.75% 07/15/2033 144A                                                                        | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13497.68     | 0.04%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                           | CACI INTERNATIONAL INC 6.375% 06/15/2033 144A                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11324.42     | 0.03%             | 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        |      5000 | PA      | $5193.95      | 0.01%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.125% 09/15/2032                                                                  | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5113.29      | 0.01%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 6.25% 06/01/2032 144A                                                                         | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19544.84     | 0.05%             | 2032-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                           | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC 10% 01/15/2031 144A                              | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12296.46     | 0.03%             | 2031-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                    | JH NORTH AMERICA HOLDINGS INC 6.125% 07/31/2032 144A                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5131.77      | 0.01%             | 2032-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                      | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6.875% 06/15/2030 144A                                    | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13531.08     | 0.04%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                       | ARES STRATEGIC INCOME FUND 5.8% 09/09/2030 144A                                                         | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9931.85      | 0.03%             | 2030-09-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA LLC / ARU FIN CORP                                        | ASCENT RESOURCES UTICA LLC / ARU FIN CORP 6.625% 07/15/2033 144A                                        | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4150.75      | 0.01%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                             | ROCKET COS INC 6.375% 08/01/2033 144A                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13435.76     | 0.04%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                         | X.AI TERM B 1LN 06/28/2030                                                                              | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13935 | PA      | $14435.12     | 0.04%             | 2030-06-28      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                         | X.AI TERM 1LN 06/28/2030                                                                                | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       995 | PA      | $1126.63      | 0.00%             | 2030-06-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | WHIRLPOOL CORP 6.125% 06/15/2030                                                                        | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14062.83     | 0.04%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| WHIRLPOOL CORP                                                                   | WHIRLPOOL CORP 6.5% 06/15/2033                                                                          | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30936.31     | 0.08%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 8.625% 06/15/2032 144A                       | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10142.07     | 0.03%             | 2032-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                                              | NEW HOME CO INC/THE 8.5% 11/01/2030 144A                                                                | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8330.54      | 0.02%             | 2030-11-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 7.125% 07/01/2033 144A                                                | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5173.31      | 0.01%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 2.875% 06/18/2035 REGS                                                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      8000 | PA      | $9503.08      | 0.03%             | 2035-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 6.875% 06/30/2033 144A                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19677.83     | 0.05%             | 2033-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                               | RITHM CAPITAL CORP 8% 07/15/2030 144A                                                                   | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6027.66      | 0.02%             | 2030-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATTER LLC                                                             | SIZZLING PLATTER TERM 1LN 07/02/2032                                                                    | CUSIP: 84862VAC6<br>LEI: 549300440PU6D6ZUIR97 | Long             | LON              | CORP              | US        |     13428 | PA      | $12151.91     | 0.03%             | 2032-07-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATTER LLC                                                             | SIZZLING PLATTER TERM DD 1LN 06/25/2032                                                                 | CUSIP: 84862VAD4<br>LEI: 549300440PU6D6ZUIR97 | Long             | LON              | CORP              | US        |       572 | PA      | $518.09       | 0.00%             | 2032-07-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                             | BEACON MOBILITY CORP 7.25% 08/01/2030 144A                                                              | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3142.29      | 0.01%             | 2030-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 9.75% 04/15/2030 144A                                        | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4310.04      | 0.01%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                                                      | GPD COS INC PIK 12.5% 12/31/2029 144A                                                                   | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5241 | PA      | $2760.57      | 0.01%             | 2029-12-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| X.AI LLC / X.AI CO ISSUER CO                                                     | X.AI LLC / X.AI CO ISSUER CO 12.5% 06/30/2030 144A                                                      | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $23917.15     | 0.06%             | 2030-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC 8.5% 07/15/2032 144A                                                             | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5148.40      | 0.01%             | 2032-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC                       | BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC 9.5% 07/01/2032 144A                         | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4605.63      | 0.01%             | 2032-07-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                | TELUS CORPORATION 6.625%/VAR 10/15/2055                                                                 | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $6195.71      | 0.02%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                | TELUS CORPORATION 7%/VAR 10/15/2055                                                                     | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $3165.77      | 0.01%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                                    | LFS TOPCO LLC 8.75% 07/15/2030 144A                                                                     | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16446.89     | 0.04%             | 2030-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| AXIAN TELECOM HOLDING and MANAGEMENT LTD                                         | AXIAN TELECOM HOLDING and MANAGEMENT LTD 7.25% 07/11/2030 144A                                          | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |      6000 | PA      | $6079.80      | 0.02%             | 2030-07-11      | 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        |      5000 | PA      | $5171.51      | 0.01%             | 2033-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                    | GOLAR LNG LTD CONV 2.75% 12/15/2030 144A                                                                | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10535.00     | 0.03%             | 2030-12-15      | Fixed         | 0.03%                 | 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        |      5000 | PA      | $5317.93      | 0.01%             | 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        |     13000 | PA      | $9327.50      | 0.02%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                      | DEL MONTE FOODS CORP II INC TERM TLB DIP ROLLUP 03/30/2026                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4019 | PA      | $1989.39      | 0.01%             | 2026-03-30      | Variable      | 0.13%                 | No            |                  3 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                      | DEL MONTE FOODS CORP II INC PIK TERM TLA DIP 03/30/2026                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3015 | PA      | $3015.45      | 0.01%             | 2026-03-30      | Variable      | 0.13%                 | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.5% 01/15/2034 144A                                                 | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13681.45     | 0.04%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.75% 01/15/2036 144A                                                | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19173.80     | 0.05%             | 2036-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                     | DISCOVERY COMMUNICATIONS LLC 6.35% 06/01/2040                                                           | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2442.30      | 0.01%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052                                                              | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1330.00      | 0.00%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 5.75% 09/15/2033 144A                                                  | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5118.30      | 0.01%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.75% 12/01/2034 144A                                           | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      5000 | PA      | $5115.13      | 0.01%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.25% 12/15/2029 144A                                           | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      9000 | PA      | $9496.43      | 0.03%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.75% 08/01/2032 144A                                                                     | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      5000 | PA      | $5189.00      | 0.01%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                   | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.625%/VAR 03/01/2055                                    | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $2084.11      | 0.01%             | 2055-03-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 9.375% 08/01/2032 144A                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13756.16     | 0.04%             | 2032-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                            | AECOM 6% 08/01/2033 144A                                                                                | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20435.24     | 0.05%             | 2033-08-01      | Fixed         | 0.06%                 | 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        |      6000 | PA      | $6206.15      | 0.02%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                  | STANDARD BUILDING SOLUTIONS INC 6.25% 08/01/2033 144A                                                   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26484.95     | 0.07%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 6.75% 08/01/2032 144A                                              | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25594.67     | 0.07%             | 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        |     30000 | PA      | $28945.99     | 0.08%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 03/15/2033 144A                                                 | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     13000 | PA      | $14033.77     | 0.04%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                   | ASHTON WOODS USA LLC/FIN CO 6.875% 08/01/2033 144A                                                      | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5046.75      | 0.01%             | 2033-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.125% 02/15/2031 144A                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13741.14     | 0.04%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                                 | AMERITEX HOLDCO INTERMEDIATE LLC 7.625% 08/15/2033 144A                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5235.12      | 0.01%             | 2033-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                     | STRATEGY INC 9%/VAR PERP PFD                                                                            | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |        80 | NS      | $8000.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC 7.375% 08/01/2033 144A                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8198.44      | 0.02%             | 2033-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                                    | C and S WHOLESALE GROCERS TERM B 1LN 9/20/2030                                                          | CUSIP: 12676AAB1<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |      4988 | PA      | $4887.75      | 0.01%             | 2030-09-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                    | EW SCRIPPS CO 9.875% 08/15/2030 144A                                                                    | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9037.28      | 0.02%             | 2030-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 9.75% 01/15/2034 144A                                                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5269.10      | 0.01%             | 2034-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.125% 05/15/2030                                                                  | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5019.64      | 0.01%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                                | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11192.40     | 0.03%             | 2031-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.25% 08/15/2035                                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1790000 | PA      | $1834470.31   | 4.87%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 7% 03/31/2034 144A                                                                | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19751.34     | 0.05%             | 2034-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC REIT                                                     | MILLROSE PROPERTIES INC REIT 6.375% 08/01/2030 144A                                                     | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5129.50      | 0.01%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | KILROY REALTY LP 5.875% 10/15/2035                                                                      | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36474.50     | 0.10%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                             | HOWARD MIDSTREAM ENERGY PARTNERS LLC 6.625% 01/15/2034 144A                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5167.40      | 0.01%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                         | SNAP INC 6.875% 03/15/2034 144A                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4984.74      | 0.01%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 6.625% 08/15/2032 144A                                                             | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13151.15     | 0.03%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                   | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.5%/VAR 03/01/2055                                      | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $9552.94      | 0.03%             | 2055-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                      | SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 144A                                                         | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |         1 | PA      | $0.00         | 0.00%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 6.5%/VAR 02/15/2056                                                                  | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5052.18      | 0.01%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 6.75%/VAR 02/15/2056                                                                 | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5110.71      | 0.01%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.25% 01/31/2034 144A                                                                     | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5172.49      | 0.01%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 6.375% 08/15/2033 144A                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3032.65      | 0.01%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.75% 01/31/2034 144A                                                                     | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13491.16     | 0.04%             | 2034-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 5.625% 08/15/2030 144A                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5065.56      | 0.01%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 6% 08/15/2033 144A                                                                            | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13210.42     | 0.04%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                           | CONNECT HOLDING II LLC 10.5% 04/03/2031 144A                                                            | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4835.19      | 0.01%             | 2031-04-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 7.25% 01/12/2056                                                          | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    174000 | PA      | $176784.00    | 0.47%             | 2056-01-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 6.75% 10/01/2035 144A                                                           | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5224.46      | 0.01%             | 2035-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 6.5% 10/01/2033 144A                                                            | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12374.65     | 0.03%             | 2033-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                      | GLOBAL MEDICAL RESPONSE INC 7.375% 10/01/2032 144A                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3140.64      | 0.01%             | 2032-10-01      | Fixed         | 0.07%                 | 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        |      6000 | PA      | $6134.90      | 0.02%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6.75% 03/15/2034 144A                      | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5138.52      | 0.01%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.5% 03/15/2033                                                                    | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4954.45      | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CENTURY CMNTYS INC                                                               | CENTURY COMMUNITIES INC 6.625% 09/15/2033 144A                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6096.69      | 0.02%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                        | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 09/15/2032 144A                                         | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13494.33     | 0.04%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 7.875%/VAR PERP 144A                                                                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |     15000 | PA      | $15506.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 5.625% 03/15/2031 144A                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5042.98      | 0.01%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 5.875% 03/15/2034 144A                                                                        | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5019.97      | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | 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        |     12000 | PA      | $12112.55     | 0.03%             | 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        |      5000 | PA      | $5062.72      | 0.01%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                             | AMKOR TECHNOLOGY INC 5.875% 10/01/2033 144A                                                             | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3061.32      | 0.01%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 10/15/2033 144A                          | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5075.75      | 0.01%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 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        |     12000 | PA      | $12051.84     | 0.03%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| HAWAIIAN ELECTRIC CO INC                                                         | HAWAIIAN ELECTRIC CO INC 6% 10/01/2033 144A                                                             | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5096.34      | 0.01%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD                                                       | NAVIGATOR AIRCRAFT ABS LTD 1 A 0% 10/15/2050 144A                                                       | CUSIP: 63943GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    244983 | PA      | $247655.49    | 0.66%             | 2050-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                            | ZF NORTH AMER CAP INC 7.5% 03/24/2031 144A                                                              | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5153.07      | 0.01%             | 2031-03-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP 5.625% 01/31/2034 144A                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13111.17     | 0.03%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                              | AMERICAN AXLE and MFG INC 6.375% 10/15/2032 144A                                                        | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5088.63      | 0.01%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                              | AMERICAN AXLE and MFG INC 7.75% 10/15/2033 144A                                                         | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13212.43     | 0.04%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                           | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.25% 10/01/2033 144A                            | CUSIP: 91740PAH1<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9152.58      | 0.02%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORVIA                                                                           | FORVIA 6.75% 09/15/2033 144A                                                                            | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      6000 | PA      | $6165.62      | 0.02%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                       | WEBER BLACKSTONE TERM B 1LN 10/1/2032                                                                   | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     11000 | PA      | $10997.25     | 0.03%             | 2032-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                                  | SOLSTICE ADVANCED MATERIALS INC 5.625% 09/30/2033 144A                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8086.57      | 0.02%             | 2033-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US LONG BOND(CBT) FUT JUN26 USM6                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         2 | NC      | $2372.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 7% 04/01/2031 144A                                                                | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $5260.05      | 0.01%             | 2031-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTORS INC                                                    | NATIONAL HEALTH INVESTORS INC 5.35% 02/01/2033                                                          | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20226.48     | 0.05%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | LAMAR MEDIA CORP 5.375% 11/01/2033 144A                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13033.96     | 0.03%             | 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        |     13000 | PA      | $13017.16     | 0.03%             | 2030-10-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 5.25% 10/15/2028 144A                                                              | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5024.04      | 0.01%             | 2028-10-15      | Fixed         | 0.05%                 | 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        |      5000 | PA      | $5091.51      | 0.01%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.75% 01/15/2034 144A                                                                    | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13177.75     | 0.03%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6% 01/15/2036 144A                                                                       | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13229.68     | 0.04%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CHICAGO BOARD OF TRADE                                                           | US 2YR NOTE (CBT) FUT JUN26 TUM6                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         1 | NC      | $295.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| P3 GROUP SARL                                                                    | P3 GROUP SARL 3.75% 04/02/2033 REGS                                                                     | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118435.66    | 0.31%             | 2033-04-02      | Fixed         | 0.04%                 | No            |                  2 | 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        |      7000 | PA      | $7069.62      | 0.02%             | 2030-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                | WBI OPERATING LLC 6.25% 10/15/2030 144A                                                                 | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5096.20      | 0.01%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 5.75% 01/15/2031 144A                                                              | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5052.26      | 0.01%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                | WBI OPERATING LLC 6.5% 10/15/2033 144A                                                                  | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5081.25      | 0.01%             | 2033-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD 5.875% 10/15/2033 144A                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     19000 | PA      | $19383.04     | 0.05%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE PIK VAR 06/15/2031                                                                     | CUSIP: 977852AS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2999 | PA      | $2222.00      | 0.01%             | 2031-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE CONV 2.5% 06/15/2031                                                                   | CUSIP: 977852AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $3381.25      | 0.01%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE PIK VAR 06/23/2030 144A                                                                | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1410 | PA      | $1507.01      | 0.00%             | 2030-06-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                             | GRUBHUB HOLDINGS INC PIK 13% 07/31/2030 144A                                                            | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1883 | PA      | $1259.39      | 0.00%             | 2030-07-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                    | LONG GILT FUTURE JUN26 G M6                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        -1 | NC      | $-1835.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ADT SECURITY CORP/THE                                                            | ADT SECURITY CORP/THE 5.875% 10/15/2033 144A                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7114.56      | 0.02%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 7.875% 10/15/2032 144A                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5368.61      | 0.01%             | 2032-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.5% 04/15/2032 144A                                                                   | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     41909 | PA      | $40136.50     | 0.11%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.875% 10/15/2030 144A                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      6859 | PA      | $6649.23      | 0.02%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.875% 07/15/2032 144A                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     39395 | PA      | $37820.14     | 0.10%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                             | ALPHA GENERATION LLC 6.25% 01/15/2034 144A                                                              | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5077.54      | 0.01%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1                                          | ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1 10% 01/15/2033 144A                                             | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4000 | PA      | $3758.85      | 0.01%             | 2033-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE CONV 2.5% 06/15/2031 144A                                                              | CUSIP: 977852AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $1690.63      | 0.00%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                         | LUXCO 3                                                                                                 | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |       637 | NS      | $11576.21     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                         | ALTICE FRANCE HOLDING SA CVR                                                                            | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |        16 | NS      | $179.98       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | SFR TERM B13 1LN 05/14/2029                                                                             | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |       758 | PA      | $753.75       | 0.00%             | 2029-05-14      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | SFR TERM B14 1LN 5/31/2031                                                                              | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |      8335 | PA      | $8343.40      | 0.02%             | 2031-05-31      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 6.25% 02/01/2034 144A                                                           | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13228.73     | 0.04%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 6.5% 02/01/2036 144A                                                            | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13366.18     | 0.04%             | 2036-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                 | WULF COMPUTE LLC 7.75% 10/15/2030 144A                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $20121.27     | 0.05%             | 2030-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| GGAM MASTER TR INTERNATIONA LTD / LLC                                            | GGAM MASTER TR INTERNATIONA LTD / LLC 5.923% 09/30/2060 144A                                            | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    227707 | PA      | $232806.85    | 0.62%             | 2060-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 5.75% 03/31/2034 144A            | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4975.14      | 0.01%             | 2034-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA                                                            | VOLCAN CIA MINERA SAA 8.5% 10/28/2032 144A                                                              | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      8000 | PA      | $8370.26      | 0.02%             | 2032-10-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.75% 10/31/2032                                                                              | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $15042.19     | 0.04%             | 2032-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.625% 10/31/2030                                                                             | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     44000 | PA      | $44216.56     | 0.12%             | 2030-10-31      | Fixed         | 0.04%                 | 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        |      7000 | PA      | $7077.97      | 0.02%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| TERAWULF INC                                                                     | TERAWULF INC CONV 0% 05/01/2032 144A                                                                    | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     13000 | PA      | $14255.80     | 0.04%             | 2032-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH TERM Initial Exchange Term Loans 1LN 06/28/2029                                             | CUSIP: 13781HAS9<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |      3046 | PA      | $2376.24      | 0.01%             | 2029-06-28      | Variable      | 0.14%                 | No            |                  3 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 5.5% 11/15/2032 144A                                                              | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5062.16      | 0.01%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6% 11/15/2033 144A                                                                | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5167.15      | 0.01%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.75% 11/15/2032 144A                                                   | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5166.46      | 0.01%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                               | CIPHER COMPUTE LLC 7.125% 11/15/2030 144A                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14592.82     | 0.04%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 6.75% 11/15/2032 144A                                                                       | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13249.54     | 0.04%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| SUNOCO LP                                                                        | SUNOCO LP 6.625% 08/15/2032 144A                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5175.48      | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 4.625% 05/01/2030 144A                                                                        | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15655.19     | 0.04%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 4.5% 10/01/2029 144A                                                                          | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1965.01      | 0.01%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                        | CARPENTER TECHNOLOGY CORP 5.625% 03/01/2034 144A                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8157.43      | 0.02%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                               | APLD COMPUTECO LLC 9.25% 12/15/2030 144A                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36735.72     | 0.10%             | 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        |     12000 | PA      | $12243.42     | 0.03%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                             | COMMERCIAL METALS CO 6% 12/15/2035 144A                                                                 | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12290.98     | 0.03%             | 2035-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 7.75% 04/15/2034 144A                                              | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20737.02     | 0.06%             | 2034-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                                      | ACUSHNET CO 5.625% 12/01/2033 144A                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4071.06      | 0.01%             | 2033-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                        | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 8%/VAR 06/01/2056                                             | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13696.28     | 0.04%             | 2056-06-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS LLC                                              | SYNERGY INFRASTRUCTURE HOLDINGS LLC 7.875% 12/01/2030 144A                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4166.71      | 0.01%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 6.5% 02/15/2031 144A                                                              | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12038.34     | 0.03%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6.25% 01/30/2031 144A         | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19446.77     | 0.05%             | 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        |      8000 | PA      | $8251.20      | 0.02%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY RV                                                  | MASSACHUSET REV 6.625% 10/1/2030                                                                        | CUSIP: 57585BQT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36339.36     | 0.10%             | 2030-10-01      | Fixed         | 0.07%                 | 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        |     19000 | PA      | $19154.92     | 0.05%             | 2033-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC SERVICEWORKS EAST LLC                                                        | CSC SERVICEWORKS TERM Initial FL1O 1LN 09/04/2030                                                       | CUSIP: 22946QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9131 | PA      | $9309.93      | 0.02%             | 2030-09-04      | Variable      | 0.09%                 | No            |                  3 | On Loan: No      |
| CSC SERVICEWORKS EAST LLC                                                        | CSC SERVICEWORKS TERM Exchange FLSO TL 1LN 09/04/2030                                                   | CUSIP: 22946QAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54454 | PA      | $42066.00     | 0.11%             | 2030-09-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                               | CANACOL ENERGY LTD TERM DIP 1LN 06/30/2026                                                              | CUSIP: N/A<br>LEI: 549300X5MNRWPMSM9N14       | Long             | LON              | CORP              | CA        |      1635 | PA      | $1635.34      | 0.00%             | 2026-06-30      | Variable      | 0.13%                 | No            |                  3 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 6.5% 03/15/2036 144A                                                                     | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5086.43      | 0.01%             | 2036-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 5.5% 03/31/2034 144A                                                   | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5053.37      | 0.01%             | 2034-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                                                     | NATIONAL MENTOR HOLDINGS INC 10.5% 12/15/2030 144A                                                      | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11955.76     | 0.03%             | 2030-12-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 5.75% 03/15/2031 144A                                                                 | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5068.61      | 0.01%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 6% 03/15/2034 144A                                                                    | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5026.67      | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC 7% 02/15/2031                                                                     | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12361.24     | 0.03%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                    | CITIGROUP INC 6.625%/VAR PERP                                                                           | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     12000 | PA      | $12405.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                  | STANDARD BUILDING SOLUTIONS INC 5.875% 03/15/2034 144A                                                  | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9975.62      | 0.03%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC 7.375% 02/15/2034                                                                 | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14382.41     | 0.04%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRADYPLUS HOLDINGS LLC                                                           | BRADYPLUS TERM B 1LN 12/29/2032                                                                         | CUSIP: 10480UAD3<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |     15000 | PA      | $14859.45     | 0.04%             | 2032-12-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.75% 09/15/2033                                                                   | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4962.56      | 0.01%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.5% 06/15/2034 144A                                                 | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5249.81      | 0.01%             | 2034-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.125% 12/15/2030 144A                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10388.08     | 0.03%             | 2030-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 8.5% 01/15/2036 144A                                                              | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20823.99     | 0.06%             | 2036-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISSUER INC                                            | ASURION LLC AND ASURION CO-ISSUER INC 8% 12/31/2032 144A                                                | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $24157.08     | 0.06%             | 2032-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 07/01/2034 144A                          | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12187.58     | 0.03%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                                   | TRANSALTA CORP 5.875% 02/01/2034                                                                        | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $12075.00     | 0.03%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOLDINGS LLC                                                           | PERIMETER HOLDINGS LLC 6.25% 01/15/2034 144A                                                            | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10045.60     | 0.03%             | 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        |     15000 | PA      | $15354.28     | 0.04%             | 2030-12-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                    | MODIVCARE BUYER TERM EXIT 1LN 12/29/2030                                                                | CUSIP: N/A<br>LEI: 549300EFZIFW7F7I0Q28       | Long             | LON              | CORP              | US        |      1716 | PA      | $1578.54      | 0.00%             | 2030-12-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                    | MODIVCARE INC                                                                                           | CUSIP: N/A<br>LEI: 549300EFZIFW7F7I0Q28       | Long             | EC               | CORP              | US        |       223 | NS      | $1254.38      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                                         | COMPOSECURE HOLDINGS LLC 5.625% 02/01/2033 144A                                                         | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15920.00     | 0.04%             | 2033-02-01      | Fixed         | 0.06%                 | 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        |      5000 | PA      | $5326.65      | 0.01%             | 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        |     15000 | PA      | $15187.26     | 0.04%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                       | HPS CORPORATE LENDING FUND 5.15% 04/02/2029 144A                                                        | CUSIP: 40440VAU9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23811.37     | 0.06%             | 2029-04-02      | Fixed         | 0.05%                 | 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        |      5000 | PA      | $5112.23      | 0.01%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 7.375% 02/01/2036 144A                                                           | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5075.21      | 0.01%             | 2036-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| SGUS LLC                                                                         | SGUS LLC 10% 07/15/2026 Second Out                                                                      | CUSIP: 81881KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2020 | PA      | $606.05       | 0.00%             | 2026-07-15      | Variable      | 0.16%                 | No            |                  3 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 5.75% 01/15/2034 144A                                                          | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5065.89      | 0.01%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 6.125% 01/21/2031                                                                  | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $199500.00    | 0.53%             | 2031-01-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOLDINGS US INC                                                | GFL ENVIRONMENTAL HOLDINGS US INC 5.5% 02/01/2034 144A                                                  | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5017.99      | 0.01%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP NY                                                        | COLUMBUS MCKINNON TERM B 1LN 02/03/2033                                                                 | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |      5000 | PA      | $4981.25      | 0.01%             | 2033-02-03      | Variable      | 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        |      8000 | PA      | $8224.48      | 0.02%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| SGUS LLC                                                                         | SGUS LLC TERM THIRD OUT 07/15/2026                                                                      | CUSIP: 81881KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3226 | PA      | $327.98       | 0.00%             | 2026-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 9.5% 02/15/2033 144A                                                               | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7830.33      | 0.02%             | 2033-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 8.625% 06/15/2032 144A                       | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5071.04      | 0.01%             | 2032-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 7% 08/01/2033 144A                                                                 | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5090.75      | 0.01%             | 2033-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                                               | ALBERTSONS COS INC 5.625% 03/31/2032 144A                                                               | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10039.37     | 0.03%             | 2032-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISSUER INC                                            | ASURION LLC AND ASURION CO-ISSUER INC 8.375% 02/01/2034 144A                                            | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $17913.00     | 0.05%             | 2034-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.75% 01/31/2031                                                                              | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2160000 | PA      | $2181937.50   | 5.79%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NIELSEN HOLDINGS TERM B 1LN 02/03/2033                                                                  | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     16000 | PA      | $15044.00     | 0.04%             | 2033-02-03      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                     | UNITED AIRLINES HOLDINGS INC 5.375% 03/01/2031                                                          | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10180.92     | 0.03%             | 2031-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONE SKY FLIGHT LLC                                                               | FLEXJET TERM B 1LN 02/04/2033                                                                           | CUSIP: 68279FAB3<br>LEI: 549300PM6NEPXGG5B882 | Long             | LON              | CORP              | US        |      5000 | PA      | $4981.25      | 0.01%             | 2033-02-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                      | SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 144A ESCROW                                                  | CUSIP: N/A<br>LEI: 5493007HQSJGRH78Q684       | Long             | DBT              | CORP              | US        |      3043 | PA      | $0.00         | 0.00%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  3 | On Loan: No      |
| TEAM SERVICES HOLDING INC                                                        | TEAM SERVICES HOLDING INC 9% 02/15/2033 144A                                                            | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15650.56     | 0.04%             | 2033-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TEAM PUBLIC CHOICES LLC                                                          | TEAM SERVICES TERM B 1LN 01/31/2033                                                                     | CUSIP: 87821RAB0<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |      5000 | PA      | $4679.15      | 0.01%             | 2033-01-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 7.875% 02/15/2034 144A                                                                   | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4900.05      | 0.01%             | 2034-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 7.5% 02/15/2031 144A                                                                     | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9966.11      | 0.03%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP 6.7% 02/04/2056                                                                             | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3879.04      | 0.01%             | 2056-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP 5.7% 02/04/2036                                                                             | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10005.60     | 0.03%             | 2036-02-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP 6.55% 02/04/2046                                                                            | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3897.81      | 0.01%             | 2046-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP 5.35% 05/04/2033                                                                            | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10033.71     | 0.03%             | 2033-05-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP 4.95% 02/04/2031                                                                            | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3991.81      | 0.01%             | 2031-02-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP 4.55% 02/04/2029                                                                            | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5009.49      | 0.01%             | 2029-02-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP FRN SOFRINDX+111 02/04/2029                                                                 | CUSIP: 68389XDV4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9985.70      | 0.03%             | 2029-02-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SER D 6.5% PC 01/15/2029                                                                    | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |       310 | NS      | $14219.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS TERM 1LN 08/19/2030                                                                        | CUSIP: 87256FAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $9962.50      | 0.03%             | 2030-08-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                     | UNITED AIRLINES HOLDINGS INC 4.875% 03/01/2029                                                          | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12082.53     | 0.03%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                          | BLACK PEARL COMPUTE LLC 6.125% 02/15/2031 144A                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9211.07      | 0.02%             | 2031-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                    | CITIGROUP INC 6.5%/VAR PERP                                                                             | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5075.09      | 0.01%             | 2199-12-31      | Variable      | 0.07%                 | 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        |     10000 | PA      | $10033.46     | 0.03%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS INC 8.5% 08/15/2030 144A                                                                   | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15349.35     | 0.04%             | 2030-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS INC 12% 02/15/2031 144A                                                                    | CUSIP: 87256YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11561.89     | 0.03%             | 2031-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.125% 07/31/2034 144A                                                                    | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10157.36     | 0.03%             | 2034-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                         | SGUS LLC TERM FIRST OUT DIP 1LN 07/15/2026                                                              | CUSIP: 81881KAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3668 | PA      | $3374.50      | 0.01%             | 2026-07-15      | Variable      | 0.15%                 | No            |                  3 | On Loan: No      |
| WALT DISNEY CO/THE                                                               | WALT DISNEY CO/THE 4% 03/14/2031                                                                        | CUSIP: 254687GD2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4008.29      | 0.01%             | 2031-03-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                               | WALT DISNEY CO/THE 4.625% 03/14/2036                                                                    | CUSIP: 254687GE0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3987.51      | 0.01%             | 2036-03-14      | Fixed         | 0.05%                 | 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        |     25000 | PA      | $25080.39     | 0.07%             | 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        |     10000 | PA      | $10076.20     | 0.03%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 4.75% 05/15/2033                                                            | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      8000 | PA      | $8055.36      | 0.02%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.25% 02/27/2038                                                            | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      8000 | PA      | $8012.58      | 0.02%             | 2038-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                      | ASURION TERM B14 1LN 02/23/2033                                                                         | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     12000 | PA      | $11780.04     | 0.03%             | 2033-02-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                 | MICHAELS TERM 1LN 02/19/2033                                                                            | CUSIP: 59408UAE7<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |      5000 | PA      | $4757.80      | 0.01%             | 2033-02-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 5.875% 03/01/2034 144A                                                               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10018.28     | 0.03%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | HOWMET AEROSPACE INC 4.75% 04/15/2036                                                                   | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4012.49      | 0.01%             | 2036-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 6.85%/VAR 09/15/2056                                                                      | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11980.57     | 0.03%             | 2056-09-15      | Variable      | 0.07%                 | 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        |     10000 | PA      | $10028.20     | 0.03%             | 2031-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                 | MICHAELS COS INC 8.5% 03/15/2033 144A                                                                   | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11672.46     | 0.03%             | 2033-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                 | MICHAELS COS INC 11% 03/15/2034 144A                                                                    | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11215.96     | 0.03%             | 2034-03-15      | Fixed         | 0.11%                 | 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        |      5000 | PA      | $5057.67      | 0.01%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 6% 05/01/2056                                                               | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1975.36      | 0.01%             | 2056-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FUNDING LTD 4.85% 04/01/2033 144A                                                       | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      4000 | PA      | $3964.68      | 0.01%             | 2033-04-01      | Fixed         | 0.05%                 | 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        |      4000 | PA      | $3998.90      | 0.01%             | 2056-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                        | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 6% 03/15/2036                                                 | CUSIP: 41068XAK6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7951.72      | 0.02%             | 2036-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 4.8% 03/15/2031                                                                    | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7995.21      | 0.02%             | 2031-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 5.25% 04/15/2031 144A                                                            | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9982.30      | 0.03%             | 2031-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 5.5% 04/15/2034 144A                                                             | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11085.36     | 0.03%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | WHIRLPOOL CORP SER A PC 2/15/29                                                                         | CUSIP: 963320205<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EP               | CORP              | US        |       194 | NS      | $9527.34      | 0.03%             |  |  |  | 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        |      5000 | PA      | $5036.48      | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 4.625% 03/04/2033 144A                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     10000 | PA      | $11786.46     | 0.03%             | 2033-03-04      | Fixed         | 0.05%                 | 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        |      5000 | PA      | $4993.97      | 0.01%             | 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        |     10000 | PA      | $9987.52      | 0.03%             | 2034-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                         | SGUS LLC TERM FIRST OUT DIP FINAL PIK 07/07/2026                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1530 | PA      | $1407.60      | 0.00%             | 2026-07-07      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 5.625% 07/15/2034 144A                                                                        | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9998.45      | 0.03%             | 2034-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 5.375% 07/15/2031 144A                                                                        | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10023.35     | 0.03%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                      | SAKS GLOBAL ENTERPRISES TERM SECOND OUT ROLL-UP DIP 1LN 07/15/2026                                      | CUSIP: 81881KAG4<br>LEI: 5493007HQSJGRH78Q684 | Long             | LON              | CORP              | US        |       658 | PA      | $197.46       | 0.00%             | 2026-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer