# EDGAR Filing Document

**Accession Number:** 0001562565
**File Stem:** 0001752724-25-176700
**Filing Date:** 2025-7
**Character Count:** 553686
**Document Hash:** be8aede49bd799be83b9e5ebf7141dd8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-176700.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-176700

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**PERIOD START**: 20250831

**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:** 251146295

**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 Limited Term Bond ETF (Series ID: S000042569)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000131661 | Fidelity Limited Term Bond ETF | FLTB            |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Limited Term Bond ETF**

**May 31, 2025**

T13-NPRT3-0725

1.9862237.110 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 8.0%** | &nbsp;&nbsp;**Asset-Backed Securities - 8.0%** | &nbsp;&nbsp;**Asset-Backed Securities - 8.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.4%  |  |  |
| Hartwick Park Clo Ltd Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.16%, 5.4295% 1/20/2037 (b)(c)(d) | 330000 | 329506 |
| Neuberger Berman Ln Advisers Nbla Clo 50 Ltd / Neuberger Berman Ln Series 2024-50A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.5293% 7/23/2036 (b)(c)(d) | 364000 | 364070 |
| Valley Stream Pk Clo Ltd / Vy Stream Pk Clo LLC Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.19%, 5.4595% 1/20/2037 (b)(c)(d) | 250000 | 249727 |
| TOTAL BAILIWICK OF JERSEY |  | 943303 |
| CANADA - 0.1%  |  |  |
| Chesapeake Funding II LLC Series 2023-2A Class A1, 6.16% 10/15/2035 (c) | 53384 | 54030 |
| Chesapeake Funding II LLC Series 2024-1A Class A1, 5.52% 5/15/2036 (c) | 68634 | 69258 |
| TOTAL CANADA |  | 123288 |
| GRAND CAYMAN (UK OVERSEAS TER) - 2.6%  |  |  |
| Ares Lii Clo Ltd Series 2025-52A Class A1RR, CME Term SOFR 3 month Index + 0.88%, 5.1524% 4/22/2031 (b)(c)(d) | 246122 | 245753 |
| Ares LIV CLO Ltd Series 2024-54A Class AR, CME Term SOFR 3 month Index + 1.27%, 5.5261% 10/15/2032 (b)(c)(d) | 196891 | 196945 |
| Ares Xlv Clo Ltd Series 2024-45A Class BR, CME Term SOFR 3 month Index + 1.25%, 5.5061% 10/15/2030 (b)(c)(d) | 325000 | 324012 |
| Barings CLO Ltd Series 2024-3A Class A1RR, CME Term SOFR 3 month Index + 1.14%, 5.4095% 1/20/2036 (b)(c)(d) | 200000 | 199920 |
| Buckhorn Park Clo Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.07%, 5.3395% 7/18/2034 (b)(c)(d) | 421000 | 420286 |
| Carlyle US Clo Ltd Series 2024-6A Class E, CME Term SOFR 3 month Index + 5.75%, 10.2067% 10/25/2037 (b)(c)(d) | 150000 | 151815 |
| Dryden 68 Clo Ltd Series 2024-68A Class ARR, CME Term SOFR 3 month Index + 1.1%, 5.3561% 7/15/2035 (b)(c)(d) | 375000 | 373626 |
| Flatiron Clo 20 Ltd / Flatiron Clo 20 LLC Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.38%, 5.702% 5/20/2036 (b)(c)(d) | 250000 | 250434 |
| Flatiron Clo 28 Ltd / Flatiron Clo 28 LLC Series 2024-1A Class A1, CME Term SOFR 3 month Index + 1.32%, 5.5761% 7/15/2036 (b)(c)(d) | 359000 | 359118 |
| Flatiron Clo Ltd Series 2025-1A Class AR2, CME Term SOFR 3 month Index + 1.18%, 5.5052% 11/16/2034 (b)(c)(d) | 659166 | 659657 |
| Madison Pk Fdg Xlv Ltd / Madison Pk Fdg Xlv LLC Series 2024-45A Class ARR, CME Term SOFR 3 month Index + 1.08%, 5.3361% 7/15/2034 (b)(c)(d) | 372000 | 370767 |
| Magnetite Xxii Ltd / Magnetite Xxii LLC Series 2024-22A Class ARR, CME Term SOFR 3 month Index + 1.25%, 5.5061% 7/15/2036 (b)(c)(d) | 311000 | 311064 |
| Oha Credit Funding 22 Ltd Series 2025-22A Class A1, CME Term SOFR 3 month Index + 1.33%, 0% 7/20/2038 (b)(c)(d) | 431000 | 431469 |
| Palmer Square Loan Funding Ltd / Palmer Square Loan Funding LLC Series 2022-1A Class A1, CME Term SOFR 3 month Index + 1.05%, 5.3061% 4/15/2030 (b)(c)(d) | 116828 | 116833 |
| Palmer Square Loan Funding Ltd Series 2024-2A Class A1N, CME Term SOFR 3 month Index + 1%, 5.2561% 1/15/2033 (b)(c)(d) | 227229 | 227265 |
| Palmer Square Loan Funding Ltd Series 2024-3A Class A1, CME Term SOFR 3 month Index + 1.08%, 5.3873% 8/8/2032 (b)(c)(d) | 195590 | 195617 |
| Rr 16 Ltd Series 2021-16A Class A1, CME Term SOFR 3 month Index + 1.3716%, 5.6277% 7/15/2036 (b)(c)(d) | 250000 | 250443 |
| TCI-Symphony CLO Ltd Series 2021-1A Class AR, CME Term SOFR 3 month Index + 1.1916%, 5.4477% 7/15/2030 (b)(c)(d) | 351648 | 351669 |
| Voya Clo 2022-1 Ltd / Voya Clo 2022-1 LLC Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.25%, 5.5195% 4/20/2035 (b)(c)(d) | 250000 | 249760 |
| Voya CLO Ltd Series 2024-2A Class AR, CME Term SOFR 3 month Index + 1.2%, 5.4695% 7/20/2032 (b)(c)(d) | 361354 | 361168 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 6047621 |
| UNITED STATES - 4.9%  |  |  |
| AASET Trust Series 2019-2 Class A, 3.376% 10/16/2039 (c) | 72034 | 69874 |
| AASET Trust Series 2021-1A Class A, 2.95% 11/16/2041 (c) | 117265 | 110327 |
| AASET Trust Series 2021-2A Class A, 2.798% 1/15/2047 (c) | 296857 | 272913 |
| Affirm Asset Securitization Trust Series 2024-X2 Class A, 5.22% 12/17/2029 (c) | 237127 | 237202 |
| Affirm Asset Securitization Trust Series 2025-X1 Class A, 5.08% 4/15/2030 (c) | 200000 | 199957 |
| Ari Fleet Lease Trust 2024-B Series 2024-B Class A3, 5.26% 4/15/2033 (c) | 100000 | 100819 |
| ARI Fleet Lease Trust Series 2023-B Class A2, 6.05% 7/15/2032 (c) | 163017 | 164236 |
| Avis Budget Rental Car Funding AESOP LLC Series 2025-1A Class A, 4.8% 8/20/2029 (c) | 100000 | 100105 |
| Blackbird Cap II Aircraft Lease Ltd / Blackbird Cap II Aircraft Lease Us L Series 2021-1A Class A, 2.443% 7/15/2046 (c) | 349498 | 325213 |
| CarMax Auto Owner Trust Series 2023-4 Class A3, 6% 7/17/2028  | 75000 | 76061 |
| Castlelake Aircraft Structured Trust Series 2021-1A Class A, 3.474% 1/15/2046 (c) | 75686 | 73803 |
| CFMT LLC Series 2023-HB12 Class A, 4.25% 4/25/2033 (c) | 30188 | 29874 |
| Chase Issuance Trust Series 2023-A2 Class A, 5.08% 9/15/2030  | 536000 | 548974 |
| Citizens Auto Receivables Trust Series 2024-2 Class A3, 5.33% 8/15/2028 (c) | 72000 | 72463 |
| Daimler Trucks Retail Trust Series 2024-1 Class A3, 5.49% 12/15/2027  | 209000 | 210473 |
| DB Master Finance LLC Series 2021-1A Class A2I, 2.045% 11/20/2051 (c) | 965000 | 924648 |
| Dell Equip Fin Trust Series 2024-2 Class A3, 4.59% 8/22/2030 (c) | 100000 | 100309 |
| Dell Equipment Finance Trust Series 2023-3 Class A3, 5.93% 4/23/2029 (c) | 191014 | 192039 |
| DLLAD Series 2024-1A Class A3, 5.3% 7/20/2029 (c) | 19000 | 19265 |
| DLLMT LLC Series 2024-1A Class A3, 4.84% 8/21/2028 (c) | 117000 | 117763 |
| Domino's Pizza Master Issuer LLC Series 2018-1A Class A2II, 4.328% 7/25/2048 (c) | 47375 | 46747 |
| Enterprise Fleet Financing LLC Series 2022-3 Class A2, 4.38% 7/20/2029 (c) | 24623 | 24594 |
| Enterprise Fleet Financing LLC Series 2023-3 Class A2, 6.4% 3/20/2030 (c) | 79405 | 80563 |
| Enterprise Fleet Financing LLC Series 2024-3 Class A3, 4.98% 8/21/2028 (c) | 206000 | 207693 |
| Enterprise Fleet Financing LLC Series 2024-4 Class A3, 4.56% 11/20/2028 (c) | 88000 | 88121 |
| Enterprise Fleet Financing LLC Series 2025-1 Class A3, 4.82% 2/20/2029 (c) | 260000 | 262109 |
| Enterprise Fleet Financing Series 2024-2 Class A3, 5.61% 4/20/2028 (c) | 50000 | 50761 |
| Flatiron Clo 23 LLC Series 2025-1A, CME Term SOFR 3 month Index + 1.24%, 0% 4/17/2036 (b)(c)(d) | 541000 | 541000 |
| Flatiron Rr Clo 22 LLC Series 2025-2A Class AR, CME Term SOFR 3 month Index + 0.91%, 5.1661% 10/15/2034 (b)(c)(d) | 680000 | 674827 |
| Ford Credit Floorplan Master Owner Trust A Series 2024-1 Class B, 5.48% 4/15/2029 (c) | 192000 | 194392 |
| Fordf Series 2025-1 Class A1, 4.63% 4/15/2030  | 330000 | 331457 |
| Fordf Series 2025-1 Class B, 4.84% 4/15/2030  | 165000 | 165122 |
| GMF Floorplan Owner Revolving Trust Series 2023-1 Class A1, 5.34% 6/15/2028 (c) | 425000 | 428251 |
| GMF Floorplan Owner Revolving Trust Series 2024-1A Class A1, 5.13% 3/15/2029 (c) | 360000 | 363820 |
| GMF Floorplan Owner Revolving Trust Series 2024-4A Class A1, 4.73% 11/15/2029 (c) | 100000 | 100591 |
| Kubota Credit Owner Trust Series 2024-2A Class A3, 5.26% 11/15/2028 (c) | 100000 | 101618 |
| Marlette Funding Trust Series 2024-1A Class A, 5.95% 7/17/2034 (c) | 20828 | 20860 |
| Mercedes-Benz Auto Lease Trust Series 2024-B Class A3, 4.23% 2/15/2028  | 330000 | 328914 |
| Merchants Fleet Funding LLC Series 2024-1A Class A, 5.82% 4/20/2037 (c) | 93712 | 94285 |
| Nissan Master Owner Tr Receivable Series 2024-B Class A, 5.05% 2/15/2029 (c) | 113000 | 113698 |
| Oportun Funding Trust Series 2024-3 Class A, 5.26% 8/15/2029 (c) | 53042 | 53038 |
| Pk Alift Loan Funding 3 LP Series 2024-1 Class A1, 5.842% 9/15/2039 (c) | 213289 | 214928 |
| Porsche Finl Auto Securitization Tr 2023-2 Series 2023-2A Class A3, 5.79% 1/22/2029 (c) | 137799 | 138617 |
| SBA Tower Trust Series 2020, 1.884% 7/15/2050 (c) | 86000 | 84218 |
| SLAM Ltd. / SLAM LLC Series 2021-1A Class A, 2.434% 6/15/2046 (c) | 1209075 | 1124620 |
| Tesla Electric Vehicle Trust Series 2023-1 Class A3, 5.38% 6/20/2028 (c) | 184000 | 185417 |
| Upstart Securitization Trust Series 2023-3 Class A, 6.9% 10/20/2033 (c) | 76774 | 77246 |
| Verizon Master Trust Series 2024-8 Class A1A, 4.62% 11/20/2030  | 470000 | 473828 |
| Wheels Fleet Lease Funding 1 LLC Series 2023-2A Class A, 6.46% 8/18/2038 (c) | 236481 | 239578 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-2A Class A1, 4.87% 6/21/2039 (c) | 100000 | 100270 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-3A Class A1, 4.8% 9/19/2039 (c) | 305000 | 305389 |
| World Omni Auto Trust Series 2024-C Class A3, 4.43% 12/17/2029  | 194000 | 194042 |
| TOTAL UNITED STATES |  | 11356932 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $18,598,040) |  | <br> **18471144** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 1.5%** | &nbsp;&nbsp;**Bank Loan Obligations - 1.5%** | &nbsp;&nbsp;**Bank Loan Obligations - 1.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| FINLAND - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Paper & Forest Products - 0.0% |  |  |
| Ahlstrom Holding 3 Oy Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 0% 5/22/2030 (b)(d)(e)(f) | 55000 | 54313 |
| NETHERLANDS - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Building Products - 0.0% |  |  |
| Hunter Douglas Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5492% 1/17/2032 (b)(d)(f) | 18135 | 17839 |
| SWITZERLAND - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Consolidated Energy Finance SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.8327% 11/15/2030 (b)(d)(f) | 54450 | 50666 |
| UNITED STATES - 1.5%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Level 3 Financing Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 0% 3/27/2032 (b)(d)(e)(f) | 10000 | 10050 |
| Lumen Technologies Inc Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 6.7913% 4/16/2029 (b)(d)(f) | 20000 | 19786 |
| Lumen Technologies Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 6.7913% 4/15/2030 (b)(d)(f) | 25000 | 24726 |
|  |  | 54562 |
| Media - 0.1% |  |  |
| CSC Holdings LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.8287% 1/18/2028 (b)(d)(f) | 55000 | 54244 |
| Univision Communications Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6913% 1/31/2029 (b)(d)(f) | 157964 | 153620 |
|  |  | 207864 |
| TOTAL COMMUNICATION SERVICES |  | 262426 |
| Consumer Discretionary - 0.4% |  |  |
| Automobile Components - 0.0% |  |  |
| Clarios Global LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 1/28/2032 (b)(d)(f) | 5000 | 4983 |
| Automobiles - 0.0% |  |  |
| CWGS Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.9413% 6/3/2028 (b)(d)(f) | 54293 | 51932 |
| Broadline Retail - 0.2% |  |  |
| CMG Media Corp Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.8992% 6/18/2029 (b)(d)(f) | 54753 | 51878 |
| Great Outdoors Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 1/23/2032 (b)(d)(f) | 113590 | 112512 |
|  |  | 164390 |
| Distributors - 0.0% |  |  |
| Solenis Holdings Ltd Tranche B6 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2992% 6/20/2031 (b)(d)(f) | 50492 | 50107 |
| Diversified Consumer Services - 0.0% |  |  |
| Spin Holdco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5618% 3/4/2028 (b)(d)(f) | 54293 | 46229 |
| TKC Holdings Inc 1LN, term loan 13.5% 2/15/2027 (d)(f) | 26367 | 24224 |
|  |  | 70453 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| Bulldog Purchaser Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0347% 6/27/2031 (b)(d)(f) | 19900 | 19875 |
| Fertitta Entertainment LLC/NV 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 1/27/2029 (b)(d)(f) | 20000 | 19871 |
| Flynn Restaurant Group LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0768% 1/28/2032 (b)(d)(f) | 25000 | 24775 |
| MajorDrive Holdings IV LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5608% 6/1/2028 (b)(d)(f) | 59871 | 58188 |
| United PF Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5413% 12/30/2026 (b)(d)(f) | 34726 | 33354 |
|  |  | 156063 |
| Household Durables - 0.0% |  |  |
| TGP Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6768% 6/29/2028 (b)(d)(f) | 44991 | 39566 |
| Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6913% 10/30/2027 (b)(d)(f) | 9936 | 9842 |
| Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.6768% 10/30/2027 (b)(d)(f) | 4974 | 4945 |
|  |  | 54353 |
| Leisure Products - 0.0% |  |  |
| Hayward Industries Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.9413% 5/30/2028 (b)(d)(f) | 54295 | 54302 |
| Specialty Retail - 0.1% |  |  |
| LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1752% 6/6/2031 (b)(d)(f) | 59447 | 53227 |
| Tory Burch LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6913% 4/16/2028 (b)(d)(f) | 54295 | 53287 |
| Valvoline Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 0% 3/19/2032 (b)(d)(e)(f) | 45000 | 45056 |
|  |  | 151570 |
| TOTAL CONSUMER DISCRETIONARY |  | 758153 |
| Consumer Staples - 0.0% |  |  |
| Food Products - 0.0% |  |  |
| Del Monte Foods Corp II Inc 1LN, term loan CME Term SOFR 3 month Index + 8.15%, 15.4685% 8/2/2028 (b)(d)(f) | 29370 | 27167 |
| Del Monte Foods Corp II Inc Tranche FLFO B 1LN, term loan CME Term SOFR 3 month Index + 8%, 12.409% 8/2/2028 (b)(d)(f) | 8611 | 7965 |
|  |  | 35132 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| CVR CHC LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2992% 12/30/2027 (b)(d)(f) | 4988 | 4964 |
| New Fortress Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.7948% 10/30/2028 (b)(d)(f) | 60000 | 32467 |
|  |  | 37431 |
| Financials - 0.2% |  |  |
| Capital Markets - 0.0% |  |  |
| Hightower Holding LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2597% 2/3/2032 (b)(d)(f) | 54445 | 54309 |
| Financial Services - 0.1% |  |  |
| CFC USA 2025 LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 0% 5/30/2032 (b)(d)(e)(f) | 25000 | 24750 |
| Empire Today LP, LLC Tranche EXCH 1ST OUT TLB 1LN, term loan 10.0413% 8/3/2029 (d)(f) | 6533 | 5880 |
| Empire Today LP, LLC Tranche EXCH FLSO TL 1LN, term loan 9.5413% 8/3/2029 (d)(f) | 39742 | 16691 |
| Empire Today LP, LLC Tranche NEW $1ST OUT TLA 1LN, term loan 10.0413% 8/3/2029 (d)(f) | 12397 | 11158 |
| Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 7/31/2031 (b)(d)(f) | 24938 | 24947 |
| WH Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.072% 2/20/2032 (b)(d)(f) | 55000 | 54467 |
|  |  | 137893 |
| Insurance - 0.1% |  |  |
| Acrisure LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 11/6/2030 (b)(d)(f) | 4988 | 4951 |
| Alera Group Inc 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 5/21/2032 (b)(d)(e)(f) | 5000 | 5003 |
| Alliant Hldgs Intermediate LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0747% 9/19/2031 (b)(d)(f) | 54451 | 54204 |
| Asurion LLC Tranche B10 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.4268% 8/19/2028 (b)(d)(f) | 54304 | 53987 |
| USI Inc/NY Tranche D 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5492% 11/21/2029 (b)(d)(f) | 54315 | 54120 |
|  |  | 172265 |
| TOTAL FINANCIALS |  | 364467 |
| Health Care - 0.2% |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Medline Borrower LP 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 10/23/2028 (b)(d)(f) | 105734 | 105612 |
| Health Care Providers & Services - 0.2% |  |  |
| MED ParentCo LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 4/15/2031 (b)(d)(f) | 54582 | 54697 |
| Owens & Minor Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 0% 4/2/2030 (b)(d)(e)(f) | 10000 | 9925 |
| Radiology Partners Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.0914% 1/31/2029 (b)(d)(f) | 60158 | 59590 |
|  |  | 124212 |
| Health Care Technology - 0.0% |  |  |
| athenahealth Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 2/15/2029 (b)(d)(f) | 34442 | 34276 |
| Pharmaceuticals - 0.0% |  |  |
| 1261229 BC Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.5869% 10/8/2030 (b)(d)(f) | 110000 | 104240 |
| TOTAL HEALTH CARE |  | 368340 |
| Industrials - 0.2% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| Goat Holdco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3285% 1/27/2032 (b)(d)(f) | 5000 | 4978 |
| Building Products - 0.0% |  |  |
| Oscar Acquisitionco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5492% 4/29/2029 (b)(d)(f) | 54304 | 48860 |
| Commercial Services & Supplies - 0.2% |  |  |
| ABG Intermediate Holdings 2 LLC Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 12/21/2028 (b)(d)(f) | 59288 | 58851 |
| Allied Universal Holdco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1768% 5/12/2028 (b)(d)(f) | 108593 | 108695 |
| LRS Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.6913% 8/31/2028 (b)(d)(f) | 54298 | 53484 |
| Neptune Bidco US Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.3297% 4/11/2029 (b)(d)(f) | 54307 | 50693 |
|  |  | 271723 |
| Ground Transportation - 0.0% |  |  |
| Genesee & Wyoming Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 6.0492% 4/10/2031 (b)(d)(f) | 39800 | 39593 |
| Passenger Airlines - 0.0% |  |  |
| AAdvantage Loyalty IP Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 0% 5/7/2032 (b)(d)(e)(f) | 5000 | 5018 |
| Vista Management Holding Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0476% 4/1/2031 (b)(d)(f) | 5000 | 4996 |
|  |  | 10014 |
| Professional Services - 0.0% |  |  |
| Cast & Crew LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0768% 12/29/2028 (b)(d)(f) | 24846 | 22951 |
| TOTAL INDUSTRIALS |  | 398119 |
| Information Technology - 0.2% |  |  |
| IT Services - 0.1% |  |  |
| Constant Contact Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5177% 2/10/2028 (b)(d)(f) | 29870 | 27984 |
| Kaseya Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 3/20/2032 (b)(d)(f) | 10000 | 9993 |
| X Corp 1LN, term loan 9.5% 10/26/2029 (f) | 46000 | 45763 |
| X Corp Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 10.9492% 10/26/2029 (b)(d)(f) | 35000 | 34645 |
|  |  | 118385 |
| Software - 0.1% |  |  |
| Ascend Learning LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 12/11/2028 (b)(d)(f) | 54439 | 54155 |
| Avalara Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5527% 3/26/2032 (b)(d)(f) | 20000 | 19996 |
| Cloud Software Group Inc Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.7992% 3/29/2029 (b)(d)(f) | 88476 | 88199 |
| Ellucian Holdings Inc 2LN, term loan CME Term SOFR 1 month Index + 4.75%, 9.0768% 11/22/2032 (b)(d)(f) | 10000 | 10113 |
| Leia Finco US LLC 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.4576% 10/9/2031 (b)(d)(f) | 30000 | 29976 |
| Polaris Newco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.2913% 6/2/2028 (b)(d)(f) | 60000 | 58064 |
|  |  | 260503 |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |
| Sandisk Corp/DE Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3215% 2/20/2032 (b)(d)(f) | 40000 | 39400 |
| TOTAL INFORMATION TECHNOLOGY |  | 418288 |
| Materials - 0.2% |  |  |
| Chemicals - 0.2% |  |  |
| Advancion Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.4268% 11/24/2027 (b)(d)(f) | 54297 | 52790 |
| American Rock Salt Co LLC 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.5943% 6/9/2028 (b)(d)(f) | 14589 | 11951 |
| American Rock Salt Co LLC Tranche 1ST OUT DD TL 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 2% 6/9/2028 (b)(d)(f)(g) | 9352 | 9351 |
| American Rock Salt Co LLC Tranche 1ST OUT TL B 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 11.5943% 6/9/2028 (b)(d)(f) | 14741 | 14741 |
| Arc Falcon I Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.9268% 9/30/2028 (b)(d)(f) | 54299 | 54274 |
| Discovery Purchaser Corp 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0224% 10/4/2029 (b)(d)(f) | 54452 | 54304 |
| Herens US Holdco Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.925%, 8.3242% 7/3/2028 (b)(d)(f) | 19900 | 18878 |
| Hexion Holdings Corp 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3252% 3/15/2029 (b)(d)(f) | 54308 | 53911 |
| M2S Group Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0326% 8/25/2031 (b)(d)(f) | 50000 | 47813 |
| Scih Salt Hldgs Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2797% 1/31/2029 (b)(d)(f) | 5000 | 4984 |
| WR Grace Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5492% 9/22/2028 (b)(d)(f) | 54298 | 54081 |
|  |  | 377078 |
| Containers & Packaging - 0.0% |  |  |
| Clydesdale Acquisition Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 3.175%, 7.5018% 4/13/2029 (b)(d)(f) | 95829 | 95383 |
| Metals & Mining - 0.0% |  |  |
| Vibrantz Technologies Inc 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 0% 4/23/2029 (b)(d)(e)(f) | 25000 | 21953 |
| TOTAL MATERIALS |  | 494414 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| WEC US Holdings Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5742% 1/27/2031 (b)(d)(f) | 54588 | 54459 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Natgasoline LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.7992% 3/29/2030 (b)(d)(f) | 25000 | 24688 |
| TOTAL UTILITIES |  | 79147 |
| TOTAL UNITED STATES |  | 3215917 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $3,404,570) |  | <br> **3338735** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.9%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.9%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.9%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.9%  |  |  |
| Angel Oak Mortgage Trust Series 2021-8 Class A1, 1.82% 11/25/2066 (c) | 323992 | 285140 |
| CFMT LLC Series 2024-HB13 Class A, 3% 5/25/2034 (c)(d) | 66048 | 64766 |
| CFMT LLC Series 2024-HB15 Class A, 4% 8/25/2034 (c)(d) | 67236 | 66519 |
| CSMC Trust Series 2021-RPL9 Class A1, 3.742% 2/25/2061 (c)(d) | 502903 | 510050 |
| Fannie Mae Guaranteed REMIC Series 2019-33 Class N, 3% 3/25/2048  | 203578 | 192413 |
| Fannie Mae Guaranteed REMIC Series 2019-59 Class AB, 2.5% 10/25/2039  | 72699 | 65756 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-4903 Class DA, 3% 10/25/2048  | 102196 | 95002 |
| Gcat 2021-Nqm7 Tr Series 2021-NQM7 Class A1, 1.915% 8/25/2066 (c) | 160110 | 146148 |
| Legacy Mortgage Asset Trust Series 2021-GS5 Class A1, 5.25% 7/25/2067 (c)(d) | 388544 | 386242 |
| New Residential Mortgage Loan Trust Series 2019-5A Class A1B, 3.5% 8/25/2059 (c) | 42238 | 38792 |
| New York Mortgage Trust Series 2021-SP1 Class A1, 4.6696% 8/25/2061 (c) | 132986 | 132330 |
| RMF Buyout Issuance Trust Series 2021-HB1 Class A, 1.2586% 11/25/2031 (c) | 5142 | 5123 |
| TOTAL UNITED STATES |  | 1988281 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $2,071,011) |  | <br> **1988281** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 3.2%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 3.2%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 3.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 3.2%  |  |  |
| ALA Trust Series 2025-OANA Class A, CME Term SOFR 1 month Index + 1.7426%, 6.0426% 6/15/2030 (b)(c)(d) | 445000 | 446864 |
| BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class ANM, 3.112% 11/5/2032 (c) | 107419 | 102269 |
| BAMLL Commercial Mortgage Securities Trust Series 2022-DKLX Class A, CME Term SOFR 1 month Index + 1.15%, 5.479% 1/15/2039 (b)(c)(d) | 157802 | 157210 |
| Banc of America Commercial Mortgage Trust Series 2015-UBS7 Class ASB, 3.429% 9/15/2048  | 9810 | 9790 |
| BBCMS Mortgage Trust Series 2017-C1 Class ASB, 3.488% 2/15/2050  | 284414 | 280729 |
| Benchmark Mortgage Trust Series 2018-B2 Class A2, 3.6623% 2/15/2051  | 144 | 142 |
| BLOX Trust Series 2021-BLOX Class A, CME Term SOFR 1 month Index + 1.1145%, 5.4435% 9/15/2026 (b)(c)(d) | 352000 | 347424 |
| BMP Series 2024-MF23 Class A, CME Term SOFR 1 month Index + 1.3719%, 5.7007% 6/15/2041 (b)(c)(d) | 100000 | 100063 |
| BPR Trust Series 2022-OANA Class A, CME Term SOFR 1 month Index + 1.898%, 6.2267% 4/15/2037 (b)(c)(d) | 566000 | 565823 |
| BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class A, 5.97% 5/15/2041 (c)(d) | 135432 | 135602 |
| BX Commercial Mortgage Trust Series 2021-PAC Class A, CME Term SOFR 1 month Index + 0.8036%, 5.1326% 10/15/2036 (b)(c)(d) | 323000 | 321589 |
| BX Commercial Mortgage Trust Series 2021-VINO Class A, CME Term SOFR 1 month Index + 0.7668%, 5.0958% 5/15/2038 (b)(c)(d) | 52185 | 52152 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class A, CME Term SOFR 1 month Index + 1.0129%, 5.3416% 2/15/2039 (b)(c)(d) | 235198 | 234757 |
| BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 5.6215% 12/15/2039 (b)(c)(d) | 39384 | 39384 |
| BX Commercial Mortgage Trust Series 2025-SPOT Class A, CME Term SOFR 1 month Index + 1.4434%, 5.7721% 4/15/2040 (b)(c)(d) | 305000 | 305035 |
| BX Trust 2024-CNY Series 2024-CNYN Class A, CME Term SOFR 1 month Index + 1.4419%, 5.7706% 4/15/2041 (b)(c)(d) | 164492 | 164697 |
| BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.4725% 3/15/2030 (b)(c)(d) | 383000 | 380128 |
| BX Trust 2025-ROIC Series 2025-ROIC Class B, CME Term SOFR 1 month Index + 1.3935%, 5.7222% 3/15/2030 (b)(c)(d) | 56000 | 55440 |
| BX Trust Series 2021-ACNT Class A, CME Term SOFR 1 month Index + 0.9645%, 5.2935% 11/15/2038 (b)(c)(d) | 273478 | 273307 |
| BX Trust Series 2025-DIME Class A, CME Term SOFR 1 month Index + 1.15%, 5.4787% 2/15/2035 (b)(c)(d) | 120000 | 119550 |
| CF Hippolyta Issuer LLC Series 2020-1 Class A1, 1.69% 7/15/2060 (c) | 484805 | 481212 |
| CF Hippolyta Issuer LLC Series 2021-1A Class A1, 1.53% 3/15/2061 (c) | 340224 | 327562 |
| Citigroup Commercial Mortgage Trust Series 2016-GC36 Class AAB, 3.368% 2/10/2049  | 10113 | 10082 |
| COMM Mortgage Trust Series 2020-SBX Class A, 1.67% 1/10/2038 (c) | 625000 | 593242 |
| CSMC Trust Series 2020-NET Class A, 2.2569% 8/15/2037 (c) | 37762 | 37331 |
| ELP Commercial Mortgage Trust Series 2021-ELP Class A, CME Term SOFR 1 month Index + 0.8155%, 5.1445% 11/15/2038 (b)(c)(d) | 442485 | 441379 |
| EQT Trust Series 2024-EXTR Class A, 5.3308% 7/5/2041 (c)(d) | 406000 | 411029 |
| GS Mortgage Securities Trust Series 2021-IP Class A, CME Term SOFR 1 month Index + 1.0645%, 5.3935% 10/15/2036 (b)(c)(d) | 190000 | 188813 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-BKWD Class A, CME Term SOFR 1 month Index + 1.6145%, 5.9435% 9/15/2029 (b)(c)(d) | 46734 | 44283 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 Class A3, 3.272% 1/15/2049  | 106361 | 105442 |
| OPEN Trust Series 2023-AIR Class A, CME Term SOFR 1 month Index + 3.0891%, 7.4178% 11/15/2040 (b)(c)(d) | 26251 | 26324 |
| SREIT Trust Series 2021-MFP Class A, CME Term SOFR 1 month Index + 0.8453%, 5.174% 11/15/2038 (b)(c)(d) | 250814 | 250500 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class A, CME Term SOFR 1 month Index + 1.2429%, 5.5716% 12/15/2039 (b)(c)(d) | 140000 | 139956 |
| Wells Fargo Commercial Mortgage Trust Series 2015-NXS3 Class ASB, 3.371% 9/15/2057  | 1 | 1 |
| Wells Fargo Commercial Mortgage Trust Series 2017-RC1 Class ASB, 3.453% 1/15/2060  | 59676 | 59279 |
| Wells Fargo Commercial Mortgage Trust Series 2024-GRP Class A, CME Term SOFR 1 month Index + 1.7913%, 6.12% 10/15/2041 (b)(c)(d) | 147000 | 147500 |
| Wells Fargo Commerical Mortgage Trust Series 2025-VTT Class A, 5.1004% 3/15/2038 (c)(d) | 104000 | 103691 |
| TOTAL UNITED STATES |  | 7459581 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $7,538,921) |  | <br> **7459581** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 0.0%** | &nbsp;&nbsp;**Common Stocks - 0.0%** | &nbsp;&nbsp;**Common Stocks - 0.0%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| New Fortress Energy Inc <br>(Cost $3,933)<br>| 414 | **1031** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 0.0%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.0%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| EchoStar Corp 3.875% 11/30/2030 pay-in-kind  | 34032 | 32663 |
| Real Estate - 0.0% |  |  |
| Real Estate Management & Development - 0.0% |  |  |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 0.25% 6/15/2026  | 38000 | 35891 |
| Redfin Corp 0.5% 4/1/2027  | 76000 | 67549 |
|  |  | 103440 |
| TOTAL UNITED STATES |  | 136103 |
| <br> **TOTAL CONVERTIBLE CORPORATE BONDS**<br> (Cost $137,390) |  | <br> **136103** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| MEXICO - 0.2%  |  |  |
| United Mexican States 3.25% 4/16/2030  | 200000 | 182400 |
| United Mexican States 6% 5/13/2030  | 200000 | 206000 |
| TOTAL MEXICO |  | 388400 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $398,423) |  | <br> **388400** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 69.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 69.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 69.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.7%  |  |  |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| Westpac Banking Corp 4.11% 7/24/2034 (d) | 915000 | 876134 |
| Materials - 0.3% |  |  |
| Metals & Mining - 0.3% |  |  |
| Glencore Funding LLC 4.907% 4/1/2028 (c) | 190000 | 190904 |
| Glencore Funding LLC 5.338% 4/4/2027 (c) | 350000 | 353895 |
| Mineral Resources Ltd 9.25% 10/1/2028 (c) | 123000 | 125496 |
|  |  | 670295 |
| TOTAL AUSTRALIA |  | 1546429 |
| BRAZIL - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| ERO Copper Corp 6.5% 2/15/2030 (c) | 17000 | 16724 |
| CANADA - 2.1%  |  |  |
| Communication Services - 0.2% |  |  |
| Wireless Telecommunication Services - 0.2% |  |  |
| Rogers Communications Inc 3.2% 3/15/2027  | 480000 | 469567 |
| Consumer Discretionary - 0.1% |  |  |
| Automobiles - 0.0% |  |  |
| New Flyer Holdings Inc 0% 7/1/2030 (c)(h) | 10000 | 10000 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| 1011778 BC ULC / New Red Finance Inc 3.875% 1/15/2028 (c) | 60000 | 58078 |
| 1011778 BC ULC / New Red Finance Inc 5.625% 9/15/2029 (c) | 55000 | 55317 |
| 1011778 BC ULC / New Red Finance Inc 6.125% 6/15/2029 (c) | 37000 | 37734 |
| Ontario Gaming GTA LP/OTG Co-Issuer Inc 8% 8/1/2030 (c) | 15000 | 14827 |
|  |  | 165956 |
| TOTAL CONSUMER DISCRETIONARY |  | 175956 |
| Consumer Staples - 0.0% |  |  |
| Household Products - 0.0% |  |  |
| Kronos Acquisition Holdings Inc 8.25% 6/30/2031 (c) | 15000 | 13119 |
| Energy - 0.9% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Precision Drilling Corp 7.125% 1/15/2026 (c) | 13000 | 12985 |
| Oil, Gas & Consumable Fuels - 0.9% |  |  |
| Baytex Energy Corp 7.375% 3/15/2032 (c) | 20000 | 18155 |
| Canadian Natural Resources Ltd 5% 12/15/2029 (c) | 130000 | 129486 |
| Enbridge Inc 1.6% 10/4/2026  | 270000 | 259585 |
| Enbridge Inc 5.3% 4/5/2029  | 136000 | 139006 |
| Enbridge Inc 5.9% 11/15/2026  | 857000 | 871435 |
| Parkland Corp 6.625% 8/15/2032 (c) | 50000 | 50111 |
| South Bow USA Infrastructure Holdings LLC 4.911% 9/1/2027 (c) | 529000 | 529373 |
|  |  | 1997151 |
| TOTAL ENERGY |  | 2010136 |
| Financials - 0.4% |  |  |
| Banks - 0.2% |  |  |
| Toronto Dominion Bank 4.783% 12/17/2029  | 359000 | 360391 |
| Insurance - 0.2% |  |  |
| Empower Finance 2020 LP 1.357% 9/17/2027 (c) | 258000 | 239956 |
| Great-West Lifeco US Finance 2020 LP 0.904% 8/12/2025 (c) | 222000 | 220205 |
| Jones Deslauriers Insurance Management Inc 10.5% 12/15/2030 (c) | 5000 | 5364 |
|  |  | 465525 |
| TOTAL FINANCIALS |  | 825916 |
| Industrials - 0.1% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| Bombardier Inc 7% 6/1/2032 (c) | 30000 | 30681 |
| Commercial Services & Supplies - 0.0% |  |  |
| Garda World Security Corp 8.25% 8/1/2032 (c) | 15000 | 14935 |
| Wrangler Holdco Corp 6.625% 4/1/2032 (c) | 76000 | 78385 |
|  |  | 93320 |
| Ground Transportation - 0.1% |  |  |
| Canadian Pacific Railway Co 1.75% 12/2/2026  | 155000 | 149004 |
| TOTAL INDUSTRIALS |  | 273005 |
| Information Technology - 0.0% |  |  |
| Software - 0.0% |  |  |
| Open Text Corp 3.875% 2/15/2028 (c) | 176000 | 168592 |
| Materials - 0.4% |  |  |
| Chemicals - 0.3% |  |  |
| Methanex Corp 5.125% 10/15/2027  | 73000 | 72379 |
| NOVA Chemicals Corp 5.25% 6/1/2027 (c) | 70000 | 69890 |
| Nutrien Ltd 4.9% 3/27/2028  | 520000 | 525460 |
|  |  | 667729 |
| Containers & Packaging - 0.1% |  |  |
| Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC 9.5% 5/15/2030 (c) | 150000 | 149150 |
| Metals & Mining - 0.0% |  |  |
| Capstone Copper Corp 6.75% 3/31/2033 (c) | 25000 | 24995 |
| Hudbay Minerals Inc 4.5% 4/1/2026 (c) | 74000 | 73343 |
| New Gold Inc 6.875% 4/1/2032 (c) | 20000 | 20430 |
|  |  | 118768 |
| TOTAL MATERIALS |  | 935647 |
| TOTAL CANADA |  | 4871938 |
| COLOMBIA - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Canacol Energy Ltd 5.75% 11/24/2028 (c) | 40000 | 18320 |
| CONGO DEMOCRATIC REPUBLIC OF - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Ivanhoe Mine Ltd 7.875% 1/23/2030 (c) | 9000 | 8762 |
| DENMARK - 0.4%  |  |  |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| Danske Bank A/S 4.298% 4/1/2028 (c)(d) | 620000 | 615377 |
| Danske Bank A/S 6.259% 9/22/2026 (c)(d) | 376000 | 377417 |
| TOTAL DENMARK |  | 992794 |
| FRANCE - 1.5%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Altice France SA 5.125% 7/15/2029 (c) | 19000 | 16032 |
| Altice France SA 5.5% 1/15/2028 (c) | 16000 | 13773 |
| Altice France SA 5.5% 10/15/2029 (c) | 5000 | 4248 |
|  |  | 34053 |
| Consumer Staples - 0.0% |  |  |
| Personal Care Products - 0.0% |  |  |
| Opal Bidco SAS 6.5% 3/31/2032 (c) | 40000 | 39968 |
| Energy - 0.0% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Viridien 10% 10/15/2030 (c) | 24000 | 22648 |
| Financials - 1.5% |  |  |
| Banks - 1.5% |  |  |
| BNP Paribas SA 1.323% 1/13/2027 (c)(d) | 333000 | 326065 |
| BNP Paribas SA 4.792% 5/9/2029 (c)(d) | 680000 | 678852 |
| BPCE SA 1.652% 10/6/2026 (c)(d) | 198000 | 195653 |
| BPCE SA 2.045% 10/19/2027 (c)(d) | 378000 | 363920 |
| BPCE SA 6.714% 10/19/2029 (c)(d) | 300000 | 315628 |
| Societe Generale SA 1.488% 12/14/2026 (c)(d) | 168000 | 164848 |
| Societe Generale SA 1.792% 6/9/2027 (c)(d) | 336000 | 325460 |
| Societe Generale SA 5.249% 5/22/2029 (c)(d) | 680000 | 683074 |
| Societe Generale SA 5.5% 4/13/2029 (c)(d) | 240000 | 242902 |
|  |  | 3296402 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| SPCM SA 3.125% 3/15/2027 (c) | 60000 | 57609 |
| TOTAL FRANCE |  | 3450680 |
| GERMANY - 2.1%  |  |  |
| Consumer Discretionary - 0.5% |  |  |
| Automobiles - 0.5% |  |  |
| Mercedes-Benz Finance North America LLC 4.8% 3/30/2028 (c) | 310000 | 311832 |
| Volkswagen Group of America Finance LLC 1.25% 11/24/2025 (c) | 90000 | 88426 |
| Volkswagen Group of America Finance LLC 3.95% 6/6/2025 (c) | 275000 | 274971 |
| Volkswagen Group of America Finance LLC 4.35% 6/8/2027 (c) | 320000 | 315774 |
| Volkswagen Group of America Finance LLC 5.7% 9/12/2026 (c) | 210000 | 211804 |
|  |  | 1202807 |
| Financials - 1.0% |  |  |
| Capital Markets - 1.0% |  |  |
| Deutsche Bank AG/New York NY 2.129% 11/24/2026 (d) | 388000 | 382572 |
| Deutsche Bank AG/New York NY 2.311% 11/16/2027 (d) | 1137000 | 1094496 |
| Deutsche Bank AG/New York NY 5.373% 1/10/2029 (d) | 500000 | 505656 |
| Deutsche Bank AG/New York NY 6.72% 1/18/2029 (d) | 300000 | 313082 |
|  |  | 2295806 |
| Health Care - 0.3% |  |  |
| Pharmaceuticals - 0.3% |  |  |
| Bayer US Finance II LLC 4.25% 12/15/2025 (c) | 180000 | 179331 |
| Bayer US Finance II LLC 4.375% 12/15/2028 (c) | 470000 | 461026 |
|  |  | 640357 |
| Industrials - 0.3% |  |  |
| Machinery - 0.3% |  |  |
| Daimler Truck Finance North America LLC 2% 12/14/2026 (c) | 350000 | 336603 |
| Daimler Truck Finance North America LLC 4.95% 1/13/2028 (c) | 152000 | 152912 |
| Daimler Truck Finance North America LLC 5.125% 9/25/2027 (c) | 150000 | 151478 |
| TK Elevator US Newco Inc 5.25% 7/15/2027 (c) | 125000 | 123816 |
|  |  | 764809 |
| TOTAL GERMANY |  | 4903779 |
| GHANA - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Kosmos Energy Ltd 7.125% 4/4/2026 (c) | 60000 | 57660 |
| Kosmos Energy Ltd 7.75% 5/1/2027 (c) | 10000 | 8686 |
| TOTAL GHANA |  | 66346 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Global Aircraft Leasing Co Ltd 8.75% 9/1/2027 (c) | 15000 | 15169 |
| IRELAND - 1.6%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Flutter Treasury DAC 5.875% 6/4/2031 (c)(h)(i) | 65000 | 65325 |
| Financials - 0.9% |  |  |
| Banks - 0.1% |  |  |
| Bank of Ireland Group PLC 5.601% 3/20/2030 (c)(d) | 242000 | 247124 |
| Consumer Finance - 0.7% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 1/30/2026  | 145000 | 142063 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  | 151000 | 146348 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.1% 1/15/2027  | 1330000 | 1356142 |
|  |  | 1644553 |
| Financial Services - 0.1% |  |  |
| GGAM Finance Ltd 6.875% 4/15/2029 (c) | 18000 | 18336 |
| GGAM Finance Ltd 7.75% 5/15/2026 (c) | 120000 | 121154 |
|  |  | 139490 |
| TOTAL FINANCIALS |  | 2031167 |
| Industrials - 0.7% |  |  |
| Transportation Infrastructure - 0.7% |  |  |
| Avolon Holdings Funding Ltd 4.95% 1/15/2028 (c) | 296000 | 295152 |
| Avolon Holdings Funding Ltd 5.5% 1/15/2026 (c) | 552000 | 552699 |
| Avolon Holdings Funding Ltd 6.375% 5/4/2028 (c) | 750000 | 776391 |
|  |  | 1624242 |
| TOTAL IRELAND |  | 3720734 |
| ISRAEL - 0.1%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Energean PLC 6.5% 4/30/2027 (c) | 80000 | 78200 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  | 260000 | 262586 |
| TOTAL ISRAEL |  | 340786 |
| ITALY - 0.3%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Intesa Sanpaolo SpA 5.71% 1/15/2026 (c) | 357000 | 357813 |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.2% |  |  |
| Enel Finance International NV 5.125% 6/26/2029 (c) | 360000 | 364464 |
| TOTAL ITALY |  | 722277 |
| JAPAN - 1.0%  |  |  |
| Communication Services - 0.2% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| NTT Finance Corp 1.591% 4/3/2028 (c) | 450000 | 415991 |
| Consumer Staples - 0.2% |  |  |
| Tobacco - 0.2% |  |  |
| Japan Tobacco Inc 4.892% 5/15/2028 (c) | 277000 | 279580 |
| Japan Tobacco Inc 5.21% 6/15/2030 (c) | 232000 | 236764 |
|  |  | 516344 |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Mitsubishi UFJ Financial Group Inc 1.538% 7/20/2027 (d) | 300000 | 289715 |
| Mitsubishi UFJ Financial Group Inc 1.64% 10/13/2027 (d) | 160000 | 153658 |
| Mitsubishi UFJ Financial Group Inc 5.354% 9/13/2028 (d) | 300000 | 305204 |
| Mizuho Financial Group Inc 1.234% 5/22/2027 (d) | 80000 | 77426 |
| Mizuho Financial Group Inc 1.554% 7/9/2027 (d) | 100000 | 96677 |
| Mizuho Financial Group Inc 5.667% 5/27/2029 (d) | 250000 | 257727 |
|  |  | 1180407 |
| Capital Markets - 0.0% |  |  |
| Nomura Holdings Inc 1.653% 7/14/2026  | 100000 | 96636 |
| TOTAL FINANCIALS |  | 1277043 |
| TOTAL JAPAN |  | 2209378 |
| LUXEMBOURG - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Altice Financing SA 5% 1/15/2028 (c) | 25000 | 19574 |
| MACAU - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Studio City Finance Ltd 5% 1/15/2029 (c) | 52000 | 46978 |
| MEXICO - 0.4%  |  |  |
| Energy - 0.4% |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| Petroleos Mexicanos 6.49% 1/23/2027  | 420000 | 412650 |
| Petroleos Mexicanos 6.5% 3/13/2027  | 600000 | 588942 |
| TOTAL MEXICO |  | 1001592 |
| NETHERLANDS - 0.8%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| Sigma Holdco BV 7.875% 5/15/2026 (c) | 10000 | 9940 |
| Food Products - 0.1% |  |  |
| JDE Peet's NV 1.375% 1/15/2027 (c) | 344000 | 324810 |
| TOTAL CONSUMER STAPLES |  | 334750 |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| ABN AMRO Bank NV 1.542% 6/16/2027 (c)(d) | 186000 | 179808 |
| Cooperatieve Rabobank UA 1.98% 12/15/2027 (c)(d) | 375000 | 359847 |
| ING Groep NV 1.726% 4/1/2027 (d) | 181000 | 176664 |
| ING Groep NV 5.335% 3/19/2030 (d) | 711000 | 724723 |
|  |  | 1441042 |
| Materials - 0.0% |  |  |
| Containers & Packaging - 0.0% |  |  |
| Trivium Packaging Finance BV 8.25% 7/15/2030 (c) | 45000 | 46731 |
| TOTAL NETHERLANDS |  | 1822523 |
| NIGERIA - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| IHS Holding Ltd 7.875% 5/29/2030 (c) | 9000 | 8876 |
| IHS Holding Ltd 8.25% 11/29/2031 (c) | 37000 | 36780 |
| TOTAL NIGERIA |  | 45656 |
| NORWAY - 0.4%  |  |  |
| Energy - 0.1% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Seadrill Finance Ltd 8.375% 8/1/2030 (c) | 80000 | 78379 |
| TGS ASA 8.5% 1/15/2030 (c) | 15000 | 15263 |
|  |  | 93642 |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Equinor ASA 1.75% 1/22/2026  | 83000 | 81515 |
| TOTAL ENERGY |  | 175157 |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| DNB Bank ASA 1.535% 5/25/2027 (c)(d) | 381000 | 369558 |
| DNB Bank ASA 1.605% 3/30/2028 (c)(d) | 389000 | 368654 |
|  |  | 738212 |
| TOTAL NORWAY |  | 913369 |
| PANAMA - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| C&W Senior Finance Ltd 9% 1/15/2033 (c) | 62000 | 61701 |
| SOUTH AFRICA - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Liquid Telecommunications Financing Plc 5.5% 9/4/2026 (c) | 25000 | 21133 |
| SPAIN - 0.3%  |  |  |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Banco Santander SA 1.722% 9/14/2027 (d) | 400000 | 384501 |
| Banco Santander SA 5.365% 7/15/2028 (d) | 200000 | 203012 |
| TOTAL SPAIN |  | 587513 |
| SWITZERLAND - 0.5%  |  |  |
| Financials - 0.4% |  |  |
| Capital Markets - 0.4% |  |  |
| UBS Group AG 1.305% 2/2/2027 (c)(d) | 100000 | 97687 |
| UBS Group AG 6.246% 9/22/2029 (c)(d) | 700000 | 732410 |
|  |  | 830097 |
| Industrials - 0.0% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| VistaJet Malta Finance PLC / Vista Management Holding Inc 7.875% 5/1/2027 (c) | 45000 | 44048 |
| Materials - 0.1% |  |  |
| Construction Materials - 0.1% |  |  |
| Holcim Finance US LLC 4.6% 4/7/2027 (c) | 176000 | 176177 |
| Holcim Finance US LLC 4.7% 4/7/2028 (c) | 168000 | 168859 |
|  |  | 345036 |
| TOTAL SWITZERLAND |  | 1219181 |
| TANZANIA - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| Communications Equipment - 0.0% |  |  |
| HTA Group Ltd/Mauritius 7.5% 6/4/2029 (c) | 65000 | 66074 |
| UNITED KINGDOM - 5.6%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Connect Finco Sarl / Connect Us Finco LLC 9% 9/15/2029 (c) | 45000 | 42884 |
| Consumer Discretionary - 0.1% |  |  |
| Automobile Components - 0.1% |  |  |
| Macquarie Airfinance Holdings Ltd 8.125% 3/30/2029 (c) | 120000 | 125577 |
| Automobiles - 0.0% |  |  |
| Mclaren Finance PLC 7.5% 8/1/2026 (c) | 20000 | 20022 |
| Specialty Retail - 0.0% |  |  |
| Belron UK Finance PLC 5.75% 10/15/2029 (c) | 16000 | 16042 |
| TOTAL CONSUMER DISCRETIONARY |  | 161641 |
| Consumer Staples - 1.2% |  |  |
| Tobacco - 1.2% |  |  |
| BAT Capital Corp 4.7% 4/2/2027  | 540000 | 541099 |
| BAT International Finance PLC 1.668% 3/25/2026  | 46000 | 44910 |
| BAT International Finance PLC 3.95% 6/15/2025 (c) | 186000 | 185906 |
| BAT International Finance PLC 5.931% 2/2/2029  | 980000 | 1023558 |
| Imperial Brands Finance PLC 5.5% 2/1/2030 (c) | 400000 | 408672 |
| Imperial Brands Finance PLC 6.125% 7/27/2027 (c) | 440000 | 451443 |
|  |  | 2655588 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| EG Global Finance PLC 12% 11/30/2028 (c) | 155000 | 170898 |
| Financials - 3.8% |  |  |
| Banks - 3.6% |  |  |
| Barclays PLC 2.279% 11/24/2027 (d) | 380000 | 366685 |
| Barclays PLC 4.972% 5/16/2029 (d) | 300000 | 301350 |
| Barclays PLC 5.367% 2/25/2031 (d) | 604000 | 609224 |
| Barclays PLC 5.69% 3/12/2030 (d) | 1310000 | 1343074 |
| HSBC Holdings PLC 4.041% 3/13/2028 (d) | 340000 | 335993 |
| HSBC Holdings PLC 4.292% 9/12/2026 (d) | 340000 | 339343 |
| HSBC Holdings PLC 4.899% 3/3/2029 (d) | 408000 | 408928 |
| HSBC Holdings PLC 5.21% 8/11/2028 (d) | 1062000 | 1072954 |
| HSBC Holdings PLC 5.546% 3/4/2030 (d) | 500000 | 511322 |
| HSBC Holdings PLC 6.161% 3/9/2029 (d) | 300000 | 310168 |
| Lloyds Banking Group PLC 5.721% 6/5/2030 (d) | 500000 | 515810 |
| Lloyds Banking Group PLC 5.871% 3/6/2029 (d) | 320000 | 329379 |
| Lloyds Banking Group PLC 5.985% 8/7/2027 (d) | 230000 | 233209 |
| NatWest Group PLC 3.073% 5/22/2028 (d) | 290000 | 281249 |
| NatWest Group PLC 4.964% 8/15/2030 (d) | 720000 | 721381 |
| NatWest Group PLC 5.115% 5/23/2031 (d) | 680000 | 682643 |
|  |  | 8362712 |
| Financial Services - 0.2% |  |  |
| Nationwide Building Society 6.557% 10/18/2027 (c)(d) | 400000 | 409578 |
| TOTAL FINANCIALS |  | 8772290 |
| Industrials - 0.3% |  |  |
| Aerospace & Defense - 0.3% |  |  |
| BAE Systems PLC 5% 3/26/2027 (c) | 200000 | 201643 |
| BAE Systems PLC 5.125% 3/26/2029 (c) | 200000 | 203742 |
| Rolls-Royce PLC 5.75% 10/15/2027 (c) | 205000 | 209589 |
|  |  | 614974 |
| Utilities - 0.1% |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC 6.375% 2/15/2032 (c) | 170000 | 168092 |
| TOTAL UNITED KINGDOM |  | 12586367 |
| UNITED STATES - 51.2%  |  |  |
| Communication Services - 2.1% |  |  |
| Diversified Telecommunication Services - 0.4% |  |  |
| AT&T Inc 1.65% 2/1/2028  | 460000 | 428102 |
| AT&T Inc 4.7% 8/15/2030  | 269000 | 269848 |
| Cablevision Lightpath LLC 5.625% 9/15/2028 (c) | 12000 | 11588 |
| Cogent Communications Group LLC 7% 6/15/2027 (c) | 60000 | 60323 |
| Consolidated Communications Inc 5% 10/1/2028 (c) | 80000 | 80806 |
| Frontier Communications Holdings LLC 5% 5/1/2028 (c) | 94000 | 93808 |
| Level 3 Financing Inc 10.5% 5/15/2030 (c) | 21000 | 22969 |
| Level 3 Financing Inc 11% 11/15/2029 (c) | 5000 | 5672 |
|  |  | 973116 |
| Entertainment - 0.1% |  |  |
| Live Nation Entertainment Inc 4.75% 10/15/2027 (c) | 139000 | 136835 |
| Interactive Media & Services - 0.0% |  |  |
| Snap Inc 6.875% 3/1/2033 (c) | 20000 | 20259 |
| Media - 1.4% |  |  |
| CCO Holdings LLC / CCO Holdings Capital Corp 5.125% 5/1/2027 (c) | 236000 | 233565 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.75% 2/15/2028  | 300000 | 292800 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.15% 11/10/2026  | 1230000 | 1251741 |
| Clear Channel Outdoor Holdings Inc 7.5% 6/1/2029 (c) | 10000 | 8840 |
| Clear Channel Outdoor Holdings Inc 7.875% 4/1/2030 (c) | 27000 | 27355 |
| Clear Channel Outdoor Holdings Inc 9% 9/15/2028 (c) | 101000 | 105781 |
| DISH DBS Corp 5.125% 6/1/2029  | 45000 | 29585 |
| Sirius XM Radio LLC 3.125% 9/1/2026 (c) | 196000 | 191465 |
| Univision Communications Inc 8% 8/15/2028 (c) | 105000 | 105067 |
| Warnermedia Holdings Inc 3.755% 3/15/2027  | 986000 | 955801 |
|  |  | 3202000 |
| Wireless Telecommunication Services - 0.2% |  |  |
| T-Mobile USA Inc 2.25% 2/15/2026  | 10000 | 9828 |
| T-Mobile USA Inc 4.95% 3/15/2028  | 370000 | 375506 |
|  |  | 385334 |
| TOTAL COMMUNICATION SERVICES |  | 4717544 |
| Consumer Discretionary - 3.6% |  |  |
| Automobile Components - 0.1% |  |  |
| Clarios Global LP / Clarios US Finance Co 6.75% 5/15/2028 (c) | 106000 | 108000 |
| Goodyear Tire & Rubber Co/The 4.875% 3/15/2027  | 50000 | 49310 |
| Patrick Industries Inc 6.375% 11/1/2032 (c) | 25000 | 24641 |
| Phinia Inc 6.75% 4/15/2029 (c) | 10000 | 10221 |
|  |  | 192172 |
| Automobiles - 1.4% |  |  |
| General Motors Financial Co Inc 1.25% 1/8/2026  | 106000 | 103643 |
| General Motors Financial Co Inc 2.35% 2/26/2027  | 910000 | 870604 |
| General Motors Financial Co Inc 5.8% 6/23/2028  | 950000 | 969726 |
| General Motors Financial Co Inc 6% 1/9/2028  | 370000 | 379207 |
| Hyundai Capital America 5.45% 6/24/2026 (c) | 230000 | 231147 |
| Hyundai Capital America 5.6% 3/30/2028 (c) | 440000 | 447981 |
| Hyundai Capital America 5.8% 6/26/2025 (c) | 280000 | 280128 |
|  |  | 3282436 |
| Broadline Retail - 0.0% |  |  |
| GrubHub Holdings Inc 5.5% 7/1/2027 (c) | 15000 | 13836 |
| Wayfair LLC 7.25% 10/31/2029 (c) | 15000 | 14609 |
| Wayfair LLC 7.75% 9/15/2030 (c) | 45000 | 44089 |
|  |  | 72534 |
| Distributors - 0.2% |  |  |
| Gates Corp/DE 6.875% 7/1/2029 (c) | 16000 | 16396 |
| Genuine Parts Co 4.95% 8/15/2029  | 500000 | 504470 |
|  |  | 520866 |
| Diversified Consumer Services - 0.2% |  |  |
| Service Corp International/US 5.75% 10/15/2032  | 15000 | 14906 |
| Sotheby's 7.375% 10/15/2027 (c) | 80000 | 78777 |
| StoneMor Inc 8.5% 5/15/2029 (c) | 20000 | 18436 |
| TKC Holdings Inc 10.5% 5/15/2029 (c) | 150000 | 154202 |
| WASH Multifamily Acquisition Inc 5.75% 4/15/2026 (c) | 150000 | 149643 |
|  |  | 415964 |
| Hotels, Restaurants & Leisure - 0.7% |  |  |
| Affinity Interactive 6.875% 12/15/2027 (c) | 15000 | 11150 |
| Boyd Gaming Corp 4.75% 12/1/2027  | 60000 | 59119 |
| Caesars Entertainment Inc 6% 10/15/2032 (c) | 60000 | 57557 |
| Carnival Corp 5.75% 3/15/2030 (c) | 20000 | 20047 |
| Carnival Corp 5.875% 6/15/2031 (c) | 35000 | 35021 |
| Carnival Corp 6.125% 2/15/2033 (c) | 118000 | 118318 |
| Churchill Downs Inc 4.75% 1/15/2028 (c) | 21000 | 20527 |
| Churchill Downs Inc 6.75% 5/1/2031 (c) | 60000 | 61107 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 6.75% 1/15/2030 (c) | 79000 | 71746 |
| Hilton Domestic Operating Co Inc 5.875% 3/15/2033 (c) | 25000 | 25169 |
| Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc 6.625% 1/15/2032 (c) | 15000 | 14981 |
| International Game Technology PLC 4.125% 4/15/2026 (c) | 74000 | 73452 |
| Las Vegas Sands Corp 3.5% 8/18/2026  | 55000 | 53797 |
| Life Time Inc 6% 11/15/2031 (c) | 45000 | 45101 |
| Light & Wonder International Inc 7% 5/15/2028 (c) | 85000 | 85081 |
| MajorDrive Holdings IV LLC 6.375% 6/1/2029 (c) | 10000 | 7532 |
| MGM Resorts International 4.625% 9/1/2026  | 80000 | 79662 |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC 8.25% 4/15/2030 (c) | 30000 | 30529 |
| NCL Corp Ltd 5.875% 2/15/2027 (c) | 56000 | 56013 |
| NCL Corp Ltd 5.875% 3/15/2026 (c) | 9000 | 9006 |
| NCL Corp Ltd 6.25% 3/1/2030 (c) | 50000 | 49464 |
| NCL Corp Ltd 6.75% 2/1/2032 (c) | 92000 | 92111 |
| Royal Caribbean Cruises Ltd 5.5% 4/1/2028 (c) | 120000 | 120291 |
| Royal Caribbean Cruises Ltd 5.5% 8/31/2026 (c) | 73000 | 73010 |
| Royal Caribbean Cruises Ltd 5.625% 9/30/2031 (c) | 15000 | 14826 |
| Six Flags Entertainment Corp 5.5% 4/15/2027 (c) | 60000 | 59866 |
| Station Casinos LLC 6.625% 3/15/2032 (c) | 25000 | 25034 |
| Viking Cruises Ltd 9.125% 7/15/2031 (c) | 99000 | 106294 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 6.25% 3/15/2033 (c) | 85000 | 84069 |
|  |  | 1559880 |
| Household Durables - 0.1% |  |  |
| Beazer Homes USA Inc 7.5% 3/15/2031 (c) | 10000 | 9812 |
| Landsea Homes Corp 8.875% 4/1/2029 (c) | 15000 | 15621 |
| LGI Homes Inc 7% 11/15/2032 (c) | 35000 | 32502 |
| Newell Brands Inc 5.7% 4/1/2026 (j) | 53000 | 53375 |
| Newell Brands Inc 6.375% 5/15/2030  | 20000 | 18767 |
| Newell Brands Inc 6.625% 5/15/2032  | 15000 | 13836 |
| Newell Brands Inc 8.5% 6/1/2028 (c) | 30000 | 31036 |
| Somnigroup International Inc 4% 4/15/2029 (c) | 81000 | 76291 |
|  |  | 251240 |
| Leisure Products - 0.2% |  |  |
| Brunswick Corp/DE 5.85% 3/18/2029  | 307000 | 311908 |
| Mattel Inc 5.875% 12/15/2027 (c) | 55000 | 55193 |
|  |  | 367101 |
| Specialty Retail - 0.7% |  |  |
| Advance Auto Parts Inc 5.95% 3/9/2028  | 239000 | 242755 |
| AutoNation Inc 1.95% 8/1/2028  | 540000 | 496654 |
| AutoZone Inc 5.165% 6/15/2030  | 100000 | 101580 |
| AutoZone Inc 6.25% 11/1/2028  | 239000 | 252695 |
| Group 1 Automotive Inc 6.375% 1/15/2030 (c) | 15000 | 15276 |
| Hudson Automotive Group 8% 5/15/2032 (c) | 10000 | 10504 |
| O'Reilly Automotive Inc 5.75% 11/20/2026  | 300000 | 305082 |
| Specialty Building Products Holdings LLC / SBP Finance Corp 7.75% 10/15/2029 (c) | 5000 | 4790 |
| Staples Inc 10.75% 9/1/2029 (c) | 100000 | 90528 |
| Wand NewCo 3 Inc 7.625% 1/30/2032 (c) | 15000 | 15605 |
|  |  | 1535469 |
| TOTAL CONSUMER DISCRETIONARY |  | 8197662 |
| Consumer Staples - 2.2% |  |  |
| Beverages - 0.6% |  |  |
| Constellation Brands Inc 3.6% 2/15/2028  | 740000 | 723555 |
| Keurig Dr Pepper Inc 4.597% 5/25/2028  | 390000 | 391535 |
| Molson Coors Beverage Co 3% 7/15/2026  | 183000 | 179929 |
|  |  | 1295019 |
| Consumer Staples Distribution & Retail - 1.1% |  |  |
| 7-Eleven Inc 0.95% 2/10/2026 (c) | 247000 | 240383 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 3.25% 3/15/2026 (c) | 110000 | 108225 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 6.25% 3/15/2033 (c) | 29000 | 29440 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 6.5% 2/15/2028 (c) | 88000 | 89776 |
| C&S Group Enterprises LLC 5% 12/15/2028 (c) | 12000 | 10212 |
| Dollar General Corp 4.625% 11/1/2027  | 352000 | 351972 |
| Dollar Tree Inc 4.2% 5/15/2028  | 380000 | 373798 |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (c) | 80000 | 83400 |
| Mars Inc 4.6% 3/1/2028 (c) | 701000 | 704264 |
| Mars Inc 4.8% 3/1/2030 (c) | 432000 | 434666 |
| Performance Food Group Inc 5.5% 10/15/2027 (c) | 60000 | 59751 |
| Performance Food Group Inc 6.125% 9/15/2032 (c) | 5000 | 5040 |
| US Foods Inc 5.75% 4/15/2033 (c) | 15000 | 14736 |
|  |  | 2505663 |
| Food Products - 0.1% |  |  |
| Bunge Ltd Fin Corp 4.1% 1/7/2028  | 196000 | 194466 |
| Fiesta Purchaser Inc 7.875% 3/1/2031 (c) | 21000 | 22039 |
| Fiesta Purchaser Inc 9.625% 9/15/2032 (c) | 10000 | 10461 |
| Post Holdings Inc 6.25% 10/15/2034 (c) | 15000 | 14817 |
| Post Holdings Inc 6.375% 3/1/2033 (c) | 15000 | 14890 |
| The Campbell's Company 5.3% 3/20/2026  | 75000 | 75317 |
|  |  | 331990 |
| Household Products - 0.0% |  |  |
| Resideo Funding Inc 6.5% 7/15/2032 (c) | 25000 | 25205 |
| Personal Care Products - 0.0% |  |  |
| Coty Inc 5% 4/15/2026 (c) | 42000 | 41861 |
| Tobacco - 0.4% |  |  |
| Philip Morris International Inc 4.125% 4/28/2028  | 680000 | 675654 |
| Philip Morris International Inc 4.875% 2/13/2029  | 200000 | 202476 |
| Turning Point Brands Inc 7.625% 3/15/2032 (c) | 17000 | 17876 |
|  |  | 896006 |
| TOTAL CONSUMER STAPLES |  | 5095744 |
| Energy - 4.2% |  |  |
| Energy Equipment & Services - 0.2% |  |  |
| Archrock Partners LP / Archrock Partners Finance Corp 6.625% 9/1/2032 (c) | 15000 | 15079 |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 2.061% 12/15/2026  | 133000 | 128224 |
| Kodiak Gas Services LLC 7.25% 2/15/2029 (c) | 80000 | 81985 |
| Nabors Industries Inc 7.375% 5/15/2027 (c) | 50000 | 48002 |
| Nabors Industries Ltd 7.5% 1/15/2028 (c) | 45000 | 37593 |
| Transocean Aquila Ltd 8% 9/30/2028 (c) | 122308 | 122116 |
| USA Compression Partners LP / USA Compression Finance Corp 6.875% 9/1/2027  | 90000 | 89968 |
| USA Compression Partners LP / USA Compression Finance Corp 7.125% 3/15/2029 (c) | 23000 | 23361 |
| Valaris Ltd 8.375% 4/30/2030 (c) | 6000 | 6023 |
|  |  | 552351 |
| Oil, Gas & Consumable Fuels - 4.0% |  |  |
| Aethon United BR LP / Aethon United Finance Corp 7.5% 10/1/2029 (c) | 20000 | 20495 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp 6.625% 10/15/2032 (c) | 5000 | 5029 |
| Buckeye Partners LP 4.125% 12/1/2027  | 146000 | 142055 |
| California Resources Corp 8.25% 6/15/2029 (c) | 86000 | 86156 |
| Cheniere Energy Inc 4.625% 10/15/2028  | 55000 | 54439 |
| CITGO Petroleum Corp 6.375% 6/15/2026 (c) | 60000 | 59971 |
| CNX Resources Corp 7.25% 3/1/2032 (c) | 35000 | 35668 |
| Comstock Resources Inc 6.75% 3/1/2029 (c) | 25000 | 24641 |
| CVR Energy Inc 8.5% 1/15/2029 (c) | 80000 | 78083 |
| DCP Midstream Operating LP 5.625% 7/15/2027  | 440000 | 448057 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp 7.125% 6/1/2028 (c) | 10000 | 10042 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp 8.625% 3/15/2029 (c) | 68000 | 70425 |
| Diamondback Energy Inc 5.2% 4/18/2027  | 352000 | 355374 |
| Energy Transfer LP 5.5% 6/1/2027  | 1090000 | 1104734 |
| EQT Corp 7.5% 6/1/2027 (c) | 85000 | 86582 |
| Genesis Energy LP / Genesis Energy Finance Corp 7.875% 5/15/2032  | 5000 | 5063 |
| Global Partners LP / GLP Finance Corp 7% 8/1/2027  | 5000 | 5012 |
| Harvest Midstream I LP 7.5% 5/15/2032 (c) | 30000 | 30823 |
| Hess Corp 4.3% 4/1/2027  | 1540000 | 1533823 |
| Hess Midstream Operations LP 5.875% 3/1/2028 (c) | 75000 | 75738 |
| Howard Midstream Energy Partners LLC 7.375% 7/15/2032 (c) | 15000 | 15523 |
| Kinder Morgan Inc 4.3% 3/1/2028  | 250000 | 249294 |
| Kinetik Holdings LP 6.625% 12/15/2028 (c) | 75000 | 76489 |
| Matador Resources Co 6.25% 4/15/2033 (c) | 10000 | 9632 |
| Matador Resources Co 6.5% 4/15/2032 (c) | 25000 | 24479 |
| Moss Creek Resources Holdings Inc 8.25% 9/1/2031 (c) | 10000 | 9642 |
| MPLX LP 1.75% 3/1/2026  | 159000 | 155421 |
| MPLX LP 4.25% 12/1/2027  | 460000 | 456487 |
| Murphy Oil Corp 6% 10/1/2032  | 15000 | 13985 |
| NGL Energy Operating LLC / NGL Energy Finance Corp 8.125% 2/15/2029 (c) | 80000 | 78199 |
| Northern Oil & Gas Inc 8.125% 3/1/2028 (c) | 75000 | 75305 |
| Northern Oil & Gas Inc 8.75% 6/15/2031 (c) | 14000 | 14112 |
| Occidental Petroleum Corp 5% 8/1/2027  | 233000 | 233039 |
| Occidental Petroleum Corp 5.2% 8/1/2029  | 97000 | 96355 |
| ONEOK Inc 4.25% 9/24/2027  | 33000 | 32784 |
| ONEOK Inc 4.4% 10/15/2029  | 35000 | 34440 |
| ONEOK Inc 4.85% 7/15/2026  | 55000 | 55041 |
| ONEOK Inc 6.5% 9/1/2030 (c) | 483000 | 510769 |
| PBF Holding Co LLC / PBF Finance Corp 7.875% 9/15/2030 (c) | 80000 | 69544 |
| PBF Holding Co LLC / PBF Finance Corp 9.875% 3/15/2030 (c) | 20000 | 19122 |
| Plains All American Pipeline LP / PAA Finance Corp 3.55% 12/15/2029  | 487000 | 460554 |
| Plains All American Pipeline LP / PAA Finance Corp 3.8% 9/15/2030  | 225000 | 212462 |
| Rockies Express Pipeline LLC 6.75% 3/15/2033 (c) | 20000 | 20599 |
| Sitio Royalties Operating Partnership LP / Sitio Finance Corp 7.875% 11/1/2028 (c) | 101000 | 104165 |
| SM Energy Co 6.625% 1/15/2027  | 30000 | 30032 |
| Summit Midstream Holdings LLC 8.625% 10/31/2029 (c) | 10000 | 10022 |
| Sunoco LP / Sunoco Finance Corp 6% 4/15/2027  | 91000 | 90951 |
| Sunoco LP 6.25% 7/1/2033 (c) | 20000 | 20000 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 3/1/2027 (c) | 85000 | 84883 |
| Targa Resources Corp 6.15% 3/1/2029  | 366000 | 382012 |
| TransMontaigne Partners LLC 8.5% 6/15/2030 (c) | 20000 | 20417 |
| Venture Global Calcasieu 6.25% 1/15/2030 (c) | 5000 | 5069 |
| Venture Global LNG Inc 7% 1/15/2030 (c) | 235000 | 233960 |
| Venture Global Plaquemines LNG LLC 7.5% 5/1/2033 (c) | 20000 | 20889 |
| Western Gas Partners LP 4.65% 7/1/2026  | 53000 | 52852 |
| Western Gas Partners LP 6.35% 1/15/2029  | 498000 | 517050 |
| Williams Cos Inc/The 4.8% 11/15/2029  | 169000 | 169942 |
| Williams Cos Inc/The 5.4% 3/2/2026  | 101000 | 101503 |
|  |  | 8999234 |
| TOTAL ENERGY |  | 9551585 |
| Financials - 23.6% |  |  |
| Banks - 9.7% |  |  |
| Bank of America Corp 1.197% 10/24/2026 (d) | 346000 | 341126 |
| Bank of America Corp 1.319% 6/19/2026 (d) | 454000 | 453117 |
| Bank of America Corp 1.734% 7/22/2027 (d) | 905000 | 875405 |
| Bank of America Corp 4.271% 7/23/2029 (d) | 970000 | 959097 |
| Bank of America Corp 4.623% 5/9/2029 (d) | 680000 | 679839 |
| Bank of America Corp 4.979% 1/24/2029 (d) | 500000 | 504897 |
| Bank of America Corp 5.08% 1/20/2027 (d) | 600000 | 601260 |
| Bank of America Corp 5.202% 4/25/2029 (d) | 300000 | 304851 |
| Bank of America Corp 5.819% 9/15/2029 (d) | 320000 | 331529 |
| Citigroup Inc 1.122% 1/28/2027 (d) | 375000 | 366087 |
| Citigroup Inc 3.887% 1/10/2028 (d) | 1390000 | 1371785 |
| Citigroup Inc 4.075% 4/23/2029 (d) | 652000 | 641631 |
| Citigroup Inc 4.786% 3/4/2029 (d) | 520000 | 520707 |
| Citigroup Inc 5.174% 2/13/2030 (d) | 610000 | 617838 |
| HAT Holdings I LLC / HAT Holdings II LLC 8% 6/15/2027 (c) | 6000 | 6176 |
| Huntington Bancshares Inc/OH 4.443% 8/4/2028 (d) | 1274000 | 1272039 |
| JPMorgan Chase & Co 1.47% 9/22/2027 (d) | 1415000 | 1358863 |
| JPMorgan Chase & Co 3.54% 5/1/2028 (d) | 500000 | 490850 |
| JPMorgan Chase & Co 4.323% 4/26/2028 (d) | 590000 | 587396 |
| JPMorgan Chase & Co 4.603% 10/22/2030 (d) | 500000 | 497039 |
| JPMorgan Chase & Co 5.04% 1/23/2028 (d) | 500000 | 503567 |
| JPMorgan Chase & Co 5.103% 4/22/2031 (d) | 182000 | 184641 |
| JPMorgan Chase & Co 5.571% 4/22/2028 (d) | 222000 | 226058 |
| Morgan Stanley Bank NA 5.016% 1/12/2029 (d) | 267000 | 269682 |
| PNC Financial Services Group Inc/The 5.354% 12/2/2028 (d) | 90000 | 91633 |
| PNC Financial Services Group Inc/The 5.492% 5/14/2030 (d) | 750000 | 771248 |
| Santander Holdings USA Inc 2.49% 1/6/2028 (d) | 668000 | 641870 |
| Santander Holdings USA Inc 3.45% 6/2/2025  | 465000 | 465000 |
| Santander Holdings USA Inc 5.807% 9/9/2026 (d) | 250000 | 250494 |
| Santander Holdings USA Inc 6.174% 1/9/2030 (d) | 410000 | 422997 |
| Truist Financial Corp 1.887% 6/7/2029 (d) | 250000 | 231082 |
| Truist Financial Corp 5.9% 10/28/2026 (d) | 390000 | 391679 |
| Truist Financial Corp 7.161% 10/30/2029 (d) | 1260000 | 1356440 |
| US Bancorp 4.653% 2/1/2029 (d) | 500000 | 500868 |
| Wells Fargo & Co 3.526% 3/24/2028 (d) | 320000 | 313855 |
| Wells Fargo & Co 4.97% 4/23/2029 (d) | 489000 | 492639 |
| Wells Fargo & Co 5.244% 1/24/2031 (d) | 245000 | 248648 |
| Wells Fargo & Co 5.707% 4/22/2028 (d) | 700000 | 712934 |
| Wells Fargo & Co 6.303% 10/23/2029 (d) | 1300000 | 1364207 |
| Western Alliance Bancorp 3% 6/15/2031 (d) | 55000 | 50778 |
|  |  | 22271852 |
| Capital Markets - 5.7% |  |  |
| Ares Capital Corp 3.25% 7/15/2025  | 250000 | 249447 |
| Athene Global Funding 1.73% 10/2/2026 (c) | 1460000 | 1403401 |
| Athene Global Funding 4.721% 10/8/2029 (c) | 400000 | 394746 |
| Athene Global Funding 5.339% 1/15/2027 (c) | 250000 | 252249 |
| Athene Global Funding 5.516% 3/25/2027 (c) | 350000 | 354854 |
| Blackstone Private Credit Fund 3.25% 3/15/2027  | 750000 | 725144 |
| Blackstone Private Credit Fund 7.3% 11/27/2028  | 506000 | 535852 |
| BroadStreet Partners Inc 5.875% 4/15/2029 (c) | 20000 | 19693 |
| Focus Financial Partners LLC 6.75% 9/15/2031 (c) | 25000 | 25291 |
| GA Global Funding Trust 5.4% 1/13/2030 (c) | 336000 | 341558 |
| Goldman Sachs Group Inc/The 2.64% 2/24/2028 (d) | 1240000 | 1197906 |
| Goldman Sachs Group Inc/The 4.223% 5/1/2029 (d) | 500000 | 494845 |
| Goldman Sachs Group Inc/The 4.937% 4/23/2028 (d) | 675000 | 678438 |
| Goldman Sachs Group Inc/The 6.484% 10/24/2029 (d) | 720000 | 759577 |
| Hightower Holding LLC 6.75% 4/15/2029 (c) | 23000 | 22681 |
| HPS Corporate Lending Fund 5.3% 6/5/2027 (c) | 261000 | 260406 |
| Intercontinental Exchange Inc 3.625% 9/1/2028  | 400000 | 389586 |
| Intercontinental Exchange Inc 4% 9/15/2027  | 302000 | 299312 |
| Jane Street Group / JSG Finance Inc 6.125% 11/1/2032 (c) | 11000 | 11018 |
| Jane Street Group / JSG Finance Inc 6.75% 5/1/2033 (c) | 30000 | 30766 |
| Jefferies Finance LLC / JFIN Co-Issuer Corp 6.625% 10/15/2031 (c) | 19000 | 18809 |
| LPL Holdings Inc 4.9% 4/3/2028  | 268000 | 268364 |
| Morgan Stanley 2.475% 1/21/2028 (d) | 1410000 | 1361235 |
| Morgan Stanley 3.591% 7/22/2028 (d) | 360000 | 351975 |
| Morgan Stanley 3.772% 1/24/2029 (d) | 340000 | 332706 |
| Morgan Stanley 4.994% 4/12/2029 (d) | 362000 | 365390 |
| Morgan Stanley 5.042% 7/19/2030 (d) | 500000 | 504966 |
| Morgan Stanley 5.164% 4/20/2029 (d) | 727000 | 737146 |
| Nuveen LLC 5.55% 1/15/2030 (c) | 67000 | 69182 |
| Sammons Financial Group Global Funding 5.05% 1/10/2028 (c) | 370000 | 374369 |
| Sammons Financial Group Global Funding 5.1% 12/10/2029 (c) | 297000 | 300616 |
| VFH Parent LLC / Valor Co-Issuer Inc 7.5% 6/15/2031 (c) | 20000 | 20852 |
|  |  | 13152380 |
| Consumer Finance - 3.6% |  |  |
| Ally Financial Inc 4.75% 6/9/2027  | 1555000 | 1556815 |
| Ally Financial Inc 6.848% 1/3/2030 (d) | 300000 | 313206 |
| American Express Co 4.731% 4/25/2029 (d) | 560000 | 563123 |
| American Express Co 5.085% 1/30/2031 (d) | 118000 | 119791 |
| Capital One Financial Corp 1.878% 11/2/2027 (d) | 1110000 | 1067600 |
| Capital One Financial Corp 4.985% 7/24/2026 (d) | 228000 | 227998 |
| Capital One Financial Corp 5.468% 2/1/2029 (d) | 750000 | 763325 |
| Capital One Financial Corp 7.149% 10/29/2027 (d) | 505000 | 520978 |
| Capstone Borrower Inc 8% 6/15/2030 (c) | 10000 | 10328 |
| Ford Motor Credit Co LLC 5.85% 5/17/2027  | 500000 | 499300 |
| Ford Motor Credit Co LLC 5.875% 11/7/2029  | 470000 | 464109 |
| Ford Motor Credit Co LLC 6.95% 6/10/2026  | 1850000 | 1871041 |
| Navient Corp 6.75% 6/15/2026  | 51000 | 51644 |
| OneMain Finance Corp 3.5% 1/15/2027  | 75000 | 72667 |
| OneMain Finance Corp 6.75% 3/15/2032  | 20000 | 19879 |
| OneMain Finance Corp 7.5% 5/15/2031  | 140000 | 143795 |
| PRA Group Inc 8.875% 1/31/2030 (c) | 10000 | 10250 |
|  |  | 8275849 |
| Financial Services - 2.1% |  |  |
| Aircastle Ltd / Aircastle Ireland DAC 5.25% 3/15/2030 (c) | 327000 | 325511 |
| Block Inc 6.5% 5/15/2032  | 30000 | 30660 |
| Corebridge Financial Inc 3.65% 4/5/2027  | 1155000 | 1136755 |
| Corebridge Global Funding 4.65% 8/20/2027 (c) | 116000 | 116275 |
| Corebridge Global Funding 4.9% 1/7/2028 (c) | 205000 | 207426 |
| Freedom Mortgage Corp 7.625% 5/1/2026 (c) | 50000 | 49912 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 5.25% 5/15/2027  | 230000 | 218864 |
| Jackson Financial Inc 5.17% 6/8/2027  | 228000 | 229762 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 2.5% 1/15/2027  | 2230000 | 2150065 |
| Jefferson Capital Holdin 8.25% 5/15/2030 (c) | 35000 | 35825 |
| Nationstar Mortgage Holdings Inc 6.5% 8/1/2029 (c) | 25000 | 25463 |
| NFE Financing LLC 12% 11/15/2029 (c) | 54627 | 23437 |
| PennyMac Financial Services Inc 6.875% 2/15/2033 (c) | 20000 | 20107 |
| Saks Global Enterprises LLC 11% 12/15/2029 (c) | 50000 | 24000 |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc 6.75% 8/15/2032 (c) | 25000 | 25507 |
| Walker & Dunlop Inc 6.625% 4/1/2033 (c) | 15000 | 15189 |
| Western Union Co/The 1.35% 3/15/2026  | 280000 | 272246 |
| Windstream Services LLC / Windstream Escrow Finance Corp 8.25% 10/1/2031 (c) | 42000 | 43711 |
|  |  | 4950715 |
| Insurance - 2.5% |  |  |
| Acrisure LLC / Acrisure Finance Inc 8.25% 2/1/2029 (c) | 15000 | 15512 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 4/15/2028 (c) | 52000 | 52728 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 7% 1/15/2031 (c) | 26000 | 26594 |
| American International Group Inc 4.85% 5/7/2030  | 605000 | 607323 |
| APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves 7.875% 11/1/2029 (c) | 15000 | 14841 |
| Arthur J Gallagher & Co 4.6% 12/15/2027  | 274000 | 274634 |
| Equitable Financial Life Global Funding 1.4% 8/27/2027 (c) | 344000 | 320368 |
| Equitable Financial Life Global Funding 1.7% 11/12/2026 (c) | 451000 | 433306 |
| Equitable Financial Life Global Funding 4.6% 4/1/2027 (c) | 396000 | 395845 |
| Equitable Financial Life Global Funding 5% 3/27/2030 (c) | 257000 | 258572 |
| Fortitude Group Holdings LLC 6.25% 4/1/2030 (c) | 320000 | 323984 |
| Guardian Life Global Funding 1.4% 7/6/2027 (c) | 358000 | 336562 |
| Jackson National Life Global Funding 4.6% 10/1/2029 (c) | 624000 | 617262 |
| Jackson National Life Global Funding 5.55% 7/2/2027 (c) | 948000 | 963830 |
| Panther Escrow Issuer LLC 7.125% 6/1/2031 (c) | 25000 | 25863 |
| RGA Global Funding 2% 11/30/2026 (c) | 273000 | 263160 |
| RGA Global Funding 5.448% 5/24/2029 (c) | 193000 | 198135 |
| Ryan Specialty LLC 5.875% 8/1/2032 (c) | 35000 | 34781 |
| Western-Southern Global Funding 4.9% 5/1/2030 (c) | 90000 | 90252 |
| Willis North America Inc 4.65% 6/15/2027  | 440000 | 441727 |
|  |  | 5695279 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.0% |  |  |
| Rithm Capital Corp 8% 4/1/2029 (c) | 10000 | 10026 |
| Starwood Property Trust Inc 6.5% 7/1/2030 (c) | 45000 | 45639 |
|  |  | 55665 |
| TOTAL FINANCIALS |  | 54401740 |
| Health Care - 2.8% |  |  |
| Biotechnology - 0.3% |  |  |
| Amgen Inc 5.15% 3/2/2028  | 761000 | 774914 |
| Health Care Equipment & Supplies - 0.1% |  |  |
| Alcon Finance Corp 2.75% 9/23/2026 (c) | 200000 | 194696 |
| Insulet Corp 6.5% 4/1/2033 (c) | 10000 | 10283 |
| Medline Borrower LP/Medline Co-Issuer Inc 6.25% 4/1/2029 (c) | 78000 | 79370 |
| Sotera Health Holdings LLC 7.375% 6/1/2031 (c) | 15000 | 15581 |
|  |  | 299930 |
| Health Care Providers & Services - 1.9% |  |  |
| Acadia Healthcare Co Inc 7.375% 3/15/2033 (c) | 15000 | 15284 |
| Centene Corp 2.45% 7/15/2028  | 170000 | 156568 |
| CHS/Community Health Systems Inc 5.625% 3/15/2027 (c) | 128000 | 126124 |
| Cigna Group/The 3.4% 3/1/2027  | 340000 | 334017 |
| CVS Health Corp 4.3% 3/25/2028  | 460000 | 454899 |
| CVS Health Corp 5% 2/20/2026  | 350000 | 350480 |
| HAH Group Holding Co LLC 9.75% 10/1/2031 (c) | 5000 | 4979 |
| HCA Inc 3.125% 3/15/2027  | 1450000 | 1413278 |
| HCA Inc 5% 3/1/2028  | 225000 | 227372 |
| HCA Inc 5.875% 2/15/2026  | 55000 | 55114 |
| Humana Inc 5.75% 12/1/2028  | 500000 | 516198 |
| Icon Investments Six DAC 5.809% 5/8/2027  | 318000 | 323231 |
| LifePoint Health Inc 11% 10/15/2030 (c) | 14000 | 15391 |
| Molina Healthcare Inc 6.25% 1/15/2033 (c) | 30000 | 29952 |
| Owens & Minor Inc 10% 4/15/2030 (c) | 20000 | 20890 |
| Select Medical Corp 6.25% 12/1/2032 (c) | 25000 | 24776 |
| Surgery Center Holdings Inc 7.25% 4/15/2032 (c) | 15000 | 14971 |
| Tenet Healthcare Corp 5.125% 11/1/2027  | 209000 | 207701 |
| US Acute Care Solutions LLC 9.75% 5/15/2029 (c) | 5000 | 5082 |
|  |  | 4296307 |
| Health Care Technology - 0.1% |  |  |
| IQVIA Inc 5% 5/15/2027 (c) | 150000 | 149035 |
| Pharmaceuticals - 0.4% |  |  |
| 1261229 BC Ltd 10% 4/15/2032 (c) | 20000 | 19800 |
| Bausch Health Americas Inc 9.25% 4/1/2026 (c) | 80000 | 78816 |
| Bausch Health Cos Inc 11% 9/30/2028 (c) | 40000 | 38379 |
| Jazz Securities DAC 4.375% 1/15/2029 (c) | 45000 | 43150 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 4.125% 4/30/2028 (c) | 60000 | 56360 |
| Viatris Inc 1.65% 6/22/2025  | 100000 | 99760 |
| Viatris Inc 2.3% 6/22/2027  | 540000 | 511933 |
|  |  | 848198 |
| TOTAL HEALTH CARE |  | 6368384 |
| Industrials - 2.6% |  |  |
| Aerospace & Defense - 1.1% |  |  |
| Boeing Co 3.2% 3/1/2029  | 540000 | 510890 |
| Boeing Co 5.04% 5/1/2027  | 440000 | 442644 |
| Boeing Co 6.259% 5/1/2027  | 29000 | 29808 |
| Goat Holdco LLC 6.75% 2/1/2032 (c) | 30000 | 29884 |
| Howmet Aerospace Inc 5.9% 2/1/2027  | 32000 | 32734 |
| L3Harris Technologies Inc 5.4% 1/15/2027  | 650000 | 658936 |
| RTX Corp 5.75% 1/15/2029  | 85000 | 88596 |
| TransDigm Inc 5.5% 11/15/2027  | 282000 | 281780 |
| TransDigm Inc 6.375% 3/1/2029 (c) | 227000 | 230699 |
|  |  | 2305971 |
| Air Freight & Logistics - 0.1% |  |  |
| Rand Parent LLC 8.5% 2/15/2030 (c) | 167000 | 164559 |
| Building Products - 0.1% |  |  |
| Advanced Drainage Systems Inc 5% 9/30/2027 (c) | 9000 | 8895 |
| AmeriTex HoldCo Intermediate LLC 10.25% 10/15/2028 (c) | 80000 | 84883 |
| Camelot Return Merger Sub Inc 8.75% 8/1/2028 (c) | 60000 | 53100 |
| Standard Building Solutions Inc 6.5% 8/15/2032 (c) | 35000 | 35545 |
|  |  | 182423 |
| Commercial Services & Supplies - 0.3% |  |  |
| Allied Universal Holdco LLC 7.875% 2/15/2031 (c) | 37000 | 38346 |
| Artera Services LLC 8.5% 2/15/2031 (c) | 135000 | 114723 |
| Brand Industrial Services Inc 10.375% 8/1/2030 (c) | 80000 | 71754 |
| CoreCivic Inc 8.25% 4/15/2029  | 15000 | 15854 |
| GEO Group Inc/The 10.25% 4/15/2031  | 39000 | 42750 |
| GEO Group Inc/The 8.625% 4/15/2029  | 25000 | 26389 |
| GFL Environmental Inc 4% 8/1/2028 (c) | 125000 | 120164 |
| GFL Environmental Inc 6.75% 1/15/2031 (c) | 10000 | 10373 |
| Madison IAQ LLC 4.125% 6/30/2028 (c) | 65000 | 62564 |
| Neptune Bidco US Inc 9.29% 4/15/2029 (c) | 90000 | 85163 |
| OT Midco Inc 10% 2/15/2030 (c) | 35000 | 29159 |
| Prime Security Services Borrower LLC / Prime Finance Inc 5.75% 4/15/2026 (c) | 43000 | 43107 |
| Waste Pro USA Inc 7% 2/1/2033 (c) | 15000 | 15380 |
| Williams Scotsman Inc 6.625% 4/15/2030 (c) | 15000 | 15374 |
|  |  | 691100 |
| Construction & Engineering - 0.1% |  |  |
| AECOM 5.125% 3/15/2027  | 87000 | 86924 |
| Arcosa Inc 6.875% 8/15/2032 (c) | 10000 | 10255 |
| Pike Corp 8.625% 1/31/2031 (c) | 15000 | 16156 |
| Railworks Holdings LP / Railworks Rally Inc 8.25% 11/15/2028 (c) | 8000 | 8123 |
|  |  | 121458 |
| Electrical Equipment - 0.1% |  |  |
| Trans-Allegheny Interstate Line Co 5.2% 1/15/2031 (c) | 261000 | 263012 |
| WESCO Distribution Inc 6.375% 3/15/2033 (c) | 30000 | 30557 |
|  |  | 293569 |
| Ground Transportation - 0.0% |  |  |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc 8.25% 1/15/2030 (c) | 15000 | 15257 |
| Genesee & Wyoming Inc 6.25% 4/15/2032 (c) | 30000 | 30468 |
| XPO Inc 6.25% 6/1/2028 (c) | 60000 | 60599 |
|  |  | 106324 |
| Machinery - 0.3% |  |  |
| Esab Corp 6.25% 4/15/2029 (c) | 120000 | 122022 |
| Ingersoll Rand Inc 5.176% 6/15/2029  | 300000 | 305872 |
| Ingersoll Rand Inc 5.197% 6/15/2027  | 300000 | 303735 |
|  |  | 731629 |
| Passenger Airlines - 0.2% |  |  |
| American Airlines 2016-3 Class A Pass Through Trust 7.25% 2/15/2028 (c) | 80000 | 80800 |
| American Airlines 2019-1 Class B Pass Through Trust equipment trust certificate 3.85% 8/15/2029  | 168333 | 161621 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd 5.5% 4/20/2026 (c) | 53333 | 53242 |
| United Airlines 2019-2 Class B Pass Through Trust equipment trust certificate 3.5% 11/1/2029  | 113901 | 108665 |
| United Airlines Inc 4.375% 4/15/2026 (c) | 120000 | 118578 |
|  |  | 522906 |
| Professional Services - 0.1% |  |  |
| Amentum Holdings Inc 7.25% 8/1/2032 (c) | 20000 | 20402 |
| Corelogic Inc 4.5% 5/1/2028 (c) | 80000 | 74902 |
| Paychex Inc 5.1% 4/15/2030  | 58000 | 58752 |
| TriNet Group Inc 7.125% 8/15/2031 (c) | 80000 | 82480 |
|  |  | 236536 |
| Trading Companies & Distributors - 0.2% |  |  |
| Air Lease Corp 2.2% 1/15/2027  | 270000 | 260111 |
| Fortress Transportation and Infrastructure Investors LLC 7.875% 12/1/2030 (c) | 60000 | 63052 |
| Herc Holdings Escrow Inc 7% 6/15/2030 (c)(h) | 45000 | 46360 |
| QXO Building Products Inc 6.75% 4/30/2032 (c) | 35000 | 35887 |
| United Rentals North America Inc 3.875% 11/15/2027  | 60000 | 58648 |
| United Rentals North America Inc 6.125% 3/15/2034 (c) | 50000 | 50680 |
|  |  | 514738 |
| TOTAL INDUSTRIALS |  | 5871213 |
| Information Technology - 2.1% |  |  |
| Communications Equipment - 0.0% |  |  |
| CommScope LLC 9.5% 12/15/2031 (c) | 149000 | 154873 |
| Hughes Satellite Systems Corp 5.25% 8/1/2026  | 10000 | 9015 |
|  |  | 163888 |
| Electronic Equipment, Instruments & Components - 0.5% |  |  |
| Amphenol Corp 5.05% 4/5/2029  | 82000 | 83828 |
| CPI CG Inc 10% 7/15/2029 (c) | 10000 | 10550 |
| Dell International LLC / EMC Corp 5% 4/1/2030  | 265000 | 266365 |
| Dell International LLC / EMC Corp 5.25% 2/1/2028  | 486000 | 495718 |
| Insight Enterprises Inc 6.625% 5/15/2032 (c) | 10000 | 10189 |
| Lightning Power LLC 7.25% 8/15/2032 (c) | 15000 | 15727 |
| Sensata Technologies Inc 6.625% 7/15/2032 (c) | 230000 | 232057 |
|  |  | 1114434 |
| IT Services - 0.2% |  |  |
| Acuris Finance US Inc / Acuris Finance SARL 5% 5/1/2028 (c) | 65000 | 61856 |
| Acuris Finance US Inc / Acuris Finance SARL 9% 8/1/2029 (c) | 30000 | 30655 |
| Camelot Finance SA 4.5% 11/1/2026 (c) | 24000 | 23865 |
| CDW LLC / CDW Finance Corp 5.1% 3/1/2030  | 130000 | 129824 |
| CoreWeave Inc 9.25% 6/1/2030 (c) | 45000 | 44950 |
| Sabre GLBL Inc 10.75% 11/15/2029 (c) | 18000 | 18360 |
| Sabre GLBL Inc 11.125% 7/15/2030 (c)(h) | 25000 | 25650 |
| Sabre GLBL Inc 8.625% 6/1/2027 (c) | 57000 | 58612 |
| Virtusa Corp 7.125% 12/15/2028 (c) | 25000 | 24168 |
|  |  | 417940 |
| Semiconductors & Semiconductor Equipment - 0.8% |  |  |
| Broadcom Inc 4.15% 11/15/2030  | 310000 | 302258 |
| Broadcom Inc 5.05% 7/12/2027  | 500000 | 506449 |
| Broadcom Inc 5.05% 7/12/2029  | 246000 | 250405 |
| Entegris Inc 4.75% 4/15/2029 (c) | 124000 | 120400 |
| Micron Technology Inc 5.327% 2/6/2029  | 300000 | 304440 |
| Micron Technology Inc 6.75% 11/1/2029  | 240000 | 256584 |
| Qorvo Inc 4.375% 10/15/2029  | 100000 | 95961 |
| Wolfspeed Inc 7.9583% 6/23/2030 (c)(g)(j)(k) | 30084 | 28956 |
|  |  | 1865453 |
| Software - 0.5% |  |  |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc 8% 6/15/2029 (c) | 34000 | 30456 |
| Ellucian Holdings Inc 6.5% 12/1/2029 (c) | 10000 | 10099 |
| Gen Digital Inc 6.25% 4/1/2033 (c) | 25000 | 25278 |
| McAfee Corp 7.375% 2/15/2030 (c) | 15000 | 13870 |
| Oracle Corp 4.5% 5/6/2028  | 370000 | 371721 |
| Roper Technologies Inc 4.5% 10/15/2029  | 114000 | 113431 |
| SS&C Technologies Inc 5.5% 9/30/2027 (c) | 196000 | 195781 |
| UKG Inc 6.875% 2/1/2031 (c) | 15000 | 15456 |
| VMware LLC 1.4% 8/15/2026  | 325000 | 312924 |
|  |  | 1089016 |
| Technology Hardware, Storage & Peripherals - 0.1% |  |  |
| Hewlett Packard Enterprise Co 4.4% 9/25/2027  | 159000 | 158793 |
| Seagate Data Storage Technology Pte Ltd 5.875% 7/15/2030 (c) | 20000 | 20038 |
| Western Digital Corp 4.75% 2/15/2026  | 14000 | 13954 |
|  |  | 192785 |
| TOTAL INFORMATION TECHNOLOGY |  | 4843516 |
| Materials - 1.1% |  |  |
| Chemicals - 0.7% |  |  |
| Avient Corp 6.25% 11/1/2031 (c) | 15000 | 15021 |
| Axalta Coating Systems Dutch Holding B BV 7.25% 2/15/2031 (c) | 60000 | 62760 |
| Celanese US Holdings LLC 6.5% 4/15/2030  | 15000 | 15115 |
| Celanese US Holdings LLC 6.75% 4/15/2033  | 35000 | 34065 |
| Chemours Co/The 4.625% 11/15/2029 (c) | 10000 | 8180 |
| Chemours Co/The 5.375% 5/15/2027  | 55000 | 53840 |
| Chemours Co/The 5.75% 11/15/2028 (c) | 100000 | 89541 |
| Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP 4.75% 5/15/2030 (c) | 77000 | 77445 |
| International Flavors & Fragrances Inc 1.23% 10/1/2025 (c) | 224000 | 221219 |
| LSB Industries Inc 6.25% 10/15/2028 (c) | 15000 | 14849 |
| LYB International Finance III LLC 1.25% 10/1/2025  | 204000 | 201520 |
| Mativ Holdings Inc 8% 10/1/2029 (c) | 20000 | 17063 |
| Methanex US Operations Inc 6.25% 3/15/2032 (c) | 22000 | 21290 |
| Mosaic Co/The 5.375% 11/15/2028  | 500000 | 508625 |
| Olin Corp 6.625% 4/1/2033 (c) | 20000 | 19143 |
| Olympus Water US Holding Corp 7.25% 6/15/2031 (c) | 40000 | 40000 |
| Scih Salt Hldgs Inc 4.875% 5/1/2028 (c) | 119000 | 115515 |
| Scih Salt Hldgs Inc 6.625% 5/1/2029 (c) | 95000 | 93205 |
| Tronox Inc 4.625% 3/15/2029 (c) | 25000 | 20901 |
| WR Grace Holdings LLC 7.375% 3/1/2031 (c) | 6000 | 6060 |
|  |  | 1635357 |
| Construction Materials - 0.1% |  |  |
| Quikrete Holdings Inc 6.375% 3/1/2032 (c) | 64000 | 65033 |
| VM Consolidated Inc 5.5% 4/15/2029 (c) | 83000 | 82119 |
|  |  | 147152 |
| Containers & Packaging - 0.2% |  |  |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 4% 9/1/2029 (c) | 90000 | 79843 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 6% 6/15/2027 (c) | 76000 | 76187 |
| Berry Global Inc 4.875% 7/15/2026 (c) | 24000 | 23926 |
| Clydesdale Acquisition Holdings Inc 6.75% 4/15/2032 (c) | 35000 | 35370 |
| Graphic Packaging International LLC 6.375% 7/15/2032 (c) | 30000 | 30044 |
| Sealed Air Corp 5% 4/15/2029 (c) | 176000 | 172804 |
| Sealed Air Corp/Sealed Air Corp US 6.125% 2/1/2028 (c) | 12000 | 12134 |
|  |  | 430308 |
| Metals & Mining - 0.1% |  |  |
| Alcoa Nederland Holding BV 7.125% 3/15/2031 (c) | 5000 | 5190 |
| Alumina Pty Ltd 6.375% 9/15/2032 (c) | 53000 | 52419 |
| Cleveland-Cliffs Inc 6.875% 11/1/2029 (c) | 19000 | 17666 |
| Cleveland-Cliffs Inc 7% 3/15/2032 (c) | 45000 | 38815 |
| Cleveland-Cliffs Inc 7.375% 5/1/2033 (c) | 10000 | 8588 |
| Cleveland-Cliffs Inc 7.5% 9/15/2031 (c) | 43000 | 38667 |
| Novelis Corp 3.25% 11/15/2026 (c) | 102000 | 100050 |
|  |  | 261395 |
| Paper & Forest Products - 0.0% |  |  |
| Magnera Corp 7.25% 11/15/2031 (c) | 10000 | 9149 |
| TOTAL MATERIALS |  | 2483361 |
| Real Estate - 1.3% |  |  |
| Diversified REITs - 0.0% |  |  |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 6.5% 2/15/2029 (c) | 55000 | 51856 |
| VICI Properties LP 4.75% 4/1/2028  | 93000 | 92962 |
| Vornado Realty LP 2.15% 6/1/2026  | 80000 | 77354 |
|  |  | 222172 |
| Health Care REITs - 0.4% |  |  |
| Healthcare Realty Holdings LP 3.5% 8/1/2026  | 450000 | 442381 |
| MPT Operating Partnership LP / MPT Finance Corp 8.5% 2/15/2032 (c) | 30000 | 30751 |
| Ventas Realty LP 3% 1/15/2030  | 426000 | 394694 |
|  |  | 867826 |
| Hotel & Resort REITs - 0.0% |  |  |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 7% 2/1/2030 (c) | 10000 | 10072 |
| Retail REITs - 0.3% |  |  |
| Brixmor Operating Partnership LP 2.25% 4/1/2028  | 177000 | 165857 |
| Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL 5.75% 5/15/2026 (c) | 103000 | 102039 |
| Realty Income Corp 2.1% 3/15/2028  | 359000 | 337375 |
| Realty Income Corp 2.2% 6/15/2028  | 24000 | 22470 |
|  |  | 627741 |
| Specialized REITs - 0.6% |  |  |
| American Tower Corp 4.9% 3/15/2030  | 720000 | 724170 |
| Crown Castle Inc 1.35% 7/15/2025  | 27000 | 26881 |
| Crown Castle Inc 5% 1/11/2028  | 390000 | 392423 |
| Iron Mountain Inc 4.875% 9/15/2027 (c) | 60000 | 59289 |
| SBA Communications Corp 3.875% 2/15/2027  | 162000 | 158835 |
|  |  | 1361598 |
| TOTAL REAL ESTATE |  | 3089409 |
| Utilities - 5.6% |  |  |
| Electric Utilities - 2.5% |  |  |
| Cleco Corporate Holdings LLC 3.743% 5/1/2026  | 230000 | 227321 |
| Duke Energy Corp 4.3% 3/15/2028  | 675000 | 673290 |
| Edison International 7.875% 6/15/2054 (d) | 25000 | 24053 |
| Eversource Energy 5.45% 3/1/2028  | 360000 | 367912 |
| Exelon Corp 2.75% 3/15/2027  | 1204000 | 1168394 |
| FirstEnergy Corp 1.6% 1/15/2026  | 29000 | 28440 |
| FirstEnergy Pennsylvania Electric Co 5.15% 3/30/2026 (c) | 189000 | 189659 |
| Georgia Power Co 4.65% 5/16/2028  | 264000 | 266437 |
| Pacific Gas and Electric Co 2.1% 8/1/2027  | 950000 | 896388 |
| PG&E Corp 5% 7/1/2028  | 40000 | 39028 |
| PG&E Corp 7.375% 3/15/2055 (d) | 80000 | 78337 |
| Pinnacle West Capital Corp 4.9% 5/15/2028  | 136000 | 137042 |
| Pinnacle West Capital Corp 5.15% 5/15/2030  | 132000 | 133508 |
| Southern Co/The 5.5% 3/15/2029  | 906000 | 938362 |
| Vistra Operations Co LLC 5% 7/31/2027 (c) | 345000 | 343995 |
| Vistra Operations Co LLC 5.05% 12/30/2026 (c) | 114000 | 114297 |
| Vistra Operations Co LLC 7.75% 10/15/2031 (c) | 60000 | 63620 |
| XPLR Infrastructure Operating Partners LP 7.25% 1/15/2029 (c) | 66000 | 66324 |
| XPLR Infrastructure Operating Partners LP 8.375% 1/15/2031 (c) | 20000 | 20886 |
|  |  | 5777293 |
| Gas Utilities - 0.6% |  |  |
| CenterPoint Energy Resources Corp 5.25% 3/1/2028  | 1320000 | 1347100 |
| Independent Power and Renewable Electricity Producers - 0.7% |  |  |
| AES Corp/The 5.45% 6/1/2028  | 1410000 | 1428432 |
| Alpha Generation LLC 6.75% 10/15/2032 (c) | 20000 | 20391 |
| Calpine Corp 5.125% 3/15/2028 (c) | 65000 | 64435 |
| Sunnova Energy Corp 5.875% 9/1/2026 (c) | 50000 | 14875 |
|  |  | 1528133 |
| Multi-Utilities - 1.8% |  |  |
| Dominion Energy Inc 1.45% 4/15/2026  | 390000 | 379483 |
| Dominion Energy Inc 5% 6/15/2030  | 950000 | 959118 |
| DTE Energy Co 4.875% 6/1/2028  | 450000 | 454045 |
| DTE Energy Co 4.95% 7/1/2027  | 105000 | 105847 |
| DTE Energy Co 5.2% 4/1/2030  | 689000 | 700812 |
| NiSource Inc 2.95% 9/1/2029  | 477000 | 446590 |
| NiSource Inc 5.25% 3/30/2028  | 440000 | 448474 |
| Public Service Enterprise Group Inc 4.9% 3/15/2030  | 491000 | 494346 |
| Sempra 3.4% 2/1/2028  | 196000 | 190544 |
|  |  | 4179259 |
| Water Utilities - 0.0% |  |  |
| Aris Water Holdings LLC 7.25% 4/1/2030 (c) | 30000 | 30162 |
| TOTAL UTILITIES |  | 12861947 |
| TOTAL UNITED STATES |  | 117482105 |
| ZAMBIA - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| First Quantum Minerals Ltd 8% 3/1/2033 (c) | 6000 | 5953 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $158,329,685) |  | <br> **158763835** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.2%** | &nbsp;&nbsp;**Preferred Securities - 0.2%** | &nbsp;&nbsp;**Preferred Securities - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| SWITZERLAND - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Capital Markets - 0.0% |  |  |
| UBS Group AG 7% (c)(d)(l) | 34000 | 34390 |
| UNITED STATES - 0.2%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Energy Transfer LP Series G, 7.125% (d)(l) | 55000 | 55417 |
| Plains All American Pipeline LP CME Term SOFR 3 month Index + 4.3716%, 8.6979% (b)(d)(l) | 55000 | 54852 |
|  |  | 110269 |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Citigroup Inc 6.75% (d)(l) | 15000 | 14886 |
| Citigroup Inc 6.95% (d)(l) | 30000 | 30352 |
| Citigroup Inc 7.125% (d)(l) | 30000 | 30436 |
| JPMorgan Chase & Co 6.5% (d)(l) | 45000 | 46099 |
|  |  | 121773 |
| Capital Markets - 0.0% |  |  |
| Goldman Sachs Group Inc/The 6.125% (d)(l) | 10000 | 9792 |
| Goldman Sachs Group Inc/The 6.85% (d)(l) | 35000 | 36133 |
|  |  | 45925 |
| Consumer Finance - 0.0% |  |  |
| Ally Financial Inc 4.7% (d)(l) | 88000 | 77057 |
| TOTAL FINANCIALS |  | 244755 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| Edison International 5% (d)(l) | 10000 | 9029 |
| TOTAL UNITED STATES |  | 364053 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $391,135) |  | <br> **398443** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.0%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.0%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039  | 15076 | 14774 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039  | 8048 | 7886 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 21264 | 20864 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2049  | 134423 | 128998 |
| TOTAL UNITED STATES |  | 172522 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $190,131) |  | <br> **172522** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 16.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 16.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 16.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 16.1%** |
|  | Yield (%) (m) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Notes 3.5% 9/30/2029  | 4.15 to 4.39 | 2253200 | 2214473 |
| US Treasury Notes 4% 12/15/2027 (n) | 4.23 | 4296600 | 4310609 |
| US Treasury Notes 4% 3/31/2030  | 3.72 | 4114400 | 4121472 |
| US Treasury Notes 4.125% 3/31/2029  | 3.57 to 4.57 | 3852600 | 3881495 |
| US Treasury Notes 4.25% 1/15/2028  | 3.59 to 4.34 | 12813800 | 12930926 |
| US Treasury Notes 4.25% 1/31/2030  | 4.02 to 4.40 | 5231400 | 5295975 |
| US Treasury Notes 4.625% 4/30/2029  | 3.94 to 4.50 | 4126900 | 4231523 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $36,783,270) |  |  | **36986473** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.3%** | &nbsp;&nbsp;**Money Market Funds - 1.3%** | &nbsp;&nbsp;**Money Market Funds - 1.3%** | &nbsp;&nbsp;**Money Market Funds - 1.3%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (o)<br>(Cost $2,921,845)<br>| 4.32 | 2921260 | **2921845** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.4%**<br> (Cost $230,768,354)<br>| <br>**231026393** |
| **NET OTHER ASSETS (LIABILITIES) - (0.4)%**  | **(918987)** |
| **NET ASSETS - 100.0%** | **230107406** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| CBOT 2 Year US Treasury Note Contracts (United States) | 22 | Sep 2025 | 4565344 | 5247 | 5247 |
| CBOT 5 Year US Treasury Note Contracts (United States) | 199 | Sep 2025 | 21552633 | 157761 | 157761 |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **163008** |
| The notional amount of futures purchased as a percentage of Net Assets is 11.4% | The notional amount of futures purchased as a percentage of Net Assets is 11.4% | The notional amount of futures purchased as a percentage of Net Assets is 11.4% | The notional amount of futures purchased as a percentage of Net Assets is 11.4% | The notional amount of futures purchased as a percentage of Net Assets is 11.4% | The notional amount of futures purchased as a percentage of Net Assets is 11.4% |

---

**Legend**

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

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

(c) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $69,659,941 or 30.3% of net assets.

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

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

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

(g) Position or a portion of the position represents an unfunded loan commitment. At period end, the total principal amount and market value of unfunded commitments totaled $29,353 and $28,602, respectively.

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

(i) A portion of the security sold on a delayed delivery basis.

(j) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(k) Level 3 security

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

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

(n) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $272,887.

(o) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 1106746 | 50704246 | 48889147 | 92378 | - | - | 2921845 | 2921260 | 0.0% |
| Total | 1106746 | 50704246 | 48889147 | 92378 | - | - | 2921845 |  |  |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations, Bank Loan Obligations, Convertible Corporate Bonds, Foreign Government and Government Agency Obligations, Non-Convertible Corporate Bonds and Preferred Securities are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset-Backed Securities, Collateralized Mortgage Obligations, Commercial Mortgage Securities and U.S. Government Agency - Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

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

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

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity 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 Limited Term Bond ETF

- **b. EDGAR series identifier (if any):** S000042569

- **c. LEI of Series:** 549300ESQV7BRJNHTF45

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $233306060.32

**Total Liabilities:** $3229480.22

**Net Assets:** $230076580.10

**Delayed Delivery Securities:** $270000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4944.78308156 | **1-Year:** 24593.22233556 | **5-Year:** 24282.92187905 | **10-Year:** 297.73682448 | **30-Year:** 33.91837698

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

- **3-Month:** 1208.28761278 | **1-Year:** 2841.04768792 | **5-Year:** 2353.78124938 | **10-Year:** 251.58996451 | **30-Year:** 34.33621356

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000131661 | 0.29%                | 0.68%                | 0.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-45107.29               | $-174303.12                                |
| Month 2  | $-35822.84               | $530199.66                                 |
| Month 3  | $-11923.51               | $-222774.35                                |

**Designated Index Information**

- **Index Name:** Bloomberg US 1-5 Year Credit Bond Index

- **Index Identifier:** 19808154

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DAIMLER TRUCKS RETAIL TRUST 2024-1                                                 | DAIMLER TRUCKS RETAIL TRUST 2024-1 5.49% 12/15/2027                                                     | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    209000 | PA      | $210473.28    | 0.09%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                         | MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027                                                             | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $96676.97     | 0.04%             | 2027-07-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                                       | VIRTUSA CORP 7.125% 12/15/2028 144A                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24168.10     | 0.01%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 TR                                                                    | AASET 2021-2 TR 2.798% 01/15/2047 144A                                                                  | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    296857 | PA      | $272912.77    | 0.12%             | 2047-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                            | NEW FORTRESS ENERGY INC 144                                                                             | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | EC               | CORP              | US        |       414 | NS      | $1030.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                                               | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 5.15% 03/30/2026 144A                                              | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $189658.69    | 0.08%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD                                                                | WESTINGHOUSE TERM B 1LN 1/27/2031                                                                       | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     54588 | PA      | $54459.22     | 0.02%             | 2031-01-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2019                                                        | BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A                                                      | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107419 | PA      | $102268.89    | 0.04%             | 2032-11-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                                | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                                | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    135000 | PA      | $114723.36    | 0.05%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                           | VENTURE GLOBAL CALCASIEU 6.25% 01/15/2030 144A                                                          | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5068.87      | 0.00%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                             | THE CAMPBELL'S COMPANY 5.3% 03/20/2026                                                                  | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75316.87     | 0.03%             | 2026-03-20      | Fixed         | 0.05%                 | 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        |     12000 | PA      | $10211.87     | 0.00%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                       | HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028                                                      | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1274000 | PA      | $1272039.48   | 0.55%             | 2028-08-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINL AUTO SECURITIZATION TR 2023-2                                         | PORSCHE FINL AUTO SECURITIZATION TR 2023 5.79% 01/22/2029 144A                                          | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    137799 | PA      | $138617.30    | 0.06%             | 2029-01-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 7.125%/VAR PERP                                                                           | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     30000 | PA      | $30336.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                            | KODIAK GAS SERVICES LLC 7.25% 02/15/2029 144A                                                           | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81985.04     | 0.04%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                            | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.4% 08/27/2027 144A                                            | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    344000 | PA      | $320368.35    | 0.14%             | 2027-08-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                       | ENTEGRIS INC 4.75% 04/15/2029 144A                                                                      | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    124000 | PA      | $120400.18    | 0.05%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MTR CR CO LLC 6.95% 06/10/2026                                                                     | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1871041.16   | 0.81%             | 2026-06-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                       | MAGNERA CORP 7.25% 11/15/2031 144A                                                                      | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9150.00      | 0.00%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                | CLYDESDALE ACQUISITION HOLDINGS INC 6.75% 04/15/2032 144A                                               | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35370.24     | 0.02%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2025-X1                                             | AFFIRM ASSET SECURITIZATION TR 2025-X1 A 5.24% 04/15/2030 144A                                          | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $199957.30    | 0.09%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                              | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                                  | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    228000 | PA      | $229761.92    | 0.10%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                                           | DELL EQUIP FIN TR 2024-2 4.59% 08/22/2030 144A                                                          | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100308.69    | 0.04%             | 2030-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 1.65% 02/01/2028                                                                           | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    460000 | PA      | $428102.15    | 0.19%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                          | BANK IRELAND GROUP PLC 5.601%/VAR 03/20/2030 144A                                                       | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    242000 | PA      | $247124.42    | 0.11%             | 2030-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                        | NUTRIEN LTD 4.9% 03/27/2028                                                                             | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $525459.07    | 0.23%             | 2028-03-27      | Fixed         | 0.05%                 | 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        |     10000 | PA      | $9811.67      | 0.00%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 5% 08/01/2027                                                                 | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    233000 | PA      | $233038.31    | 0.10%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                        | CENTERPOINT ENERGY RES CORP 5.25% 03/01/2028                                                            | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1347099.86   | 0.59%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                     | OPAL BIDCO SAS 6.5% 03/31/2032 144A                                                                     | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     40000 | PA      | $39967.72     | 0.02%             | 2032-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                     | BRUNSWICK CORP 5.85% 03/18/2029                                                                         | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    307000 | PA      | $311908.22    | 0.14%             | 2029-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                       | DNB BANK ASA 1.605%/VAR 03/30/2028 144A                                                                 | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    389000 | PA      | $368654.59    | 0.16%             | 2028-03-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                | UNITED AIRLINES INC 4.375% 04/15/2026 144A                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118577.97    | 0.05%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 4.937%/VAR 04/23/2028                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    675000 | PA      | $678437.85    | 0.29%             | 2028-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                    | PENNYMAC FINANCIAL SERVICES INC 6.875% 02/15/2033 144A                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20107.40     | 0.01%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                  | KOSMOS ENERGY LTD 7.125% 04/04/2026 144A                                                                | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57660.00     | 0.03%             | 2026-04-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES LII CLO LTD                                                                   | ARES LII CLO LTD A1RR TSFR3M+88 04/22/2031 144A                                                         | CUSIP: 04009AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    246122 | PA      | $245752.57    | 0.11%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC                                          | FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC A1 TSFR3M+132 07/15/2036 144A                                 | CUSIP: 33884EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    359000 | PA      | $359118.11    | 0.16%             | 2036-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                               | WESTERN DIGITAL CORP 4.75% 02/15/2026                                                                   | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13953.58     | 0.01%             | 2026-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRIME SEC SVCS BORROWER LLC / PRIME FIN INC                                        | PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 5.75% 04/15/2026 144A                                       | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $43107.14     | 0.02%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HARTWICK PARK CLO LTD                                                              | HARTWICK PARK CLO LTD AR TSFR3M+116 01/20/2037 144A                                                     | CUSIP: 417403AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    330000 | PA      | $329506.32    | 0.14%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                                                    | BX TR 2021-ACNT TSFR1M+96.448 11/15/2026 144A                                                           | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273478 | PA      | $273307.28    | 0.12%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                          | AMERICAN AIRLINES TERM B 1LN 5/7/2032                                                                   | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      5000 | PA      | $5017.70      | 0.00%             | 2032-05-07      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 3 LP                                                         | PK ALIFT LOAN FUNDING 3 LP 5.842% 09/15/2039 144A                                                       | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    213289 | PA      | $214927.99    | 0.09%             | 2039-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                 | INGERSOLL RAND INC 5.176% 06/15/2029                                                                    | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305871.92    | 0.13%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                               | EDISON INTERNATIONAL 5%/VAR PERP                                                                        | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |     10000 | PA      | $8926.10      | 0.00%             |  |  |  | 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        |     15000 | PA      | $14736.02     | 0.01%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                            | JANE STREET GRP/JSG FIN 6.75% 05/01/2033 144A                                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30765.96     | 0.01%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                 | AUTONATION INC DEL 1.95% 08/01/2028                                                                     | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $496653.67    | 0.22%             | 2028-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                         | HUMANA INC 5.75% 12/01/2028                                                                             | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516197.51    | 0.22%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HAYWARD INDS INC                                                                   | HAYWARD TERM B 1LN 5/30/2028                                                                            | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |     54295 | PA      | $54301.91     | 0.02%             | 2028-05-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                      | CORELOGIC INC 4.5% 05/01/2028 144A                                                                      | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74901.70     | 0.03%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                        | STAPLES INC 10.75% 09/01/2029 144A                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90528.15     | 0.04%             | 2029-09-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                              | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                            | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |    176000 | PA      | $168591.68    | 0.07%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                         | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP CONV 0.25% 06/15/2026                                        | CUSIP: 75606DAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $35891.00     | 0.02%             | 2026-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                               | WESTPAC BANKING CORP 4.11%/VAR 07/24/2034                                                               | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    915000 | PA      | $876133.58    | 0.38%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.15% 11/10/2026        | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1251740.63   | 0.54%             | 2026-11-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                     | CVR ENERGY INC 8.5% 01/15/2029 144A                                                                     | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78083.40     | 0.03%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                     | PNC FINANCIAL SERVICES GRP INC 5.354%/VAR 12/02/2028                                                    | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91632.92     | 0.04%             | 2028-12-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                    | PHILIP MORRIS INTL INC 4.875% 02/13/2029                                                                | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202476.24    | 0.09%             | 2029-02-13      | 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        |     55000 | PA      | $54158.91     | 0.02%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                    | ERO COPPER CORP 6.5% 02/15/2030 144A                                                                    | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $16723.75     | 0.01%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                             | ADVANCE AUTO PARTS INC 5.95% 03/09/2028                                                                 | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    239000 | PA      | $242754.69    | 0.11%             | 2028-03-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER   | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7% 02/01/2030 144A     | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10073.45     | 0.00%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                             | BX COMMERCIAL MORTGAGE TRUST 2021-VINO A TSFR1M+76.681 82 05/15/2038 144A                               | CUSIP: 05608KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52185 | PA      | $52152.55     | 0.02%             | 2038-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SPECIATLY BUILDING PRODUCTS HOLDINGS LLC / SBP FINANCE CORP                        | SPECIATLY BUILDING PRODUCTS HOLDINGS LLC/FINANCE CORP 7.75% 10/15/2029 144A                             | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4790.66      | 0.00%             | 2029-10-15      | Fixed         | 0.08%                 | 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        |    305000 | PA      | $305035.47    | 0.13%             | 2040-04-15      | Variable      | 0.06%                 | 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        |     35000 | PA      | $35887.25     | 0.02%             | 2032-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                   | WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A                                                  | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149643.20    | 0.07%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                             | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 7.125% 06/01/2028 144A                           | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10042.02     | 0.00%             | 2028-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                                              | ENTERPRISE FLEET FINANCING 2025-1 LLC 4.82% 02/20/2029 144A                                             | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $262109.09    | 0.11%             | 2029-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MED PARENTCO LP                                                                    | MYEYEDR TERM B 1LN 04/15/2031                                                                           | CUSIP: 58401DAM6<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |     54582 | PA      | $54697.29     | 0.02%             | 2031-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AFFINITY GAMING LLC                                                                | AFFINITY GAMING LLC 6.875% 12/15/2027 144A                                                              | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $11149.50     | 0.00%             | 2027-12-15      | Fixed         | 0.07%                 | 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        |     25000 | PA      | $26389.41     | 0.01%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 4.75% 04/01/2028                                                                     | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92961.59     | 0.04%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2 LLC                                                                | VOYA CLO 2019-2 LLC AR TSFR3M+120 07/20/2032 144A                                                       | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    361354 | PA      | $361168.20    | 0.16%             | 2032-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                                 | AVIS BUDG CAR RENT LLC/FIN INC 8.25% 01/15/2030 144A                                                    | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15256.65     | 0.01%             | 2030-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                       | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    680000 | PA      | $679838.79    | 0.30%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                           | ARES CLO AR TSFR3M+127 10/15/2032 144A                                                                  | CUSIP: 04017WAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    196891 | PA      | $196944.79    | 0.09%             | 2032-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                      | BAT INTL FINANCE PLC 5.931% 02/02/2029                                                                  | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    980000 | PA      | $1023557.80   | 0.44%             | 2029-02-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                             | X TERM 1LN 10/26/2029                                                                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46000 | PA      | $45762.64     | 0.02%             | 2029-10-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 6.259% 05/01/2027                                                                             | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29808.03     | 0.01%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                         | ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A                                                           | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8895.32      | 0.00%             | 2027-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-3 LTD                                              | PALMER SQUARE LOAN FUNDING 2024-3 LTD A1 TSFR3M+108 08/08/2032 144A                                     | CUSIP: 69690EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    195590 | PA      | $195616.79    | 0.09%             | 2032-08-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                                                       | VISTAJET TERM B 1LN 04/01/2031                                                                          | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |      5000 | PA      | $4995.85      | 0.00%             | 2031-04-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                              | FREEDOM MTG CORP 7.625% 05/01/2026 144A                                                                 | CUSIP: 35640YAH0<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49911.59     | 0.02%             | 2026-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 4.223%/VAR 05/01/2029                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494845.77    | 0.22%             | 2029-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                       | SOMNIGROUP INTERNATIONAL INC 4% 04/15/2029 144A                                                         | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     81000 | PA      | $76290.94     | 0.03%             | 2029-04-15      | Fixed         | 0.04%                 | 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        |    155000 | PA      | $170898.16    | 0.07%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                               | WR GRACE HOLDING LLC 7.375% 03/01/2031 144A                                                             | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6060.23      | 0.00%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 09/01/2049#FM1534                                                                        | CUSIP: 3140X4V45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134423 | PA      | $128996.93    | 0.06%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO TRUST 2024-C                                                       | WORLD OMNI AUTO TRUST 2024-C A3 4.43% 12/17/2029                                                        | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    194000 | PA      | $194042.10    | 0.08%             | 2029-12-17      | Fixed         | 0.04%                 | 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        |     10000 | PA      | $10026.63     | 0.00%             | 2029-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                                                       | ENERGEAN PLC 6.5% 04/30/2027 144A                                                                       | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $78200.00     | 0.03%             | 2027-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                       | ING GROEP NV 1.726%/VAR 04/01/2027                                                                      | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    181000 | PA      | $176664.25    | 0.08%             | 2027-04-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                               | WR GRACE TERM B 1LN 09/22/2028                                                                          | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |     54298 | PA      | $54081.26     | 0.02%             | 2028-09-22      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                 | AVIS BUDGET RENTCAR FDG AE LLC 4.8% 08/20/2029 144A                                                     | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100105.42    | 0.04%             | 2029-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                  | LYB INTERNATIONAL FINANCE III LLC 1.25% 10/01/2025                                                      | CUSIP: 50249AAF0<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    204000 | PA      | $201519.97    | 0.09%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 7%/VAR PERP 144A                                                                           | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |     34000 | PA      | $33661.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                                 | VORNADO REALTY LP 2.15% 06/01/2026                                                                      | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77354.07     | 0.03%             | 2026-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                | ALA TRUST 2025-OANA A 6.04263% 06/15/2030 144A                                                          | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $446863.75    | 0.19%             | 2030-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AETHON UNITED BR LP / AETHON UNITED FINANCE CORP                                   | AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 7.5% 10/01/2029 144A                                   | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20495.38     | 0.01%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                   | CROWN CASTLE INC 5% 01/11/2028                                                                          | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392422.79    | 0.17%             | 2028-01-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INTER HLDGS INC                                                        | ALERA TERM 1LN 05/21/2032                                                                               | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |      5000 | PA      | $5002.80      | 0.00%             | 2032-05-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC          | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6% 06/15/2027 144A            | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $76187.19     | 0.03%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                     | PNC FINANCIAL SERVICES GRP INC 5.492%/VAR 05/14/2030                                                    | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $771248.15    | 0.34%             | 2030-05-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 4.964%/VAR 08/15/2030                                                                 | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    720000 | PA      | $721380.72    | 0.31%             | 2030-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15 LLC                                                                 | CFMT 2024-HB15 LLC VAR 08/25/2034 144A                                                                  | CUSIP: 15723AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67236 | PA      | $66519.42     | 0.03%             | 2034-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 1.319%/VAR 06/19/2026                                                       | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    454000 | PA      | $453117.44    | 0.20%             | 2026-06-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2019-BROOK                                       | J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A                             | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46734 | PA      | $44283.45     | 0.02%             | 2029-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                        | AVIENT CORP 6.25% 11/01/2031 144A                                                                       | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15021.02     | 0.01%             | 2031-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                | CHURCHILL DOWNS INC 6.75% 05/01/2031 144A                                                               | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61106.76     | 0.03%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                               | FIESTA PURCHASER INC 7.875% 03/01/2031 144A                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $22038.79     | 0.01%             | 2031-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2.5% 10/25/2039                                                          | CUSIP: 3136B6KX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     72699 | PA      | $65756.26     | 0.03%             | 2039-10-25      | Fixed         | 0.03%                 | 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        |    125000 | PA      | $123816.53    | 0.05%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                             | RADIOLOGY PARTNERS TERM B 1LN 01/31/2029                                                                | CUSIP: 75041EAJ1<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |     60158 | PA      | $59590.11     | 0.03%             | 2029-01-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                               | DUKE ENERGY CORP NEW 4.3% 03/15/2028                                                                    | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    675000 | PA      | $673290.09    | 0.29%             | 2028-03-15      | 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 6.125% 06/15/2029 144A                                                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     37000 | PA      | $37733.67     | 0.02%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                         | CVR ENERGY TERM B 1LN 12/30/2027                                                                        | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4988 | PA      | $4964.66      | 0.00%             | 2027-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 1.25% 01/08/2026                                                               | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103642.56    | 0.05%             | 2026-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                         | DCP MIDSTREAM OPER LP 5.625% 07/15/2027                                                                 | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448056.92    | 0.19%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                              | VENTURE GLOBAL PLAQUE 7.5% 05/01/2033 144A                                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20888.96     | 0.01%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                         | WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027                                                            | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      9936 | PA      | $9841.73      | 0.00%             | 2027-10-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                        | VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030                                                               | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    426000 | PA      | $394693.90    | 0.17%             | 2030-01-15      | Fixed         | 0.03%                 | 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        |     66000 | PA      | $66323.86     | 0.03%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                                              | ENTERPRISE FLEET FINANCING 2024-4 LLC 4.56% 11/20/2028 144A                                             | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88000 | PA      | $88121.33     | 0.04%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029                                                            | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1364207.20   | 0.59%             | 2029-10-23      | Variable      | 0.06%                 | 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        |     50000 | PA      | $47812.50     | 0.02%             | 2031-08-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/ FIN CORP                                                        | GENESIS ENERGY LP/ FIN CORP 7.875% 05/15/2032                                                           | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5063.22      | 0.00%             | 2032-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 1.323%/VAR 01/13/2027 144A                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    333000 | PA      | $326065.01    | 0.14%             | 2027-01-13      | Variable      | 0.01%                 | 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        |     64000 | PA      | $65034.05     | 0.03%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 7.125%/VAR PERP                                                                      | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     55000 | PA      | $55236.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                                                 | HUNTER DOUGLAS TERM B 1LN 1/17/2032                                                                     | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |     18135 | PA      | $17840.35     | 0.01%             | 2032-01-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                            | USI TERM D 1LN 11/21/2029                                                                               | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     54315 | PA      | $54119.90     | 0.02%             | 2029-11-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                             | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.1% 12/10/2029 144A                                             | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    297000 | PA      | $300616.56    | 0.13%             | 2029-12-10      | Fixed         | 0.05%                 | 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        |     60000 | PA      | $63052.44     | 0.03%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 5.367%/VAR 02/25/2031                                                                      | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    604000 | PA      | $609223.86    | 0.26%             | 2031-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A                                                      | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $776390.48    | 0.34%             | 2028-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 5.871%/VAR 03/06/2029                                                          | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $329379.08    | 0.14%             | 2029-03-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1                                           | CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A                                         | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75686 | PA      | $73803.00     | 0.03%             | 2046-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                              | MINERAL RESOURCES LTD 9.25% 10/01/2028 144A                                                             | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    123000 | PA      | $125495.79    | 0.05%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS LLC                                                       | FORTITUDE GROUP HOLDINGS LLC 6.25% 04/01/2030 144A                                                      | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323984.19    | 0.14%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                                 | RYAN SPECIALTY LLC 5.875% 08/01/2032 144A                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34780.94     | 0.02%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 5.25% 02/01/2028                                                                     | CUSIP: 24703DBJ9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    486000 | PA      | $495718.07    | 0.22%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS ESCROW                                                               | HERC HOLDINGS ESCROW 7% 06/15/2030 144A                                                                 | CUSIP: 42703NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46360.15     | 0.02%             | 2030-06-15      | Fixed         | 0.07%                 | 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        |     25000 | PA      | $25168.88     | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                             | ROPER TECHNOLOGIES INC 4.5% 10/15/2029                                                                  | CUSIP: 776696AG1<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113431.10    | 0.05%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                    | BARNES GROUP TERM B 1LN 01/27/2032                                                                      | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4978.15      | 0.00%             | 2032-01-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                             | VENTURE GLOBAL LNG INC 7% 01/15/2030 144A                                                               | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233960.08    | 0.10%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                              | BELRON UK FINANCE PLC 5.75% 10/15/2029 144A                                                             | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     16000 | PA      | $16043.06     | 0.01%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                            | SBA COMMUNICATIONS CORP 3.875% 02/15/2027                                                               | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    162000 | PA      | $158835.39    | 0.07%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                  | CIGNA GROUP (THE) 3.4% 03/01/2027                                                                       | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334017.07    | 0.15%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                          | CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026                                                             | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227321.07    | 0.10%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                                                       | STONEMOR INC 8.5% 05/15/2029 144A                                                                       | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18435.85     | 0.01%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                   | FIRSTENERGY CORP 1.6% 01/15/2026                                                                        | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28440.34     | 0.01%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                               | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                              | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85162.50     | 0.04%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                           | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A                        | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $139956.04    | 0.06%             | 2039-12-15      | Variable      | 0.06%                 | 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        |     80000 | PA      | $71754.11     | 0.03%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                         | VMWARE INC 1.4% 08/15/2026                                                                              | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    325000 | PA      | $312924.04    | 0.14%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 6% 01/09/2028                                                                  | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    370000 | PA      | $379206.58    | 0.16%             | 2028-01-09      | 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        |     20000 | PA      | $20851.86     | 0.01%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                             | ATHENAHEALTH GROUP TERM B 1LN 02/15/2029                                                                | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     34442 | PA      | $34275.63     | 0.01%             | 2029-02-15      | Variable      | 0.07%                 | 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        |     40000 | PA      | $18320.00     | 0.01%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                   | ABN AMRO BANK NV 1.542%/VAR 06/16/2027 144A                                                             | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    186000 | PA      | $179808.46    | 0.08%             | 2027-06-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                              | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 2.5% 01/15/2027                                   | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2230000 | PA      | $2150064.98   | 0.93%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 4.5% 05/06/2028                                                                             | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    370000 | PA      | $371721.10    | 0.16%             | 2028-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES XLV CLO LTD                                                                   | ARES XLV CLO LTD BR TSFR3M+125 10/15/2030 144A                                                          | CUSIP: 04016QAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    325000 | PA      | $324012.00    | 0.14%             | 2030-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                  | SOLERA TERM B 1LN 06/02/2028                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     60000 | PA      | $58063.80     | 0.03%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                           | SNAP INC 6.875% 03/01/2033 144A                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20258.92     | 0.01%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1 LLC                                                                   | DLLMT 2024-1 LLC 4.84% 08/21/2028 144A                                                                  | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    117000 | PA      | $117762.88    | 0.05%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                      | BAT INTL FINANCE PLC 3.95% 06/15/2025 144A                                                              | CUSIP: 05530QAK6<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    186000 | PA      | $185905.68    | 0.08%             | 2025-06-15      | Fixed         | 0.04%                 | 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        |     29870 | PA      | $27984.36     | 0.01%             | 2028-02-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                 | BX TRUST 2025-ROIC B TSFR1M+149.33 03/15/2030 144A                                                      | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56000 | PA      | $55440.00     | 0.02%             | 2030-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 6.484%/VAR 10/24/2029                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    720000 | PA      | $759576.74    | 0.33%             | 2029-10-24      | Variable      | 0.06%                 | 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        |     10000 | PA      | $8588.22      | 0.00%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                  | JAPAN TOBACCO INC 5.21% 06/15/2030 144A                                                                 | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    232000 | PA      | $236764.21    | 0.10%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                          | IQVIA INC 5% 05/15/2027 144A                                                                            | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149035.52    | 0.06%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                         | PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A                                                         | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59751.13     | 0.03%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                 | BANCO SANTANDER SA 1.722%/VAR 09/14/2027                                                                | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $384500.15    | 0.17%             | 2027-09-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                      | VOLKSWAGEN GROUP AMER FIN LLC 3.95% 06/06/2025 144A                                                     | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274970.52    | 0.12%             | 2025-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 4.292%/VAR 09/12/2026                                                                 | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $339342.63    | 0.15%             | 2026-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                               | HOWARD MIDSTREAM ENERGY PARTNERS LLC 7.375% 07/15/2032 144A                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15523.28     | 0.01%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A                                                            | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252249.60    | 0.11%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                      | METHANEX CORP 5.125% 10/15/2027                                                                         | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $72379.35     | 0.03%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                       | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 03/01/2027 144A                         | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84882.69     | 0.04%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                           | EQT CORP 7.5% 06/01/2027 144A                                                                           | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86582.35     | 0.04%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORPORATION                                                    | ENVU TERM 1LN 10/04/2029                                                                                | CUSIP: N/A<br>LEI: 2549001LSO1ZBIPA5D65       | Long             | LON              | CORP              | US        |     54452 | PA      | $54304.49     | 0.02%             | 2029-10-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                                | MORTON TERM B 1LN 01/31/2029                                                                            | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4984.40      | 0.00%             | 2029-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                        | DEL MONTE TERM FLFO B 1LN 11/2/2028                                                                     | CUSIP: 24521WAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8611 | PA      | $7965.60      | 0.00%             | 2028-08-02      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                       | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                                 | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     59288 | PA      | $58851.21     | 0.03%             | 2028-12-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                                | ACRISURE LLC / ACRISURE FINANCE INC 8.25% 02/01/2029 144A                                               | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15511.80     | 0.01%             | 2029-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC                                                    | COGENT COMMUNICATIONS GROUP INC 7% 06/15/2027 144A                                                      | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60322.96     | 0.03%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                          | ESAB CORP 6.25% 04/15/2029 144A                                                                         | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122022.00    | 0.05%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISSAN MASTER OWNER TR RECEIVABLE                                                  | NISSAN MASTER OWNER TR RECEIVABLE 5.05% 02/15/2029 144A                                                 | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    113000 | PA      | $113698.36    | 0.05%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                                | OWENS and MINOR TERM B 1LN 04/02/2030                                                                   | CUSIP: 69073LAF7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | LON              | CORP              | US        |     10000 | PA      | $9925.00      | 0.00%             | 2030-04-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                           | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A                                             | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336602.02    | 0.15%             | 2026-12-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AVALARA INC                                                                        | AVALARA TERM B 1LN 3/26/2032                                                                            | CUSIP: 05338KAB3<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |     20000 | PA      | $19996.40     | 0.01%             | 2032-03-26      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                          | AMGEN INC 5.15% 03/02/2028                                                                              | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    761000 | PA      | $774914.09    | 0.34%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 A1                                                                    | FORDF 2025-1 A1 4.63% 04/15/2030                                                                        | CUSIP: 34529BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $331456.65    | 0.14%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                         | HPS CORPORATE LENDING FUND 5.3% 06/05/2027 144A                                                         | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    261000 | PA      | $260406.36    | 0.11%             | 2027-06-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 3.591%/VAR 07/22/2028                                                                    | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    360000 | PA      | $351975.25    | 0.15%             | 2028-07-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                       | SM ENERGY CO 6.625% 01/15/2027                                                                          | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30032.19     | 0.01%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                     | MORGAN STANLEY BK NA SALT LAKE 5.016%/VAR 01/12/2029                                                    | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    267000 | PA      | $269682.41    | 0.12%             | 2029-01-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1197905.58   | 0.52%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                    | STANDARD BUILDING SOLUTIONS INC 6.5% 08/15/2032 144A                                                    | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35545.20     | 0.02%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                 | MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027                                                        | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $289715.15    | 0.13%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 22 LTD                                                          | OHA CREDIT FUNDING 22 LTD A1 TSFR3M+ 07/20/2038 144A                                                    | CUSIP: 67121HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    431000 | PA      | $431468.93    | 0.19%             | 2038-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                      | HEWLETT PACKARD ENTERPRISE CO 4.4% 09/25/2027                                                           | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    159000 | PA      | $158793.24    | 0.07%             | 2027-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC             | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.25% 03/15/2026 144A            | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $108225.24    | 0.05%             | 2026-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                                                            | OLDCASTLE BUILDINGENVELOPE TERM B 1LN 04/29/2029                                                        | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54304 | PA      | $48859.84     | 0.02%             | 2029-04-29      | Variable      | 0.09%                 | 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        |     29370 | PA      | $27166.80     | 0.01%             | 2028-08-02      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                    | INTRAFI TERM B 1LN 07/31/2031                                                                           | CUSIP: 65343UAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24938 | PA      | $24946.98     | 0.01%             | 2031-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                   | GLENCORE FDG LLC 4.907% 04/01/2028 144A                                                                 | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190904.10    | 0.08%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                                            | EMPOWER FINANCE 2020 LP 1.357% 09/17/2027 144A                                                          | CUSIP: 29248HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $239956.32    | 0.10%             | 2027-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 1.197%/VAR 10/24/2026                                                       | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    346000 | PA      | $341125.53    | 0.15%             | 2026-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 5.516% 03/25/2027 144A                                                            | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354853.58    | 0.15%             | 2027-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 4.792%/VAR 05/09/2029 144A                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    680000 | PA      | $678852.19    | 0.30%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING TRUST 2024-3                                                       | OPORTUN FUNDING TRUST 2024-3 5.26% 08/15/2029 144A                                                      | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53042 | PA      | $53037.92     | 0.02%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                               | NEXTERA ENERGY OPERATING PARTNERS LP 8.375% 01/15/2031 144A                                             | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20885.90     | 0.01%             | 2031-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                         | MATTEL INC 5.875% 12/15/2027 144A                                                                       | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55192.50     | 0.02%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                       | JACKSON NATL LIFE GLOBAL FDG 4.6% 10/01/2029 144A                                                       | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    624000 | PA      | $617262.09    | 0.27%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL   | BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL 5.75% 05/15/2026 144A  | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $102038.65    | 0.04%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTST LINE CO                                                      | TRANS-ALLEGHENY INTST LINE CO 5.2% 01/15/2031 144A                                                      | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $263012.12    | 0.11%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 4.8% 09/19/2039 144A                                                   | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    305000 | PA      | $305389.42    | 0.13%             | 2039-09-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TESLA ELEC VEH TR 2023-1                                                           | TESLA ELEC VEH TR 2023-1 5.38% 06/20/2028 144A                                                          | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    184000 | PA      | $185417.35    | 0.08%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                      | INTERCONTINENTAL EXCHANGE INC 3.625% 09/01/2028                                                         | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389585.52    | 0.17%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                              | MICRON TECHNOLOGY INC 6.75% 11/01/2029                                                                  | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    240000 | PA      | $256583.88    | 0.11%             | 2029-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                 | REALTY INCOME CORP 2.1% 03/15/2028                                                                      | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    359000 | PA      | $337374.74    | 0.15%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                            | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 5% 03/27/2030 144A                                              | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    257000 | PA      | $258571.85    | 0.11%             | 2030-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                           | RTX CORP 5.75% 01/15/2029                                                                               | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88595.95     | 0.04%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L         | BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A       | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    349498 | PA      | $325213.03    | 0.14%             | 2046-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                                    | WESTERN-SOUTHERN GLOBAL FUNDING 4.9% 05/01/2030 144A                                                    | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90252.13     | 0.04%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                          | PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25862.60     | 0.01%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                          | CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A                                                         | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |     68634 | PA      | $69258.14     | 0.03%             | 2036-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAMELOT FIN S A                                                                    | CAMELOT FIN S A 4.5% 11/01/2026 144A                                                                    | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     24000 | PA      | $23866.04     | 0.01%             | 2026-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                | DOMINION ENERGY INC 1.45% 04/15/2026                                                                    | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    390000 | PA      | $379482.91    | 0.16%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHIL CHEM LLC /CHEV LP                                                     | CHEVRON PHIL CHEM LLC /CHEV LP 4.75% 05/15/2030 144A                                                    | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $77445.48     | 0.03%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    388000 | PA      | $382571.83    | 0.17%             | 2026-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |     88000 | PA      | $76865.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                   | CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A                                                           | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236000 | PA      | $233565.31    | 0.10%             | 2027-05-01      | Fixed         | 0.05%                 | 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        |     40000 | PA      | $38378.60     | 0.02%             | 2028-09-30      | Fixed         | 0.11%                 | 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        |     59447 | PA      | $53226.83     | 0.02%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS                                                                       | NEW FORTRESS 12% 11/15/2029 144A                                                                        | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54627 | PA      | $23436.55     | 0.01%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DRYDEN 68 CLO LTD                                                                  | DRYDEN 68 CLO LTD ARR TSFR3M+110 07/15/2035 144A                                                        | CUSIP: 26252QAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $373626.00    | 0.16%             | 2035-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 1.305%/VAR 02/02/2027 144A                                                                 | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    100000 | PA      | $97686.60     | 0.04%             | 2027-02-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC                                           | HAT HOLDINGS I LLC / II LLC 8% 06/15/2027 144A                                                          | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6175.50      | 0.00%             | 2027-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                  | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53333 | PA      | $53242.22     | 0.02%             | 2026-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                  | DB MASTER FIN LLC 2.045% 11/20/2051 144A                                                                | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    965000 | PA      | $924646.50    | 0.40%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                           | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5.125% 09/25/2027 144A                                         | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151478.34    | 0.07%             | 2027-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                        | HEXION TERM 1LN 03/15/2029                                                                              | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     54308 | PA      | $53910.79     | 0.02%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                       | NOVELIS CORP 3.25% 11/15/2026 144A                                                                      | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    102000 | PA      | $100049.71    | 0.04%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC 6.174%/VAR 01/09/2030                                                           | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    410000 | PA      | $422997.00    | 0.18%             | 2030-01-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                               | OLYMPUS WATER US HOLDING CORPORATION 7.25% 06/15/2031 144A                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40000.00     | 0.02%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TORY BURCH                                                                         | TORY BURCH TERM B 1LN 04/16/2028                                                                        | CUSIP: 89148GAF7<br>LEI: 549300GGL74W33KY2650 | Long             | LON              | CORP              | US        |     54295 | PA      | $53286.59     | 0.02%             | 2028-04-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                          | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 05/15/2028 144A                                         | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $107999.37    | 0.05%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 1.122%/VAR 01/28/2027                                                                     | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    375000 | PA      | $366086.55    | 0.16%             | 2027-01-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                      | LIVE NATION ENTERTAINMENT INC 4.75% 10/15/2027 144A                                                     | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    139000 | PA      | $136834.62    | 0.06%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 5.3% 04/05/2029                                                                            | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    136000 | PA      | $139005.70    | 0.06%             | 2029-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 5.373%/VAR 01/10/2029                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505656.41    | 0.22%             | 2029-01-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE MLP                                                      | PLAINS ALL AMERN PIPELINE MLP FRN TSFR3M+437.161 PERP                                                   | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |     55000 | PA      | $54625.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 4.994%/VAR 04/12/2029                                                                    | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    362000 | PA      | $365389.78    | 0.16%             | 2029-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                                    | CONSOLIDATED COMMUNICATIONS INC 5% 10/01/2028 144A                                                      | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80805.65     | 0.04%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                                | JAZZ SECURITIES DAC 4.375% 01/15/2029 144A                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     45000 | PA      | $43149.88     | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                               | ENEL FINANCE INTL NV 5.125% 06/26/2029 144A                                                             | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    360000 | PA      | $364463.24    | 0.16%             | 2029-06-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                       | ROCKIES EXPRESS PIPELINE LLC 6.75% 03/15/2033 144A                                                      | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20598.94     | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.786%/VAR 03/04/2029                                                                     | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    520000 | PA      | $520707.05    | 0.23%             | 2029-03-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CPI ACQUISITION INC                                                                | CPI ACQUISITION INC 10% 07/15/2029 144A                                                                 | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10550.00     | 0.00%             | 2029-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                           | ACURIS FIN US/ACURIS FIN 9% 08/01/2029 144A                                                             | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30654.66     | 0.01%             | 2029-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A                                                        | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    552000 | PA      | $552699.37    | 0.24%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Arc Falcon I Inc                                                                   | ARCLIN TERM B 1LN 09/30/2028                                                                            | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54299 | PA      | $54273.88     | 0.02%             | 2028-09-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                           | AMPHENOL CORPORATION NEW 5.05% 04/05/2029                                                               | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83827.58     | 0.04%             | 2029-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                                      | SUMMIT MIDSTREAM HOLDINGS LLC 8.625% 10/31/2029 144A                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10022.44     | 0.00%             | 2029-10-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                               | ONEMAIN FINANCE CORP 3.5% 01/15/2027                                                                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72666.90     | 0.03%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 5.05% 07/12/2027                                                                           | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506448.68    | 0.22%             | 2027-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                            | TGS ASA 8.5% 01/15/2030 144A                                                                            | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |     15000 | PA      | $15262.50     | 0.01%             | 2030-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                                | SCIH SALT HLDGS INC 6.625% 05/01/2029 144A                                                              | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $93204.98     | 0.04%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP/SEALED AIR CORP US                                                 | SEALED AIR CORP/SEALED AIR CORP US 6.125% 02/01/2028 144A                                               | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12134.24     | 0.01%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                                              | ENTERPRISE FLEET FINANCING 2024-3 LLC 4.98% 08/21/2028 144A                                             | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    206000 | PA      | $207693.03    | 0.09%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                  | ARES CAPITAL CORP 3.25% 07/15/2025                                                                      | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249446.97    | 0.11%             | 2025-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                                                            | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $313854.92    | 0.14%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 4.5% 08/01/2039#FM1353                                                                        | CUSIP: 3140X4QF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21264 | PA      | $20864.41     | 0.01%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC 3.45% 06/02/2025                                                                | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    465000 | PA      | $465000.00    | 0.20%             | 2025-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP                                                                       | SANDISK TERM B 1LN 2/20/2032                                                                            | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $39400.00     | 0.02%             | 2032-02-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                 | RGA GLOBAL FUNDING 2% 11/30/2026 144A                                                                   | CUSIP: 76209PAA1<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    273000 | PA      | $263159.75    | 0.11%             | 2026-11-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RMF BUYOUT ISSUANCE TRUST 2021                                                     | RMF BUYOUT ISSUANCE TRUST 2021 1.268% 11/25/2031 144A                                                   | CUSIP: 74969TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5142 | PA      | $5123.32      | 0.00%             | 2031-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                                | SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A                                                              | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $14875.00     | 0.01%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 3.125% 03/15/2027                                                                               | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1413278.17   | 0.61%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    182000 | PA      | $184640.51    | 0.08%             | 2031-04-22      | Variable      | 0.05%                 | 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        |     60000 | PA      | $63620.28     | 0.03%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                                 | REDFIN CORP CONV 0.5% 04/01/2027                                                                        | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |     76000 | PA      | $67548.80     | 0.03%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 5.13% 03/15/2029 144A                                                  | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    360000 | PA      | $363819.53    | 0.16%             | 2029-03-15      | Fixed         | 0.05%                 | 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        |     55000 | PA      | $50778.20     | 0.02%             | 2031-06-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                   | TKC HOLDINGS INC 10.5% 05/15/2029 144A                                                                  | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154201.80    | 0.07%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                                  | WASTE PRO USA INC 7% 02/01/2033 144A                                                                    | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15379.94     | 0.01%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                 | MITSUBISHI UFJ FIN GRP INC 1.64%/VAR 10/13/2027                                                         | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    160000 | PA      | $153658.11    | 0.07%             | 2027-10-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                      | GOLDEN NUGGET TERM 1LN 01/27/2029                                                                       | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $19870.80     | 0.01%             | 2029-01-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.323%/VAR 04/26/2028                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    590000 | PA      | $587395.82    | 0.26%             | 2028-04-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LRS HOLDINGS LLC                                                                   | LAKESHORE RECYCLING TERM B 1LN 08/31/2028                                                               | CUSIP: 50205HAC4<br>LEI: 2549000MQSLNQZB32779 | Long             | LON              | CORP              | US        |     54298 | PA      | $53483.98     | 0.02%             | 2028-08-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                            | WESTERN GAS PARTNERS LP 4.65% 07/01/2026                                                                | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52851.92     | 0.02%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                             | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 2.061% 12/15/2026                                             | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $128223.85    | 0.06%             | 2026-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 5% 02/20/2026                                                                           | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350479.61    | 0.15%             | 2026-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                        | ROYAL CARIBBEAN CRUISES LTD 5.5% 08/31/2026 144A                                                        | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     73000 | PA      | $73010.44     | 0.03%             | 2026-08-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                 | CLEAR CHANNEL OUTDOOR HOLDINGS INC 9% 09/15/2028 144A                                                   | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    101000 | PA      | $105781.14    | 0.05%             | 2028-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LTD / SLAM 2021-1 LLC                                                  | SLAM 2021-1 LTD / SLAM 2021-1 LLC 2.434% 06/15/2046 144A                                                | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1209075 | PA      | $1124619.12   | 0.49%             | 2046-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                                 | ARCHROCK PARTNERS LP / FIN CORP 6.625% 09/01/2032 144A                                                  | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15078.90     | 0.01%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2 LTD                                              | PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A                                    | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    227229 | PA      | $227265.09    | 0.10%             | 2033-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST 2020                                                           | COMM MORTGAGE TRUST 2020 1.67% 01/10/2038 144A                                                          | CUSIP: 12598EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $593242.00    | 0.26%             | 2038-01-10      | Fixed         | 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        |     15000 | PA      | $14825.79     | 0.01%             | 2031-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 3.65% 04/05/2027                                                               | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1136754.73   | 0.49%             | 2027-04-05      | Fixed         | 0.04%                 | 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        |     30000 | PA      | $30529.14     | 0.01%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC                                          | FLATIRON CLO 20 LTD / LLC AR TSFR3M+138 05/20/2036 144A                                                 | CUSIP: 33883MAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250434.00    | 0.11%             | 2036-05-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MTR CR CO LLC 5.85% 05/17/2027                                                                     | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499299.60    | 0.22%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    227000 | PA      | $230699.42    | 0.10%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                                             | CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A                                            | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72000 | PA      | $72462.99     | 0.03%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2023-3                                                | UPSTART SECURITIZATION TRUST 2023-3 A 6.9% 10/20/2033 144A                                              | CUSIP: 91684MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76774 | PA      | $77246.40     | 0.03%             | 2033-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                          | GARDA WORLD SECURITY CORP 8.25% 08/01/2032 144A                                                         | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14935.16     | 0.01%             | 2032-08-01      | Fixed         | 0.08%                 | 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        |     80000 | PA      | $78337.21     | 0.03%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 5.9% 11/15/2026                                                                            | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    857000 | PA      | $871434.28    | 0.38%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JDE PEETS BV                                                                       | JDE PEETS BV 1.375% 01/15/2027 144A                                                                     | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    344000 | PA      | $324809.84    | 0.14%             | 2027-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                    | BAE SYSTEMS PLC 5.125% 03/26/2029 144A                                                                  | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203741.76    | 0.09%             | 2029-03-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MTR CR CO LLC 5.875% 11/07/2029                                                                    | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    470000 | PA      | $464108.58    | 0.20%             | 2029-11-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                           | AES CORP 5.45% 06/01/2028                                                                               | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1428431.72   | 0.62%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 6.848%/VAR 01/03/2030                                                                     | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313205.56    | 0.14%             | 2030-01-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                    | GEN DIGITAL INC 6.25% 04/01/2033 144A                                                                   | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25277.58     | 0.01%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                          | TORONTO DOMINION BANK 4.783% 12/17/2029                                                                 | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    359000 | PA      | $360390.95    | 0.16%             | 2029-12-17      | Fixed         | 0.05%                 | 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        |     30000 | PA      | $30556.89     | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPER LLC/NGL ENERGY FIN CORP                                            | NGL ENERGY OPER LLC/FIN CORP 8.125% 02/15/2029 144A                                                     | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $78198.52     | 0.03%             | 2029-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                                | OWENS and MINOR INC 10% 04/15/2030 144A                                                                 | CUSIP: 690732AH5<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20889.68     | 0.01%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.25% 01/31/2030                                                                              | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5231400 | PA      | $5295975.09   | 2.30%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                         | PHINIA INC 6.75% 04/15/2029 144A                                                                        | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10221.12     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                            | HYUNDAI CAP AMER 5.6% 03/30/2028 144A                                                                   | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    440000 | PA      | $447981.25    | 0.19%             | 2028-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                                       | SIX FLAGS ENTERTAINMENT CORP 5.5% 04/15/2027 144A                                                       | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59866.24     | 0.03%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                          | CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A                                                         | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |     53384 | PA      | $54030.12     | 0.02%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 21-GS5                                                 | LEGACY MORTGAGE ASSET TRUST 21-GS5 VAR 07/25/2067 144A                                                  | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    388544 | PA      | $386242.11    | 0.17%             | 2067-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                        | MCAFEE CORP 7.375% 02/15/2030 144A                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13870.30     | 0.01%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP LP                                                          | FLYNN RESTAURANT TERM B 1LN 01/28/2032                                                                  | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |     25000 | PA      | $24775.00     | 0.01%             | 2032-01-28      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-X2                                          | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 5.22% 12/17/2029 144A                                         | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    237126 | PA      | $237201.55    | 0.10%             | 2029-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                      | COMMSCOPE INC 9.5% 12/15/2031 144A                                                                      | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    149000 | PA      | $154873.28    | 0.07%             | 2031-12-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                            | CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A                                                           | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340224 | PA      | $327561.83    | 0.14%             | 2061-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                            | CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A                                                           | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    484805 | PA      | $481212.23    | 0.21%             | 2060-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                                | NOVA CHEMICALS CORP 5.25% 06/01/2027 144A                                                               | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $69889.57     | 0.03%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.603%/VAR 10/22/2030                                                             | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497039.42    | 0.22%             | 2030-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2025-VTT                                                   | WELLS FARGO COML MTG TR 2025-VTT A VAR 03/15/2038 144A                                                  | CUSIP: 94990GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104000 | PA      | $103690.74    | 0.05%             | 2038-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                 | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                                  | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383000 | PA      | $380127.50    | 0.17%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                                                       | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    905000 | PA      | $875404.13    | 0.38%             | 2027-07-22      | Variable      | 0.02%                 | 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        |     25000 | PA      | $21132.75     | 0.01%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMPIRE TODAY IP, LLC                                                               | EMPIRE TODAY TERM EXCH 1ST OUT TLB 1LN 8/3/2029                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6533 | PA      | $5879.57      | 0.00%             | 2029-08-03      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 5% 03/01/2028                                                                                   | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227371.69    | 0.10%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2019-III                                                           | BARINGS CLO LTD 2019-III A1RR TSFR3M+114 01/20/2036 144A                                                | CUSIP: 06761KAW1<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $199919.60    | 0.09%             | 2036-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                         | TRONOX INC 4.625% 03/15/2029 144A                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20901.43     | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                             | MPT OPER PARTNERSHIP LP/CORP 8.5% 02/15/2032 144A                                                       | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30751.32     | 0.01%             | 2032-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                  | INTERNATIONAL GAME TECHNOLOGY PLC 4.125% 04/15/2026 144A                                                | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     74000 | PA      | $73451.73     | 0.03%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LANDSEA HOMES CORP                                                                 | LANDSEA HOMES CORP 8.875% 04/01/2029 144A                                                               | CUSIP: 51509PAA1<br>LEI: 549300RP8AZAKHNILS36 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15621.48     | 0.01%             | 2029-04-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                     | BLACKSTONE PRIVATE CREDIT FUND 7.3% 11/27/2028                                                          | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    506000 | PA      | $535852.25    | 0.23%             | 2028-11-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                            | GA GLOBAL FUNDING TRUST 5.4% 01/13/2030 144A                                                            | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    336000 | PA      | $341557.61    | 0.15%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                        | IMPERIAL BRANDS FINANCE PLC 6.125% 07/27/2027 144A                                                      | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $451442.35    | 0.20%             | 2027-07-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 6% 05/13/2030                                                              | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $206000.00    | 0.09%             | 2030-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                               | SEADRILL FINANCE LTD 8.375% 08/01/2030 144A                                                             | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |     80000 | PA      | $78379.09     | 0.03%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                           | SENSATA TECHNOLOGIES INC 6.625% 07/15/2032 144A                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232057.35    | 0.10%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                         | PINNACLE WEST CAPITAL CORP 4.9% 05/15/2028                                                              | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    136000 | PA      | $137042.28    | 0.06%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM INC 5.5% 11/15/2027                                                                           | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    282000 | PA      | $281779.40    | 0.12%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                              | TENET HEALTHCARE CORP 5.125% 11/01/2027                                                                 | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    209000 | PA      | $207700.50    | 0.09%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                        | PACIFIC GAS and ELECTRIC CO 2.1% 08/01/2027                                                             | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    950000 | PA      | $896387.91    | 0.39%             | 2027-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                              | ELLUCIAN TERM 2LN 11/22/2032                                                                            | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     10000 | PA      | $10112.50     | 0.00%             | 2032-11-22      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                            | GENESEE and WYOMING TERM B 1LN 04/10/2031                                                               | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |     39800 | PA      | $39593.44     | 0.02%             | 2031-04-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 5.9%/VAR 10/28/2026                                                               | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    390000 | PA      | $391678.92    | 0.17%             | 2026-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                         | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                           | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |     62000 | PA      | $61701.02     | 0.03%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                        | ROYAL CARIBBEAN CRUISES LTD 5.5% 04/01/2028 144A                                                        | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    120000 | PA      | $120290.45    | 0.05%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 5.174%/VAR 02/13/2030                                                                     | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    610000 | PA      | $617838.37    | 0.27%             | 2030-02-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                        | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.809% 05/08/2027                                           | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    318000 | PA      | $323231.42    | 0.14%             | 2027-05-08      | Fixed         | 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        |     20000 | PA      | $20391.42     | 0.01%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                     | BLACKSTONE PRIVATE CREDIT FUND 3.25% 03/15/2027                                                         | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $725143.97    | 0.32%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                   | GGAM FINANCE LTD 7.75% 05/15/2026 144A                                                                  | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    120000 | PA      | $121153.44    | 0.05%             | 2026-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                   | GENUINE PARTS CO 4.95% 08/15/2029                                                                       | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504469.69    | 0.22%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                       | UNIVISION TERM B 1LN 01/31/2029                                                                         | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    157964 | PA      | $153620.33    | 0.07%             | 2029-01-31      | Variable      | 0.08%                 | 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        |     30000 | PA      | $30822.78     | 0.01%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BUCKHORN PARK CLO LTD                                                              | BUCKHORN PARK CLO LTD ARR TSFR3M+107 07/18/2034 144A                                                    | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    421000 | PA      | $420286.41    | 0.18%             | 2034-07-18      | Variable      | 0.05%                 | 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        |    167000 | PA      | $164559.31    | 0.07%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2019-NQM4                                                | NEW RESIDENTIAL MTG LN TR 2019-NQM4 3.5% 08/25/2059 144A                                                | CUSIP: 64830MAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42238 | PA      | $38792.28     | 0.02%             | 2059-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                              | GFL ENVIRONMENTAL INC 4% 08/01/2028 144A                                                                | CUSIP: 36168QAL8<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $120164.24    | 0.05%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                       | BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A                                                             | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164492 | PA      | $164697.39    | 0.07%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                   | GLENCORE FDG LLC 5.338% 04/04/2027 144A                                                                 | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353895.39    | 0.15%             | 2027-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FINANCIAL CORP 7.149%/VAR 10/29/2027                                                        | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    505000 | PA      | $520977.98    | 0.23%             | 2027-10-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                             | CDW LLC / CDW FIN CORP 5.1% 03/01/2030                                                                  | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129823.85    | 0.06%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 4.972%/VAR 05/16/2029                                                                      | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $301350.50    | 0.13%             | 2029-05-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                         | MIZUHO FINL GROUP INC 5.667%/VAR 05/27/2029                                                             | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $257726.21    | 0.11%             | 2029-05-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2017-C1                                                               | BBCMS MTG TR 2017-C1 ASB 3.488% 02/15/2050                                                              | CUSIP: 07332VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284414 | PA      | $280728.97    | 0.12%             | 2050-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                     | FORD CR FLOORPLN MAST OWN TR A 5.48% 04/15/2029 144A                                                    | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    192000 | PA      | $194391.76    | 0.08%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                      | PARKLAND CORP 6.625% 08/15/2032 144A                                                                    | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50110.95     | 0.02%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC                                    | MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A                          | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    372000 | PA      | $370766.82    | 0.16%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 FINANCING INC 11% 11/15/2029 144A                                                               | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5672.08      | 0.00%             | 2029-11-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28                        | MSBAM 2016-C28 3.272% 01/15/49                                                                          | CUSIP: 61766LBR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106361 | PA      | $105441.57    | 0.05%             | 2049-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                                       | NEW GOLD INC 6.875% 04/01/2032 144A                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20430.34     | 0.01%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC                          | TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC AR TSFR3M+119.161 07/15/2030 144A             | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    351648 | PA      | $351669.30    | 0.15%             | 2030-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                            | BAYER US FIN II LLC 4.25% 12/15/2025 144A                                                               | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179330.70    | 0.08%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                               | CLEVELAND-CLIFFS INC 6.875% 11/01/2029 144A                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17665.62     | 0.01%             | 2029-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                            | INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A                                                          | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10189.35     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                     | AIR LEASE CORP 2.2% 01/15/2027                                                                          | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $260110.36    | 0.11%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                                                                  | DARKTRACE TERM 1LN 10/09/2031                                                                           | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $29976.00     | 0.01%             | 2031-10-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST 2021-SP1                                                   | NEW YORK MORTGAGE TRUST 2021-SP1 4.6696% 08/25/2061 144A                                                | CUSIP: 62955RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    132986 | PA      | $132329.60    | 0.06%             | 2061-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2021-8                                                            | ANGEL OAK MTG TR 2021-8 1.82% 12/01/2025 144A                                                           | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    323992 | PA      | $285139.76    | 0.12%             | 2066-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                              | AECOM 5.125% 03/15/2027                                                                                 | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86923.70     | 0.04%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                 | REALTY INCOME CORP 2.2% 06/15/2028                                                                      | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22469.80     | 0.01%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                                 | BAYTEX ENERGY CORP 7.375% 03/15/2032 144A                                                               | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $18155.15     | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                                           | TURNING POINT BRANDS INC 7.625% 03/15/2032 144A                                                         | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17875.77     | 0.01%             | 2032-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURANCE MANAGMENT INC                                          | JONES DESLAURIERS INSURANCE MANAGMENT INC 10.5% 12/15/2030 144A                                         | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5363.63      | 0.00%             | 2030-12-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                    | KRONOS ACQUISITION HOLDINGS INC 8.25% 06/30/2031 144A                                                   | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13120.04     | 0.01%             | 2031-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SOLENIS HOLDINGS LTD                                                               | SOLENIS TERM B6 1LN 6/20/2031                                                                           | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50492 | PA      | $50107.06     | 0.02%             | 2031-06-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                      | LGI HOMES INC 7% 11/15/2032 144A                                                                        | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32502.40     | 0.01%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                              | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                             | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22680.84     | 0.01%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                            | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                           | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5081.95      | 0.00%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                         | MIZUHO FINL GROUP INC 1.234%/VAR 05/22/2027                                                             | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     80000 | PA      | $77426.42     | 0.03%             | 2027-05-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2021-IP                                                        | GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A                                                           | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $188812.50    | 0.08%             | 2036-10-15      | Variable      | 0.05%                 | 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        |     54450 | PA      | $50665.73     | 0.02%             | 2030-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                           | HAH GROUP HOLDING CO LLC 9.75% 10/01/2031 144A                                                          | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4979.68      | 0.00%             | 2031-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 4.75% 06/09/2027                                                                          | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1556815.28   | 0.68%             | 2027-06-09      | Fixed         | 0.05%                 | 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        |     45000 | PA      | $29585.05     | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                         | NUVEEN LLC 5.55% 01/15/2030 144A                                                                        | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $69181.65     | 0.03%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 4.8% 11/15/2029                                                                        | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    169000 | PA      | $169941.60    | 0.07%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                                 | BX TRUST 2025-DIME A TSFR1M+115 02/15/2035 144A                                                         | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $119550.00    | 0.05%             | 2035-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                                   | FLATIRON CLO LTD AR2 TSFR3M+118 11/16/2034 144A                                                         | CUSIP: 33883JAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    659166 | PA      | $659656.82    | 0.29%             | 2034-11-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                      | DTE ENERGY CO 5.2% 04/01/2030                                                                           | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    689000 | PA      | $700812.40    | 0.30%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                       | NCL CORP LTD 6.25% 03/01/2030 144A                                                                      | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $49464.36     | 0.02%             | 2030-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAST and CREW PAYROLL LLC                                                          | CAST and CREW TERM B 1LN 12/29/2028                                                                     | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |     29846 | PA      | $27569.98     | 0.01%             | 2028-12-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 5.721%/VAR 06/05/2030                                                          | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $515809.95    | 0.22%             | 2030-06-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 4.95% 03/15/2028                                                                       | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375506.09    | 0.16%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                 | LUMEN TECHNOLOGIES TERM B2 1LN SUPER_PRIORITY 04/15/2030                                                | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     25000 | PA      | $24725.75     | 0.01%             | 2030-04-15      | Variable      | 0.07%                 | 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        |     10000 | PA      | $10372.99     | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                        | NATIONWIDE BUILDING SOC(UNGTD) 6.557%/VAR 10/18/2027 144A                                               | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $409578.20    | 0.18%             | 2027-10-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 TERM B 1LN 3/27/2032                                                                            | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     10000 | PA      | $10050.00     | 0.00%             | 2032-03-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                          | CAESARS ENTERTAINMENT INC 6% 10/15/2032 144A                                                            | CUSIP: 12769GAD2<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57557.29     | 0.03%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMPIRE TODAY IP, LLC                                                               | EMPIRE TODAY TERM NEW $1ST OUT TLA 1LN 8/3/2029                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12397 | PA      | $11157.72     | 0.00%             | 2029-08-03      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA LLC / ARU FIN CORP                                          | ASCENT RESOURCES UTICA LLC / ARU FIN CORP 6.625% 10/15/2032 144A                                        | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5028.87      | 0.00%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 6.125%/VAR PERP                                                           | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     10000 | PA      | $9755.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028                                                                  | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1062000 | PA      | $1072953.96   | 0.47%             | 2028-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                                | PUBLIC SVC ENTERPRISE GRP INC 4.9% 03/15/2030                                                           | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    491000 | PA      | $494345.57    | 0.21%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                     | SABRE GLBL INC 8.625% 06/01/2027 144A                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58611.68     | 0.03%             | 2027-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                          | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 4.911% 09/01/2027 144A                                        | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    529000 | PA      | $529373.23    | 0.23%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                               | LIFEPOINT HEALTH INC 11% 10/15/2030 144A                                                                | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15390.77     | 0.01%             | 2030-10-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                               | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                                 | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $93808.19     | 0.04%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                                                              | HOLCIM FINANCE US LLC 4.7% 04/07/2028 144A                                                              | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    168000 | PA      | $168859.34    | 0.07%             | 2028-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                             | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 8.625% 03/15/2029 144A                           | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $70425.42     | 0.03%             | 2029-03-15      | Fixed         | 0.09%                 | 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        |     20000 | PA      | $19121.67     | 0.01%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                          | AMERICAN ROCK SALT TERM 1ST OUT TL B 1LN 6/9/2028                                                       | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |     14741 | PA      | $14740.55     | 0.01%             | 2028-06-09      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-TY                                                                  | BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A                                                         | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566000 | PA      | $565823.13    | 0.25%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                            | HYUNDAI CAP AMER 5.8% 06/26/2025 144A                                                                   | CUSIP: 44891ACF2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280127.63    | 0.12%             | 2025-06-26      | Fixed         | 0.06%                 | 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        |    110000 | PA      | $104240.40    | 0.05%             | 2030-10-08      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 2.35% 02/26/2027                                                               | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    910000 | PA      | $870604.39    | 0.38%             | 2027-02-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                             | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 7.125% 03/15/2029 144A                           | CUSIP: 91740PAG3<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23361.47     | 0.01%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                | CALPINE CORPORATION 5.125% 03/15/2028 144A                                                              | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64435.01     | 0.03%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                     | PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029                                                         | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    487000 | PA      | $460553.43    | 0.20%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                                           | BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A                                                | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39384 | PA      | $39383.99     | 0.02%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                            | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 4.6% 04/01/2027 144A                                            | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    396000 | PA      | $395844.83    | 0.17%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LP                                                         | TRANSMONTAIGNE PARTNERS LP 8.5% 06/15/2030 144A                                                         | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20416.92     | 0.01%             | 2030-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                       | DNB BANK ASA 1.535%/VAR 05/25/2027 144A                                                                 | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    381000 | PA      | $369557.77    | 0.16%             | 2027-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN                 | NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN AR TSFR3M+125 07/23/2036 144A        | CUSIP: 64134VAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    364000 | PA      | $364070.25    | 0.16%             | 2036-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                       | INSULET CORP 6.5% 04/01/2033 144A                                                                       | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10282.56     | 0.00%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                 | BANCO SANTANDER SA 5.365%/VAR 07/15/2028                                                                | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $203012.36    | 0.09%             | 2028-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2022-DKLX                                                   | BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+115 01/15/2039 144A                                             | CUSIP: 05530SAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157802 | PA      | $157209.89    | 0.07%             | 2039-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                           | CONSTELLATION BRANDS INC 3.6% 02/15/2028                                                                | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    740000 | PA      | $723554.84    | 0.31%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 2.45% 07/15/2028                                                                           | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156568.49    | 0.07%             | 2028-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC / CDK GLO                                                       | CNT PRNT/CDK GLO II/FIN 8% 06/15/2029 144A                                                              | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $30455.59     | 0.01%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                                   | AMERITEX HOLDCO INTERMEDIATE LLC 10.25% 10/15/2028 144A                                                 | CUSIP: 030727AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $84882.72     | 0.04%             | 2028-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 5.34% 06/15/2028 144A                                                  | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    425000 | PA      | $428250.70    | 0.19%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 6.85%/VAR PERP                                                            | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     35000 | PA      | $35289.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FLATIRON CLO 23 LLC                                                                | FLATIRON CLO 23-1A AR LLC TSFR3M+124 04/17/2036 144A                                                    | CUSIP: 33883DAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    541000 | PA      | $541000.00    | 0.24%             | 2036-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                         | FIRST QUANTUM MINERALS LTD 8% 03/01/2033 144A                                                           | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $5954.07      | 0.00%             | 2033-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                  | IRON MTN INC 4.875% 09/15/2027 144A                                                                     | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59288.96     | 0.03%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                      | CARNIVAL CORP 5.875% 06/15/2031 144A                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     35000 | PA      | $35021.00     | 0.02%             | 2031-06-15      | Fixed         | 0.06%                 | 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        |     45000 | PA      | $38814.64     | 0.02%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                              | AMERICAN AIRLINES INC 7.25% 02/15/2028 144A                                                             | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80799.69     | 0.04%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 4.7% 04/02/2027                                                                        | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    540000 | PA      | $541099.34    | 0.24%             | 2027-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                           | NATIONSTAR MTG HLDGS INC 6.5% 08/01/2029 144A                                                           | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25463.10     | 0.01%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                                             | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A                                  | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442485 | PA      | $441378.75    | 0.19%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                           | VISTRA OPERATIONS CO LLC 5.05% 12/30/2026 144A                                                          | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114297.31    | 0.05%             | 2026-12-30      | Fixed         | 0.05%                 | 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        |     42000 | PA      | $43711.33     | 0.02%             | 2031-10-01      | Fixed         | 0.08%                 | 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        |     15000 | PA      | $14890.37     | 0.01%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                      | VOLKSWAGEN GROUP AMER FIN LLC 4.35% 06/08/2027 144A                                                     | CUSIP: 928668BS0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315773.80    | 0.14%             | 2027-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.625% 04/30/2029                                                                             | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4126900 | PA      | $4231523.35   | 1.84%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                   | BRIXMOR OPERATING PARTNERSHIP LP 2.25% 04/01/2028                                                       | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    177000 | PA      | $165857.31    | 0.07%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                  | MACQUARIE AIRFINANCE HOLDINGS LTD 8.125% 03/30/2029 144A                                                | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $125576.64    | 0.05%             | 2029-03-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FINANCIAL CORP 5.468%/VAR 02/01/2029                                                        | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763325.09    | 0.33%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                         | WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027                                                            | CUSIP: 94767KAP6<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      4974 | PA      | $4945.36      | 0.00%             | 2027-10-30      | Variable      | 0.09%                 | 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        |    345000 | PA      | $343994.46    | 0.15%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                            | XPO INC 6.25% 06/01/2028 144A                                                                           | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60599.46     | 0.03%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017                                                       | WELLS FARGO COML MTG TR 2017-RC1 ASB 3.453% 01/15/2060                                                  | CUSIP: 95001FAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59676 | PA      | $59278.74     | 0.03%             | 2060-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                        | CHEMOURS CO 5.375% 05/15/2027                                                                           | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53840.02     | 0.02%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT TR 2024-EXTR                                                                   | EQT TR 2024-EXTR A VAR 07/05/2041 144A                                                                  | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406000 | PA      | $411028.96    | 0.18%             | 2041-07-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 4.899%/VAR 03/03/2029                                                                 | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    408000 | PA      | $408927.59    | 0.18%             | 2029-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                      | CORECIVIC INC 8.25% 04/15/2029                                                                          | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15854.01     | 0.01%             | 2029-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 5.8% 06/23/2028                                                                | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    950000 | PA      | $969726.17    | 0.42%             | 2028-06-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 TR                                                                    | AASET 2021-1 TR 2.95% 11/16/2041 144A                                                                   | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    117265 | PA      | $110326.60    | 0.05%             | 2041-11-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                               | HOWMET AEROSPACE INC 5.9% 02/01/2027                                                                    | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32733.60     | 0.01%             | 2027-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 5.875% 02/15/2026                                                                               | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55114.24     | 0.02%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 1.887%/VAR 06/07/2029                                                             | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231082.43    | 0.10%             | 2029-06-07      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                               | EDISON INTERNATIONAL 7.875%/VAR 06/15/2054                                                              | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24053.07     | 0.01%             | 2054-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                  | KOSMOS ENERGY LTD 7.75% 05/01/2027 144A                                                                 | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8685.80      | 0.00%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B2 MTG TR                                                           | BENCHMARK MTG TR 2018-B2 A2 3.6623% 02/15/2051                                                          | CUSIP: 08161CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       144 | PA      | $142.12       | 0.00%             | 2051-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                              | AIRCASTLE LTD / AIRCASTLE IRELAND DAC 5.25% 03/15/2030 144A                                             | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    327000 | PA      | $325510.96    | 0.14%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                        | IMPERIAL BRANDS FINANCE PLC 5.5% 02/01/2030 144A                                                        | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $408672.18    | 0.18%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                    | MURPHY OIL CORP 6% 10/01/2032                                                                           | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13985.36     | 0.01%             | 2032-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARIS WATER HOLDINGS LLC                                                            | ARIS WATER HOLDINGS LLC 7.25% 04/01/2030 144A                                                           | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30162.24     | 0.01%             | 2030-04-01      | Fixed         | 0.07%                 | 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        |     10000 | PA      | $7533.05      | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                    | DANSKE BANK AS (UNGTD) 4.298%/VAR 04/01/2028 144A                                                       | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    620000 | PA      | $615377.49    | 0.27%             | 2028-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                               | WESTERN UN CO 1.35% 03/15/2026                                                                          | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272246.20    | 0.12%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                       | AUTOZONE INC 5.165% 06/15/2030                                                                          | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101579.91    | 0.04%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                     | PLAINS ALL AM PIPELN/PAA FIN C 3.8% 09/15/2030                                                          | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $212462.12    | 0.09%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 2.475%/VAR 01/21/2028                                                                    | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1361235.29   | 0.59%             | 2028-01-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 3.073%/VAR 05/22/2028                                                                 | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $281249.99    | 0.12%             | 2028-05-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                  | NEWELL BRANDS INC 8.5% 06/01/2028 144A                                                                  | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31036.47     | 0.01%             | 2028-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                             | PATRICK INDUSTRIES INC 6.375% 11/01/2032 144A                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24641.31     | 0.01%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                   | CROWN CASTLE INC 1.35% 07/15/2025                                                                       | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26881.40     | 0.01%             | 2025-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 5.5% 06/01/2027                                                                      | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1104733.56   | 0.48%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                            | HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A                                                            | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     65000 | PA      | $66074.45     | 0.03%             | 2029-06-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                   | ALTICE USA TERM B6 1LN 01/18/2028                                                                       | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     55000 | PA      | $54243.75     | 0.02%             | 2028-01-18      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                     | US BANCORP DEL 4.653%/VAR 02/01/2029                                                                    | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500867.56    | 0.22%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                       | FOCUS FINANCIAL PARTNERS LLC 6.75% 09/15/2031 144A                                                      | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25290.90     | 0.01%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                                                  | CHASE ISSUANCE TR 5.08% 09/15/2030                                                                      | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    536000 | PA      | $548974.04    | 0.24%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                           | COTY INC 5% 04/15/2026 144A                                                                             | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41860.58     | 0.02%             | 2026-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC          | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 6.625% 01/15/2032 144A        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14980.95     | 0.01%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                       | UNIVISION COMMUNICATIONS INC 8% 08/15/2028 144A                                                         | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105067.20    | 0.05%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2023-3                                                | DELL EQUIPMENT FINANCE TRUST 2023-3 A3 5.93% 04/23/2029 144A                                            | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    191014 | PA      | $192038.69    | 0.08%             | 2029-04-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                    | WHP TERM B 1LN 02/20/2032                                                                               | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |     55000 | PA      | $54467.05     | 0.02%             | 2032-02-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                      | UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A                                                    | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50680.45     | 0.02%             | 2034-03-15      | Fixed         | 0.06%                 | 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        |    260000 | PA      | $262586.38    | 0.11%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                    | PHILIP MORRIS INTL INC 4.125% 04/28/2028                                                                | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    680000 | PA      | $675654.08    | 0.29%             | 2028-04-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                             | DIAMONDBACK ENERGY INC 5.2% 04/18/2027                                                                  | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    352000 | PA      | $355373.94    | 0.15%             | 2027-04-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TR 2023-B                                                          | ARI FLEET LEASE TR 2023-B 6.05% 07/15/2032 144A                                                         | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    163017 | PA      | $164235.50    | 0.07%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                              | NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A                                                              | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     45000 | PA      | $37593.13     | 0.02%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                        | CHEMOURS CO 5.75% 11/15/2028 144A                                                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89540.58     | 0.04%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                | KINETIK HOLDINGS LP 6.625% 12/15/2028 144A                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76488.95     | 0.03%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                        | MERCHANTS FLEET FUNDING LLC 5.82% 04/20/2037 144A                                                       | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     93712 | PA      | $94284.71     | 0.04%             | 2037-04-20      | Fixed         | 0.06%                 | 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        |     22000 | PA      | $21289.86     | 0.01%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FINANCIAL CORP 4.985%/VAR 07/24/2026                                                        | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    228000 | PA      | $227998.21    | 0.10%             | 2026-07-24      | Variable      | 0.05%                 | 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        |      5000 | PA      | $5190.77      | 0.00%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                       | JACKSON NATL LIFE GLOBAL FDG 5.55% 07/02/2027 144A                                                      | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    948000 | PA      | $963829.29    | 0.42%             | 2027-07-02      | Fixed         | 0.06%                 | 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        |     75000 | PA      | $75738.30     | 0.03%             | 2028-03-01      | Fixed         | 0.06%                 | 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        |     55000 | PA      | $51856.14     | 0.02%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.979%/VAR 01/24/2029                                                       | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504897.38    | 0.22%             | 2029-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                                | SCIH SALT HLDGS INC 4.875% 05/01/2028 144A                                                              | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $115515.23    | 0.05%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                                | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                                | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |     74000 | PA      | $73342.58     | 0.03%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                            | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 03/30/2028 144A                                            | CUSIP: 58769JAG2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311832.30    | 0.14%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                     | TARGA RES CORP 6.15% 03/01/2029                                                                         | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    366000 | PA      | $382012.18    | 0.17%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 4.5% 03/01/2039#FM1774                                                                        | CUSIP: 3140X46L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15076 | PA      | $14774.15     | 0.01%             | 2039-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                       | ING GROEP NV 5.335%/VAR 03/19/2030                                                                      | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    711000 | PA      | $724722.26    | 0.31%             | 2030-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A                                                  | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    236481 | PA      | $239577.71    | 0.10%             | 2038-08-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SS and C TECHNOLOGIES INC                                                          | SS and C TECHNOLOGIES INC 5.5% 09/30/2027 144A                                                          | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    196000 | PA      | $195781.42    | 0.09%             | 2027-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                          | ONEOK INC 6.5% 09/01/2030 144A                                                                          | CUSIP: 29336TAD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    483000 | PA      | $510768.64    | 0.22%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                                                        | GOODYEAR TIRE and RUBBER CO 4.875% 03/15/2027                                                           | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49310.08     | 0.02%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RR 16 LTD                                                                          | RR 16 LTD A1 TSFR3M+137.161 07/15/2036 144A                                                             | CUSIP: 74971CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250443.00    | 0.11%             | 2036-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 5.042%/VAR 07/19/2030                                                                    | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504965.62    | 0.22%             | 2030-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                   | BOYD GAMING CORP 4.75% 12/01/2027                                                                       | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59118.97     | 0.03%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029                                                       | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    970000 | PA      | $959096.46    | 0.42%             | 2029-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 1.73% 10/02/2026 144A                                                             | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1403401.07   | 0.61%             | 2026-10-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                            | HYUNDAI CAP AMER 5.45% 06/24/2026 144A                                                                  | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231147.44    | 0.10%             | 2026-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 5.04% 05/01/2027                                                                              | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442643.54    | 0.19%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                    | MADISON IAQ LLC 4.125% 06/30/2028 144A                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62563.72     | 0.03%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 5.25% 03/30/2028                                                                           | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448473.69    | 0.19%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                  | CLARIOS TERM B 1LN 01/28/2032                                                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |      5000 | PA      | $4982.80      | 0.00%             | 2032-01-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 5.546%/VAR 03/04/2030                                                                 | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $511322.04    | 0.22%             | 2030-03-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                   | BERRY GLOBAL INC 4.875% 07/15/2026 144A                                                                 | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23925.72     | 0.01%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.25% 01/15/2028                                                                              | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12813800 | PA      | $12930926.08  | 5.62%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                | AMERICAN EXPRESS CO 4.731%/VAR 04/25/2029                                                               | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    560000 | PA      | $563123.03    | 0.24%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                      | DTE ENERGY CO 4.95% 07/01/2027                                                                          | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105846.52    | 0.05%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                                                | VM CONSOLIDATED INC 5.5% 04/15/2029 144A                                                                | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82118.66     | 0.04%             | 2029-04-15      | Fixed         | 0.06%                 | 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        |     10000 | PA      | $9642.05      | 0.00%             | 2031-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS3                                    | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS3 3.371% 09/15/2057                                       | CUSIP: 94989VAE9<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |         1 | PA      | $1.31         | 0.00%             | 2057-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                | AMERICAN EXPRESS CO 5.085%/VAR 01/30/2031                                                               | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    118000 | PA      | $119790.91    | 0.05%             | 2031-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                   | SOUTHERN COMPANY 5.5% 03/15/2029                                                                        | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    906000 | PA      | $938360.84    | 0.41%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                           | VIRIDIEN 10% 10/15/2030 144A                                                                            | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     24000 | PA      | $22648.11     | 0.01%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 4.15% 11/15/2030                                                                           | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    310000 | PA      | $302257.76    | 0.13%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                           | NORTHERN OIL AND GAS INC 8.75% 06/15/2031 144A                                                          | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14111.61     | 0.01%             | 2031-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                      | VOLKSWAGEN GROUP AMER FIN LLC 1.25% 11/24/2025 144A                                                     | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88426.82     | 0.04%             | 2025-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                          | MATADOR RES CO 6.5% 04/15/2032 144A                                                                     | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24478.41     | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-GRP                                                   | WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A                                          | CUSIP: 95003YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147000 | PA      | $147499.98    | 0.06%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                       | AUTOZONE INC 6.25% 11/01/2028                                                                           | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    239000 | PA      | $252695.47    | 0.11%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                                              | CAPSTONE BORROWER INC 8% 06/15/2030 144A                                                                | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10327.77     | 0.00%             | 2030-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 A1                                                                    | FORDF 2025-1 A1 4.84% 04/15/2030                                                                        | CUSIP: 34529BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165000 | PA      | $165122.35    | 0.07%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                       | NCL CORP LTD 5.875% 03/15/2026 144A                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      9000 | PA      | $9005.69      | 0.00%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                        | PAYCHEX INC 5.1% 04/15/2030                                                                             | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58751.99     | 0.03%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXII LTD / MAGNETITE XXII LLC                                            | MAGNETITE XXII LTD / MAGNETITE XXII LLC ARR TSFR3M+125 07/15/2036 144A                                  | CUSIP: 55954HAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    311000 | PA      | $311063.76    | 0.14%             | 2036-07-15      | Variable      | 0.06%                 | 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        |     40000 | PA      | $39028.28     | 0.02%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                         | BAUSCH HEALTH AMERICAS INC 9.25% 04/01/2026 144A                                                        | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78816.00     | 0.03%             | 2026-04-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                  | EVERSOURCE ENERGY 5.45% 03/01/2028                                                                      | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    360000 | PA      | $367912.47    | 0.16%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A                                                      | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    168000 | PA      | $164847.76    | 0.07%             | 2026-12-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GATES CORP/THE                                                                     | GATES CORP/THE 6.875% 07/01/2029 144A                                                                   | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16396.15     | 0.01%             | 2029-07-01      | 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        |    118000 | PA      | $118317.66    | 0.05%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 5.249%/VAR 05/22/2029 144A                                                      | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    680000 | PA      | $683073.60    | 0.30%             | 2029-05-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                                            | RAILWORKS HOLDINGS LP/R 8.25% 11/15/2028 144A                                                           | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8122.80      | 0.00%             | 2028-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC | DOMINOS PIZZA MASTER ISR LLC 2018-1A A2II 4.328% 07/25/2048 144A                                        | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47375 | PA      | $46747.73     | 0.02%             | 2048-07-25      | Fixed         | 0.04%                 | 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        |     45000 | PA      | $44049.09     | 0.02%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| 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        |     60000 | PA      | $53100.00     | 0.02%             | 2028-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                      | UNITED RENTALS NORTH AMER INC 3.875% 11/15/2027                                                         | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58647.70     | 0.03%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY CO                                            | FLUTTER TREASURY DESIGNATED ACTIVITY CO 5.875% 06/04/2031 144A                                          | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     65000 | PA      | $65325.00     | 0.03%             | 2031-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 5.115%/VAR 05/23/2031                                                                 | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    680000 | PA      | $682642.55    | 0.30%             | 2031-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                | MEDLINE TERM 1LN 10/23/2028                                                                             | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    105734 | PA      | $105611.74    | 0.05%             | 2028-10-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                           | MARS INC 4.8% 03/01/2030 144A                                                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    432000 | PA      | $434666.01    | 0.19%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                       | GALLAGHER (ARTHUR J.) and CO 4.6% 12/15/2027                                                            | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    274000 | PA      | $274634.29    | 0.12%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                           | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 4.95% 01/13/2028 144A                                          | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    152000 | PA      | $152912.28    | 0.07%             | 2028-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                       | NCL CORP LTD 5.875% 02/15/2027 144A                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     56000 | PA      | $56013.10     | 0.02%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                    | DOLLAR TREE INC 4.2% 05/15/2028                                                                         | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    380000 | PA      | $373798.31    | 0.16%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIGMA HOLDCO BV                                                                    | SIGMA HOLDCO BV 7.875% 05/15/2026 144A                                                                  | CUSIP: 82660CAA0<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $9939.74      | 0.00%             | 2026-05-15      | Fixed         | 0.08%                 | 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        |     10000 | PA      | $10250.37     | 0.00%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC T1Y+NA 11/24/2027                                                                          | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $366684.67    | 0.16%             | 2027-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                               | LAS VEGAS SANDS CORP 3.5% 08/18/2026                                                                    | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53797.08     | 0.02%             | 2026-08-18      | Fixed         | 0.04%                 | 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        |     43000 | PA      | $38667.13     | 0.02%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                        | CHEMOURS CO 4.625% 11/15/2029 144A                                                                      | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8180.14      | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 3.54%/VAR 05/01/2028                                                              | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490849.58    | 0.21%             | 2028-05-01      | Variable      | 0.04%                 | 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        |     45000 | PA      | $45100.53     | 0.02%             | 2031-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC                                    | VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC ARR TSFR3M+119 01/20/2037 144A                          | CUSIP: 92013AAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $249726.50    | 0.11%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                              | TRANSOCEAN AQUILA LTD 8% 09/30/2028 144A                                                                | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    122308 | PA      | $122115.67    | 0.05%             | 2028-09-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028                                                            | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    668000 | PA      | $641870.13    | 0.28%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.125% 03/31/2029                                                                             | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3852600 | PA      | $3881494.50   | 1.69%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK AMER MERRILL LYNCH COML MTG TR 2015-UBS7                                      | BANK AMER MERRILL LYNCH COML MTG TR 2015-UBS7 3.429% 09/15/2048                                         | CUSIP: 06054AAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9810 | PA      | $9790.49      | 0.00%             | 2048-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                              | HIGHTOWER TERM B 1LN 2/3/2032                                                                           | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |     54445 | PA      | $54308.95     | 0.02%             | 2032-02-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 6.161%/VAR 03/09/2029                                                                 | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $310167.83    | 0.13%             | 2029-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 5.707%/VAR 04/22/2028                                                            | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $712933.56    | 0.31%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET                                                                      | CSMC 2020-NET 2.2569% 08/15/2037 144A                                                                   | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37762 | PA      | $37330.97     | 0.02%             | 2037-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                          | BLOCK INC 6.5% 05/15/2032                                                                               | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30659.61     | 0.01%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                      | ECHOSTAR CORP CPIK 3.875% 11/30/2030                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     34032 | PA      | $32662.99     | 0.01%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                       | Fidelity Cash Central Fund                                                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   2921260 | NS      | $2921844.70   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 5.08%/VAR 01/20/2027                                                        | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601259.88    | 0.26%             | 2027-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                  | ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027                                                          | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $218864.14    | 0.10%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 1.792%/VAR 06/09/2027 144A                                                      | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    336000 | PA      | $325459.72    | 0.14%             | 2027-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                              | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A                                  | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    323000 | PA      | $321589.07    | 0.14%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                                                   | DLLAD 2024-1 LLC 5.3% 07/20/2029 144A                                                                   | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19000 | PA      | $19264.75     | 0.01%             | 2029-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                    | DANSKE BANK AS (UNGTD) 6.259%/VAR 09/22/2026 144A                                                       | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    376000 | PA      | $377416.73    | 0.16%             | 2026-09-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 FINANCING INC 10.5% 05/15/2030 144A                                                             | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22968.75     | 0.01%             | 2030-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM7 TR                                                                  | GCAT 2021-NQM7 TR 1.888% 08/25/2066 144A                                                                | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160110 | PA      | $146147.73    | 0.06%             | 2066-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                        | SUNOCO LP / SUNOCO FIN CORP 6% 04/15/2027                                                               | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $90951.41     | 0.04%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                               | VERIZON MASTER TRUST 4.62% 11/20/2030                                                                   | CUSIP: 92348KDM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    470000 | PA      | $473828.43    | 0.21%             | 2030-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4% 03/31/2030                                                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4114400 | PA      | $4121471.63   | 1.79%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                               | CITGO PETROLEUM CORP 6.375% 06/15/2026 144A                                                             | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59971.16     | 0.03%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 3.772%/VAR 01/24/2029                                                                    | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    340000 | PA      | $332705.81    | 0.14%             | 2029-01-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC          | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A            | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $79842.40     | 0.03%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                       | ACRISURE TERM B6 1LN 11/06/2030                                                                         | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      4988 | PA      | $4951.14      | 0.00%             | 2030-11-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                          | CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11588.78     | 0.01%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                  | SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A                                                      | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250814 | PA      | $250500.09    | 0.11%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                           | COUGAR JV SUBSIDIARY LLC 8% 05/15/2032 144A                                                             | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10503.77     | 0.00%             | 2032-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                   | ALTICE FRANCE SA 5.125% 07/15/2029 144A                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     19000 | PA      | $16032.45     | 0.01%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                                | STATION CASINOS LLC 6.625% 03/15/2032 144A                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25034.28     | 0.01%             | 2032-03-15      | 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        |     20000 | PA      | $19879.09     | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 3% 03/25/2048                                                            | CUSIP: 3136B45G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    203578 | PA      | $192412.92    | 0.08%             | 2048-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                          | CONNECT FINCO SARL / CONNECT US FINCO LLC 9% 09/15/2029 144A                                            | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     45000 | PA      | $42884.82     | 0.02%             | 2029-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                           | CLOUD SOFTWARE TERM B1 1LN 03/29/2029                                                                   | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     88476 | PA      | $88199.47     | 0.04%             | 2029-03-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 6.95%/VAR PERP                                                                            | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     30000 | PA      | $30255.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                    | GOAT HOLDCO LLC 6.75% 02/01/2032 144A                                                                   | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29884.35     | 0.01%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                      | BAT INTL FINANCE PLC 1.668% 03/25/2026                                                                  | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     46000 | PA      | $44910.22     | 0.02%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 TR                                                                    | AASET 2019-2 TR 3.376% 10/16/2039 144A                                                                  | CUSIP: 00038RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72034 | PA      | $69873.95     | 0.03%             | 2039-10-16      | Fixed         | 0.03%                 | 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        |     54297 | PA      | $52789.92     | 0.02%             | 2027-11-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                  | GLOBAL PARTNERS LP / GLP FIN CORP 7% 08/01/2027                                                         | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5012.18      | 0.00%             | 2027-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC                  | PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC A1 TSFR3M+105 04/15/2030 144A         | CUSIP: 69701CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    116828 | PA      | $116833.62    | 0.05%             | 2030-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                              | MICRON TECHNOLOGY INC 5.327% 02/06/2029                                                                 | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304440.06    | 0.13%             | 2029-02-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                           | BASS PRO TERM B 1LN 01/23/2032                                                                          | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    113590 | PA      | $112510.89    | 0.05%             | 2032-01-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 5.571%/VAR 04/22/2028                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    222000 | PA      | $226057.88    | 0.10%             | 2028-04-22      | Variable      | 0.06%                 | 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        |     54753 | PA      | $51878.38     | 0.02%             | 2029-06-18      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                          | ONEOK INC 4.25% 09/24/2027                                                                              | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32783.92     | 0.01%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                            | BPCE SA 2.045%/VAR 10/19/2027 144A                                                                      | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    378000 | PA      | $363920.00    | 0.16%             | 2027-10-19      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 4.73% 11/15/2029 144A                                                  | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100590.97    | 0.04%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                     | SABRE GLBL INC 10.75% 11/15/2029 144A                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18360.00     | 0.01%             | 2029-11-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.75% 02/15/2028        | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $292799.58    | 0.13%             | 2028-02-15      | Fixed         | 0.04%                 | 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        |    140000 | PA      | $143795.40    | 0.06%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 4.041%/VAR 03/13/2028                                                                 | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $335993.15    | 0.15%             | 2028-03-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 4.87% 06/21/2039 144A                                                  | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100270.34    | 0.04%             | 2039-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                          | AMERICAN ROCK SALT TERM 1ST OUT DD TL 1LN 6/9/2028                                                      | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |      9352 | PA      | $9351.67      | 0.00%             | 2028-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 4.5% 06/01/2039#FM1045                                                                        | CUSIP: 3140X4ET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8048 | PA      | $7886.39      | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                                                 | ALCON FINANCE CORP 2.75% 09/23/2026 144A                                                                | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194696.23    | 0.08%             | 2026-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                        | CANADIAN PAC RY CO 1.75% 12/02/2026                                                                     | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $149003.39    | 0.06%             | 2026-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                        | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14608.98     | 0.01%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYS CORP                                                          | HUGHES SATELLITE SYS CORP 5.25% 08/01/2026                                                              | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9014.59      | 0.00%             | 2026-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                      | INTERCONTINENTAL EXCHANGE INC 4% 09/15/2027                                                             | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    302000 | PA      | $299312.62    | 0.13%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                             | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7% 01/15/2031 144A                               | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $26593.94     | 0.01%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                        | ALLIED UNIVERSAL TERM B 1LN 5/12/2028                                                                   | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    108593 | PA      | $108695.43    | 0.05%             | 2028-05-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                     | SABRE GLBL INC 11.125% 07/15/2030 144A                                                                  | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25650.00     | 0.01%             | 2030-07-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                     | GLOBAL AIRCRAFT LEASING CO LTD 8.75% 09/01/2027 144A                                                    | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     15000 | PA      | $15168.53     | 0.01%             | 2027-09-01      | Fixed         | 0.09%                 | 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        |     76000 | PA      | $78384.88     | 0.03%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                           | WILLIS NORTH AMERICA INC 4.65% 06/15/2027                                                               | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    440000 | PA      | $441727.26    | 0.19%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                          | L3HARRIS TECHNOLOGIES INC 5.4% 01/15/2027                                                               | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    650000 | PA      | $658935.95    | 0.29%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                                 | LSB INDUSTRIES INC 6.25% 10/15/2028 144A                                                                | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14848.52     | 0.01%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                      | CARNIVAL CORP 5.75% 03/15/2030 144A                                                                     | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     20000 | PA      | $20046.91     | 0.01%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 7.161%/VAR 10/30/2029                                                             | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1356439.76   | 0.59%             | 2029-10-30      | Variable      | 0.07%                 | 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        |     20000 | PA      | $20038.00     | 0.01%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 5.985%/VAR 08/07/2027                                                          | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $233209.12    | 0.10%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2024-2                                                   | KUBOTA CREDIT OWNER TRUST 2024-2 5.26% 11/15/2028 144A                                                  | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101618.09    | 0.04%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                          | ROGERS COMMUNICATIONS INC 3.2% 03/15/2027                                                               | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $469566.50    | 0.20%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                      | VALVOLINE TERM B 1LN 03/19/2032                                                                         | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |     45000 | PA      | $45056.25     | 0.02%             | 2032-03-19      | Variable      | 0.00%                 | 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        |     80000 | PA      | $83399.77     | 0.04%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                                   | OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A                                                          | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26251 | PA      | $26324.11     | 0.01%             | 2040-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SPA HOLDINGS 3 OY                                                                  | AHLSTROM TERM B 1LN 05/23/2030                                                                          | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |     55000 | PA      | $54312.50     | 0.02%             | 2030-05-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.075%/VAR 04/23/2029                                                                     | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    652000 | PA      | $641631.42    | 0.28%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                              | ELLUCIAN HOLDINGS INC 6.5% 12/01/2029 144A                                                              | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10099.37     | 0.00%             | 2029-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                              | KINDER MORGAN INC DEL 4.3% 03/01/2028                                                                   | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249294.47    | 0.11%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                      | COREWEAVE INC 9.25% 06/01/2030 144A                                                                     | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44949.51     | 0.02%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 5.5%/VAR 04/13/2029 144A                                                        | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $242902.34    | 0.11%             | 2029-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 5.244%/VAR 01/24/2031                                                            | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248648.35    | 0.11%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 6.75%/VAR PERP                                                                            | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     15000 | PA      | $14839.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 5.4% 03/02/2026                                                                        | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101503.30    | 0.04%             | 2026-03-02      | Fixed         | 0.05%                 | 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        |     11000 | PA      | $11018.21     | 0.00%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 5.04%/VAR 01/23/2028                                                              | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503567.45    | 0.22%             | 2028-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                      | BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A                                                   | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100062.50    | 0.04%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                       | OT MIDCO INC 10% 02/15/2030 144A                                                                        | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $29159.24     | 0.01%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                                | SELECT MEDICAL CORP 6.25% 12/01/2032 144A                                                               | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24776.26     | 0.01%             | 2032-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2024-1                                                      | MARLETTE FUNDING TRUST 2024-1 5.95% 07/17/2034 144A                                                     | CUSIP: 57108VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20828 | PA      | $20860.44     | 0.01%             | 2034-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC                          | TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC 9.5% 05/15/2030 144A                          | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    150000 | PA      | $149150.48    | 0.06%             | 2030-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 6.5% 03/13/2027                                                                     | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $588942.00    | 0.26%             | 2027-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIGHT and WONDER INTERNATIONAL INC                                                 | LIGHT and WONDER INTERNATIONAL INC 7% 05/15/2028 144A                                                   | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85081.18     | 0.04%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                   | GEORGIA POWER CO 4.65% 05/16/2028                                                                       | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    264000 | PA      | $266436.95    | 0.12%             | 2028-05-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                          | ONEOK INC 4.85% 07/15/2026                                                                              | CUSIP: 29336UAF4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55041.09     | 0.02%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                               | WYNN RESORTS FIN LLC / CAP CORP 6.25% 03/15/2033 144A                                                   | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84068.62     | 0.04%             | 2033-03-15      | Fixed         | 0.06%                 | 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        |     18000 | PA      | $18336.42     | 0.01%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                             | SEMPRA 3.4% 02/01/2028                                                                                  | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    196000 | PA      | $190544.87    | 0.08%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-6 LTD                                                          | CARLYLE US CLO 2024-6 LTD E TSFR3M+575 10/25/2037 144A                                                  | CUSIP: 14319QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $151815.15    | 0.07%             | 2037-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                          | PIKE CORP 8.625% 01/31/2031 144A                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16156.20     | 0.01%             | 2031-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC             | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.25% 03/15/2033 144A            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $29440.13     | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026                                     | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    151000 | PA      | $146348.36    | 0.06%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                          | OLIN CORP 6.625% 04/01/2033 144A                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19143.32     | 0.01%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                         | PINNACLE WEST CAPITAL CORP 5.15% 05/15/2030                                                             | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    132000 | PA      | $133507.80    | 0.06%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                    | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                                  | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     54293 | PA      | $46228.36     | 0.02%             | 2028-03-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                               | 1011778 BC ULC/NEW RED FIN INC 3.875% 01/15/2028 144A                                                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     60000 | PA      | $58077.27     | 0.03%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINE LTD                                                                   | IVANHOE MINE LTD 7.875% 01/23/2030 144A                                                                 | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $8762.64      | 0.00%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                     | CANADIAN NATL RESOURCES LTD 5% 12/15/2029 144A                                                          | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $129486.31    | 0.06%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                   | TKC HOLDINGS TERM 1LN 2/15/2027                                                                         | CUSIP: 87256KAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     26367 | PA      | $24224.39     | 0.01%             | 2027-02-15      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                   | TRINET GROUP INC 7.125% 08/15/2031 144A                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82480.24     | 0.04%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                        | VIATRIS INC 1.65% 06/22/2025                                                                            | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99760.67     | 0.04%             | 2025-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                  | JAPAN TOBACCO INC 4.892% 05/15/2028 144A                                                                | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    277000 | PA      | $279579.50    | 0.12%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MATIV INC                                                                          | MATIV INC 8% 10/01/2029 144A                                                                            | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17062.58     | 0.01%             | 2029-10-01      | Fixed         | 0.08%                 | 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        |     79000 | PA      | $71746.19     | 0.03%             | 2030-01-15      | Fixed         | 0.07%                 | 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        |     39000 | PA      | $42749.73     | 0.02%             | 2031-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALUMINA LTD                                                                        | ALUMINA LTD 6.375% 09/15/2032 144A                                                                      | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     53000 | PA      | $52418.62     | 0.02%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 4.7% 08/15/2030                                                                            | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    269000 | PA      | $269847.59    | 0.12%             | 2030-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                  | NEWELL BRANDS INC STEP 04/01/2026                                                                       | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53374.29     | 0.02%             | 2026-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                          | COREBRIDGE GLOBAL FUNDING 4.9% 01/07/2028 144A                                                          | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207426.05    | 0.09%             | 2028-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2023-3 LLC                                                   | ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A                                                   | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79405 | PA      | $80562.98     | 0.04%             | 2030-03-20      | Fixed         | 0.06%                 | 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        |     99000 | PA      | $106293.73    | 0.05%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 5.819%/VAR 09/15/2029                                                       | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    320000 | PA      | $331529.36    | 0.14%             | 2029-09-15      | Variable      | 0.06%                 | 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        |     37000 | PA      | $38345.65     | 0.02%             | 2031-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BULLDOG PURCHASER INC                                                              | BAY CLUB TERM B 1LN 6/27/2031                                                                           | CUSIP: 12021GAF1<br>LEI: 254900JB2GC3Q5OISZ63 | Long             | LON              | CORP              | US        |     19900 | PA      | $19875.13     | 0.01%             | 2031-06-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                    | NATGASOLINE TERM B 1LN 03/29/2030                                                                       | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |     25000 | PA      | $24687.50     | 0.01%             | 2030-03-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 3.887%/VAR 01/10/2028                                                                     | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1371784.56   | 0.60%             | 2028-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                            | BAYER US FIN II LLC 4.375% 12/15/2028 144A                                                              | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    470000 | PA      | $461026.42    | 0.20%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 2.95% 09/01/2029                                                                           | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    477000 | PA      | $446590.05    | 0.19%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 4.3% 03/25/2028                                                                         | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    460000 | PA      | $454898.99    | 0.20%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                   | NTT FINANCE CORP 1.591% 04/03/2028 144A                                                                 | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $415991.46    | 0.18%             | 2028-04-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                               | KEURIG DR PEPPER INC 4.597% 05/25/2028                                                                  | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    390000 | PA      | $391535.16    | 0.17%             | 2028-05-25      | Fixed         | 0.05%                 | 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        |     30000 | PA      | $30044.31     | 0.01%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                    | ROLLS-ROYCE PLC 5.75% 10/15/2027 144A                                                                   | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $209589.13    | 0.09%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                             | US 2YR NOTE (CBT) FUT SEP25 TUU5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        12 | NC      | $4948.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                             | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A                                            | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374368.61    | 0.16%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FINANCIAL CORP 1.878%/VAR 11/02/2027                                                        | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1067599.75   | 0.46%             | 2027-11-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 4.721% 10/08/2029 144A                                                            | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394746.22    | 0.17%             | 2029-10-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                              | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                             | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29951.63     | 0.01%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                           | MOLSON COORS BEVERAGE CO 3% 07/15/2026                                                                  | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    183000 | PA      | $179929.11    | 0.08%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-4                                                        | CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028                                                               | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $76061.08     | 0.03%             | 2028-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1B PTT                                                             | AMER AIRLINE 19-1B PTT 3.85% 08/15/2029                                                                 | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168333 | PA      | $161620.93    | 0.07%             | 2029-08-15      | Fixed         | 0.04%                 | 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        |     25000 | PA      | $24995.41     | 0.01%             | 2033-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                                          | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A                                         | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $79369.98     | 0.03%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                                                | MCLAREN FINANCE PLC 7.5% 08/01/2026 144A                                                                | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20021.50     | 0.01%             | 2026-08-01      | Fixed         | 0.07%                 | 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        |     15000 | PA      | $14906.08     | 0.01%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 6.49% 01/23/2027                                                                    | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    420000 | PA      | $412650.00    | 0.18%             | 2027-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                        | VALARIS LTD 8.375% 04/30/2030 144A                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      6000 | PA      | $6023.32      | 0.00%             | 2030-04-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                       | NAVIENT CORP 6.75% 06/15/2026                                                                           | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51643.82     | 0.02%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                | NOMURA HOLDINGS INC 1.653% 07/14/2026                                                                   | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $96635.85     | 0.04%             | 2026-07-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                           | INTERNATIONAL FLAVS and FRAG INC 1.23% 10/01/2025 144A                                                  | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    224000 | PA      | $221218.48    | 0.10%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                                           | BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A                                                        | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135432 | PA      | $135601.53    | 0.06%             | 2041-05-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                | CHURCHILL DOWNS INC 4.75% 01/15/2028 144A                                                               | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20526.77     | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 3.2% 03/01/2029                                                                               | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    540000 | PA      | $510890.44    | 0.22%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                                               | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                                    | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |     44991 | PA      | $39566.18     | 0.02%             | 2028-06-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO FIN 20                                                           | GREAT-WEST LIFECO FIN 20 0.904% 08/12/2025 144A                                                         | CUSIP: 391399AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $220204.84    | 0.10%             | 2025-08-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EMPIRE TODAY IP, LLC                                                               | EMPIRE TODAY TERM EXCH FLSO TL 1LN 8/3/2029                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39742 | PA      | $16691.45     | 0.01%             | 2029-08-03      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026                                     | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    145000 | PA      | $142062.55    | 0.06%             | 2026-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                | AMERICAN TOWER CORP 4.9% 03/15/2030                                                                     | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    720000 | PA      | $724169.49    | 0.31%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 6.72%/VAR 01/18/2029                                                     | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313081.58    | 0.14%             | 2029-01-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                           | MARS INC 4.6% 03/01/2028 144A                                                                           | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    701000 | PA      | $704262.85    | 0.31%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4% 12/15/2027                                                                                 | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4296600 | PA      | $4310609.06   | 1.87%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                                                            | UNITED AIR 2019-2 B PTT 3.5% 11/01/2029                                                                 | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113901 | PA      | $108664.79    | 0.05%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1094495.07   | 0.48%             | 2027-11-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                  | NEWELL BRANDS INC 6.625% 05/15/2032                                                                     | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13835.78     | 0.01%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                           | ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A                                                             | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $61856.38     | 0.03%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                              | NABORS INDUSTRIES INC 7.375% 05/15/2027 144A                                                            | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48002.45     | 0.02%             | 2027-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                                  | ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A                                                 | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50761.28     | 0.02%             | 2028-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 1.6% 10/04/2026                                                                            | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $259585.04    | 0.11%             | 2026-10-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                          | ONEOK INC 4.4% 10/15/2029                                                                               | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34440.17     | 0.01%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CWGS GROUP LLC                                                                     | CAMPING WORLD TERM B 1LN 06/03/2028                                                                     | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54293 | PA      | $51932.39     | 0.02%             | 2028-06-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                                                              | HOLCIM FINANCE US LLC 4.6% 04/07/2027 144A                                                              | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    176000 | PA      | $176176.17    | 0.08%             | 2027-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                            | GENESEE and WYOMING INC 6.25% 04/15/2032 144A                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30468.03     | 0.01%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                             | BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A                                      | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235198 | PA      | $234756.74    | 0.10%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                           | SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A                                                          | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14971.05     | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 1.75% 03/01/2026                                                                                | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    159000 | PA      | $155421.78    | 0.07%             | 2026-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                             | TWITTER TERM B1 1LN 10/26/2029                                                                          | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35000 | PA      | $34645.10     | 0.02%             | 2029-10-26      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                           | NORTHERN OIL AND GAS INC 8.125% 03/01/2028 144A                                                         | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75305.48     | 0.03%             | 2028-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                              | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 6.75% 08/15/2032 144A                             | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25507.42     | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                 | BUNGE LTD FIN CORP 4.1% 01/07/2028                                                                      | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    196000 | PA      | $194465.92    | 0.08%             | 2028-01-07      | Fixed         | 0.04%                 | 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        |     86000 | PA      | $86155.92     | 0.04%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| 7 ELEVEN INC                                                                       | 7 ELEVEN INC 0.95% 02/10/2026 144A                                                                      | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    247000 | PA      | $240383.04    | 0.10%             | 2026-02-10      | Fixed         | 0.01%                 | 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        |     59871 | PA      | $58187.30     | 0.03%             | 2028-06-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                                 | CFMT 2024-HB13 LLC VAR 05/25/2034 144A                                                                  | CUSIP: 12530VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66048 | PA      | $64765.87     | 0.03%             | 2034-05-25      | Variable      | 0.03%                 | 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        |     45000 | PA      | $45638.69     | 0.02%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                   | ALTICE FRANCE SA 5.5% 01/15/2028 144A                                                                   | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     16000 | PA      | $13773.01     | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                            | BPCE SA 6.714%/VAR 10/19/2029 144A                                                                      | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $315627.81    | 0.14%             | 2029-10-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                                | DOLLAR GEN CORP NEW 4.625% 11/01/2027                                                                   | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    352000 | PA      | $351972.13    | 0.15%             | 2027-11-01      | Fixed         | 0.05%                 | 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        |     15000 | PA      | $15188.82     | 0.01%             | 2033-04-01      | Fixed         | 0.07%                 | 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        |     34726 | PA      | $33354.19     | 0.01%             | 2026-12-30      | Variable      | 0.09%                 | 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        |     35000 | PA      | $34064.80     | 0.01%             | 2033-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                   | LPL HOLDINGS INC 4.9% 04/03/2028                                                                        | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    268000 | PA      | $268364.08    | 0.12%             | 2028-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2022-3 LLC                                                   | ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A                                                  | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24623 | PA      | $24593.80     | 0.01%             | 2029-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                           | COOPERATIEVE RABOBANK UA 1.98%/VAR 12/15/2027 144A                                                      | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    375000 | PA      | $359847.45    | 0.16%             | 2027-12-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                 | RGA GLOBAL FUNDING 5.448% 05/24/2029 144A                                                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    193000 | PA      | $198134.99    | 0.09%             | 2029-05-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                                                        | PRINCE TERM 1LN 4/23/2029                                                                               | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |     25000 | PA      | $21953.25     | 0.01%             | 2029-04-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                         | ARCOSA INC 6.875% 08/15/2032 144A                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10254.89     | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | 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        |     15000 | PA      | $15580.83     | 0.01%             | 2031-06-01      | 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 5.625% 09/15/2029 144A                                                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     55000 | PA      | $55317.41     | 0.02%             | 2029-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 5.202%/VAR 04/25/2029                                                       | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304851.38    | 0.13%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLOX 2021-BLOX                                                                     | BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A                                                          | CUSIP: 055522AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352000 | PA      | $347424.49    | 0.15%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                               | NIELSEN HOLDINGS TERM B 1LN 04/11/2029                                                                  | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     54307 | PA      | $50692.61     | 0.02%             | 2029-04-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                             | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 04/15/2028 144A                            | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $52728.21     | 0.02%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                             | US 5YR NOTE (CBT) FUT SEP25 FVU5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       185 | NC      | $157342.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                | INTESA SANPAOLO SPA 5.71% 01/15/2026 144A                                                               | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    357000 | PA      | $357813.46    | 0.16%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 22 LLC                                                             | FLATIRON RR CLO 22 LLC AR TSFR3M+91 10/15/2034 144A                                                     | CUSIP: 33883QAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    680000 | PA      | $674827.24    | 0.29%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                      | HEALTHCARE REALTY HOLDINGS LP 3.5% 08/01/2026                                                           | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442380.69    | 0.19%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                          | COREBRIDGE GLOBAL FUNDING 4.65% 08/20/2027 144A                                                         | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116275.27    | 0.05%             | 2027-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 6.5%/VAR PERP                                                                     | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     45000 | PA      | $45609.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                          | SUNOCO LP 6.25% 07/01/2033 144A                                                                         | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19999.83     | 0.01%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                        | EQUINOR ASA 1.75% 01/22/2026                                                                            | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     83000 | PA      | $81515.35     | 0.04%             | 2026-01-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                       | ARI FLEET LEASE TRUST 2024-B 5.26% 04/15/2033 144A                                                      | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100819.18    | 0.04%             | 2033-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FREDDIE MAC REMICS 3% 10/25/2048                                                                        | CUSIP: 3137FN3S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    102196 | PA      | $95002.04     | 0.04%             | 2048-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                             | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.875% 09/01/2027                                | CUSIP: 91740PAF5<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89967.39     | 0.04%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                               | AMENTUM HOLDINGS INC 7.25% 08/01/2032 144A                                                              | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20401.68     | 0.01%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                         | PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5040.23      | 0.00%             | 2032-09-15      | Fixed         | 0.06%                 | 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        |     37000 | PA      | $36780.22     | 0.02%             | 2031-11-29      | Fixed         | 0.08%                 | 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      | $8840.50      | 0.00%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                      | WOLFSPEED INC STEP 06/23/2030 144A                                                                      | CUSIP: 977852AG7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     30084 | PA      | $28956.27     | 0.01%             | 2030-06-23      | Variable      | 0.08%                 | No            |                  3 | 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        |     27000 | PA      | $27354.81     | 0.01%             | 2030-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 4.25% 12/01/2027                                                                                | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    460000 | PA      | $456486.63    | 0.20%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 2.25% 02/15/2026                                                                       | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9828.22      | 0.00%             | 2026-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                 | MITSUBISHI UFJ FIN GRP INC 5.354%/VAR 09/13/2028                                                        | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $305203.86    | 0.13%             | 2028-09-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                            | BPCE SA 1.652%/VAR 10/06/2026 144A                                                                      | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    198000 | PA      | $195653.13    | 0.09%             | 2026-10-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                           | WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027                                                              | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    986000 | PA      | $955800.46    | 0.42%             | 2027-03-15      | Fixed         | 0.04%                 | 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        |     35000 | PA      | $35824.99     | 0.02%             | 2030-05-15      | Fixed         | 0.08%                 | 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        |     35000 | PA      | $35667.73     | 0.02%             | 2032-03-01      | 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 4.125% 04/30/2028 144A                               | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56359.52     | 0.02%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                                              | LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028                                                       | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |     19900 | PA      | $18878.06     | 0.01%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL9 TR                                                                  | CSMC 2021-RPL9 TR VAR 02/25/2061 144A                                                                   | CUSIP: 12658XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    502903 | PA      | $510049.35    | 0.22%             | 2061-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                     | 1261229 BC LTD 10% 04/15/2032 144A                                                                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19800.34     | 0.01%             | 2032-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS MLP                                                               | BUCKEYE PARTNERS MLP 4.125% 12/01/2027                                                                  | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    146000 | PA      | $142054.85    | 0.06%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                | RESIDEO FUNDING INC 6.5% 07/15/2032 144A                                                                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25205.63     | 0.01%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                            | WESTERN GAS PARTNERS LP 6.35% 01/15/2029                                                                | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    498000 | PA      | $517049.68    | 0.22%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                        | VIATRIS INC 2.3% 06/22/2027                                                                             | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    540000 | PA      | $511932.70    | 0.22%             | 2027-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SITIO ROYAL OP / SIT FIN                                                           | SITIO ROYAL OP / SIT FIN 7.875% 11/01/2028 144A                                                         | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $104164.73    | 0.05%             | 2028-11-01      | Fixed         | 0.08%                 | 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        |     14589 | PA      | $11950.83     | 0.01%             | 2028-06-09      | Variable      | 0.09%                 | 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        |     15000 | PA      | $14841.15     | 0.01%             | 2029-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                        | ASURION TERM B10 1LN 08/19/2028                                                                         | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     54304 | PA      | $53987.21     | 0.02%             | 2028-08-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                                       | TRIVIUM PACKAGING FINANCE BV 8.25% 07/15/2030 144A                                                      | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     45000 | PA      | $46730.67     | 0.02%             | 2030-07-15      | Fixed         | 0.08%                 | 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        |     80000 | PA      | $69544.22     | 0.03%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                         | KASEYA TERM B 1LN 3/20/2032                                                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     10000 | PA      | $9992.90      | 0.00%             | 2032-03-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                      | DTE ENERGY CO 4.875% 06/01/2028                                                                         | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454045.12    | 0.20%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                     | ALTICE FING SA 5% 01/15/2028 144A                                                                       | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $19574.44     | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP/OTG CO-ISSUER INC                                            | ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 8% 08/01/2030 144A                                              | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14827.41     | 0.01%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 5.69%/VAR 03/12/2030                                                                       | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1310000 | PA      | $1343073.98   | 0.58%             | 2030-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                | SIRIUS XM RADIO INC 3.125% 09/01/2026 144A                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    196000 | PA      | $191465.00    | 0.08%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 5% 04/01/2030                                                                        | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266364.93    | 0.12%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                 | LUMEN TECHNOLOGIES TERM B1 1LN 4/16/2029                                                                | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     20000 | PA      | $19786.20     | 0.01%             | 2029-04-16      | Variable      | 0.07%                 | 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        |     92000 | PA      | $92111.30     | 0.04%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                               | GRUBHUB HOLDINGS INC 5.5% 07/01/2027 144A                                                               | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13837.49     | 0.01%             | 2027-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 4.95% 01/15/2028 144A                                                       | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    296000 | PA      | $295151.80    | 0.13%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 5.164%/VAR 04/20/2029                                                                    | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    727000 | PA      | $737145.71    | 0.32%             | 2029-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                             | OREILLY AUTOMOTIVE INC 5.75% 11/20/2026                                                                 | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305082.09    | 0.13%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.5% 09/30/2029                                                                               | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2253200 | PA      | $2214473.13   | 0.96%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                            | UKG INC 6.875% 02/01/2031 144A                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15455.93     | 0.01%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                        | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44088.82     | 0.02%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 1.47%/VAR 09/22/2027                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1358863.38   | 0.59%             | 2027-09-22      | Variable      | 0.01%                 | 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        |     15000 | PA      | $14816.69     | 0.01%             | 2034-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                             | GROUP 1 AUTOMOTIVE INC 6.375% 01/15/2030 144A                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15275.87     | 0.01%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                             | JEFFERIES FIN LLC/JFIN 6.625% 10/15/2031 144A                                                           | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18808.53     | 0.01%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2016-GC36                                                    | CITIGROUP COML MTG TR 2016-GC36 AAB 3.368% 02/10/2049                                                   | CUSIP: 17324TAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10113 | PA      | $10081.50     | 0.00%             | 2049-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                                     | SNF GROUP SACA 3.125% 03/15/2027 144A                                                                   | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     60000 | PA      | $57608.79     | 0.03%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC             | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.5% 02/15/2028 144A             | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $89775.93     | 0.04%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC                                          | VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC A1R TSFR3M+125 04/20/2035 144A                                | CUSIP: 92918UAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249759.75    | 0.11%             | 2035-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                           | BROADSTREET PARTNERS INC 5.875% 04/15/2029 144A                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19693.34     | 0.01%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                                | ASCEND LEARNING TERM B 1LN 12/11/2028                                                                   | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     54439 | PA      | $54155.17     | 0.02%             | 2028-12-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                   | AMERICAN INTERNATIONAL GRP INC 4.85% 05/07/2030                                                         | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    605000 | PA      | $607323.45    | 0.26%             | 2030-05-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                     | BOMBARDIER INC 7% 06/01/2032 144A                                                                       | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30681.45     | 0.01%             | 2032-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.1% 01/15/2027                                      | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1330000 | PA      | $1356141.70   | 0.59%             | 2027-01-15      | Fixed         | 0.06%                 | 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        |     15000 | PA      | $15115.43     | 0.01%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                          | MATADOR RES CO 6.25% 04/15/2033 144A                                                                    | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9632.37      | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | 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        |     15000 | PA      | $15726.84     | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC 5.807%/VAR 09/09/2026                                                           | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250494.22    | 0.11%             | 2026-09-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                        | SAKS GLOBAL ENTERPRISES LLC CO-OP 11% 12/15/2029 144A                                                   | CUSIP: 79380IAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $24000.00     | 0.01%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                | CHENIERE ENERGY INC 4.625% 10/15/2028                                                                   | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54439.26     | 0.02%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                      | VOLKSWAGEN GROUP AMER FIN LLC 5.7% 09/12/2026 144A                                                      | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211803.91    | 0.09%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                   | ALTICE FRANCE SA 5.5% 10/15/2029 144A                                                                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      5000 | PA      | $4247.95      | 0.00%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 5.2% 08/01/2029                                                               | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96355.44     | 0.04%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                            | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                               | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |     60000 | PA      | $32466.60     | 0.01%             | 2028-10-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                            | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A                                            | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    451000 | PA      | $433306.01    | 0.19%             | 2026-11-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                   | WAND NEWCO 3 INC 7.625% 01/30/2032 144A                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15604.53     | 0.01%             | 2032-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                       | CHS/CMNTY HEALTH SYSTEMS INC 5.625% 03/15/2027 144A                                                     | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    128000 | PA      | $126123.72    | 0.05%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                | NOVOLEX TERM 1LN 04/13/2029                                                                             | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     95829 | PA      | $95382.54     | 0.04%             | 2029-04-13      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                       | SBA TOWER TR 1.884% 07/15/2050 144A                                                                     | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86000 | PA      | $84218.70     | 0.04%             | 2050-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                  | NEWELL BRANDS INC 6.375% 05/15/2030                                                                     | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18767.24     | 0.01%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030                                                           | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $182400.00    | 0.08%             | 2030-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                 | INGERSOLL RAND INC 5.197% 06/15/2027                                                                    | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303735.15    | 0.13%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                        | EXELON CORP 2.75% 03/15/2027                                                                            | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1168393.42   | 0.51%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 4.97%/VAR 04/23/2029                                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    489000 | PA      | $492639.41    | 0.21%             | 2029-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                | DOMINION ENERGY INC 5% 06/15/2030                                                                       | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    950000 | PA      | $959117.94    | 0.42%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2023-HB12 LLC                                                                 | CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A                                                                | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30188 | PA      | $29873.89     | 0.01%             | 2033-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                          | QORVO INC 4.375% 10/15/2029                                                                             | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95960.68     | 0.04%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 5.05% 07/12/2029                                                                           | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    246000 | PA      | $250405.34    | 0.11%             | 2029-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FIN LTD                                                                | STUDIO CITY FIN LTD 5% 01/15/2029 144A                                                                  | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     52000 | PA      | $46978.10     | 0.02%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                          | MGM RESORTS INTERNATIONAL 4.625% 09/01/2026                                                             | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79662.06     | 0.03%             | 2026-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                    | BAE SYSTEMS PLC 5% 03/26/2027 144A                                                                      | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201642.61    | 0.09%             | 2027-03-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 6.246%/VAR 09/22/2029 144A                                                                 | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    700000 | PA      | $732410.18    | 0.32%             | 2029-09-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                    | SEALED AIR CORP 5% 04/15/2029 144A                                                                      | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    176000 | PA      | $172803.84    | 0.08%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                       | GUARDIAN LIFE GLOBAL FUNDING 1.4% 07/06/2027 144A                                                       | CUSIP: 40139LAH6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    358000 | PA      | $336561.51    | 0.15%             | 2027-07-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                          | MOSAIC CO NEW 5.375% 11/15/2028                                                                         | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508624.22    | 0.22%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV                                          | AXALTA COATING SYSTEMS DUTCH HOLDING B BV 7.25% 02/15/2031 144A                                         | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     60000 | PA      | $62760.24     | 0.03%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                     | ALLIANT HOLDINGS TERM B6 1LN 09/19/2031                                                                 | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     54451 | PA      | $54204.02     | 0.02%             | 2031-09-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                             | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                            | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24640.65     | 0.01%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                          | HESS CORP 4.3% 04/01/2027                                                                               | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1533822.49   | 0.67%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                            | PRECISION DRILLING CORP 7.125% 01/15/2026 144A                                                          | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $12985.50     | 0.01%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                               | FIESTA PURCHASER INC 9.625% 09/15/2032 144A                                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10461.23     | 0.00%             | 2032-09-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                    | IHS HOLDING LTD 7.875% 05/29/2030 144A                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      9000 | PA      | $8876.25      | 0.00%             | 2030-05-29      | Fixed         | 0.08%                 | 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        |    170000 | PA      | $168091.80    | 0.07%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                              | WILLIAMS SCOTSMAN INC 6.625% 04/15/2030 144A                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15374.03     | 0.01%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TR 2024-B                                                 | MERCEDES-BENZ AUTO LEASE TR 2024-B 4.89% 02/15/2028                                                     | CUSIP: 58769GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $328914.43    | 0.14%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                           | ACADIA HEALTHCARE CO INC 7.375% 03/15/2033 144A                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15284.18     | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer