# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-016933
**Filing Date:** 2023-1
**Character Count:** 557087
**Document Hash:** d957ded589ef24087e91e54a0b6f3040
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016933.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016933

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 23564314

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### SIIT HIGH YIELD BOND FUND (Series ID: S000006763)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000018352 | SIIT HIGH YIELD BOND FUND - CLASS A | SGYAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL INVESTMENTS TRUST

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIIT HIGH YIELD BOND FUND

- **b. EDGAR series identifier (if any):** S000006763

- **c. LEI of Series:** OWDWVGRPMAD2237YNC61

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1991613630.71

**Total Liabilities:** $27128307.05

**Net Assets:** $1964485323.66

**Cash Not Reported:** $1171399.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -142.31371124 | **1-Year:** -5507.45530194 | **5-Year:** -28375.33016063 | **10-Year:** -40799.52156040 | **30-Year:** -46888.92797842

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

- **3-Month:** -3599.72933720 | **1-Year:** -123163.05856304 | **5-Year:** -389813.93605371 | **10-Year:** -132467.29956765 | **30-Year:** -8390.00257997

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018352 | 1.63%                | 1.66%                | -3.92%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12676684.40            | $29062841.20                               |
| Month 2  | $-16216637.23            | $34986399.48                               |
| Month 3  | $-15297551.05            | $-78082412.10                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Studio City Finance Limited                                        | STUDIO CITY FINANCE LTD 144A 5.000000% 01/15/2029                                | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | NUSS              | MO        |   4170000 | PA      | $2950275.00   | 0.15%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL, INC.                                              | COINBASE GLOBAL INC 144A 3.375000% 10/01/2028                                    | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    140000 | PA      | $81827.20     | 0.00%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A 7.500000% 06/01/2029                     | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    807000 | PA      | $599197.50    | 0.03%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP, LLC                                                    | ANGI GROUP LLC 144A 3.875000% 08/15/2028                                         | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3123000 | PA      | $2346153.75   | 0.12%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                       | ON SEMICONDUCTOR CORP 144A 3.875000% 09/01/2028                                  | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    456000 | PA      | $404330.64    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CONDUENT BUSINESS SERVICES, LLC                                    | CONDUENT BUSINESS SERVICES LLC / CONDUENT STATE & 6.000000% 11/01/2029           | CUSIP: 20679LAB7<br>LEI: 54930026CNAIP718XD30 | Long             | DBT              | CORP              | US        |    580000 | PA      | $475600.00    | 0.02%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM CORP 8.875000% 07/15/2030                                   | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    520000 | PA      | $596050.00    | 0.03%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EAST VALLEY TOURIST DEVELOPMENT AUTHORITY                          | EAST VALLEY TOURIST DEVELOPMENT AUTHORITY 23-Nov-2026                            | CUSIP: 27571VAD5<br>LEI: N/A                  | Long             | LON              |  | US        |   4656562 | PA      | $4516865.57   | 0.23%             | 2026-11-23      | Floating      | 11.48%                | No            |                  3 | On Loan: No      |
| GULF FINANCE, LLC                                                  | GULF FINANCE, LLC 8/25/2026                                                      | CUSIP: 40227UAC0<br>LEI: N/A                  | Long             | LON              |  | US        |   3943485 | PA      | $3231528.18   | 0.16%             | 2026-08-25      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| BOARDRIDERS, INC.                                                  | BOARDRIDERS, INC. 4/23/2024                                                      | CUSIP: 09660JAF7<br>LEI: N/A                  | Long             | LON              |  | US        |   2935206 | PA      | $2482685.15   | 0.13%             | 2024-04-23      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                | CENTENE CORP 2.625000% 08/01/2031                                                | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $2500179.60   | 0.13%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL, INC.                                           | PAR PHARMACEUTICAL INC 144A 7.500000% 04/01/2027                                 | CUSIP: 69888XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2227000 | PA      | $1675817.50   | 0.09%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUGARHOUSE HSP GAMING PROP. MEZZ, L.P.                             | SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HS 5.875000% 05/15/2025          | CUSIP: 865033AC8<br>LEI: 549300BND6SAKKOQWR95 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2055336.64   | 0.10%             | 2025-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                         | VMED O2 UK FINANCING I PLC 144A 4.250000% 01/31/2031                             | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | NUSS              | GB        |   2325000 | PA      | $1866393.75   | 0.10%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS, L.P.                                             | NUSTAR LOGISTICS LP 5.625000% 04/28/2027                                         | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    255000 | PA      | $239792.28    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOBLE CORP WT                                                      | NOBLE CORP WT EXPIRATION: 02/05/28                                               | CUSIP: G65431150<br>LEI: N/A                  | N/A              | DE               |  | US        |     18303 | NC      | $331284.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALITY IP LTD.                                        | AADVANTAGE LOYALITY IP LTD. 4/20/2028                                            | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              |  | US        |    600000 | PA      | $595824.00    | 0.03%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                       | TENET HEALTHCARE CORP 144A 4.625000% 06/15/2028                                  | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3479000 | PA      | $3113771.69   | 0.16%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORPORATION                              | GULFPORT ENERGY CORP 6 3/8 ESCROW                                                | CUSIP: 402635AP1<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    780000 | PA      | $975.00       | 0.00%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                              | COCA-COLA CO/THE 2.500000% 06/01/2040                                            | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1037546.17   | 0.05%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDINGS INC                                              | PRESIDIO HOLDINGS INC 144A 4.875000% 02/01/2027                                  | CUSIP: 74101XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $396622.75    | 0.02%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CPI CG INC.                                                        | CPI CG INC 144A 8.625000% 03/15/2026                                             | CUSIP: 12598FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1901000 | PA      | $1831449.20   | 0.09%             | 2026-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Atlas LuxCo 4 S.a r.l.                                             | ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINAN 4.625000% 06/01/2028          | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | NUSS              | US        |    426000 | PA      | $358372.50    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES, INC.                                                | CF INDUSTRIES INC 5.150000% 03/15/2034                                           | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3615112.04   | 0.18%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS, INC.                                           | OPEN TEXT HOLDINGS INC 144A 4.125000% 02/15/2030                                 | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3430000 | PA      | $2777579.70   | 0.14%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC.                                                    | TRANSOCEAN INC 144A 7.250000% 11/01/2025                                         | CUSIP: 893830BK4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | NUSS              | US        |   1168000 | PA      | $1013240.00   | 0.05%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                               | CARNIVAL CORP 144A 4.000000% 08/01/2028                                          | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | NUSS              | US        |    413000 | PA      | $343822.50    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                                              | LD HOLDINGS GROUP LLC 144A 6.125000% 04/01/2028                                  | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1004950.00   | 0.05%             | 2028-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AETHON UNITED BR LP                                                | AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 1 8.250000% 02/15/2026          | CUSIP: 00810GAC8<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |   1906000 | PA      | $1896319.10   | 0.10%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ATI Inc.                                                           | ATI INC 4.875000% 10/01/2029                                                     | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    267000 | PA      | $227598.55    | 0.01%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.                           | IVY HILL MIDDLE MARKET CREDIT FUND XIV SERIES: 14A CLASS: SUB                    | CUSIP: 46604GAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2164000 | PA      | $1363320.00   | 0.07%             | 2030-04-18      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SILVER AIRWAYS WARRANTS                                            | SILVER AIRWAYS WARRANTS *                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         0 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNSHINE LUXEMBOURG VII S.A R.L.                                   | SUNSHINE LUXEMBOURG VII S.A R.L. 10/1/2026                                       | CUSIP: L8908YAE8<br>LEI: N/A                  | Long             | LON              |  | US        |   1512960 | PA      | $1434951.78   | 0.07%             | 2026-10-01      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| JUMP FINANCIAL, LLC                                                | JUMP FINANCIAL, LLC 8/7/2028                                                     | CUSIP: 48138UAB3<br>LEI: N/A                  | Long             | LON              |  | US        |   3871876 | PA      | $3658923.00   | 0.19%             | 2028-08-07      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC.                                           | FIRST STUDENT BIDCO INC. 7/21/2028                                               | CUSIP: 33718FAF7<br>LEI: N/A                  | Long             | LON              |  | US        |     28078 | PA      | $26954.80     | 0.00%             | 2028-07-21      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODUCTS HOLDINGS, LLC                          | SPECIALTY BUILDING PRODUCTS HOLDINGS LLC / SBP FIN 6.375000% 09/30/2026          | CUSIP: 84749AAA5<br>LEI: 549300ICFD46O3KMJC06 | Long             | DBT              | CORP              | US        |   4062000 | PA      | $3355842.75   | 0.17%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                             | HILTON DOMESTIC OPERATING CO INC 144A 3.625000% 02/15/2032                       | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1526416.74   | 0.08%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEIMAN MARCUS GROUP WARRANTS                                       | NEIMAN MARCUS GROUP WARRANTS *                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6679 | NC      | $295011.43    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Precision Drilling Corporation                                     | PRECISION DRILLING CORP 144A 6.875000% 01/15/2029                                | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | NUSS              | CA        |     57000 | PA      | $53856.45     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORPORATION                                      | CASTLE US HOLDING CORP 144A 9.500000% 02/15/2028                                 | CUSIP: 14852LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1058153.61   | 0.05%             | 2028-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Baffinland Iron Mines Corporation                                  | BAFFINLAND IRON MINES CORP / BAFFINLAND IRON MINES 8.750000% 07/15/2026          | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   4045000 | PA      | $3768759.79   | 0.19%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                                | NOVELIS CORP 144A 3.875000% 08/15/2031                                           | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   3064000 | PA      | $2512480.00   | 0.13%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORPORATION                                    | ENVISION HEALTHCARE CORP 144A 8.750000% 10/15/2026                               | CUSIP: 29373TAA2<br>LEI: 549300OL60X0LPKY8N60 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $943950.00    | 0.05%             | 2026-10-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BELO CORP.                                                         | BELO CORP 7.250000% 09/15/2027                                                   | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    442000 | PA      | $428346.62    | 0.02%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                       | DIVERSIFIED HEALTHCARE TRUST 4.375000% 03/01/2031                                | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1497152.50   | 0.08%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES WARRANTS                                       | WINDSTREAM SERVICES WARRANTS *                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     50968 | NC      | $662584.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Clarios Global LP                                                  | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 144A 6.250000% 05/15/2026              | CUSIP: 69867DAA6<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | NUSS              | US        |   1431000 | PA      | $1417591.53   | 0.07%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                                | OWENS & MINOR INC 144A 4.500000% 03/31/2029                                      | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    568000 | PA      | $466095.12    | 0.02%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC.                                                 | NEXSTAR MEDIA INC 144A 4.750000% 11/01/2028                                      | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   3598000 | PA      | $3201932.16   | 0.16%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                      | VISTRA OPERATIONS CO LLC 144A 4.375000% 05/01/2029                               | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1807230.90   | 0.09%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING, INC.                                | AMERICAN AXLE & MANUFACTURING INC 5.000000% 10/01/2029                           | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    285000 | PA      | $247994.69    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLDINGS LLC                                    | LIONS GATE CAPITAL HOLDINGS LLC 144A 5.500000% 04/15/2029                        | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |   2138000 | PA      | $1389700.00   | 0.07%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK                                                  | BLACKHAWK NETWORK 6/15/2026                                                      | CUSIP: 05549YAB8<br>LEI: N/A                  | Long             | LON              |  | US        |   2411798 | PA      | $2194735.73   | 0.11%             | 2026-06-15      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC.                                    | MONITRONICS ESCROW                                                               | CUSIP: 609453AG0<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | DBT              | CORP              | US        |  10706000 | PA      | $0.01         | 0.00%             | 2020-04-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Eldorado Gold Corporation                                          | ELDORADO GOLD CORP 144A 6.250000% 09/01/2029                                     | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | NUSS              | TR        |   1366000 | PA      | $1115310.76   | 0.06%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                              | UNITED AIRLINES INC 144A 4.375000% 04/15/2026                                    | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   3267000 | PA      | $3041659.33   | 0.15%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                            | CDW LLC / CDW FINANCE CORP 3.250000% 02/15/2029                                  | CUSIP: 12513GBF5<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |    270000 | PA      | $228954.60    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOLOGIC, INC.                                                      | HOLOGIC INC 144A 3.250000% 02/15/2029                                            | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $924297.72    | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORPORATION                                    | ENVISION HEALTHCARE CORPORATION 3/31/2027                                        | CUSIP: 29373UAE1<br>LEI: N/A                  | Long             | LON              |  | US        |    935488 | PA      | $834922.99    | 0.04%             | 2027-03-31      | Floating      | 12.01%                | No            |                  2 | On Loan: No      |
| CISION US/CASTLE US 4/21 INCREMENTAL TLB                           | CISION US/CASTLE US 4/21 INCREMENTAL TLB 1/29/2027                               | CUSIP: 14852DAE1<br>LEI: N/A                  | Long             | LON              |  | US        |    977279 | PA      | $673100.66    | 0.03%             | 2027-01-29      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                  | SM ENERGY CO 5.625000% 06/01/2025                                                | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    405000 | PA      | $393999.11    | 0.02%             | 2025-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                | CENTENE CORP 2.500000% 03/01/2031                                                | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5942000 | PA      | $4697269.84   | 0.24%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Venator Finance S.a r.l.                                           | VENATOR FINANCE SARL / VENATOR MATERIALS LLC 144A 9.500000% 07/01/2025           | CUSIP: 9226ALAA2<br>LEI: 2221000BJZTBBAJL7429 | Long             | DBT              | NUSS              | US        |    954000 | PA      | $698805.00    | 0.04%             | 2025-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                                         | IRON MOUNTAIN INC 144A 4.500000% 02/15/2031                                      | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    419000 | PA      | $350786.80    | 0.02%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COTY INC.                                                          | COTY INC 144A 5.000000% 04/15/2026                                               | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   1809000 | PA      | $1734360.66   | 0.09%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP, INC.                                                | TRIUMPH GROUP INC 7.750000% 08/15/2025                                           | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1564937.50   | 0.08%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS, INC.                                         | IHEARTCOMMUNICATIONS INC 6.375000% 05/01/2026                                    | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    154403 | PA      | $146035.54    | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HOLDINGS, INC.                                | MOSS CREEK RESOURCES HOLDINGS INC 144A 10.500000% 05/15/2027                     | CUSIP: 61965RAB1<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56046.39     | 0.00%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                     | TRANSDIGM INC 5.500000% 11/15/2027                                               | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3161000 | PA      | $2979242.50   | 0.15%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC.                                              | GRAFTECH FINANCE INC 144A 4.625000% 12/15/2028                                   | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   3535000 | PA      | $2947306.25   | 0.15%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BENEFIT STREET PARTNERS CLO VIII (FACTORED) INTEX ID FOR DAVE:08180YAC4          | CUSIP: 08181A200<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $3240000.00   | 0.16%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Benefit Street Partners CLO                                        | BENEFIT STREET PARTNERS CLO IV                                                   | CUSIP: 08180J202<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6657 | PA      | $2596230.00   | 0.13%             | 2032-01-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                                       | ENCOMPASS HEALTH CORP 4.500000% 02/01/2028                                       | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1205002.28   | 0.06%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CLAIRES STORES INC CNV PFD PRIVATE PLACEMENT *                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               |  | US        |       640 | NS      | $1440000.00   | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES LP / VICI NOTE CO INC 144A 3.750000% 02/15/2027                  | CUSIP: 92564RAD7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    902000 | PA      | $813667.14    | 0.04%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO, LLC                                                | RADIATE HOLDCO LLC / RADIATE FINANCE INC 144A 6.500000% 09/15/2028               | CUSIP: 75026JAE0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |   4457000 | PA      | $2405442.90   | 0.12%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC 5.125000% 06/16/2025                                    | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2583000 | PA      | $2501149.38   | 0.13%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                         | COMMSCOPE TECHNOLOGIES LLC 144A 6.000000% 06/15/2025                             | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   3708000 | PA      | $3474952.20   | 0.18%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC.                                           | NEW FORTRESS ENERGY INC 144A 6.500000% 09/30/2026                                | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3911000 | PA      | $3779805.51   | 0.19%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| API ESCROW CORP.                                                   | API GROUP DE INC 144A 4.750000% 10/15/2029                                       | CUSIP: 00185PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $200830.00    | 0.01%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AKUMIN INC..                                                       | AKUMIN ESCROW INC 144A 7.500000% 08/01/2028                                      | CUSIP: 01021FAB5<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |   1745000 | PA      | $1190962.50   | 0.06%             | 2028-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                        | FIRST QUANTUM MINERALS LTD 144A 7.500000% 04/01/2025                             | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | NUSS              | ZM        |    411000 | PA      | $404956.22    | 0.02%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR ESCROW, INC.                                               | NEXSTAR MEDIA INC 144A 5.625000% 07/15/2027                                      | CUSIP: 65343HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2063000 | PA      | $1945243.96   | 0.10%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                              | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A 8.750000% 05/15/2030                   | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3373000 | PA      | $3489368.50   | 0.18%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                | CALPINE CORP 144A 4.625000% 02/01/2029                                           | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    390000 | PA      | $336727.52    | 0.02%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                           | HCA INC 3.500000% 09/01/2030                                                     | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2354947.80   | 0.12%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                     | EDGEWELL PERSONAL CARE CO 144A 4.125000% 04/01/2029                              | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    217000 | PA      | $188471.03    | 0.01%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DANA INCORPORATED                                                  | DANA INC 5.375000% 11/15/2027                                                    | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    958000 | PA      | $877834.00    | 0.04%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                      | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FI 6.000000% 09/01/2031          | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    910000 | PA      | $811037.50    | 0.04%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                    | WESTERN MIDSTREAM OPERATING LP 4.300000% 02/01/2030                              | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   5299000 | PA      | $4721885.91   | 0.24%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| THE ADT SECURITY CORPORATION                                       | ADT SECURITY CORP/THE 144A 4.875000% 07/15/2032                                  | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   2163000 | PA      | $1871449.23   | 0.10%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC.                                           | FIRST STUDENT BIDCO INC. 7/21/2028                                               | CUSIP: 33718FAB6<br>LEI: N/A                  | Long             | LON              |  | US        |    157617 | PA      | $147913.99    | 0.01%             | 2028-07-21      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD U.S. BORROWER, LLC.                            | CUSHMAN & WAKEFIELD US BORROWER LLC 144A 6.750000% 05/15/2028                    | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    706000 | PA      | $674293.96    | 0.03%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                                 | NEUBERGER BERMAN LOAN ADVISERS CLO 39 (EQUITY TRANCHE)                           | CUSIP: 64134F309<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    128403 | PA      | $47509.11     | 0.00%             | 2032-01-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| RHP HOTEL PROPERTIES, LP                                           | RHP HOTEL PROPERTIES LP / RHP FINANCE CORP 4.750000% 10/15/2027                  | CUSIP: 749571AF2<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    962000 | PA      | $878736.50    | 0.04%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                              | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.484000% 10/23/2045          | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2169000 | PA      | $2043344.10   | 0.10%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS, INC.                                              | PGT INNOVATIONS INC 144A 4.375000% 10/01/2029                                    | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |    233000 | PA      | $196251.24    | 0.01%             | 2029-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC.                                         | EMERGENT BIOSOLUTIONS INC 144A 3.875000% 08/15/2028                              | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    522000 | PA      | $234900.00    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC.                                      | BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / B 4.500000% 04/01/2027          | CUSIP: 11284DAC9<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |   8681000 | PA      | $7599184.80   | 0.39%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                 | CHS/COMMUNITY HEALTH SYSTEMS INC 144A 5.250000% 05/15/2030                       | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1924000 | PA      | $1467242.40   | 0.07%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                       | ANTERO RESOURCES CORP 144A 5.375000% 03/01/2030                                  | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1656000 | PA      | $1551580.92   | 0.08%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, INC.                                                     | JELD-WEN INC 144A 6.250000% 05/15/2025                                           | CUSIP: 475795AE0<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    235000 | PA      | $220900.00    | 0.01%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVP CASCADE CLO LTD                                                | CVP CASCADE CLO LTD SERIES 2014-2 CLASS E                                        | CUSIP: 12661WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2635089 | PA      | $263.51       | 0.00%             | 2026-07-18      | Floating      | 6.84%                 | No            |                  3 | On Loan: No      |
| EnPro Industries, Inc.                                             | ENPRO INDUSTRIES INC 5.750000% 10/15/2026                                        | CUSIP: 29355XAG2<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    404000 | PA      | $392380.96    | 0.02%             | 2026-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EPIC Y-GRADE SERVICES, LP                                          | EPIC Y-GRADE SERVICES, LP 6/30/2027                                              | CUSIP: 29427BAF6<br>LEI: N/A                  | Long             | LON              |  | US        |  10307946 | PA      | $9122532.09   | 0.46%             | 2027-06-30      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                                    | LIVE NATION ENTERTAINMENT INC 144A 6.500000% 05/15/2027                          | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    893000 | PA      | $894690.45    | 0.05%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC 4.063000% 11/01/2024                                    | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1242399.92   | 0.06%             | 2024-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| HOME POINT CAPITAL INC.                                            | HOME POINT CAPITAL INC 144A 5.000000% 02/01/2026                                 | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $2157415.29   | 0.11%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                          | SOTHEBY'S/BIDFAIR HOLDINGS INC 144A 5.875000% 06/01/2029                         | CUSIP: 83600GAA2<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    842000 | PA      | $700740.63    | 0.04%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING COMPANY INC.                                      | GRAHAM PACKAGING CO INC 144A 7.125000% 08/15/2028                                | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    312000 | PA      | $263769.94    | 0.01%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE, INC.                                                    | COMMSCOPE INC 144A 8.250000% 03/01/2027                                          | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   7486000 | PA      | $6426019.83   | 0.33%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | BENEFIT STREET PARTNERS CLO X (FACTORED) 0% 01/15/2029                           | CUSIP: 08181MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10939000 | PA      | $5031940.00   | 0.26%             | 2029-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                        | SOUTHWESTERN ENERGY CO 8.375000% 09/15/2028                                      | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103843.35    | 0.01%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DKT Finance ApS                                                    | DKT FINANCE APS 144A 9.375000% 06/17/2023                                        | CUSIP: 255882AA0<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | NUSS              | DK        |   1979000 | PA      | $1903885.08   | 0.10%             | 2023-06-17      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS, LLC                                     | SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM F 5.750000% 04/15/2025          | CUSIP: 86614WAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2836000 | PA      | $2368060.00   | 0.12%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                 | HAT HOLDINGS I LLC / HAT HOLDINGS II LLC 144A 6.000000% 04/15/2025               | CUSIP: 418751AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1416317.26   | 0.07%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH, INC.                                             | LEGACY LIFEPOINT HEALTH LLC 144A 4.375000% 02/15/2027                            | CUSIP: 53219LAS8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   5383000 | PA      | $4462276.02   | 0.23%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                                 | NEUBERGER BERMAN LOAN ADVISERS CLO 36 SERIES: 20-36A CLASS: INC                  | CUSIP: 64133LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1780000 | PA      | $1068000.00   | 0.05%             | 2033-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                        | CAESARS ENTERTAINMENT INC 144A 4.625000% 10/15/2029                              | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    276000 | PA      | $231150.00    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES, INC.                                               | LSB INDUSTRIES INC 144A 6.250000% 10/15/2028                                     | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2134007.20   | 0.11%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                       | BAUSCH HEALTH COS INC 144A 6.250000% 02/15/2029                                  | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | NUSS              | US        |    139000 | PA      | $58078.40     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC.                                                    | SABRE GLBL INC 144A 7.375000% 09/01/2025                                         | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    307000 | PA      | $292417.50    | 0.01%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                      | GARTNER INC 144A 3.750000% 10/01/2030                                            | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     83000 | PA      | $71795.00     | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                 | LPL HOLDINGS INC 144A 4.375000% 05/15/2031                                       | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    149000 | PA      | $128097.38    | 0.01%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                 | SEAGATE HDD CAYMAN 3.375000% 07/15/2031                                          | CUSIP: 81180WBE0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | NUSS              | US        |   1344000 | PA      | $1038912.00   | 0.05%             | 2031-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORESIGHT ENERGY OPERATING LLC                                     | FORESIGHT ENERGY OPERATING LLC 6/30/2027                                         | CUSIP: 34552KAB2<br>LEI: N/A                  | Long             | LON              |  | US        |    414236 | PA      | $405951.39    | 0.02%             | 2027-06-30      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                          | SUNOCO LP / SUNOCO FINANCE CORP 5.875000% 03/15/2028                             | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2791000 | PA      | $2658275.25   | 0.14%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.125000% 08/15/2030                  | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   4396000 | PA      | $3808949.32   | 0.19%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes S.a r.l.                          | TELENET FINANCE LUXEMBOURG NOTES SARL 144A 5.500000% 03/01/2028                  | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | NUSS              | BE        |   3600000 | PA      | $3223800.00   | 0.16%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                         | APPLE INC 2.650000% 05/11/2050                                                   | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4410000 | PA      | $3048767.20   | 0.16%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE, LLC                                               | ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER IN 2.875000% 10/15/2026          | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    310000 | PA      | $264355.60    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD.                                                      | ENERFLEX LTD 144A 9.000000% 10/15/2027                                           | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | NUSS              | CA        |    465000 | PA      | $459406.05    | 0.02%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC MTN 4.389000% 01/08/2026                                | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    650000 | PA      | $618234.50    | 0.03%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ATS Corporation                                                    | ATS CORP 144A 4.125000% 12/15/2028                                               | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | NUSS              | CA        |    493000 | PA      | $422604.40    | 0.02%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                 | SEAGATE HDD CAYMAN 5.750000% 12/01/2034                                          | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | NUSS              | US        |   2672000 | PA      | $2234460.00   | 0.11%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUMMER (BC) BIDCO B LLC                                            | SUMMER (BC) BIDCO B LLC 12/4/2026                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    156986 | PA      | $144181.96    | 0.01%             | 2026-12-04      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | PROPCO CERTIFICATES *                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |    210522 | NS      | $2789416.50   | 0.14%             |  |  |  | No            |                  3 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                          | MINERAL RESOURCES LTD MTN 8.000000% 11/01/2027                                   | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | NUSS              | AU        |   1405000 | PA      | $1443497.00   | 0.07%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC.                                       | AMERICAN AIRLINES GROUP INC 144A 3.750000% 03/01/2025                            | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2248000 | PA      | $1967866.38   | 0.10%             | 2025-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSTN MERGER SUB, INC.                                              | CORNERSTONE CHEMICAL CO 144A 6.750000% 08/15/2024                                | CUSIP: 21925AAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12005000 | PA      | $9818017.46   | 0.50%             | 2024-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES S.a r.l.                                  | ION TRADING TECHNOLOGIES SARL 144A 5.750000% 05/15/2028                          | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | NUSS              | LU        |   3125000 | PA      | $2548343.75   | 0.13%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                                       | ENCOMPASS HEALTH CORP 4.625000% 04/01/2031                                       | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69042.00     | 0.00%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                   | ALTICE FRANCE SA/FRANCE 144A 8.125000% 02/01/2027                                | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | NUSS              | FR        |    761000 | PA      | $724852.50    | 0.04%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Strathcona Resources Ltd.                                          | STRATHCONA RESOURCES LTD/ALBERTA 144A 6.875000% 08/01/2026                       | CUSIP: 86304TAA6<br>LEI: 549300YNIUISTSZMLF56 | Long             | DBT              | NUSS              | CA        |   2980000 | PA      | $2534166.10   | 0.13%             | 2026-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE, LLC                                               | ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER IN 3.625000% 03/01/2029          | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   4441000 | PA      | $3575005.00   | 0.18%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. UNLIMITED LIABILITY COMPANY                           | 1011778 BC ULC / NEW RED FINANCE INC 144A 3.875000% 01/15/2028                   | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | NUSS              | CA        |    222000 | PA      | $198132.22    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER, LLC                              | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINAN 3.375000% 08/31/2027          | CUSIP: 74166MAF3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $950259.60    | 0.05%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                                         | LAMB WESTON HOLDINGS INC 144A 4.125000% 01/31/2030                               | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $1820938.42   | 0.09%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORPORATION                                        | RANGE RESOURCES CORP 8.250000% 01/15/2029                                        | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    189000 | PA      | $197178.03    | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                       | ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA 5.250000% 08/15/2027          | CUSIP: 03969AAP5<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | NUSS              | US        |    540000 | PA      | $408402.00    | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | BENEFIT STREET PARTNERS CLO XXIII EQUITY TRANCHE                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |   7870000 | PA      | $5496801.50   | 0.28%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TRITON WATER HOLDINGS, INC.                                        | TRITON WATER HOLDINGS, INC. 3/31/2028                                            | CUSIP: 89678QAB2<br>LEI: N/A                  | Long             | LON              |  | US        |    378109 | PA      | $347860.22    | 0.02%             | 2028-03-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC.                                          | TEAM HEALTH HOLDINGS INC. 2/6/2024                                               | CUSIP: 87817JAE8<br>LEI: N/A                  | Long             | LON              |  | US        |    403931 | PA      | $334976.27    | 0.02%             | 2024-02-06      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                           | CHORD ENERGY CORP 144A 6.375000% 06/01/2026                                      | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    184000 | PA      | $179860.00    | 0.01%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING III CORPORATION                      | PECF USS INTERMEDIATE HOLDING III CORP 144A 8.000000% 11/15/2029                 | CUSIP: 69291HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3650000 | PA      | $2162625.00   | 0.11%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BEASLEY MEZZANINE HOLDINGS, LLC                                    | BEASLEY MEZZANINE HOLDINGS LLC 144A 8.625000% 02/01/2026                         | CUSIP: 07403VAA7<br>LEI: 549300VK8LJV1TK18D38 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $2077866.00   | 0.11%             | 2026-02-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | BENEFIT STREET PARTNERS VI-B CLO LTD SERIES: 2015 CLASS: SUB                     | CUSIP: 08180PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9535000 | PA      | $3541489.70   | 0.18%             | 2027-04-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                          | MGM RESORTS INTERNATIONAL 6.000000% 03/15/2023                                   | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1115053.52   | 0.06%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                | VENTURE XXVI CLO SERIES: 17-26A CLASS: SUB                                       | CUSIP: 92331HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2865000 | PA      | $573000.00    | 0.03%             | 2029-01-22      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| THE GAP, INC.                                                      | GAP INC/THE 144A 3.875000% 10/01/2031                                            | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    108000 | PA      | $81540.00     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                       | ANTERO RESOURCES CORP 144A 8.375000% 07/15/2026                                  | CUSIP: 03674XAN6<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    351000 | PA      | $369237.43    | 0.02%             | 2026-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ABERCROMBIE & FITCH MANAGEMENT CO.                                 | ABERCROMBIE & FITCH MANAGEMENT CO 144A 8.750000% 07/15/2025                      | CUSIP: 003000AA4<br>LEI: 5493003QMCFDA98NPT74 | Long             | DBT              | CORP              | US        |    873000 | PA      | $868635.00    | 0.04%             | 2025-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                        | OCP CLO LTD SERIES: 20-19A CLASS: SUB                                            | CUSIP: 670884AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1876000 | PA      | $1661273.04   | 0.08%             | 2031-07-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TRANSOCEAN INC.                                                    | TRANSOCEAN INC 144A 8.000000% 02/01/2027                                         | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | NUSS              | US        |   2180000 | PA      | $1782150.00   | 0.09%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                       | PERFORMANCE FOOD GROUP INC 144A 5.500000% 10/15/2027                             | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    574000 | PA      | $553910.00    | 0.03%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORPORATION                                                 | TRIMAS CORP 144A 4.125000% 04/15/2029                                            | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    522000 | PA      | $445005.00    | 0.02%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NCR CORPORATION                                                    | NCR CORP 144A 5.125000% 04/15/2029                                               | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    373000 | PA      | $320858.24    | 0.02%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MAVENIR SYSTEMS, INC.                                              | MAVENIR SYSTEMS, INC. 8/18/2028                                                  | CUSIP: 57767EAJ1<br>LEI: N/A                  | Long             | LON              |  | US        |    692841 | PA      | $561201.19    | 0.03%             | 2028-08-18      | Floating      | 10.02%                | No            |                  3 | On Loan: No      |
| AVIENT CORPORATION                                                 | AVIENT CORP 144A 7.125000% 08/01/2030                                            | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103487.80    | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                           | CHORD ENERGY CORP COMMON STOCK                                                   | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               |  | US        |      4235 | NS      | $645964.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DELIVERY HERO SE                                                   | DELIVERY HERO SE 8/12/2027                                                       | CUSIP: D2007ZAB3<br>LEI: N/A                  | Long             | LON              |  | US        |   1767570 | PA      | $1692448.28   | 0.09%             | 2027-08-12      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II, INC.                                            | NESCO HOLDINGS II INC 144A 5.500000% 04/15/2029                                  | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    322000 | PA      | $283266.62    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEARL MERGER SUB, INC.                                             | DOMTAR CORP 144A 6.750000% 10/01/2028                                            | CUSIP: 70478JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3780000 | PA      | $3294307.80   | 0.17%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                           | SERVICE PROPERTIES TRUST 4.500000% 06/15/2023                                    | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    872000 | PA      | $864370.00    | 0.04%             | 2023-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS, INC.                                         | TEAM HEALTH HOLDINGS, INC. 3/2/2027                                              | CUSIP: 87817JAG3<br>LEI: N/A                  | Long             | LON              |  | US        |   3031028 | PA      | $2091409.31   | 0.11%             | 2027-03-02      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                   | ALTICE FRANCE SA/FRANCE 144A 5.500000% 10/15/2029                                | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | NUSS              | FR        |   2420000 | PA      | $1940694.80   | 0.10%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIATE, INC.                                    | BCPE ULYSSES INTERMEDIATE INC 144A 7.750000% 04/01/2027                          | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2466000 | PA      | $1625234.78   | 0.08%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                              | EG GLOBAL FINANCE PLC 144A 6.750000% 02/07/2025                                  | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | NUSS              | GB        |   6786000 | PA      | $6175260.00   | 0.31%             | 2025-02-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                 | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDIN 5.875000% 11/01/2029          | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1822286.55   | 0.09%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Ltd.                                                 | FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTO 5.500000% 05/01/2028          | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1548653.40   | 0.08%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONVERGEONE HOLDINGS, CORP.                                        | CONVERGEONE HOLDINGS, CORP. 1/4/2026                                             | CUSIP: 21249DAB4<br>LEI: N/A                  | Long             | LON              |  | US        |   4181836 | PA      | $2396192.27   | 0.12%             | 2026-01-04      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| CARVANA CO.                                                        | CARVANA CO 144A 5.625000% 10/01/2025                                             | CUSIP: 146869AB8<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    788000 | PA      | $354600.00    | 0.02%             | 2025-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| THE CHEMOURS COMPANY                                               | CHEMOURS CO/THE 144A 5.750000% 11/15/2028                                        | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   2247000 | PA      | $1973461.46   | 0.10%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY                                 | GOODYEAR TIRE & RUBBER CO/THE 5.250000% 07/15/2031                               | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    199000 | PA      | $170475.34    | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | BATTALION CLO XII SERIES: 2018-12A CLASS: SUB                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |   8633274 | PA      | $4295053.82   | 0.22%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                         | ADIENT GLOBAL HOLDINGS LTD 144A 4.875000% 08/15/2026                             | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | NUSS              | US        |   4020000 | PA      | $3752308.20   | 0.19%             | 2026-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALCHEMY US HOLDCO 1 LLC                                            | ALCHEMY US HOLDCO 1 LLC 10-Oct-2025                                              | CUSIP: 01373YAB8<br>LEI: N/A                  | Long             | LON              |  | US        |   1696000 | PA      | $1582588.49   | 0.08%             | 2025-10-10      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC.                                  | NATIONSTAR MORTGAGE HOLDINGS INC 144A 5.125000% 12/15/2030                       | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $188664.32    | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Venator Finance S.a r.l.                                           | VENATOR FINANCE SARL / VENATOR MATERIALS LLC 144A 5.750000% 07/15/2025           | CUSIP: 9226APAA3<br>LEI: 2221000BJZTBBAJL7429 | Long             | DBT              | NUSS              | US        |    485000 | PA      | $167325.00    | 0.01%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, INC.                                                     | JELD-WEN INC 144A 4.625000% 12/15/2025                                           | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    560000 | PA      | $474600.00    | 0.02%             | 2025-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | GUITAR CENTER INC. NEW JUNIOR PREFERRED EQUITY *                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               |  | US        |       782 | NS      | $71459.16     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Blackstone Private Credit Fund                                     | BLACKSTONE PRIVATE CREDIT FUND 2.625000% 12/15/2026                              | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   4209000 | PA      | $3576536.00   | 0.18%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                       | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FI 5.375000% 06/15/2029          | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461250.00    | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                  | CSC HOLDINGS LLC 5.250000% 06/01/2024                                            | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    546000 | PA      | $525980.91    | 0.03%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THE SCOTTS MIRACLE-GRO COMPANY                                     | SCOTTS MIRACLE-GRO CO/THE 5.250000% 12/15/2026                                   | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    121000 | PA      | $115584.04    | 0.01%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORPORATION                                    | UNITED STATES STEEL CORP 6.875000% 03/01/2029                                    | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    531000 | PA      | $517937.40    | 0.03%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                         | ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS 4.625000% 01/15/2027           | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1513447.24   | 0.08%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SILVER AIRWAYS LLC 31-Dec-2027                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2848781 | PA      | $2848780.60   | 0.15%             | 2027-12-31      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                                      | UNIVISION COMMUNICATIONS INC 144A 7.375000% 06/30/2030                           | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    229000 | PA      | $228546.58    | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                                           | COMSTOCK RESOURCES INC 144A 5.875000% 01/15/2030                                 | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    245000 | PA      | $225730.75    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU LAS VEGAS HOLDINGS, LLC                              | FONTAINEBLEAU LAS VEGAS HOLDINGS LLC 144A 11.000000% 06/15/2015                  | CUSIP: 34460XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3481074 | PA      | $348.11       | 0.00%             | 2015-06-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.                                  | PENNYMAC FINANCIAL SERVICES INC 144A 5.750000% 09/15/2031                        | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    830000 | PA      | $663767.60    | 0.03%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTIVE INC.                                    | COOPER-STANDARD AUTOMOTIVE INC 144A 13.000000% 06/01/2024                        | CUSIP: 216762AG9<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    768000 | PA      | $803421.95    | 0.04%             | 2024-06-01      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| COMMSCOPE, INC.                                                    | COMMSCOPE INC 144A 7.125000% 07/01/2028                                          | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2352125.00   | 0.12%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY                                 | GOODYEAR TIRE & RUBBER CO/THE 5.000000% 07/15/2029                               | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    517000 | PA      | $449790.00    | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                            | BATH & BODY WORKS INC 144A 9.375000% 07/01/2025                                  | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30406.34     | 0.00%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Endo Designated Activity Company                                   | ENDO DAC / ENDO FINANCE LLC / ENDO FINCO INC 144A 6.000000% 06/30/2028           | CUSIP: 29273DAC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |   2293000 | PA      | $110339.16    | 0.01%             | 2028-06-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                       | HESS MIDSTREAM OPERATIONS LP 144A 5.625000% 02/15/2026                           | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $584879.05    | 0.03%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare 7/22 Subsequent Consenting TL                  | Envision Healthcare 7/22 Subsequent Consenting TL 3/31/2027                      | CUSIP: 29373UAG6<br>LEI: N/A                  | Long             | LON              |  | US        |   1428374 | PA      | $318998.83    | 0.02%             | 2027-03-31      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| CORECIVIC, INC.                                                    | CORECIVIC INC 8.250000% 04/15/2026                                               | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    482000 | PA      | $492386.40    | 0.03%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                             | HILTON WORLDWIDE FINANCE LLC / HILTON WORLDWIDE FI 4.875000% 04/01/2027          | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    398000 | PA      | $382824.26    | 0.02%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, INC.                                                     | JELD-WEN INC 144A 4.875000% 12/15/2027                                           | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    337000 | PA      | $263982.21    | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carnival Holdings (Bermuda) Limited                                | CARNIVAL HOLDINGS BERMUDA LTD 144A 10.375000% 05/01/2028                         | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $421686.00    | 0.02%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| VISTRA CORP.                                                       | VISTRA CORP 144A 7.000000% MATURITY: PERPETUAL                                   | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    435000 | PA      | $389074.30    | 0.02%             | 2171-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AIR MEDICAL GROUP HOLDINGS INC.                                    | AIR MEDICAL GROUP HOLDINGS INC. 3/14/2025                                        | CUSIP: 00169QAD1<br>LEI: N/A                  | Long             | LON              |  | US        |    783392 | PA      | $620837.97    | 0.03%             | 2025-03-14      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING, LLC                                             | DIRECTV FINANCING, LLC 8/2/2027                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              |  | US        |   1992566 | PA      | $1905610.89   | 0.10%             | 2027-08-02      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| HYLAND SOFTWARE                                                    | HYLAND SOFTWARE 7/1/2024                                                         | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              |  | US        |   2240525 | PA      | $2205527.55   | 0.11%             | 2024-07-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                  | YUM! BRANDS INC 3.625000% 03/15/2031                                             | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   3651000 | PA      | $3044021.25   | 0.15%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOWLERO CONVERTIBLE PREFERRED STOCK *                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               |  | US        |      1940 | NS      | $1940000.00   | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| CD&R SMOKEY BUYER, INC.                                            | CD&R SMOKEY BUYER INC 144A 6.750000% 07/15/2025                                  | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    627000 | PA      | $555678.75    | 0.03%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                    | NAKED JUICE LLC 1/24/2030                                                        | CUSIP: 62984CAB9<br>LEI: N/A                  | Long             | LON              |  | US        |   2015000 | PA      | $1750531.25   | 0.09%             | 2030-01-24      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Federal Home Loan Mortgage Corp PREFERRED STOCK                                  | CUSIP: 313400798<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               |  | US        |      7663 | NS      | $23372.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                         | MAUSER PACKAGING SOLUTIONS HOLDING CO 144A 7.250000% 04/15/2025                  | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   5052000 | PA      | $4609950.00   | 0.23%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER LLC                                          | AG TTMT ESCROW ISSUER LLC 144A 8.625000% 09/30/2027                              | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    627000 | PA      | $633451.83    | 0.03%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL, INC.                                              | COINBASE GLOBAL INC 144A 3.625000% 10/01/2031                                    | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    140000 | PA      | $75600.00     | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORPORATION                                       | OWL ROCK CAPITAL CORP 3.400000% 07/15/2026                                       | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1325800.31   | 0.07%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VIASAT, INC.                                                       | VIASAT INC 144A 6.500000% 07/15/2028                                             | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $2750068.75   | 0.14%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | BENEFIT STREET PARTNERS CLO V-B 04/20/2031                                       | CUSIP: 08181KAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10301000 | PA      | $3492039.00   | 0.18%             | 2031-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                       | ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA 5.250000% 08/15/2027          | CUSIP: 03969AAR1<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | NUSS              | US        |   1307000 | PA      | $988484.10    | 0.05%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                     | CHENIERE ENERGY PARTNERS LP 4.000000% 03/01/2031                                 | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    741000 | PA      | $647448.75    | 0.03%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORPORATION                                        | WABASH NATIONAL CORP 144A 4.500000% 10/15/2028                                   | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    415000 | PA      | $350915.19    | 0.02%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                              | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A 5.875000% 10/15/2027                   | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    362000 | PA      | $344450.24    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER, LLC                                              | RP ESCROW ISSUER LLC 144A 5.250000% 12/15/2025                                   | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4285000 | PA      | $3587980.48   | 0.18%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                 | LPL HOLDINGS INC 144A 4.625000% 11/15/2027                                       | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3347000 | PA      | $3091992.07   | 0.16%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORPORATION                                                | ARCONIC CORP 144A 6.125000% 02/15/2028                                           | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |   1607000 | PA      | $1508892.65   | 0.08%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                       | ROYAL CARIBBEAN CRUISES LTD 144A 5.500000% 04/01/2028                            | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | NUSS              | US        |    795000 | PA      | $648918.75    | 0.03%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVAYA INC.                                                         | AVAYA INC 144A 6.125000% 09/15/2028                                              | CUSIP: 053499AL3<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | DBT              | CORP              | US        |   5251000 | PA      | $2317686.38   | 0.12%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORPORATION                                      | CHESAPEAKE ENERGY CORP ESCROW 165167CY1                                          | CUSIP: 165167CY1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $4050.00      | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES, INC.                                          | CENTURY COMMUNITIES INC 6.750000% 06/01/2027                                     | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    624000 | PA      | $605111.27    | 0.03%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES, INC.                                             | BWX TECHNOLOGIES INC 144A 4.125000% 04/15/2029                                   | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1130800.00   | 0.06%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                       | TENET HEALTHCARE CORP 144A 6.250000% 02/01/2027                                  | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1207017.00   | 0.06%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RAIN CII CARBON LLC                                                | RAIN CII CARBON LLC / CII CARBON CORP 144A 7.250000% 04/01/2025                  | CUSIP: 75079RAC2<br>LEI: 5493002CIT11OW5J8846 | Long             | DBT              | CORP              | US        |   5020000 | PA      | $4568400.80   | 0.23%             | 2025-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORPORATION                              | GULFPORT ENERGY CORP 8.000000% 05/17/2026                                        | CUSIP: 402635AQ9<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    145333 | PA      | $144863.57    | 0.01%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wynn Macau, Limited                                                | WYNN MACAU LTD 144A 5.125000% 12/15/2029                                         | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | NUSS              | MO        |     85000 | PA      | $67787.50     | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Corporation de Securite Garda World                                | GARDA WORLD SECURITY CORP 144A 9.500000% 11/01/2027                              | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | NUSS              | CA        |    560000 | PA      | $518052.60    | 0.03%             | 2027-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM CORP 6.600000% 03/15/2046                                   | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2142000.00   | 0.11%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                | POST HOLDINGS INC 144A 5.625000% 01/15/2028                                      | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    691000 | PA      | $659234.73    | 0.03%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN GREETINGS CORPORATION                                     | AMERICAN GREETINGS CORP 144A 8.750000% 04/15/2025                                | CUSIP: 026375AR6<br>LEI: 549300WMJOT8C9DNMF90 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3429375.00   | 0.17%             | 2025-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARENT, INC.                               | FRONTIER COMMUNICATIONS PARE COMMON STOCK                                        | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               |  | US        |     24654 | NS      | $635333.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK USA, INC.                                                 | CINEMARK USA INC 144A 5.250000% 07/15/2028                                       | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    240000 | PA      | $191700.00    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS, LLC                                         | MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECT 6.500000% 06/20/2027          | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    536655 | PA      | $533966.36    | 0.03%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC.                                                  | DEXKO GLOBAL INC. 10/4/2028                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    597249 | PA      | $538849.76    | 0.03%             | 2028-10-04      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LIMITED PARTNERSHIP, A CALIFORNIA LIMITED PARTNERSHIP   | SHEA HOMES LP / SHEA HOMES FUNDING CORP 4.750000% 02/15/2028                     | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1081000 | PA      | $929660.00    | 0.05%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY, L.P.                                               | GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 8.000000% 01/15/2027             | CUSIP: 37185LAM4<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |   2162000 | PA      | $2063437.62   | 0.11%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC.                                               | SIRIUS XM RADIO INC 144A 5.000000% 08/01/2027                                    | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2516000 | PA      | $2348031.84   | 0.12%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | Federal National Mortgage Association PREFERRED STOCK                            | CUSIP: 313586802<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               |  | US        |     43493 | NS      | $139177.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC.                                                           | HCA INC 5.875000% 02/01/2029                                                     | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1167856.27   | 0.06%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                          | MGM RESORTS INTERNATIONAL 6.750000% 05/01/2025                                   | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    495000 | PA      | $492639.10    | 0.03%             | 2025-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BYJU'S ALPHA, INC.                                                 | BYJU'S ALPHA, INC. 24-Nov-2026                                                   | CUSIP: Y8800HAB6<br>LEI: N/A                  | Long             | LON              |  | US        |   3006959 | PA      | $2383014.89   | 0.12%             | 2026-11-24      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I, L.P.                                             | HILCORP ENERGY I LP / HILCORP FINANCE CO 144A 6.250000% 04/15/2032               | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    138000 | PA      | $126615.00    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT 11/22                                                    | OPEN TEXT 11/22 11/16/2029                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |   1675000 | PA      | $1625453.50   | 0.08%             | 2029-11-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION                     | SCIENCE APPLICATIONS INTERNATIONAL CORP 144A 4.875000% 04/01/2028                | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   3734000 | PA      | $3439947.50   | 0.18%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | EP ENERGY CORP COMMON STOCK                                                      | CUSIP: 268785201<br>LEI: N/A                  | Long             | EC               |  | US        |     25685 | NS      | $166952.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES, INC.                                             | DYCOM INDUSTRIES INC 144A 4.500000% 04/15/2029                                   | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    603000 | PA      | $517880.52    | 0.03%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS, L.P.                                             | NUSTAR LOGISTICS LP 6.375000% 10/01/2030                                         | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1015560.00   | 0.05%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH, INC.                                                    | FIRSTCASH INC 144A 5.625000% 01/01/2030                                          | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   3755000 | PA      | $3415694.45   | 0.17%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS, LLC                                             | AHEAD DB HOLDINGS LLC 144A 6.625000% 05/01/2028                                  | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |   3952000 | PA      | $3228863.04   | 0.16%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                           | SERVICE PROPERTIES TRUST 4.375000% 02/15/2030                                    | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $2276951.60   | 0.12%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                                 | NEUBERGER BERMAN LOAN ADVISERS CLO 38 (EQUITY TRANCHE)                           | CUSIP: 64133TAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39804 | PA      | $13931.40     | 0.00%             | 2032-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NCR CORPORATION                                                    | NCR CORP 144A 5.750000% 09/01/2027                                               | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    740000 | PA      | $719650.00    | 0.04%             | 2027-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL, LLC                                        | AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE I 5.375000% 03/01/2029          | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    396000 | PA      | $348657.93    | 0.02%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | AVIANCA MIDCO 2 PLC 144A 9.000000% 12/01/2028                                    | CUSIP: 05368PAA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |   3123366 | PA      | $2309897.82   | 0.12%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE, LLC                                                      | ACRISURE LLC / ACRISURE FINANCE INC 144A 4.250000% 02/15/2029                    | CUSIP: 00489LAF0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |   2519000 | PA      | $2054010.79   | 0.10%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alvogen Pharma 6/22 Extended                                       | Alvogen Pharma 6/22 Extended 6/30/2025                                           | CUSIP: 02254GAF0<br>LEI: N/A                  | Long             | LON              |  | US        |   3179192 | PA      | $2765897.26   | 0.14%             | 2025-06-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                                    | LIVE NATION ENTERTAINMENT INC 144A 4.750000% 10/15/2027                          | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3459000 | PA      | $3121712.91   | 0.16%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                  | YUM! BRANDS INC 6.875000% 11/15/2037                                             | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1814103.45   | 0.09%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                      | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FI 5.500000% 01/15/2028          | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    165000 | PA      | $149737.50    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH, INC.                                                | SYNEOS HEALTH INC 144A 3.625000% 01/15/2029                                      | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |   3113000 | PA      | $2461200.06   | 0.13%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                      | VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING 6.375000% 02/01/2030          | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | NUSS              | CH        |  11475000 | PA      | $9409500.00   | 0.48%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO, LLC                                                | RADIATE HOLDCO LLC / RADIATE FINANCE INC 144A 4.500000% 09/15/2026               | CUSIP: 75026JAC4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |    882000 | PA      | $721211.40    | 0.04%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENATOR FINANCE S.A.R.L. (VENATOR MATERIALS LLC)                   | VENATOR FINANCE S.A.R.L. (VENATOR MATERIALS LLC) 8/8/2024                        | CUSIP: 92260UAB1<br>LEI: N/A                  | Long             | LON              |  | US        |    366462 | PA      | $263654.80    | 0.01%             | 2024-08-08      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                         | OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITA 4.250000% 01/15/2029          | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2262850.00   | 0.12%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS, INC.                                  | CONSOLIDATED COMMUNICATIONS INC 144A 6.500000% 10/01/2028                        | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   4598000 | PA      | $3783234.40   | 0.19%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS, L.P.                                             | NUSTAR LOGISTICS LP 5.750000% 10/01/2025                                         | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    177000 | PA      | $172132.50    | 0.01%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEWSTAR BERKELEY FUND CLO LLC                                      | NEWSTAR BERKELEY FUND CLO LLC (FACTORED) NSBKY 2016-1A SUB                       | CUSIP: 65251XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21812000 | PA      | $6107360.00   | 0.31%             | 2028-10-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| HLF FINANCING SARL, LLC                                            | HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL I 4.875000% 06/01/2029          | CUSIP: 40390DAC9<br>LEI: 549300VKVJUV5OGV2R51 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $2544225.20   | 0.13%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD.                                                | WIND RIVER 2021-3 CLO SERIES: 2021-3 CLO                                         | CUSIP: 97316EAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11611000 | PA      | $7837425.00   | 0.40%             | 2033-07-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| IHEARTCOMMUNICATIONS, INC.                                         | IHEARTCOMMUNICATIONS INC 144A 5.250000% 08/15/2027                               | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1952000 | PA      | $1738392.64   | 0.09%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corporation                                         | NOVA CHEMICALS CORP 144A 4.250000% 05/15/2029                                    | CUSIP: 66977WAS8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    385000 | PA      | $320993.75    | 0.02%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES CLO LTD                                                | GREAT LAKE CLO SERIES 2015-1 CLASS SUB                                           | CUSIP: 39055UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6015147 | PA      | $2586513.21   | 0.13%             | 2030-01-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                       | HESS MIDSTREAM OPERATIONS LP 144A 5.500000% 10/15/2030                           | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $618732.70    | 0.03%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS, INC.                                              | BELLRING BRANDS INC 144A 7.000000% 03/15/2030                                    | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1816249.20   | 0.09%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SP PF BUYER LLC                                                    | SP PF BUYER LLC 22-Dec-2025                                                      | CUSIP: 78471PAB6<br>LEI: N/A                  | Long             | LON              |  | US        |   2730950 | PA      | $1855107.03   | 0.09%             | 2025-12-22      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                               | ONEMAIN FINANCE CORP 4.000000% 09/15/2030                                        | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   4793000 | PA      | $3599511.13   | 0.18%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                                      | ASBURY AUTOMOTIVE GROUP INC 4.500000% 03/01/2028                                 | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   3403000 | PA      | $3078728.13   | 0.16%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                           | NEUBERGER BERMAN CLO LTD (FACTORED) NEUB 2016-22A SUB                            | CUSIP: 64131CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5235000 | PA      | $1936950.00   | 0.10%             | 2027-10-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                             | HILTON DOMESTIC OPERATING CO INC 144A 4.000000% 05/01/2031                       | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1539333.69   | 0.08%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                 | ENERGY TRANSFER LP 5.500000% 06/01/2027                                          | CUSIP: 29273VAF7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2863000 | PA      | $2808301.67   | 0.14%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                       | ROYAL CARIBBEAN CRUISES LTD 144A 5.500000% 08/31/2026                            | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | NUSS              | US        |   2425000 | PA      | $2103687.50   | 0.11%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STAPLES INC.                                                       | STAPLES INC. 4/16/2026                                                           | CUSIP: 855031AQ3<br>LEI: N/A                  | Long             | LON              |  | US        |   4690164 | PA      | $4174714.82   | 0.21%             | 2026-04-16      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                                                  | MLN US HOLDCO LLC 30-Nov-2025                                                    | CUSIP: 55292HAB9<br>LEI: N/A                  | Long             | LON              |  | US        |   1157358 | PA      | $357334.35    | 0.02%             | 2025-11-30      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                                | SIX FLAGS ENTERTAINMENT CORP 144A 5.500000% 04/15/2027                           | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    862000 | PA      | $778334.28    | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                              | ALTICE FINANCING SA 144A 5.750000% 08/15/2029                                    | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | NUSS              | LU        |   3859000 | PA      | $3155735.84   | 0.16%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II, INC.                                            | SCRIPPS ESCROW II INC 144A 5.375000% 01/15/2031                                  | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $115937.32    | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                          | MINERAL RESOURCES LTD 144A 8.125000% 05/01/2027                                  | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | NUSS              | AU        |   1645000 | PA      | $1665153.27   | 0.08%             | 2027-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                 | ALTRIA GROUP INC 4.800000% 02/14/2029                                            | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    648000 | PA      | $621994.58    | 0.03%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                           | SERVICE PROPERTIES TRUST 4.950000% 02/15/2027                                    | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   4113000 | PA      | $3387312.56   | 0.17%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                        | SOUTHWESTERN ENERGY CO 4.750000% 02/01/2032                                      | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1047386.70   | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | NORTH SEA NATURAL RESOURCES CONVERTIBLE BOND                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    889095 | PA      | $889094.61    | 0.05%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | BATTALION CLO XX EQUITY TRANCHE                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |   8543000 | PA      | $6535395.00   | 0.33%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| PG&E CORPORATION                                                   | PG&E CORP 5.250000% 07/01/2030                                                   | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   3204000 | PA      | $2901173.94   | 0.15%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY PARTNERS LP                                             | NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 6.125000% 03/01/2025            | CUSIP: 62913TAM4<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |   6083000 | PA      | $4988060.00   | 0.25%             | 2025-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                                | NAVIENT CORP 5.000000% 03/15/2027                                                | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   2097000 | PA      | $1832231.58   | 0.09%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO                                        | BENEFIT STREET PARTNERS CLO V 0% 10/20/2026                                      | CUSIP: 08180M205<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6413000 | PA      | $0.01         | 0.00%             | 2026-10-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| THE HOWARD HUGHES CORPORATION                                      | HOWARD HUGHES CORP/THE 144A 5.375000% 08/01/2028                                 | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1473120.99   | 0.07%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                           | VERTIV GROUP CORP 144A 4.125000% 11/15/2028                                      | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1116280.00   | 0.06%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                       | PERFORMANCE FOOD GROUP INC 144A 6.875000% 05/01/2025                             | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80000.00     | 0.00%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.625000% 06/15/2025                  | CUSIP: 92564RAG0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    411000 | PA      | $393311.64    | 0.02%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                  | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 4.500000% 05/01/2032                | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3490000 | PA      | $2880174.85   | 0.15%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY                                 | GOODYEAR TIRE & RUBBER CO/THE 5.250000% 04/30/2031                               | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    604000 | PA      | $516420.00    | 0.03%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                                              | LD HOLDINGS GROUP LLC 144A 6.500000% 11/01/2025                                  | CUSIP: 521088AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1303250.00   | 0.07%             | 2025-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | TCW CLO 2020-1 EQUITY TRANCHE                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |   8523000 | PA      | $4687650.00   | 0.24%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| AXALTA COATING SYSTEMS, LLC                                        | AXALTA COATING SYSTEMS LLC / AXALTA COATING SYSTEM 4.750000% 06/15/2027          | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | NUSS              | US        |    699000 | PA      | $640889.91    | 0.03%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BALL CORPORATION                                                   | BALL CORP 2.875000% 08/15/2030                                                   | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   2493000 | PA      | $2026659.42   | 0.10%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS, INC.                                                     | ENTEGRIS INC 144A 4.375000% 04/15/2028                                           | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    320000 | PA      | $282780.94    | 0.01%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER, LP                                               | MEDLINE BORROWER, LP 23-Oct-2028                                                 | CUSIP: 58503UAC7<br>LEI: N/A                  | Long             | LON              |  | US        |    289746 | PA      | $274855.93    | 0.01%             | 2028-10-23      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| MITNICK CORPORATE PURCHASER, INC.                                  | MITNICK CORPORATE PURCHASER, INC. 5/2/2029                                       | CUSIP: 60672HAC7<br>LEI: N/A                  | Long             | LON              |  | US        |   1297000 | PA      | $1228907.50   | 0.06%             | 2029-05-02      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                         | APPLE INC 2.800000% 02/08/2061                                                   | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1672000 | PA      | $1111656.69   | 0.06%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| API GROUP DE, INC.                                                 | API GROUP DE INC 144A 4.125000% 07/15/2029                                       | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    365000 | PA      | $303358.80    | 0.02%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR U.S. NEWCO, INC.                                       | TK ELEVATOR US NEWCO INC 144A 5.250000% 07/15/2027                               | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | DE        |   2576000 | PA      | $2337771.52   | 0.12%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                | STATION CASINOS LLC 144A 4.500000% 02/15/2028                                    | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   2287000 | PA      | $2017202.45   | 0.10%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION, INC.                                           | WESCO DISTRIBUTION INC 144A 7.125000% 06/15/2025                                 | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    551000 | PA      | $557887.50    | 0.03%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC.                                             | GFL ENVIRONMENTAL INC 144A 4.375000% 08/15/2029                                  | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | NUSS              | CA        |   2123000 | PA      | $1821746.30   | 0.09%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHOENIX NEWCO, INC.                                                | PHOENIX NEWCO, INC. 15-Nov-2028                                                  | CUSIP: 71911KAC8<br>LEI: N/A                  | Long             | LON              |  | US        |    439790 | PA      | $422365.52    | 0.02%             | 2028-11-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                              | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A 5.000000% 05/01/2028                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1010150.00   | 0.05%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                  | CSC HOLDINGS LLC 144A 3.375000% 02/15/2031                                       | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $964271.14    | 0.05%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                                 | NEUBERGER BERMAN LOAN ADVISERS CLO 39 (EQUITY TRANCHE)                           | CUSIP: 64134FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5667000 | PA      | $3400200.00   | 0.17%             | 2032-01-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BLOCK, INC.                                                        | BLOCK INC 3.500000% 06/01/2031                                                   | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    465000 | PA      | $377352.15    | 0.02%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                  | INTEL CORP 3.200000% 08/12/2061                                                  | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1248270.48   | 0.06%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CARVANA CO.                                                        | CARVANA CO 144A 5.875000% 10/01/2028                                             | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    413000 | PA      | $144942.35    | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                 | ORACLE CORP 2.500000% 04/01/2025                                                 | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $2048746.32   | 0.10%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTNERS HOLDINGS, LLC                          | ENCINO ACQUISITION PARTNERS HOLDINGS LLC 144A 8.500000% 05/01/2028               | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |   3608000 | PA      | $3452602.21   | 0.18%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                       | BAUSCH HEALTH COS INC 144A 5.500000% 11/01/2025                                  | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | NUSS              | US        |   2310000 | PA      | $1951695.90   | 0.10%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORPORATION                                      | ESC GCB INTELSAT JACKS ESCROW 0.00                                               | CUSIP: 165167DA2<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    210000 | PA      | $21.00        | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| TRITON WATER HOLDINGS, INC.                                        | TRITON WATER HOLDINGS INC 144A 6.250000% 04/01/2029                              | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |   4622000 | PA      | $3597233.27   | 0.18%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| THE SCOTTS MIRACLE-GRO COMPANY                                     | SCOTTS MIRACLE-GRO CO/THE 4.000000% 04/01/2031                                   | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    391000 | PA      | $297160.00    | 0.02%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | TCW CLO 2017-1 EQUITY TRANCHE                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |   7377000 | PA      | $4204890.00   | 0.21%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| LITHIA MOTORS, INC.                                                | LITHIA MOTORS INC 144A 4.375000% 01/15/2031                                      | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1009867.29   | 0.05%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                         | COMMSCOPE TECHNOLOGIES LLC 144A 5.000000% 03/15/2027                             | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    340000 | PA      | $259358.80    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.                                  | PENNYMAC FINANCIAL SERVICES INC 144A 5.375000% 10/15/2025                        | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1953000 | PA      | $1784768.58   | 0.09%             | 2025-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                       | BAUSCH HEALTH COS INC 144A 5.000000% 01/30/2028                                  | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | NUSS              | US        |    360000 | PA      | $147337.11    | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                       | BAUSCH HEALTH COS INC 144A 5.000000% 02/15/2029                                  | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | NUSS              | US        |    455000 | PA      | $191641.45    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                                    | MARTIN MARIETTA MATERIALS INC 2.400000% 07/15/2031                               | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1902000 | PA      | $1545058.83   | 0.08%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC.                                               | SIRIUS XM RADIO INC 144A 4.000000% 07/15/2028                                    | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1262000 | PA      | $1115380.84   | 0.06%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                               | NCL CORP LTD 144A 5.875000% 02/15/2027                                           | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | NUSS              | US        |   1675000 | PA      | $1491302.75   | 0.08%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | BATTALION CLO XI EQUITY TRANCHE                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |  10431000 | PA      | $6467220.00   | 0.33%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                | NEIMAN MARCUS GROUP EQUITY *                                                     | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               |  | US        |      9899 | NS      | $1732325.00   | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| ADVISOR GROUP HOLDINGS, INC.                                       | ADVISOR GROUP HOLDINGS INC 144A 10.750000% 08/01/2027                            | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2436079.20   | 0.12%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                       | BAUSCH HEALTH COS INC 144A 5.250000% 01/30/2030                                  | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | NUSS              | US        |   7674000 | PA      | $3195705.31   | 0.16%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                              | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.950000% 06/30/2062          | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $849119.44    | 0.04%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                                 | NEUBERGER BERMAN LOAN ADVISERS CLO 36 SERIES: 20-36A CLASS: SPIN                 | CUSIP: 64133LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22936 | PA      | $13761.60     | 0.00%             | 2033-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                      | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FI 6.000000% 12/31/2030          | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |   7312000 | PA      | $6617286.88   | 0.34%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORPORATION                                       | FREEDOM MORTGAGE CORP 144A 7.625000% 05/01/2026                                  | CUSIP: 35640YAF4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    360000 | PA      | $309600.00    | 0.02%             | 2026-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                                      | ASBURY AUTOMOTIVE GROUP INC 4.750000% 03/01/2030                                 | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    202000 | PA      | $172693.59    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                          | SENSATA TECHNOLOGIES BV 144A 4.000000% 04/15/2029                                | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | NUSS              | US        |   1244000 | PA      | $1082755.07   | 0.06%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMBARQ CORPORATION                                                 | EMBARQ CORP 7.995000% 06/01/2036                                                 | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1102000 | PA      | $468162.66    | 0.02%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Federal Home Loan Mortgage Corp PREFERRED STOCK                                  | CUSIP: 313400780<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               |  | US        |      4307 | NS      | $12877.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARSCO CORPORATION                                                 | HARSCO CORP 144A 5.750000% 07/31/2027                                            | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    766000 | PA      | $618545.00    | 0.03%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INTELSAT EMERGENCE SA MANUALLY PRICED OFF EMAIL                                  | CUSIP: L5217E120<br>LEI: N/A                  | Long             | EC               |  | US        |     65585 | NS      | $1672417.50   | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                    | WESTERN MIDSTREAM OPERATING LP 5.500000% 02/01/2050                              | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   4611000 | PA      | $3757965.00   | 0.19%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                                | GRIFFON CORP 5.750000% 03/01/2028                                                | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    760000 | PA      | $706914.00    | 0.04%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP.                                              | WMG ACQUISITION CORP 144A 3.000000% 02/15/2031                                   | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1123030.78   | 0.06%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                 | HAT HOLDINGS I LLC / HAT HOLDINGS II LLC 144A 3.750000% 09/15/2030               | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3490000 | PA      | $2494848.21   | 0.13%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                                         | IRON MOUNTAIN INC 144A 4.875000% 09/15/2029                                      | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   3743000 | PA      | $3291116.22   | 0.17%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                    | EQT CORP 7.000000% 02/01/2030                                                    | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1625430.52   | 0.08%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS, INC.                                          | ZAYO GROUP HOLDINGS INC 144A 6.125000% 03/01/2028                                | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   1321000 | PA      | $716642.50    | 0.04%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING, INC.                                | AMERICAN AXLE & MANUFACTURING INC 6.875000% 07/01/2028                           | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    492000 | PA      | $473796.00    | 0.02%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                        | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 4.875000% 02/01/2031          | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    961000 | PA      | $875298.02    | 0.04%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY                  | BRITISH TELECOMMUNICATIONS PLC 4.500000% 12/04/2023                              | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | NUSS              | GB        |   1270000 | PA      | $1259161.13   | 0.06%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN GLOBAL AIRLINES, INC.                                      | WESTERN GLOBAL AIRLINES LLC 144A 10.375000% 08/15/2025                           | CUSIP: 958278AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1656675.00   | 0.08%             | 2025-08-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                | INTELSAT JACKSON HOLDINGS S A- CVR1 CONTINGENT VALUE RIGHT                       | CUSIP: L5137X109<br>LEI: N/A                  | Long             | EC               |  | US        |      6867 | NS      | $68.67        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TACORA RESOURCES INC.                                              | TACORA RESOURCES INC 144A 8.250000% 05/15/2026                                   | CUSIP: 87356LAA8<br>LEI: 549300L67A19OXSFBA84 | Long             | DBT              | NUSS              | CA        |   2660000 | PA      | $2181280.17   | 0.11%             | 2026-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS, INC.                                       | BAUSCH HEALTH AMERICAS INC 144A 8.500000% 01/31/2027                             | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    578000 | PA      | $277506.79    | 0.01%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP, LLC                                          | RYAN SPECIALTY GROUP LLC 144A 4.375000% 02/01/2030                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2154600.00   | 0.11%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                                 | NEUBERGER BERMAN LOAN ADVISERS CLO 41 (EQUITY TRANCHE)                           | CUSIP: 64134CAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43798 | PA      | $4379.80      | 0.00%             | 2034-04-17      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Coherent Corp.                                                     | COHERENT CORP 144A 5.000000% 12/15/2029                                          | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   3483000 | PA      | $3073747.50   | 0.16%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LABL, INC.                                                         | LABL, INC. 29-Oct-2028                                                           | CUSIP: 50168EAN2<br>LEI: N/A                  | Long             | LON              |  | US        |    489161 | PA      | $463885.79    | 0.02%             | 2028-10-29      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                            | LIBERTY INTERACTIVE LLC 8.250000% 02/01/2030                                     | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |   6509000 | PA      | $3254500.00   | 0.17%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER, INC.                                               | CP ATLAS BUYER INC 144A 7.000000% 12/01/2028                                     | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $2706920.00   | 0.14%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| THE CHEMOURS COMPANY                                               | CHEMOURS CO/THE 144A 4.625000% 11/15/2029                                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   2028000 | PA      | $1632540.00   | 0.08%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                 | CHS/COMMUNITY HEALTH SYSTEMS INC 144A 4.750000% 02/15/2031                       | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    390000 | PA      | $285749.10    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COTY INC.                                                          | COTY INC 144A 6.500000% 04/15/2026                                               | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    375000 | PA      | $358125.00    | 0.02%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                            | MPLX LP PREFERRED STOCK                                                          | CUSIP: 55336V308<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EP               |  | US        |     41696 | NS      | $1501056.00   | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                             | HILTON DOMESTIC OPERATING CO INC 4.875000% 01/15/2030                            | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120302.00    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                        | OCP CLO SERIES: 2021-21A CLASS: SUB                                              | CUSIP: 670897AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7945000 | PA      | $6117650.00   | 0.31%             | 2034-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ALTICE FRANCE SA                                                   | ALTICE FRANCE SA/FRANCE 144A 5.500000% 01/15/2028                                | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $166682.00    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCR CORPORATION                                                    | NCR CORP 144A 5.000000% 10/01/2028                                               | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    178000 | PA      | $154860.00    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO.                                                      | ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV 1 5.125000% 04/30/2031          | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   4145000 | PA      | $3678314.45   | 0.19%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                           | SERVICE PROPERTIES TRUST 5.500000% 12/15/2027                                    | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $913500.00    | 0.05%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Taseko Mines Limited                                               | TASEKO MINES LTD 144A 7.000000% 02/15/2026                                       | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | NUSS              | CA        |   2943000 | PA      | $2469185.80   | 0.13%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTA OUTDOOR INC.                                                 | VISTA OUTDOOR INC 144A 4.500000% 03/15/2029                                      | CUSIP: 928377AC4<br>LEI: 549300QI2D33ESTJLN81 | Long             | DBT              | CORP              | US        |    828000 | PA      | $629280.00    | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP, LLC                                          | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE 5.375000% 08/15/2026           | CUSIP: 25277LAF3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | DBT              | CORP              | US        |   7730000 | PA      | $1256387.59   | 0.06%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                               | CARNIVAL CORP 144A 5.750000% 03/01/2027                                          | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | NUSS              | US        |   7988000 | PA      | $5939756.98   | 0.30%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                 | T-MOBILE USA INC 3.500000% 04/15/2031                                            | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2699420.17   | 0.14%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                  | CLARIOS GLOBAL LP 144A 6.750000% 05/15/2025                                      | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | NUSS              | US        |    896000 | PA      | $895428.68    | 0.05%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION, INC.                                           | WESCO DISTRIBUTION INC 144A 7.250000% 06/15/2028                                 | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    903000 | PA      | $914784.15    | 0.05%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP, INC.                                                | TRIUMPH GROUP INC 144A 6.250000% 09/15/2024                                      | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109250.00    | 0.01%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM CORP 4.625000% 06/15/2045                                   | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1553650.00   | 0.08%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS, LP                                         | EQM MIDSTREAM PARTNERS LP 144A 6.500000% 07/01/2027                              | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1082520.00   | 0.06%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVAYA INC.                                                         | AVAYA INC 8.000000% 12/15/2027                                                   | CUSIP: 053499AN9<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $1840783.59   | 0.09%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                         | ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS 3.250000% 03/15/2026           | CUSIP: 013092AF8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    345000 | PA      | $313211.70    | 0.02%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM ESCROW, LLC                                             | WINDSTREAM ESCROW LLC / WINDSTREAM ESCROW FINANCE 7.750000% 08/15/2028           | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2738000 | PA      | $2395750.00   | 0.12%             | 2028-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                      | GARTNER INC 144A 3.625000% 06/15/2029                                            | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    295000 | PA      | $258386.43    | 0.01%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                  | CROWN CASTLE INC 2.900000% 04/01/2041                                            | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1455224.16   | 0.07%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP.                                              | WMG ACQUISITION CORP 144A 3.875000% 07/15/2030                                   | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43333.48     | 0.00%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS, LP                                       | USA COMPRESSION PARTNERS LP / USA COMPRESSION FINA 6.875000% 09/01/2027          | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1680272.00   | 0.09%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS, INC.                                     | BREAD FINANCIAL HOLDINGS INC 144A 4.750000% 12/15/2024                           | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1341000 | PA      | $1166283.30   | 0.06%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC 2.900000% 02/16/2028                                    | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $2965585.16   | 0.15%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC.                                                     | VALVOLINE INC 144A 3.625000% 06/15/2031                                          | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   2142000 | PA      | $1745730.00   | 0.09%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BWAY HOLDING COMPANY                                               | BWAY HOLDING COMPANY 4/3/2024                                                    | CUSIP: 05604XAP1<br>LEI: N/A                  | Long             | LON              |  | US        |   2018175 | PA      | $1956378.48   | 0.10%             | 2024-04-03      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                         | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD 14 5.750000% 04/20/2029          | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |   7319875 | PA      | $6814433.82   | 0.35%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                     | PROLOGIS LP 3.000000% 04/15/2050                                                 | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    745000 | PA      | $509423.97    | 0.03%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                            | BATH & BODY WORKS INC 6.750000% 07/01/2036                                       | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   2997000 | PA      | $2631725.64   | 0.13%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HOLDINGS, INC.                                | MOSS CREEK RESOURCES HOLDINGS INC 144A 7.500000% 01/15/2026                      | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |   2919000 | PA      | $2715837.60   | 0.14%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC 4.542000% 08/01/2026                                    | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1393754.29   | 0.07%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| AP CORE HOLDINGS II, LLC                                           | AP CORE HOLDINGS II, LLC 9/1/2027                                                | CUSIP: 00187GAC3<br>LEI: N/A                  | Long             | LON              |  | US        |    528735 | PA      | $467930.14    | 0.02%             | 2027-09-01      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.500000% 01/15/2028                  | CUSIP: 92564RAK1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160111.32    | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | FORESIGHT COMMON EQUITY *                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               |  | US        |     60593 | NS      | $696817.89    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                              | FREEPORT-MCMORAN INC 5.400000% 11/14/2034                                        | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1603649.92   | 0.08%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                               | DISH DBS CORP 144A 5.750000% 12/01/2028                                          | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3213000 | PA      | $2605903.65   | 0.13%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORPORATION                              | GULFPORT ENERGY CORPORTATION 6 3/8 ESCROW                                        | CUSIP: 402635AL0<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    311000 | PA      | $388.75       | 0.00%             | 2025-05-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| LBM ACQUISITION, LLC                                               | LBM ACQUISITION LLC 144A 6.250000% 01/15/2029                                    | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   2212000 | PA      | $1523656.35   | 0.08%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEWS CORPORATION                                                   | NEWS CORP 144A 5.125000% 02/15/2032                                              | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    255000 | PA      | $233758.50    | 0.01%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.                                  | PENNYMAC FINANCIAL SERVICES INC 144A 4.250000% 02/15/2029                        | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   5448000 | PA      | $4265457.12   | 0.22%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US FOODS, INC.                                                     | US FOODS INC 144A 4.750000% 02/15/2029                                           | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44556.00     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS INC.                                         | SIX FLAGS THEME PARKS INC 144A 7.000000% 07/01/2025                              | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |    647000 | PA      | $648601.99    | 0.03%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                           | DISH NETWORK CORP 3.375000% 08/15/2026                                           | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    804000 | PA      | $520590.00    | 0.03%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LIMITED PARTNERSHIP, A CALIFORNIA LIMITED PARTNERSHIP   | SHEA HOMES LP / SHEA HOMES FUNDING CORP 4.750000% 04/01/2029                     | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1091475.00   | 0.06%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHITE CAP PARENT, LLC                                              | WHITE CAP PARENT LLC 144A 8.250000% 03/15/2026                                   | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4595000 | PA      | $3910271.94   | 0.20%             | 2026-03-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.                        | APOLLO COMMERCIAL REAL ESTATE FINANCE INC 144A 4.625000% 06/15/2029              | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1090066.25   | 0.06%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERTIES INC.                             | BROOKFIELD RESIDENTIAL PROPERTIES INC / BROOKFIELD 4.875000% 02/15/2030          | CUSIP: 11283YAD2<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | NUSS              | CA        |   1081000 | PA      | $851860.43    | 0.04%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS, LLC                                        | AXALTA COATING SYSTEMS LLC 144A 3.375000% 02/15/2029                             | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |   2793000 | PA      | $2286196.19   | 0.12%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                       | BAUSCH HEALTH COS INC 144A 5.750000% 08/15/2027                                  | CUSIP: 071734AC1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | NUSS              | US        |    180000 | PA      | $116971.51    | 0.01%             | 2027-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM, INC.                                                 | DT MIDSTREAM INC 144A 4.125000% 06/15/2029                                       | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2976000 | PA      | $2622153.60   | 0.13%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS, INC.                                         | IHEARTCOMMUNICATIONS INC 8.375000% 05/01/2027                                    | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    934858 | PA      | $832023.62    | 0.04%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL, LLC                                        | AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE I 4.750000% 04/01/2028          | CUSIP: 053773BG1<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43925.00     | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER, LLC                              | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINAN 6.250000% 01/15/2028          | CUSIP: 74166MAE6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1529850.00   | 0.08%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                           | PM GENERAL PURCHASER LLC 144A 9.500000% 10/01/2028                               | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    543000 | PA      | $476326.75    | 0.02%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP.                                               | SWF HOLDINGS I CORP. 10/6/2028                                                   | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              |  | US        |   1973734 | PA      | $1541150.34   | 0.08%             | 2028-10-06      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                  | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 5.125000% 05/01/2027           | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3902000 | PA      | $3693203.98   | 0.19%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                            | LEVEL 3 FINANCING INC 144A 4.250000% 07/01/2028                                  | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    453000 | PA      | $354694.14    | 0.02%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                         | AMERICAN TOWER CORP 2.950000% 01/15/2051                                         | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1248710.34   | 0.06%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                            | MOLINA HEALTHCARE INC 144A 4.375000% 06/15/2028                                  | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2468290.20   | 0.13%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL                                          | MONITRONICS INTERNATIONAL 3/29/2024                                              | CUSIP: 60945HAB0<br>LEI: N/A                  | Long             | LON              |  | US        |    379594 | PA      | $249267.68    | 0.01%             | 2024-03-29      | Floating      | 11.91%                | No            |                  2 | On Loan: No      |
| GREAT LAKES CLO LTD                                                | GREAT LAKES CLO 2014-1 LTD GRTLK 2014-1A ER                                      | CUSIP: 39055RAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3376000 | PA      | $3009076.06   | 0.15%             | 2029-10-15      | Floating      | 11.58%                | No            |                  3 | On Loan: No      |
| J. C. PENNEY COMPANY INC.                                          | J. C. PENNEY COMPANY INC. 6/23/2023                                              | CUSIP: 46611NAJ2<br>LEI: N/A                  | Long             | LON              |  | US        |   3751143 | PA      | $0.01         | 0.00%             | 2023-06-23      | Floating      | 5.25%                 | No            |                  3 | On Loan: No      |
| DT MIDSTREAM, INC.                                                 | DT MIDSTREAM INC 144A 4.375000% 06/15/2031                                       | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $159601.35    | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THE HERTZ CORPORATION                                              | HERTZ CORP/THE 144A 4.625000% 12/01/2026                                         | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    758000 | PA      | $657543.37    | 0.03%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                       | ALCOA NEDERLAND HOLDING BV 144A 5.500000% 12/15/2027                             | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $191718.00    | 0.01%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS, LP                                         | EQM MIDSTREAM PARTNERS LP 144A 4.500000% 01/15/2029                              | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1371000 | PA      | $1204971.90   | 0.06%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHC GROUP LLC                                                      | CHC GROUP LLC UNIT                                                               | CUSIP: 12550E405<br>LEI: N/A                  | Long             | EC               |  | US        |      1444 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELESAT CANADA                                                     | TELESAT CANADA / TELESAT LLC 144A 5.625000% 12/06/2026                           | CUSIP: 87952VAR7<br>LEI: 5493004V5GLBY6SO5Y34 | Long             | DBT              | NUSS              | CA        |   2048000 | PA      | $965912.72    | 0.05%             | 2026-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                        | MCGRAW-HILL EDUCATION INC 144A 5.750000% 08/01/2028                              | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4590000 | PA      | $4079362.50   | 0.21%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTIVE INC.                                    | COOPER-STANDARD AUTOMOTIVE INC 144A 5.625000% 11/15/2026                         | CUSIP: 216762AF1<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $620889.52    | 0.03%             | 2026-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORPORATION                                       | FREEDOM MORTGAGE CORP 144A 8.250000% 04/15/2025                                  | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $3877938.00   | 0.20%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM CORP 6.450000% 09/15/2036                                   | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    775000 | PA      | $776937.50    | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                               | LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPI 5.250000% 10/01/2025          | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1046000 | PA      | $993971.96    | 0.05%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GUITAR CENTER TRANCHE I WARRANTS                                   | GUITAR CENTER TRANCHE I WARRANTS 22-Dec-2070                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5960 | NC      | $574961.20    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| BOYNE USA INC.                                                     | BOYNE USA INC 144A 4.750000% 05/15/2029                                          | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    304000 | PA      | $270535.68    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                               | DISH DBS CORP 5.000000% 03/15/2023                                               | CUSIP: 25470XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2654000 | PA      | $2633763.25   | 0.13%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2 PLC                                        | INEOS QUATTRO FINANCE 2 PLC 144A 3.375000% 01/15/2026                            | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | NUSS              | GB        |    630000 | PA      | $560120.40    | 0.03%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                  | YUM! BRANDS INC 5.350000% 11/01/2043                                             | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    180000 | PA      | $144450.00    | 0.01%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                       | PERFORMANCE FOOD GROUP INC 144A 4.250000% 08/01/2029                             | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    495000 | PA      | $439891.65    | 0.02%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC.                                   | STANDARD INDUSTRIES INC/NJ 144A 4.750000% 01/15/2028                             | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1268841.00   | 0.06%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS, LP                                         | EQM MIDSTREAM PARTNERS LP 144A 4.750000% 01/15/2031                              | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1222351.77   | 0.06%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PTC INC.                                                           | PTC INC 144A 4.000000% 02/15/2028                                                | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    786000 | PA      | $717264.30    | 0.04%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                         | AMERICAN TOWER CORP 2.100000% 06/15/2030                                         | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2167000 | PA      | $1740746.79   | 0.09%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SEI Daily Income Trust: Government Fund; Class F Shares            | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                     | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  46687434 | NS      | $46687433.86  | 2.38%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM CORP 8.500000% 07/15/2027                                   | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1209900.00   | 0.06%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MAGNITE, INC.                                                      | MAGNITE, INC. 4/28/2028                                                          | CUSIP: 55955NAB4<br>LEI: N/A                  | Long             | LON              |  | US        |   1141550 | PA      | $1069255.64   | 0.05%             | 2028-04-28      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO.,LTD.                                              | NISSAN MOTOR CO LTD 144A 4.345000% 09/17/2027                                    | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | NUSS              | JP        |   2235000 | PA      | $2013680.02   | 0.10%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC                                      | CAESARS RESORT COLLECTION LLC 23-Dec-2024                                        | CUSIP: 12769LAB5<br>LEI: N/A                  | Long             | LON              |  | US        |   2199559 | PA      | $2182864.48   | 0.11%             | 2024-12-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Endo Designated Activity Company                                   | ENDO DAC / ENDO FINANCE LLC / ENDO FINCO INC 144A 9.500000% 07/31/2027           | CUSIP: 29273DAB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |   2088000 | PA      | $292320.00    | 0.01%             | 2027-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORPORATION                                      | CHESAPEAKE ENERGY CORP ESCROW 165167DB0                                          | CUSIP: 165167DB0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $81500.00     | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| LITHIA MOTORS, INC.                                                | LITHIA MOTORS INC 144A 3.875000% 06/01/2029                                      | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1269407.00   | 0.06%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                               | ONEMAIN FINANCE CORP 5.375000% 11/15/2029                                        | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   4683000 | PA      | $3911241.60   | 0.20%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS, INC.                                            | INNOPHOS HOLDINGS INC 144A 9.375000% 02/15/2028                                  | CUSIP: 45774NAB4<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $3960504.00   | 0.20%             | 2028-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Corporation de Securite Garda World                                | GARDA WORLD SECURITY CORP 144A 6.000000% 06/01/2029                              | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | NUSS              | CA        |    429000 | PA      | $347490.00    | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corporation                                         | NOVA CHEMICALS CORP 144A 4.875000% 06/01/2024                                    | CUSIP: 66977WAQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    530000 | PA      | $515756.25    | 0.03%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CEMEX MATERIALS LLC                                                | CEMEX MATERIALS LLC 144A 7.700000% 07/21/2025                                    | CUSIP: 766879AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   3540000 | PA      | $3516990.00   | 0.18%             | 2025-07-21      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| FIFTH STREET SENIOR LOAN FUND LLC                                  | NEW STAR FAIRFIELD FUND CLO FKA FIFTH STREET SLF II                              | CUSIP: 31679UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9028000 | PA      | $3430098.32   | 0.17%             | 2027-09-29      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| AVANTOR FUNDING, INC.                                              | AVANTOR FUNDING INC 144A 4.625000% 07/15/2028                                    | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1005560.00   | 0.05%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES LP / VICI NOTE CO INC 144A 3.500000% 02/15/2025                  | CUSIP: 92564RAC9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20705.79     | 0.00%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                                  | BATTALION CLO XVI SERIES 2019-16A CLASS SUB                                      | CUSIP: 07133NAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3572000 | PA      | $2321800.00   | 0.12%             | 2032-12-19      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| MALLINCKRODT PUBLIC LIMITED COMPANY                                | MALLINCKRODT PLC COMMON STOCK                                                    | CUSIP: G5890A102<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | EC               |  | US        |     12665 | NS      | $137098.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELPORT FINANCE (LUXEMBOURG) S.A R.L.                           | TRAVELPORT FINANCE (LUXEMBOURG) S.A R.L. 5/29/2026                               | CUSIP: L9308UAX8<br>LEI: N/A                  | Long             | LON              |  | US        |   1758524 | PA      | $1181727.89   | 0.06%             | 2026-05-29      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                 | CHS/COMMUNITY HEALTH SYSTEMS INC 144A 8.000000% 03/15/2026                       | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    726000 | PA      | $670018.14    | 0.03%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                        | DCP MIDSTREAM OPERATING LP 3.250000% 02/15/2032                                  | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    835000 | PA      | $696208.30    | 0.04%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APACHE CORPORATION                                                 | APACHE CORP 5.100000% 09/01/2040                                                 | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   4782000 | PA      | $3933195.00   | 0.20%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications.                                       | MIDCONTINENT COMMUNICATIONS / MIDCONTINENT FINANCE 5.375000% 08/15/2027          | CUSIP: 59565XAC4<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $976621.21    | 0.05%             | 2027-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ACADEMY, LTD.                                                      | ACADEMY LTD 144A 6.000000% 11/15/2027                                            | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    975000 | PA      | $922976.68    | 0.05%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                        | CAESARS ENTERTAINMENT INC 144A 6.250000% 07/01/2025                              | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148245.37    | 0.01%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | MYT HOLDINGS LLC STOCK SERIES B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |    461765 | NS      | $369412.00    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                | CLAIRES STORES INC COMMON EQUITY HELD PRIVATELY *                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               |  | US        |       858 | NS      | $278850.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| WW International, Inc.                                             | WW INTERNATIONAL INC 144A 4.500000% 04/15/2029                                   | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $1641223.60   | 0.08%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BALL CORPORATION                                                   | BALL CORP 3.125000% 09/15/2031                                                   | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   2288000 | PA      | $1817813.96   | 0.09%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SABLE INTERNATIONAL FINANCE LIMITED                                | SABLE INTERNATIONAL FINANCE LTD 144A 5.750000% 09/07/2027                        | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | NUSS              | CL        |   1407000 | PA      | $1283887.50   | 0.07%             | 2027-09-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.                                    | ACADIA HEALTHCARE CO INC 144A 5.500000% 07/01/2028                               | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    494000 | PA      | $464446.32    | 0.02%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                          | CNX MIDSTREAM PARTNERS LP 144A 4.750000% 04/15/2030                              | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $76727.40     | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                  | ILIAD HOLDING SASU 144A 6.500000% 10/15/2026                                     | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | NUSS              | FR        |   1545000 | PA      | $1469673.32   | 0.07%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE, LLC                                     | SMYRNA READY MIX CONCRETE, LLC 4/2/2029                                          | CUSIP: 83283EAH6<br>LEI: N/A                  | Long             | LON              |  | US        |    854435 | PA      | $837346.30    | 0.04%             | 2029-04-02      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Altice France Holding S.A.                                         | ALTICE FRANCE HOLDING SA 144A 6.000000% 02/15/2028                               | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | NUSS              | LU        |   2612000 | PA      | $1751582.28   | 0.09%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel International B.V.                                   | CLEAR CHANNEL INTERNATIONAL BV 144A 6.625000% 08/01/2025                         | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |    887000 | PA      | $839505.03    | 0.04%             | 2025-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                                         | LAMB WESTON HOLDINGS INC 144A 4.375000% 01/31/2032                               | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    108000 | PA      | $95592.96     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC.                                               | SIRIUS XM RADIO INC 144A 5.500000% 07/01/2029                                    | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    861000 | PA      | $801677.10    | 0.04%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA, INC.                                                  | IHEARTMEDIA INC - CLASS A COMMON STOCK                                           | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               |  | US        |     63646 | NS      | $511713.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STAPLES, INC.                                                      | STAPLES INC 144A 7.500000% 04/15/2026                                            | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   3751000 | PA      | $3346398.39   | 0.17%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC.                                   | STANDARD INDUSTRIES INC/NJ 144A 3.375000% 01/15/2031                             | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    139000 | PA      | $106562.90    | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.625000% 12/01/2029                  | CUSIP: 92564RAB1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    655000 | PA      | $594329.50    | 0.03%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | VENTURE XXVIII CLO EQUITY TRANCHE                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |   5750000 | PA      | $1926250.00   | 0.10%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| AVIS BUDGET CAR RENTAL, LLC                                        | AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE I 5.750000% 07/15/2027          | CUSIP: 053773BE6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    505000 | PA      | $465971.81    | 0.02%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RITE AID CORPORATION                                               | RITE AID CORP 144A 8.000000% 11/15/2026                                          | CUSIP: 767754CL6<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $2519869.50   | 0.13%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                              | MICROSOFT CORP 2.525000% 06/01/2050                                              | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $2379418.25   | 0.12%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| AIRPLANES PASS THROUGH TRUST                                       | AIRPLANES PASS THROUGH TRUST AIRPT 2001-1A A9                                    | CUSIP: 009451AP0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    834665 | PA      | $25976.43     | 0.00%             | 2019-03-15      | Floating      | 4.42%                 | No            |                  3 | On Loan: No      |
| SHELF DRILLING HOLDINGS, LTD.                                      | SHELF DRILLING HOLDINGS LTD 144A 8.250000% 02/15/2025                            | CUSIP: 822538AE4<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | NUSS              | AE        |   2380000 | PA      | $2067373.27   | 0.11%             | 2025-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS, LLC                               | ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE 7.000000% 11/01/2026           | CUSIP: 04364VAG8<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1459593.43   | 0.07%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO.                                                      | ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV 1 4.125000% 04/30/2028          | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2195951.20   | 0.11%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SHUTTERFLY, LLC                                                    | SHUTTERFLY, LLC 9/25/2026                                                        | CUSIP: 82568QAN4<br>LEI: N/A                  | Long             | LON              |  | US        |    326700 | PA      | $199492.83    | 0.01%             | 2026-09-25      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS, LLC                                                | WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP 1 5.500000% 03/01/2025          | CUSIP: 983130AV7<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1008886.43   | 0.05%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                       | ROYAL CARIBBEAN CRUISES LTD 144A 11.500000% 06/01/2025                           | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | NUSS              | US        |    437000 | PA      | $468682.50    | 0.02%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                  | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 5.375000% 06/01/2029           | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    738000 | PA      | $669712.86    | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL, INC.                                   | TEMPUR SEALY INTERNATIONAL INC 144A 4.000000% 04/15/2029                         | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    754000 | PA      | $625121.11    | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VECTOR GROUP LTD.                                                  | VECTOR GROUP LTD 144A 5.750000% 02/01/2029                                       | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1489597.55   | 0.08%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                           | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 1.250000% 11/24/2025                | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    974000 | PA      | $872079.70    | 0.04%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE 5.375000% 08/15/2026           | CUSIP: 25277LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3060000 | PA      | $497353.95    | 0.03%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                               | JPMORGAN CHASE & CO 5.000000% MATURITY: PERPETUAL                                | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1299000 | PA      | $1202172.54   | 0.06%             | 2171-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH AND WELLNESS COMPANY, INC.                            | PETCO HEALTH AND WELLNESS COMPANY, INC. 3/3/2028                                 | CUSIP: 71601HAB2<br>LEI: N/A                  | Long             | LON              |  | US        |    635325 | PA      | $614943.77    | 0.03%             | 2028-03-03      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL, LLC                                        | AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE I 5.750000% 07/15/2027          | CUSIP: 053773BC0<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    405000 | PA      | $374588.15    | 0.02%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC.                                            | SCIH SALT HOLDINGS INC 144A 4.875000% 05/01/2028                                 | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    693000 | PA      | $618502.50    | 0.03%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BALL CORPORATION                                                   | BALL CORP 6.875000% 03/15/2028                                                   | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1744746.01   | 0.09%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I, L.P.                                             | HILCORP ENERGY I LP / HILCORP FINANCE CO 144A 6.000000% 04/15/2030               | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    165000 | PA      | $151722.63    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                | KINETIK HOLDINGS LP 144A 5.875000% 06/15/2030                                    | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    202000 | PA      | $189821.42    | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                            | CDW LLC / CDW FINANCE CORP 4.250000% 04/01/2028                                  | CUSIP: 12513GBD0<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |    420000 | PA      | $379449.00    | 0.02%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                       | TENET HEALTHCARE CORP 144A 4.875000% 01/01/2026                                  | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   4026000 | PA      | $3820593.48   | 0.19%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LABL, INC.                                                         | LABL INC 144A 6.750000% 07/15/2026                                               | CUSIP: 50168AAB6<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    635000 | PA      | $606425.00    | 0.03%             | 2026-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                                         | IRON MOUNTAIN INC 144A 5.000000% 07/15/2028                                      | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    395000 | PA      | $359207.08    | 0.02%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TORTOISE BORROWER LLC                                              | TORTOISE BORROWER LLC 1/31/2025                                                  | CUSIP: 89148EAB1<br>LEI: N/A                  | Long             | LON              |  | US        |   1824566 | PA      | $1074979.29   | 0.05%             | 2025-01-31      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                        | VERIZON COMMUNICATIONS INC 2.987000% 10/30/2056                                  | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $1431900.25   | 0.07%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI                                                       | TUTOR PERINI 8/18/2027                                                           | CUSIP: 90110FAM6<br>LEI: N/A                  | Long             | LON              |  | US        |   3651458 | PA      | $3432370.43   | 0.17%             | 2027-08-18      | Floating      | 8.50%                 | No            |                  3 | On Loan: No      |
| ENVIVA INC.                                                        | ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP 6.500000% 01/15/2026           | CUSIP: 29413XAD9<br>LEI: 549300WH5VXDEFM5KR81 | Long             | DBT              | CORP              | US        |   4836000 | PA      | $4610646.75   | 0.23%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSUER TRUST                                      | MIDCAP FINANCIAL ISSUER TRUST 144A 6.500000% 05/01/2028                          | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4653000 | PA      | $4059742.50   | 0.21%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE, LLC                                                      | ACRISURE LLC / ACRISURE FINANCE INC 144A 10.125000% 08/01/2026                   | CUSIP: 00489LAD5<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1006109.14   | 0.05%             | 2026-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE, LLC                                               | ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER IN 4.000000% 10/15/2033          | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2175600.00   | 0.11%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS, L.P.                                             | BUCKEYE PARTNERS LP 144A 4.500000% 03/01/2028                                    | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    590000 | PA      | $523625.00    | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS, INC.                                          | PARK RIVER HOLDINGS, INC. 28-Dec-2027                                            | CUSIP: 70082HAC0<br>LEI: N/A                  | Long             | LON              |  | US        |    228518 | PA      | $197953.85    | 0.01%             | 2027-12-28      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS, INC.                                                 | VAIL RESORTS INC 144A 6.250000% 05/15/2025                                       | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    981000 | PA      | $979979.54    | 0.05%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER, LLC                                               | WHITE CAP BUYER, LLC 19-Oct-2027                                                 | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | LON              |  | US        |    782115 | PA      | $752105.07    | 0.04%             | 2027-10-19      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Federal Home Loan Mortgage Corp PREFERRED STOCK                                  | CUSIP: 313400608<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               |  | US        |      1136 | NS      | $3697.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | PARKER DRILLING CO-POST BANK COMMON STOCK                                        | CUSIP: 701081507<br>LEI: N/A                  | Long             | EC               |  | US        |      5140 | NS      | $33410.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INTEL CORPORATION                                                  | INTEL CORP 3.050000% 08/12/2051                                                  | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $2348097.22   | 0.12%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                       | TENET HEALTHCARE CORP 144A 6.125000% 06/15/2030                                  | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2032000 | PA      | $1925482.56   | 0.10%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NEW ALBERTSONS L.P.                                                | NEW ALBERTSONS LP 8.700000% 05/01/2030                                           | CUSIP: 013104AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2229000 | PA      | $2399098.02   | 0.12%             | 2030-05-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                  | RAYTHEON TECHNOLOGIES CORP 2.820000% 09/01/2051                                  | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1220369.74   | 0.06%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS, L.P.                                            | ARCHROCK PARTNERS LP / ARCHROCK PARTNERS FINANCE C 6.250000% 04/01/2028          | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |   3755000 | PA      | $3482762.50   | 0.18%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II, INC.                                               | GRAY ESCROW II INC 144A 5.375000% 11/15/2031                                     | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2154000 | PA      | $1643437.38   | 0.08%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NOBLE CORP PLC WT                                                  | NOBLE CORP PLC WT EXPIRATION: 02/04/28                                           | CUSIP: G65431135<br>LEI: N/A                  | N/A              | DE               |  | US        |     18303 | NC      | $356908.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CLUBCORP HOLDINGS INC.                                             | CLUBCORP HOLDINGS INC. 9/18/2024                                                 | CUSIP: 18948TAB9<br>LEI: N/A                  | Long             | LON              |  | US        |   2605027 | PA      | $2341918.90   | 0.12%             | 2024-09-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC.                                                      | STONEMOR INC 144A 8.500000% 05/15/2029                                           | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2435000 | PA      | $1978437.50   | 0.10%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORPORATION                                      | ESC CB144A INTELSAT JA ESCROW 0.00$                                              | CUSIP: 165167DA2<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   3562000 | PA      | $356.20       | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| GREAT LAKES CLO LTD                                                | GREAT LAKES CLO 2015-1 LTD GRTLK 2015-1A ER                                      | CUSIP: 39055UAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4328000 | PA      | $3793002.94   | 0.19%             | 2030-01-16      | Floating      | 11.44%                | No            |                  3 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                       | ROYAL CARIBBEAN CRUISES LTD 144A 8.250000% 01/15/2029                            | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | NUSS              | US        |    345000 | PA      | $350209.50    | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING, LLC                                     | TERRAFORM POWER OPERATING LLC 144A 5.000000% 01/31/2028                          | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   5015000 | PA      | $4651412.50   | 0.24%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP, INC.                                      | PEDIATRIX MEDICAL GROUP INC 144A 5.375000% 02/15/2030                            | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3632000 | PA      | $3064717.92   | 0.16%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                       | BAUSCH HEALTH COMPANIES INC. 2/1/2027                                            | CUSIP: C9413PBD4<br>LEI: N/A                  | Long             | LON              |  | US        |   3658688 | PA      | $2715038.82   | 0.14%             | 2027-02-01      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS, INC.                                                   | WHEEL PROS INC 144A 6.500000% 05/15/2029                                         | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3825000 | PA      | $1407666.13   | 0.07%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corporation                                     | PRECISION DRILLING CORP 144A 7.125000% 01/15/2026                                | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | NUSS              | CA        |    325000 | PA      | $318220.50    | 0.02%             | 2026-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                              | ELEMENT SOLUTIONS INC 144A 3.875000% 09/01/2028                                  | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   3813000 | PA      | $3258818.58   | 0.17%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LOCKWOOD GROVE CLO LTD                                             | LOCKWOOD GROVE CLO LTD LWCLO 2014-1A ERR                                         | CUSIP: 54008QAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3201000 | PA      | $2640165.59   | 0.13%             | 2030-01-25      | Floating      | 10.21%                | No            |                  3 | On Loan: No      |
| CARVANA CO.                                                        | CARVANA CO 144A 4.875000% 09/01/2029                                             | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $457143.47    | 0.02%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | BENEFIT STREET PARTNERS CLO IX (FACTORED) INTEX ID FOR DAVE:08181CAC1            | CUSIP: 08181E202<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3363000 | PA      | $1345200.00   | 0.07%             | 2028-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SUNOCO LP                                                          | SUNOCO LP / SUNOCO FINANCE CORP 4.500000% 04/30/2030                             | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2181000 | PA      | $1892257.41   | 0.10%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | BENEFIT STREET PARTNERS CLO XII 10/15/2030                                       | CUSIP: 08179JAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10091000 | PA      | $2825480.00   | 0.14%             | 2030-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SM ENERGY COMPANY                                                  | SM ENERGY CO 6.500000% 07/15/2028                                                | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180913.35    | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC 4.000000% 11/13/2030                                    | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2273000 | PA      | $1922617.05   | 0.10%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP.                                                | BAYTEX ENERGY CORP 144A 8.750000% 04/01/2027                                     | CUSIP: 07317QAH8<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | NUSS              | CA        |    570000 | PA      | $587652.90    | 0.03%             | 2027-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing B.V.                                          | VZ SECURED FINANCING BV 144A 5.000000% 01/15/2032                                | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | NUSS              | NL        |   1680000 | PA      | $1390200.00   | 0.07%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORPORATION                                        | RANGE RESOURCES CORP 4.875000% 05/15/2025                                        | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    340000 | PA      | $329473.60    | 0.02%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES LP / VICI NOTE CO INC 144A 5.625000% 05/01/2024                  | CUSIP: 92564RAF2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    315000 | PA      | $311956.72    | 0.02%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC.                                  | NATIONSTAR MORTGAGE HOLDINGS INC 144A 6.000000% 01/15/2027                       | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1294572.64   | 0.07%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORPORATION                              | GULFPORT ENERGY PREFERRED STOCK                                                  | CUSIP: 402635601<br>LEI: 549300FJX18IDUFPHD40 | Long             | EP               |  | US        |        43 | NS      | $249067.12    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| SHACKLETON CLO LTD                                                 | SHACKLETON 2014-VI-R CLO SERIES: 2014-6RA CLASS: SUB                             | CUSIP: 81881HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6412000 | PA      | $192360.00    | 0.01%             | 2028-07-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CVR PARTNERS, LP                                                   | CVR PARTNERS LP / CVR NITROGEN FINANCE CORP 144A 6.125000% 06/15/2028            | CUSIP: 12663QAC9<br>LEI: 529900LE0OS06MYQRP11 | Long             | DBT              | CORP              | US        |   2131000 | PA      | $1924143.83   | 0.10%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INCORPORATED                                  | ELANCO ANIMAL HEALTH INC 6.400000% 08/28/2028                                    | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32323.55     | 0.00%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC.                                      | BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / B 5.750000% 05/15/2026          | CUSIP: 11284DAA3<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |    265000 | PA      | $254752.45    | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS, LP                                         | EQM MIDSTREAM PARTNERS LP 144A 6.000000% 07/01/2025                              | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    328000 | PA      | $321440.00    | 0.02%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                        | SOUTHWESTERN ENERGY CO 7.750000% 10/01/2027                                      | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    285000 | PA      | $293207.37    | 0.01%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS, L.P.                                             | BUCKEYE PARTNERS LP 144A 4.125000% 03/01/2025                                    | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    204000 | PA      | $195886.92    | 0.01%             | 2025-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEVENTY SEVEN ENERGY INC.                                          | HERTZ CORP ESCROW 01/15/2028                                                     | CUSIP: 818097AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $35700.00     | 0.00%             | 2028-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                            | UBER TECHNOLOGIES INC 144A 4.500000% 08/15/2029                                  | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    419000 | PA      | $364749.98    | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                      | GARTNER INC 144A 4.500000% 07/01/2028                                            | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    330000 | PA      | $310668.60    | 0.02%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIFONE SYSTEMS INC.                                              | VERIFONE SYSTEMS INC. 8/20/2025                                                  | CUSIP: 92346NAB5<br>LEI: N/A                  | Long             | LON              |  | US        |   2673344 | PA      | $2409778.58   | 0.12%             | 2025-08-20      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                   | AMAZON.COM INC 2.700000% 06/03/2060                                              | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3426000 | PA      | $2166281.35   | 0.11%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC.                                | OWENS-BROCKWAY GLASS CONTAINER INC 144A 6.625000% 05/13/2027                     | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    561000 | PA      | $539697.43    | 0.03%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                            | BATH & BODY WORKS INC 7.600000% 07/15/2037                                       | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    780000 | PA      | $671706.02    | 0.03%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                 | CONNECT FINCO SARL / CONNECT US FINCO LLC 144A 6.750000% 10/01/2026              | CUSIP: 20752TAA2<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | NUSS              | GB        |    882000 | PA      | $833490.00    | 0.04%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| THE SCOTTS MIRACLE-GRO COMPANY                                     | SCOTTS MIRACLE-GRO CO/THE 4.375000% 02/01/2032                                   | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    366000 | PA      | $281556.88    | 0.01%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LADENBURG THALMANN FINANCIAL SERVICES INC.                         | Ladenburg Thalmann Financial Services Inc PREFERRED STOCK                        | CUSIP: 50575Q300<br>LEI: 549300VFWKFWGJQPSE62 | Long             | EP               |  | US        |    102399 | NS      | $1617904.20   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Life Time Inc.                                                     | LIFE TIME INC 144A 5.750000% 01/15/2026                                          | CUSIP: 53190FAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2697000 | PA      | $2593354.29   | 0.13%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION, INC.                                              | GRAY TELEVISION INC 144A 4.750000% 10/15/2030                                    | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    685000 | PA      | $506824.65    | 0.03%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER S.A.                                         | GRIFOLS ESCROW ISSUER SA 144A 4.750000% 10/15/2028                               | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | NUSS              | ES        |    600000 | PA      | $504228.00    | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                            | BATH & BODY WORKS INC 144A 6.625000% 10/01/2030                                  | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   2874000 | PA      | $2690581.32   | 0.14%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC.                                           | FIRST STUDENT BIDCO INC / FIRST TRANSIT PARENT INC 4.000000% 07/31/2029          | CUSIP: 337120AA7<br>LEI: 2549006DRO2F06AA1391 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29050.00     | 0.00%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY CO., INC.                   | AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC 144A 4.000000% 01/15/2028          | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   1831000 | PA      | $1657073.31   | 0.08%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREENEDEN U.S. HOLDINGS I, LLC                                     | GREENEDEN U.S. HOLDINGS I, LLC 12/1/2027                                         | CUSIP: 39479UAQ6<br>LEI: N/A                  | Long             | LON              |  | US        |    500358 | PA      | $485037.28    | 0.02%             | 2027-12-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                           | SERVICE PROPERTIES TRUST 3.950000% 01/15/2028                                    | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1001299.40   | 0.05%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance S.A.                            | MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRO 11.500000% 12/15/2028         | CUSIP: 561233AM9<br>LEI: 549300MQQ92LN1A0B514 | Long             | DBT              | NUSS              | US        |    925000 | PA      | $796878.25    | 0.04%             | 2028-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | SHACKLETON 2019-XIV CLO EQUITY TRANCHE                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |   3251000 | PA      | $1918090.00   | 0.10%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CALPINE CORPORATION                                                | CALPINE CORP 144A 4.500000% 02/15/2028                                           | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   3785000 | PA      | $3462340.56   | 0.18%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                                        | PILGRIM'S PRIDE CORP 144A 3.500000% 03/01/2032                                   | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1043163.36   | 0.05%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OLA NETHERLANDS B.V.                                               | OLA NETHERLANDS B.V. 15-Dec-2026                                                 | CUSIP: 67935LAB8<br>LEI: N/A                  | Long             | LON              |  | US        |   3912728 | PA      | $3677964.21   | 0.19%             | 2026-12-15      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES, INC.                                             | BWX TECHNOLOGIES INC 144A 4.125000% 06/30/2028                                   | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    692000 | PA      | $615880.00    | 0.03%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                | COMCAST CORP 2.987000% 11/01/2063                                                | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $2530548.72   | 0.13%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| INTELSAT (LUXEMBOURG) SERIES B WARRANT                             | INTELSAT (LUXEMBOURG) SERIES B WARRANT EXERCISE PRICE:                           | CUSIP: L5217E112<br>LEI: N/A                  | N/A              | DE               |  | US        |         6 | NC      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NOVA Chemicals Corporation                                         | NOVA CHEMICALS CORP 144A 5.000000% 05/01/2025                                    | CUSIP: 66977WAP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   1451000 | PA      | $1365666.69   | 0.07%             | 2025-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL, INC.                                                  | 180 MEDICAL INC 144A 3.875000% 10/15/2029                                        | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | GB        |    214000 | PA      | $181880.28    | 0.01%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JOURNEY PERSONAL CARE CORP                                         | JOURNEY PERSONAL CARE CORP 3/1/2028                                              | CUSIP: 48114NAB7<br>LEI: N/A                  | Long             | LON              |  | US        |   3722875 | PA      | $2661855.63   | 0.14%             | 2028-03-01      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH, INC.                                             | LIFEPOINT HEALTH INC 144A 5.375000% 01/15/2029                                   | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1275920.25   | 0.06%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TEGNA INC.                                                         | TEGNA INC 4.625000% 03/15/2028                                                   | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3296169.45   | 0.17%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES, LP                                           | RHP HOTEL PROPERTIES LP / RHP FINANCE CORP 144A 4.500000% 02/15/2029             | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    447000 | PA      | $390936.12    | 0.02%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENVEO WORLDWIDE LIMITED                                           | CENVEO WORLDWIDE LIMITED 31-DEC-2024                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    738864 | PA      | $738864.30    | 0.04%             | 2024-12-31      | Floating      | 11.39%                | No            |                  3 | On Loan: No      |
| RITE AID CORPORATION                                               | RITE AID CORP 144A 7.500000% 07/01/2025                                          | CUSIP: 767754CK8<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $758056.24    | 0.04%             | 2025-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORPORATION                             | CLARIVATE SCIENCE HOLDINGS CORP 144A 3.875000% 07/01/2028                        | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    283000 | PA      | $254354.74    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                      | VISTRA OPERATIONS CO LLC 144A 5.625000% 02/15/2027                               | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3473000 | PA      | $3359964.72   | 0.17%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                               | SOFTBANK GROUP CORP 5.125000% 09/19/2027                                         | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | NUSS              | JP        |    799000 | PA      | $689137.50    | 0.04%             | 2027-09-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                                         | IRON MOUNTAIN INC 144A 5.250000% 03/15/2028                                      | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    281000 | PA      | $262735.00    | 0.01%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELTA TOPCO, INC.                                                  | DELTA TOPCO, INC. 12/1/2028                                                      | CUSIP: 24780DAE7<br>LEI: N/A                  | Long             | LON              |  | US        |   1465942 | PA      | $1241477.25   | 0.06%             | 2028-12-01      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| MSCI INC.                                                          | MSCI INC 144A 4.000000% 11/15/2029                                               | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   2616000 | PA      | $2310006.48   | 0.12%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                                   | CARPENTER TECHNOLOGY CORP 7.625000% 03/15/2030                                   | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103314.15    | 0.01%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORPORATION                                      | CHESAPEAKE ENERGY CORP 144A 6.750000% 04/15/2029                                 | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1901000 | PA      | $1884366.25   | 0.10%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD.                                             | NABORS INDUSTRIES LTD 144A 7.250000% 01/15/2026                                  | CUSIP: 629571AA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    147000 | PA      | $141303.75    | 0.01%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                             | HILTON DOMESTIC OPERATING CO INC 144A 3.750000% 05/01/2029                       | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1793000 | PA      | $1591126.13   | 0.08%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC.                                           | FIRST STUDENT BIDCO INC. 7/21/2028                                               | CUSIP: 33718FAD2<br>LEI: N/A                  | Long             | LON              |  | US        |    423796 | PA      | $397707.11    | 0.02%             | 2028-07-21      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY PARTNERS, L.P.                                        | HOLLY ENERGY PARTNERS LP / HOLLY ENERGY FINANCE CO 6.375000% 04/15/2027          | CUSIP: 435765AJ1<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |    265000 | PA      | $259272.33    | 0.01%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A 7.750000% 04/15/2028                     | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    508000 | PA      | $378487.70    | 0.02%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TCW CLO LTD                                                        | TCW CLO 2018-1 EQUITY TRANCHE                                                    | CUSIP: 87240XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5509000 | PA      | $3163708.52   | 0.16%             | 2031-04-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORPORATION                              | GULFPORT ENERGY CORP ESCROW                                                      | CUSIP: 402635AH9<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    470000 | PA      | $587.50       | 0.00%             | 2024-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | GYMBOREE HLDG CORP COMMON STOCK                                                  | CUSIP: 403777402<br>LEI: N/A                  | Long             | EC               |  | US        |     52848 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DIRECTV FINANCING, LLC                                             | DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIG 5.875000% 08/15/2027          | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6389000 | PA      | $5862418.62   | 0.30%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM CORP 6.125000% 01/01/2031                                   | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   6296000 | PA      | $6387890.12   | 0.33%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                         | PACIFICORP 5.750000% 04/01/2037                                                  | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    648000 | PA      | $660129.60    | 0.03%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS, L.P.                                             | NUSTAR LOGISTICS LP 6.000000% 06/01/2026                                         | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    485000 | PA      | $470023.20    | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RUE 21 COMMON EQUITY PRIVATE EQUITY                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      2551 | NS      | $25.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES, INC.                                         | SENSATA TECHNOLOGIES INC 144A 3.750000% 02/15/2031                               | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    172000 | PA      | $143061.86    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                       | ROYAL CARIBBEAN CRUISES LTD 144A 11.625000% 08/15/2027                           | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | NUSS              | US        |   1327000 | PA      | $1363492.50   | 0.07%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| DOMINION DIAMOND MINES ULC                                         | NORTHWEST ACQUISITIONS ULC / DOMINION FINCO INC 14 7.125000% 11/01/2022          | CUSIP: 66727WAA0<br>LEI: 549300514YCQANUHXW83 | Long             | DBT              | NUSS              | US        |   3290000 | PA      | $32.90        | 0.00%             | 2022-11-01      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| COMMSCOPE, INC.                                                    | COMMSCOPE INC 144A 6.000000% 03/01/2026                                          | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    950000 | PA      | $919087.00    | 0.05%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANDRIDGE ENERGY, INC.                                             | SANDRIDGE ENERGY INC COMMON STOCK                                                | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               |  | US        |     11510 | NS      | $234804.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | GYMBOREE CORPORATION 4(A)(2) SHARES                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     18542 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHOBANI, LLC                                                       | CHOBANI LLC / CHOBANI FINANCE CORP INC 144A 4.625000% 11/15/2028                 | CUSIP: 17027NAB8<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |   2322000 | PA      | $2045874.31   | 0.10%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC.                               | GLOBAL INFRASTRUCTURE SOLUTIONS INC 144A 5.625000% 06/01/2029                    | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    580000 | PA      | $449500.00    | 0.02%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MOTIVA ENTERPRISES LLC                                             | MOTIVA ENTERPRISES LLC 144A 6.850000% 01/15/2040                                 | CUSIP: 61980AAD5<br>LEI: UQZ4EDMHL4ZESPZY3752 | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1762463.49   | 0.09%             | 2040-01-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SERTA SIMMONS BEDDING, LLC                                         | SERTA SIMMONS BEDDING, LLC 8/10/2023                                             | CUSIP: 81753HAG6<br>LEI: N/A                  | Long             | LON              |  | US        |    677864 | PA      | $311661.67    | 0.02%             | 2023-08-10      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM, LLC                                              | ENLINK MIDSTREAM LLC 144A 6.500000% 09/01/2030                                   | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1633116.96   | 0.08%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                  | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.250000% 01/15/2034           | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1082810.00   | 0.06%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORPORATION                                      | ESC CB144A INTELSAT JA ESCROW 0.00                                               | CUSIP: 165167DA2<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   3082000 | PA      | $308.20       | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                       | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINA 6.750000% 05/15/2025          | CUSIP: 24665FAB8<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1421795.00   | 0.07%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                              | FREEPORT-MCMORAN INC 4.625000% 08/01/2030                                        | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    979000 | PA      | $894247.37    | 0.05%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THE MICHAELS COMPANIES, INC.                                       | MICHAELS COS INC/THE 144A 5.250000% 05/01/2028                                   | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1325707.31   | 0.07%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                          | MGM RESORTS INTERNATIONAL 5.750000% 06/15/2025                                   | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    336000 | PA      | $328122.45    | 0.02%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERCULES ACHIEVEMENT, INC.                                         | HERCULES ACHIEVEMENT, INC. 16-Dec-2024                                           | CUSIP: 42703UAG0<br>LEI: N/A                  | Long             | LON              |  | US        |    473195 | PA      | $453590.49    | 0.02%             | 2024-12-16      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORPORATION                                        | ENTEGRIS ESCROW CORP 144A 4.750000% 04/15/2029                                   | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3142000 | PA      | $2843776.13   | 0.14%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES, INC.                                            | NABORS INDUSTRIES INC 5.750000% 02/01/2025                                       | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    510000 | PA      | $489600.00    | 0.02%             | 2025-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                      | CLEARWAY ENERGY OPERATING LLC 144A 3.750000% 02/15/2031                          | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $2672884.45   | 0.14%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS, LP                                         | EQM MIDSTREAM PARTNERS LP 6.500000% 07/15/2048                                   | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   4636000 | PA      | $3591316.99   | 0.18%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd                                                     | VOC ESCROW LTD 144A 5.000000% 02/15/2028                                         | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |   2025000 | PA      | $1745307.00   | 0.09%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KORN FERRY                                                         | KORN FERRY 144A 4.625000% 12/15/2027                                             | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $3176775.50   | 0.16%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                                 | NEUBERGER BERMAN LOAN ADVISERS CLO 41 (EQUITY TRANCHE)                           | CUSIP: 64134CAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3350000 | PA      | $2378500.00   | 0.12%             | 2034-04-17      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SALESFORCE, INC.                                                   | SALESFORCE INC 1.500000% 07/15/2028                                              | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1117471.13   | 0.06%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                       | DIVERSIFIED HEALTHCARE TRUST 4.750000% 05/01/2024                                | CUSIP: 81721MAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1407103.97   | 0.07%             | 2024-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                        | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 6.875000% 01/15/2029          | CUSIP: 87612BBN1<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    516000 | PA      | $530117.76    | 0.03%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TCP WHITNEY CLO LTD                                                | TCP WHITNEY  CLO LLC SERIES: 2017-1I CLASS: SUB                                  | CUSIP: 87240GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13119110 | PA      | $8893444.67   | 0.45%             | 2029-08-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                       | ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA 5.250000% 04/30/2025          | CUSIP: 03969AAQ3<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | NUSS              | US        |   2737000 | PA      | $2634116.17   | 0.13%             | 2025-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC.                                             | GFL ENVIRONMENTAL INC 144A 4.000000% 08/01/2028                                  | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | NUSS              | CA        |    609000 | PA      | $522464.15    | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC.                                                   | SPOTIFY USA INC ZERO COUPON 03/15/2026                                           | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1045746.00   | 0.05%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN INC.                                              | PACTIV EVERGREEN INC. 9/24/2028                                                  | CUSIP: 76173FAY3<br>LEI: N/A                  | Long             | LON              |  | US        |        44 | PA      | $43.54        | 0.00%             | 2028-09-24      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES, INC.                                       | H&E EQUIPMENT SERVICES INC 144A 3.875000% 12/15/2028                             | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |   4199000 | PA      | $3631253.21   | 0.18%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COTY INC.                                                          | COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE IN 4.750000% 01/15/2029          | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3528850.00   | 0.18%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | 21ST CENTURY ONCOLOGY PRIVATE COMPANY                                            | CUSIP: 75959V104<br>LEI: N/A                  | Long             | EC               |  | US        |     22017 | NS      | $222151.53    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S.A.                                     | INTELSAT JACKSON HOLDINGS S.A. 2/1/2029                                          | CUSIP: L5137LAQ8<br>LEI: N/A                  | Long             | LON              |  | US        |   1321000 | PA      | $1274434.75   | 0.06%             | 2029-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                           | HCA INC 5.875000% 02/15/2026                                                     | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1058553.55   | 0.05%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                       | PETSMART INC / PETSMART FINANCE CORP 144A 4.750000% 02/15/2028                   | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $634972.85    | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORPORATION                                      | MILLENNIUM ESCROW CORP 144A 6.625000% 08/01/2026                                 | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2465000 | PA      | $1774800.00   | 0.09%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING, LLC                                   | COLGATE ENERGY PARTNERS III LLC 144A 5.875000% 07/01/2029                        | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2341400.00   | 0.12%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS, LLC                               | ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE 8.250000% 12/31/2028           | CUSIP: 04364VAR4<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2300152.80   | 0.12%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                        | VERIZON COMMUNICATIONS INC 3.000000% 11/20/2060                                  | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $814152.39    | 0.04%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDSTROM, INC.                                                    | NORDSTROM INC 4.375000% 04/01/2030                                               | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1553000 | PA      | $1246973.59   | 0.06%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                                  | BATTALION CLO XIV SERIES 2019-14A CLASS SUB                                      | CUSIP: 07133DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6147000 | PA      | $4518045.00   | 0.23%             | 2032-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| APPLE INC.                                                         | APPLE INC 2.700000% 08/05/2051                                                   | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    395000 | PA      | $273083.04    | 0.01%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                 | CROWN AMERICAS LLC / CROWN AMERICAS CAPITAL CORP V 4.750000% 02/01/2026          | CUSIP: 228187AB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |   1324000 | PA      | $1282174.84   | 0.07%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS, INC.                                   | AMC ENTERTAINMENT HOLDINGS INC 6.125000% 05/15/2027                              | CUSIP: 00165CAD6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    680000 | PA      | $158353.16    | 0.01%             | 2027-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CORELOGIC, INC.                                                    | CORELOGIC INC 144A 4.500000% 05/01/2028                                          | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   3758000 | PA      | $2771525.00   | 0.14%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS, LLC                                     | SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM F 8.500000% 10/15/2026          | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $638251.37    | 0.03%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                           | ENERGIZER HOLDINGS INC 144A 4.375000% 03/31/2029                                 | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    755000 | PA      | $642293.60    | 0.03%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                   | JBS USA LUX SA / JBS USA FOOD CO / JBS USA FINANCE 5.500000% 01/15/2030          | CUSIP: 46590XAB2<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | NUSS              | US        |   4270000 | PA      | $4095613.20   | 0.21%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BIP-V CHINOOK HOLDCO L.L.C.                                        | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 144A 5.500000% 06/15/2031               | CUSIP: 12657NAA8<br>LEI: 254900KE9EMWN8JWL297 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3165651.00   | 0.16%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROCS, INC.                                                        | CROCS INC 144A 4.125000% 08/15/2031                                              | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    985000 | PA      | $787074.10    | 0.04%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS, INC.                                              | SPECTRUM BRANDS INC 144A 5.500000% 07/15/2030                                    | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    916000 | PA      | $784444.08    | 0.04%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OI European Group B.V.                                             | OI EUROPEAN GROUP BV 144A 4.750000% 02/15/2030                                   | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | NUSS              | US        |   2654000 | PA      | $2291410.52   | 0.12%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing Designated Activity Company          | LCPR SENIOR SECURED FINANCING DAC 144A 6.750000% 10/15/2027                      | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | NUSS              | US        |   3076000 | PA      | $2909680.68   | 0.15%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC.                                                  | ARCHES BUYER INC 144A 4.250000% 06/01/2028                                       | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    373000 | PA      | $306848.45    | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Elastic N.V.                                                       | ELASTIC NV 144A 4.125000% 07/15/2029                                             | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | NUSS              | US        |   2445000 | PA      | $1987617.74   | 0.10%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CATHEDRAL LAKE CLO LTD.                                            | CATHEDRAL LAKE V SERIES: 2018-5A CLASS: SUB                                      | CUSIP: 14919AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5673000 | PA      | $1701900.00   | 0.09%             | 2030-10-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| MADISON IAQ LLC                                                    | MADISON IAQ LLC 144A 5.875000% 06/30/2029                                        | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $406851.50    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS, LLC                                      | FOCUS FINANCIAL PARTNERS, LLC 7/3/2024                                           | CUSIP: 34416DAT5<br>LEI: N/A                  | Long             | LON              |  | US        |    425390 | PA      | $424556.44    | 0.02%             | 2024-07-03      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                                 | NVIDIA CORP 2.850000% 04/01/2030                                                 | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1715749.83   | 0.09%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                 | T-MOBILE USA INC 3.375000% 04/15/2029                                            | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $949838.72    | 0.05%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                                    | LIVE NATION ENTERTAINMENT INC 144A 5.625000% 03/15/2026                          | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    466000 | PA      | $441764.38    | 0.02%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES, INC.                                              | THOR INDUSTRIES INC 144A 4.000000% 10/15/2029                                    | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |   2253000 | PA      | $1790825.82   | 0.09%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD EQUITY PARTNERS LP                                       | Crestwood Equity Partners LP PREFERRED STOCK                                     | CUSIP: 226344307<br>LEI: 549300CUY0F1TYDLDL45 | Long             | EP               |  | US        |    224639 | NS      | $2030736.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                             | HILTON DOMESTIC OPERATING CO INC 144A 5.750000% 05/01/2028                       | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    326000 | PA      | $319571.28    | 0.02%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS, INC.                                                | SIMMONS FOODS INC/SIMMONS PREPARED FOODS INC/SIMMO 4.625000% 03/01/2029          | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |   3028000 | PA      | $2505670.00   | 0.13%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC.                                        | MEDLINE BORROWER LP 144A 5.250000% 10/01/2029                                    | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1294220.00   | 0.07%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                                         | IRON MOUNTAIN INC 144A 5.250000% 07/15/2030                                      | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1026000.00   | 0.05%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY, L.P.                                               | GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 6.500000% 10/01/2025             | CUSIP: 37185LAJ1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38506.00     | 0.00%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                             | GLATFELTER CORP 144A 4.750000% 11/15/2029                                        | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    267000 | PA      | $174217.50    | 0.01%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                | CENTENE CORP 3.000000% 10/15/2030                                                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    183000 | PA      | $150993.30    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                   | CALIFORNIA RESOURCES CORP 144A 7.125000% 02/01/2026                              | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    530000 | PA      | $515425.00    | 0.03%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                                              | BLOOMIN' BRANDS INC / OSI RESTAURANT PARTNERS LLC 5.125000% 04/15/2029           | CUSIP: 094234AA9<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1597530.50   | 0.08%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GatesAir TL S+950 8/1/2027                                         | GatesAir TL S+950 8/1/2027 8/1/2027                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |   1763000 | PA      | $1763000.00   | 0.09%             | 2027-08-01      | Floating      | 13.70%                | No            |                  3 | On Loan: No      |
| WILSONART LLC                                                      | WILSONART LLC 12/31/2026                                                         | CUSIP: 97246FAH9<br>LEI: N/A                  | Long             | LON              |  | US        |   1616366 | PA      | $1534335.06   | 0.08%             | 2026-12-31      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                  | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.500000% 08/15/2030           | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7841000 | PA      | $6606042.50   | 0.34%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GANNETT HOLDINGS LLC                                               | GANNETT HOLDINGS LLC 144A 6.000000% 11/01/2026                                   | CUSIP: 36474GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $209882.31    | 0.01%             | 2026-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FINANCING NOTES IV DESIGNATED ACTIVITY COMPANY | VIRGIN MEDIA VENDOR FINANCING NOTES IV DAC 144A 5.000000% 07/15/2028             | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | NUSS              | GB        |   1593000 | PA      | $1365615.18   | 0.07%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC.                                             | GFL ENVIRONMENTAL INC 144A 3.500000% 09/01/2028                                  | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | NUSS              | CA        |   5564000 | PA      | $4949066.72   | 0.25%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS, LP                                         | EQM MIDSTREAM PARTNERS LP 144A 7.500000% 06/01/2030                              | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    212000 | PA      | $213851.82    | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                   | NRG ENERGY INC 144A 3.875000% 02/15/2032                                         | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1753000 | PA      | $1409227.94   | 0.07%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTNERS LLC                                    | TRAVERSE MIDSTREAM PARTNERS LLC 9/27/2024                                        | CUSIP: 89435TAB0<br>LEI: N/A                  | Long             | LON              |  | US        |   3334760 | PA      | $3309748.81   | 0.17%             | 2024-09-27      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| LIGHTSTONE HOLDCO LLC                                              | LIGHTSTONE HOLDCO LLC 2/1/2027                                                   | CUSIP: 53226GAL5<br>LEI: N/A                  | Long             | LON              |  | US        |    113637 | PA      | $103410.11    | 0.01%             | 2027-02-01      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| GEON PERFORMANCE SOLUTIONS, LLC                                    | GEON PERFORMANCE SOLUTIONS, LLC 8/18/2028                                        | CUSIP: 37254YAB6<br>LEI: N/A                  | Long             | LON              |  | US        |   2085467 | PA      | $2015082.82   | 0.10%             | 2028-08-18      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| POLAR US BORROWER, LLC                                             | POLAR US BORROWER LLC / SCHENECTADY INTERNATIONAL 6.750000% 05/15/2026           | CUSIP: 73103PAA5<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | DBT              | CORP              | US        |   6205000 | PA      | $2587860.28   | 0.13%             | 2026-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| U.S. ACUTE CARE SOLUTIONS, LLC                                     | US ACUTE CARE SOLUTIONS LLC 144A 6.375000% 03/01/2026                            | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3312000 | PA      | $3003480.91   | 0.15%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER, LLC                              | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINAN 5.750000% 04/15/2026          | CUSIP: 74166MAC0<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |   1928000 | PA      | $1908720.00   | 0.10%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INCORPORATED                                             | SYNAPTICS INC 144A 4.000000% 06/15/2029                                          | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   3359000 | PA      | $2798747.08   | 0.14%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN PROVINCE DIAMONDS INC.                                    | MOUNTAIN PROVINCE DIAMONDS INC 144A 8.000000% 12/15/2022                         | CUSIP: 62426EAA3<br>LEI: 549300Y5548SJTH51N28 | Long             | DBT              | NUSS              | CA        |   2915000 | PA      | $2853056.25   | 0.15%             | 2022-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                     | TRANSDIGM INC 144A 8.000000% 12/15/2025                                          | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    851000 | PA      | $865892.50    | 0.04%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | AVENTINE (SOUTHERN STATE) COMPANY ESCROW CUSIP 10/15/2007  DUMMY MATURITY DUE TO | CUSIP: 05399AGH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $0.01         | 0.00%             | 2049-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| MASHANTUCKET (WESTERN) PEQUOT TRIBE                                | MASHANTUCKET (WESTERN) PEQUOT TRIBE 2/16/2025                                    | CUSIP: 57475BAH4<br>LEI: N/A                  | Long             | LON              |  | US        |   6539074 | PA      | $6457335.42   | 0.33%             | 2025-02-16      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTERPRISES LLC                                  | TIME WARNER CABLE ENTERPRISES LLC 8.375000% 07/15/2033                           | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1728011.56   | 0.09%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PARKER DRILLING COMPANY                                            | PARKER DRILLING CO-POST BANK COMMON STOCK                                        | CUSIP: 701081606<br>LEI: 5493003B4WZ1YZYFR583 | Long             | EC               |  | US        |    138594 | NS      | $900861.00    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| ILIAD HOLDING SAS                                                  | ILIAD HOLDING SASU 144A 7.000000% 10/15/2028                                     | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | NUSS              | FR        |    310000 | PA      | $292643.10    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                                  | BATTALION CLO X (FACTORED) EQUITY TRANCHE                                        | CUSIP: 07132KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6380000 | PA      | $5001920.00   | 0.25%             | 2029-01-24      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                         | SPRINT CAPITAL CORP 8.750000% 03/15/2032                                         | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $4890208.50   | 0.25%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                           | LUMEN TECHNOLOGIES INC 144A 5.125000% 12/15/2026                                 | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $2654775.00   | 0.14%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                           | VIRGIN MEDIA FINANCE PLC 144A 5.000000% 07/15/2030                               | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | NUSS              | GB        |   1216000 | PA      | $1011833.60   | 0.05%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                    | NEXUS BUYER LLC 11/5/2029                                                        | CUSIP: 65343UAE2<br>LEI: N/A                  | Long             | LON              |  | US        |   1140000 | PA      | $1056403.80   | 0.05%             | 2029-11-05      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                | MYT Holding LLC PREFERRED STOCK                                                  | CUSIP: 55406N202<br>LEI: N/A                  | Long             | EP               |  | US        |    516164 | NS      | $560037.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR CANADA                                                         | AIR CANADA 144A 3.875000% 08/15/2026                                             | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | NUSS              | CA        |   1775000 | PA      | $1624127.49   | 0.08%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE, LLC                                          | WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CO 7.750000% 04/15/2025          | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50106.00     | 0.00%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Tibco Software/Citrix 9/22 2nd Lien Bridge                         | Tibco Software/Citrix 9/22 2nd Lien Bridge 9/20/2029                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    745182 | PA      | $633404.70    | 0.03%             | 2029-09-20      | Floating      | 10.65%                | No            |                  3 | On Loan: No      |
| Trivium Packaging Finance B.V.                                     | TRIVIUM PACKAGING FINANCE BV 144A 5.500000% 08/15/2026                           | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | NUSS              | NL        |    976000 | PA      | $917117.92    | 0.05%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS, INC.                                   | MARRIOTT OWNERSHIP RESORTS INC 144A 6.125000% 09/15/2025                         | CUSIP: 57164PAG1<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    191000 | PA      | $188650.91    | 0.01%             | 2025-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PAYSAFE FINANCE PLC                                                | PAYSAFE FINANCE PLC / PAYSAFE HOLDINGS US CORP 144 4.000000% 06/15/2029          | CUSIP: 70452AAA1<br>LEI: 894500TDMZ4S0F5X0Z61 | Long             | DBT              | NUSS              | US        |   5523000 | PA      | $4114635.00   | 0.21%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                      | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FI 6.000000% 03/01/2027          | CUSIP: 87470LAG6<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    430000 | PA      | $408773.05    | 0.02%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                       | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FI 5.750000% 03/01/2027          | CUSIP: 03690AAD8<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    235000 | PA      | $224403.47    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM CORP 6.625000% 09/01/2030                                   | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    903000 | PA      | $942041.21    | 0.05%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA L.L.C.                                            | ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO 144 4.625000% 08/01/2029          | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $270572.49    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT FINANCE (LUXEMBOURG) S.A.R.L.                           | TRAVELPORT FINANCE (LUXEMBOURG) S.A.R.L. 2/28/2025                               | CUSIP: L9308UAU4<br>LEI: N/A                  | Long             | LON              |  | US        |   1397524 | PA      | $1388314.28   | 0.07%             | 2025-02-28      | Floating      | 12.42%                | No            |                  2 | On Loan: No      |
| ERO COPPER CORP.                                                   | ERO COPPER CORP 144A 6.500000% 02/15/2030                                        | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | NUSS              | BR        |   3965000 | PA      | $3036554.37   | 0.15%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARCTIC CANADIAN DIAMOND COMPANY LTD.                               | ARCTIC CANADIAN DIAMOND COMPANY LTD. 31-Dec-2027                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |   1856495 | PA      | $1848140.65   | 0.09%             | 2027-12-31      | Floating      | 17.50%                | No            |                  3 | On Loan: No      |
| SALEM MEDIA GROUP, INC.                                            | SALEM MEDIA GROUP INC 144A 6.750000% 06/01/2024                                  | CUSIP: 794093AG9<br>LEI: 549300CTHBTS2MIXZL54 | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1644480.00   | 0.08%             | 2024-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NMG HOLDING COMPANY, INC.                                          | NMG HOLDING CO INC / NEIMAN MARCUS GROUP LLC 144A 7.125000% 04/01/2026           | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3067027.60   | 0.16%             | 2026-04-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS, INC.                                         | IHEARTCOMMUNICATIONS INC 144A 4.750000% 01/15/2028                               | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1528013.32   | 0.08%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS, LLC                                              | SUMMIT MATERIALS LLC / SUMMIT MATERIALS FINANCE CO 5.250000% 01/15/2029          | CUSIP: 86614RAN7<br>LEI: 549300C97P3BW8QROE16 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2755602.75   | 0.14%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC.                                           | NEW FORTRESS ENERGY INC 144A 6.750000% 09/15/2025                                | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2356000 | PA      | $2301175.88   | 0.12%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sigma Holdco B.V.                                                  | SIGMA HOLDCO BV 144A 7.875000% 05/15/2026                                        | CUSIP: 82660CAA0<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | NUSS              | NL        |   5664000 | PA      | $4105380.48   | 0.21%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA, INC.                                                 | CINEMARK USA INC 144A 8.750000% 05/01/2025                                       | CUSIP: 172441BC0<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    261000 | PA      | $266226.53    | 0.01%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                     | WEATHERFORD INTERNATIONAL LTD 144A 8.625000% 04/30/2030                          | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | NUSS              | US        |   3058000 | PA      | $2932622.00   | 0.15%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LIFESCAN GLOBAL CORPORATION                                        | LIFESCAN GLOBAL CORPORATION 10/1/2024                                            | CUSIP: 53227PAC4<br>LEI: N/A                  | Long             | LON              |  | US        |   9082648 | PA      | $6602540.00   | 0.34%             | 2024-10-01      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I, L.P.                                          | HARVEST MIDSTREAM I LP 144A 7.500000% 09/01/2028                                 | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2906012.50   | 0.15%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| THE HERTZ CORPORATION                                              | HERTZ CORP/THE 144A 5.000000% 12/01/2029                                         | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    638000 | PA      | $506304.04    | 0.03%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                  | CROWN CASTLE INC 3.250000% 01/15/2051                                            | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $239432.48    | 0.01%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | NEIMAN MARCUS GROUP EQUITY RESTRICTED                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      1051 | NS      | $183925.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                     | CHENIERE ENERGY PARTNERS LP 3.250000% 01/31/2032                                 | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    497000 | PA      | $404433.75    | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV, LLC                                        | MAJORDRIVE HOLDINGS IV LLC 144A 6.375000% 06/01/2029                             | CUSIP: 56085RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5084000 | PA      | $3965520.00   | 0.20%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC 4.687000% 06/09/2025                                    | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1197696.10   | 0.06%             | 2025-06-09      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | LUMILEDS COMMON BRIGHT BIDCO B.V. *                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      8896 | NS      | $246125.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STERICYCLE, INC.                                                   | STERICYCLE INC 144A 3.875000% 01/15/2029                                         | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    503000 | PA      | $437610.00    | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DMT SOLUTIONS GLOBAL CORPORATION                                   | DMT SOLUTIONS GLOBAL CORPORATION 7/2/2024                                        | CUSIP: 23347DAC9<br>LEI: N/A                  | Long             | LON              |  | US        |   1959195 | PA      | $1836745.73   | 0.09%             | 2024-07-02      | Floating      | 11.24%                | No            |                  3 | On Loan: No      |
| GRAY TELEVISION, INC.                                              | GRAY TELEVISION INC 144A 7.000000% 05/15/2027                                    | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    419000 | PA      | $385027.48    | 0.02%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOBLE CORPORATION PLC                                              | NOBLE CORP PLC COMMON STOCK                                                      | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               |  | US        |     11801 | NS      | $438171.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SRS DISTRIBUTION INC.                                              | SRS DISTRIBUTION INC 144A 6.125000% 07/01/2029                                   | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   1813000 | PA      | $1503735.69   | 0.08%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC 3.810000% 01/09/2024                                    | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87865.20     | 0.00%             | 2024-01-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                            | LEVEL 3 FINANCING INC 144A 3.625000% 01/15/2029                                  | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   4222000 | PA      | $3117524.80   | 0.16%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC.                                                    | TRANSOCEAN INC 144A 11.500000% 01/30/2027                                        | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | NUSS              | US        |   2475000 | PA      | $2505850.88   | 0.13%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NCR CORPORATION                                                    | NCR CORP 144A 6.125000% 09/01/2029                                               | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    735000 | PA      | $712950.00    | 0.04%             | 2029-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC.                                               | SIRIUS XM RADIO INC 144A 3.875000% 09/01/2031                                    | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2056012.50   | 0.10%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A 5.125000% 08/15/2027                     | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2844102.06   | 0.14%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORPORATION                                       | FREEDOM MORTGAGE CORP 144A 6.625000% 01/15/2027                                  | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $1953976.04   | 0.10%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC.                                                    | BOMBARDIER INC 144A 7.875000% 04/15/2027                                         | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | NUSS              | CA        |   4992000 | PA      | $4910830.08   | 0.25%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC.                                               | SIRIUS XM RADIO INC 144A 4.125000% 07/01/2030                                    | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   3073000 | PA      | $2593058.86   | 0.13%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                               | CARNIVAL CORP 144A 9.875000% 08/01/2027                                          | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | NUSS              | US        |   2310000 | PA      | $2254733.25   | 0.11%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                                         | NORTHERN OIL AND GAS INC 144A 8.125000% 03/01/2028                               | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   3008000 | PA      | $2936981.12   | 0.15%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DANA INCORPORATED                                                  | DANA INC 5.625000% 06/15/2028                                                    | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    868000 | PA      | $798560.00    | 0.04%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB INC.                                       | DORNOCH DEBT MERGER SUB INC 144A 6.625000% 10/15/2029                            | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4389000 | PA      | $2920734.14   | 0.15%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                       | BAUSCH HEALTH COS INC 144A 5.250000% 02/15/2031                                  | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | NUSS              | US        |   2162000 | PA      | $903745.86    | 0.05%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC.                                            | SCIH SALT HOLDINGS INC 144A 6.625000% 05/01/2029                                 | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7181000 | PA      | $5996135.00   | 0.31%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ATI Inc.                                                           | ATI INC 5.875000% 12/01/2027                                                     | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    276000 | PA      | $257240.28    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                          | MINERAL RESOURCES LTD MTN 8.500000% 05/01/2030                                   | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | NUSS              | AU        |   1020000 | PA      | $1040359.20   | 0.05%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                            | STAGWELL GLOBAL LLC 144A 5.625000% 08/15/2029                                    | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $368725.00    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING, LLC                                     | TERRAFORM POWER OPERATING LLC 144A 4.750000% 01/15/2030                          | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    225000 | PA      | $202500.00    | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORPORATION                             | CLARIVATE SCIENCE HOLDINGS CORP 144A 4.875000% 07/01/2029                        | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    321000 | PA      | $274856.25    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOARDRIDERS, INC.                                                  | BOARDRIDERS, INC. 23-Oct-2023                                                    | CUSIP: 09660JAD2<br>LEI: N/A                  | Long             | LON              |  | US        |    595170 | PA      | $583266.22    | 0.03%             | 2023-10-23      | Floating      | 10.87%                | No            |                  3 | On Loan: No      |
| METHANEX CORPORATION                                               | METHANEX CORP 5.125000% 10/15/2027                                               | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | NUSS              | CA        |   1375000 | PA      | $1273710.63   | 0.06%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.                           | IVY HILL MIDDLE MARKET CREDIT FUND XIV LTD IVYH 14A D                            | CUSIP: 46604GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2886000 | PA      | $2433515.60   | 0.12%             | 2030-04-18      | Floating      | 11.26%                | No            |                  3 | On Loan: No      |
| IQVIA INC.                                                         | IQVIA INC 144A 5.000000% 10/15/2026                                              | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    390000 | PA      | $375375.00    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOLARIS MIDSTREAM HOLDINGS, LLC                                    | SOLARIS MIDSTREAM HOLDINGS LLC 144A 7.625000% 04/01/2026                         | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1560240.00   | 0.08%             | 2026-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.                           | IVY HILL MIDDLE MARKET CREDIT FUND XII SERIES: 12A CLASS: SUB                    | CUSIP: 46600DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1149000 | PA      | $811779.99    | 0.04%             | 2029-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| DAVITA INC.                                                        | DAVITA INC 144A 4.625000% 06/01/2030                                             | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    630000 | PA      | $509972.40    | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITGO HOLDING, INC.                                                | CITGO HOLDING INC 144A 9.250000% 08/01/2024                                      | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |   8671000 | PA      | $8692677.50   | 0.44%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC.                                | OWENS-BROCKWAY GLASS CONTAINER INC 144A 5.875000% 08/15/2023                     | CUSIP: 69073TAR4<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    342000 | PA      | $339148.00    | 0.02%             | 2023-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC.                                                    | VERITAS US INC / VERITAS BERMUDA LTD 144A 7.500000% 09/01/2025                   | CUSIP: 92346LAE3<br>LEI: 549300RFUWCPWS8FQ104 | Long             | DBT              | CORP              | US        |   6645000 | PA      | $4749190.80   | 0.24%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                              | CLEVELAND-CLIFFS INC 144A 4.625000% 03/01/2029                                   | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    460000 | PA      | $402500.00    | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.500000% 09/01/2026                  | CUSIP: 92564RAH8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210694.50    | 0.01%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES CLO LTD                                                | GREAT LAKES CLO 2015-1 LTD GRTLK 2015-1A FR                                      | CUSIP: 39055UAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1595000 | PA      | $1276092.51   | 0.06%             | 2030-01-16      | Floating      | 14.08%                | No            |                  3 | On Loan: No      |
| ONEMAIN FINANCE CORP                                               | ONEMAIN FINANCE CORP 6.625000% 01/15/2028                                        | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    495000 | PA      | $455152.50    | 0.02%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                            | BATH & BODY WORKS INC 5.250000% 02/01/2028                                       | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   2816000 | PA      | $2591569.08   | 0.13%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                          | MGM RESORTS INTERNATIONAL 5.500000% 04/15/2027                                   | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141389.49    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                               | DISH DBS CORP 7.375000% 07/01/2028                                               | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9010000 | PA      | $6645776.00   | 0.34%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                            | BATH & BODY WORKS INC 6.875000% 11/01/2035                                       | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    979000 | PA      | $885995.00    | 0.05%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INFRABUILD AUSTRALIA PTY LTD                                       | INFRABUILD AUSTRALIA PTY LTD 144A 12.000000% 10/01/2024                          | CUSIP: 45682RAA8<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | NUSS              | AU        |   1373000 | PA      | $1331810.00   | 0.07%             | 2024-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                     | BLACKSTONE PRIVATE CREDIT FUND 4.700000% 03/24/2025                              | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1493355.46   | 0.08%             | 2025-03-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WOLVERINE ESCROW, LLC                                              | WESCO AIRCRAFT HOLDINGS INC 144A 13.125000% 11/15/2027                           | CUSIP: 97789LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $45000.00     | 0.00%             | 2027-11-15      | Fixed         | 13.12%                | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISSUER CORPORATION                                  | ASP UNIFRAX HOLDINGS INC 144A 5.250000% 09/30/2028                               | CUSIP: 90473LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3778000 | PA      | $3117700.05   | 0.16%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 1375209 B.C. LTD.                                                  | 1375209 BC LTD 144A 9.000000% 01/30/2028                                         | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   2168000 | PA      | $2130060.00   | 0.11%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | BENEFIT STREET PARTNERS CLO XX EQUITY TRANCHE                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |   3469000 | PA      | $2775269.38   | 0.14%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| DISH DBS Corporation                                               | DISH DBS CORP 5.125000% 06/01/2029                                               | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3980000 | PA      | $2622024.00   | 0.13%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING COMPANY, LLC                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 144A 5.250000% 12/01/2027          | CUSIP: 38016LAA3<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |   2163000 | PA      | $2049934.82   | 0.10%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance S.A.                            | MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRO 10.000000% 06/15/2029         | CUSIP: 561233AK3<br>LEI: 549300MQQ92LN1A0B514 | Long             | DBT              | NUSS              | US        |    360000 | PA      | $184500.00    | 0.01%             | 2029-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BCPE CYCLE MERGER SUB II, INC.                                     | US RENAL CARE INC 144A 10.625000% 07/15/2027                                     | CUSIP: 07335BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3590000 | PA      | $1429360.87   | 0.07%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                 | CHS/COMMUNITY HEALTH SYSTEMS INC 144A 6.125000% 04/01/2030                       | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    546000 | PA      | $278460.00    | 0.01%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP.                                                      | EMBECTA CORP 144A 6.750000% 02/15/2030                                           | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    455000 | PA      | $415465.64    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                               | LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPI 4.250000% 02/01/2027          | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2571000 | PA      | $2243197.50   | 0.11%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wynn Macau, Limited                                                | WYNN MACAU LTD 144A 5.500000% 10/01/2027                                         | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | NUSS              | MO        |    915000 | PA      | $772269.15    | 0.04%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIENA CORPORATION                                                  | CIENA CORP 144A 4.000000% 01/31/2030                                             | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1342000.00   | 0.07%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                  | SERVICE CORP INTERNATIONAL/US 3.375000% 08/15/2030                               | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    273000 | PA      | $227272.50    | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LABL, INC.                                                         | LABL INC 144A 10.500000% 07/15/2027                                              | CUSIP: 50168AAA8<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    475000 | PA      | $437000.00    | 0.02%             | 2027-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                               | ONEMAIN FINANCE CORP 7.125000% 03/15/2026                                        | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1356313.00   | 0.07%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                            | BATH & BODY WORKS INC 7.500000% 06/15/2029                                       | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    542000 | PA      | $543807.57    | 0.03%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                         | ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS 5.875000% 02/15/2028           | CUSIP: 013092AB7<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    161000 | PA      | $153951.42    | 0.01%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC 4.134000% 08/04/2025                                    | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1514000.00   | 0.08%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GRAB HOLDINGS                                                      | GRAB HOLDINGS 1/29/2026                                                          | CUSIP: G4123KAB8<br>LEI: N/A                  | Long             | LON              |  | US        |   4898846 | PA      | $4785584.57   | 0.24%             | 2026-01-29      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORPORATION                                           | IMOLA MERGER CORP 144A 4.750000% 05/15/2029                                      | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1174530.00   | 0.06%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LSF9 ATLANTIS HOLDINGS, LLC                                        | LSF9 ATLANTIS HOLDINGS LLC / VICTRA FINANCE CORP 1 7.750000% 02/15/2026          | CUSIP: 50220MAA8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3456223.05   | 0.18%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                                            | ROCKCLIFF ENERGY II LLC 144A 5.500000% 10/15/2029                                | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   2994000 | PA      | $2746995.00   | 0.14%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                               | CARNIVAL CORP 144A 6.000000% 05/01/2029                                          | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | NUSS              | US        |    112000 | PA      | $79520.00     | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY PARTNERS LP                                             | NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 7.500000% 11/01/2023            | CUSIP: 62913TAJ1<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1260480.00   | 0.06%             | 2023-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE, LLC                                          | KEN GARFF AUTOMOTIVE LLC 144A 4.875000% 09/15/2028                               | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    442000 | PA      | $374022.05    | 0.02%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GUITAR CENTER TRANCHE III WARRANTS                                 | GUITAR CENTER TRANCHE III WARRANTS 22-DEC-2070                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       526 | NC      | $29403.40     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GUITAR CENTER TRANCHE II WARRANTS                                  | GUITAR CENTER TRANCHE II WARRANTS 22-Dec-2070                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6486 | NC      | $362567.40    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| CSC HOLDINGS, LLC                                                  | CSC HOLDINGS LLC 144A 4.500000% 11/15/2031                                       | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    909000 | PA      | $692768.75    | 0.04%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCI, LLC                                                           | GCI LLC 144A 4.750000% 10/15/2028                                                | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    795000 | PA      | $681100.35    | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEVENTY SEVEN ENERGY INC.                                          | NEIMAN MARCUS GROUP ESCROW                                                       | CUSIP: 818097AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $417017.90    | 0.02%             | 2022-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Carnival Corporation                                               | CARNIVAL CORP 144A 10.500000% 02/01/2026                                         | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | NUSS              | US        |    144000 | PA      | $145742.40    | 0.01%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                | CENTENE CORP 4.250000% 12/15/2027                                                | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2337753.68   | 0.12%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                               | LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPI 4.750000% 06/15/2029          | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2462000 | PA      | $2012914.90   | 0.10%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING, INC.                                             | CENGAGE LEARNING INC 144A 9.500000% 06/15/2024                                   | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1769418.75   | 0.09%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                              | EG GLOBAL FINANCE PLC 144A 8.500000% 10/30/2025                                  | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | NUSS              | GB        |    842000 | PA      | $803892.51    | 0.04%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE, INC.                                                    | COMMSCOPE INC 144A 4.750000% 09/01/2029                                          | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    689000 | PA      | $580248.24    | 0.03%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP, LLC                                             | JANE STREET GROUP / JSG FINANCE INC 144A 4.500000% 11/15/2029                    | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   3463000 | PA      | $3040271.59   | 0.15%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                                | NOVELIS CORP 144A 3.250000% 11/15/2026                                           | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    283000 | PA      | $252878.53    | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                 | HAT HOLDINGS I LLC / HAT HOLDINGS II LLC 144A 3.375000% 06/15/2026               | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    883000 | PA      | $768042.23    | 0.04%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS, LLC                              | HOWARD MIDSTREAM ENERGY PARTNERS LLC 144A 6.750000% 01/15/2027                   | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5555000 | PA      | $5157984.15   | 0.26%             | 2027-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VECTOR GROUP LTD.                                                  | VECTOR GROUP LTD 144A 10.500000% 11/01/2026                                      | CUSIP: 92240MBJ6<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1839587.50   | 0.09%             | 2026-11-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                     | CHENIERE ENERGY PARTNERS LP 4.500000% 10/01/2029                                 | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1242972.00   | 0.06%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP.                                                      | EMBECTA CORP 144A 5.000000% 02/15/2030                                           | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1359137.50   | 0.07%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCM LTD.                                                           | LCM LTD PRTNERSHP 31A SERIES: 31A CLASS: INC                                     | CUSIP: 50201VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1998000 | PA      | $1340837.82   | 0.07%             | 2032-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| DAVITA INC.                                                        | DAVITA INC 144A 3.750000% 02/15/2031                                             | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    985000 | PA      | $723975.00    | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                       | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FI 5.750000% 01/15/2028          | CUSIP: 03690AAF3<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    337000 | PA      | $318465.00    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY, L.P.                                               | GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 6.250000% 05/15/2026             | CUSIP: 37185LAK8<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64884.65     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WOLVERINE ESCROW, LLC                                              | WESCO AIRCRAFT HOLDINGS INC 144A 8.500000% 11/15/2024                            | CUSIP: 97789LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $71775.00     | 0.00%             | 2024-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC.                                  | NATIONSTAR MORTGAGE HOLDINGS INC 144A 5.500000% 08/15/2028                       | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2637000 | PA      | $2211326.52   | 0.11%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                        | ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FIN 6.625000% 07/15/2026          | CUSIP: 019576AA5<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    325000 | PA      | $308750.00    | 0.02%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                | COMCAST CORP 2.937000% 11/01/2056                                                | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1325554.69   | 0.07%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE, INC.                                         | WOLVERINE WORLD WIDE INC 144A 4.000000% 08/15/2029                               | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $1820400.00   | 0.09%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CARESTREAM HEALTH HOLDINGS INC *                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |    123791 | NS      | $2654079.04   | 0.14%             |  |  |  | No            |                  3 | On Loan: No      |
| SEVENTY SEVEN ENERGY INC.                                          | HIGH RIDGE BRANDS CO 144A ESCROW FOR FURTHER DISTRIBUTIONS                       | CUSIP: 818097AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $0.01         | 0.00%             | 2025-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | AQUITY HOLDINGS INC SERVCO EQUITY *                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     89545 | NS      | $1007381.25   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| QUEST SOFTWARE US HOLDINGS INC.                                    | QUEST SOFTWARE US HOLDINGS INC. 2/1/2030                                         | CUSIP: G7314UAB8<br>LEI: N/A                  | Long             | LON              |  | US        |   1384306 | PA      | $832895.39    | 0.04%             | 2030-02-01      | Floating      | 11.59%                | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company              | ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH ME 3.250000% 09/01/2028          | CUSIP: 03969YAA6<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | NUSS              | US        |   1352000 | PA      | $1140117.45   | 0.06%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Altice France Holding S.A.                                         | ALTICE FRANCE HOLDING SA 144A 10.500000% 05/15/2027                              | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | NUSS              | LU        |   8009000 | PA      | $6327110.00   | 0.32%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                       | TENET HEALTHCARE CORP 144A 5.125000% 11/01/2027                                  | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    910000 | PA      | $856664.90    | 0.04%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                      | FLORIDA POWER & LIGHT CO 2.450000% 02/03/2032                                    | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1079006.55   | 0.05%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating S.C.A.                                 | TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIAL 5.125000% 04/01/2029          | CUSIP: 89668QAF5<br>LEI: 549300WNMXD3KV7LO256 | Long             | DBT              | NUSS              | US        |    284000 | PA      | $180695.00    | 0.01%             | 2029-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                       | AMS-OSRAM AG 144A 7.000000% 07/31/2025                                           | CUSIP: 03217CAA4<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | NUSS              | AT        |   2573000 | PA      | $2364447.77   | 0.12%             | 2025-07-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX, INC.                                                      | NETFLIX INC 144A 4.875000% 06/15/2030                                            | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2271000 | PA      | $2145061.76   | 0.11%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                      | VISTRA OPERATIONS CO LLC 144A 4.300000% 07/15/2029                               | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    559000 | PA      | $505273.63    | 0.03%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                              | ALTICE FINANCING SA 144A 5.000000% 01/15/2028                                    | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | NUSS              | LU        |   6313000 | PA      | $5150650.44   | 0.26%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                                 | NEUBERGER BERMAN LOAN ADVISERS CLO 38 (EQUITY TRANCHE)                           | CUSIP: 64133TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5418000 | PA      | $3521700.00   | 0.18%             | 2032-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ZIPRECRUITER, INC.                                                 | ZIPRECRUITER INC 144A 5.000000% 01/15/2030                                       | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2310808.20   | 0.12%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS, LP                                         | EQM MIDSTREAM PARTNERS LP 5.500000% 07/15/2028                                   | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56521.38     | 0.00%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                        | DCP MIDSTREAM OPERATING LP 8.125000% 08/16/2030                                  | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1808017.04   | 0.09%             | 2030-08-16      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| THE ADT SECURITY CORPORATION                                       | ADT SECURITY CORP/THE 144A 4.125000% 08/01/2029                                  | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    515000 | PA      | $449497.15    | 0.02%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                                | NAVIENT CORP 4.875000% 03/15/2028                                                | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    552000 | PA      | $450594.84    | 0.02%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                                | OWENS & MINOR INC 144A 6.625000% 04/01/2030                                      | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1061960.65   | 0.05%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS, LP                                         | EQM MIDSTREAM PARTNERS LP 144A 7.500000% 06/01/2027                              | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171803.70    | 0.01%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| THE E.W. SCRIPPS COMPANY                                           | SCRIPPS ESCROW INC 144A 5.875000% 07/15/2027                                     | CUSIP: 81104PAA7<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    190000 | PA      | $169100.00    | 0.01%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUNT COMPANIES, INC.                                               | HUNT COS INC 144A 5.250000% 04/15/2029                                           | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1430661.96   | 0.07%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                             | TK ELEVATOR MIDCO GMBH 7/30/2027                                                 | CUSIP: D9000BAD4<br>LEI: N/A                  | Long             | LON              |  | US        |    422700 | PA      | $404735.33    | 0.02%             | 2027-07-30      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| SIGNATURE AVIATION US HOLDINGS, INC.                               | SIGNATURE AVIATION US HOLDINGS INC 144A 4.000000% 03/01/2028                     | CUSIP: 05545MAC6<br>LEI: 213800CSNQ87U1MC8N11 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1708152.73   | 0.09%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC 3.625000% 06/17/2031                                    | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7173000 | PA      | $5882905.82   | 0.30%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SEVENTY SEVEN ENERGY INC.                                          | CHESAPEAKE OIL FIELD ESCROW DEFAULT RESOLUTION                                   | CUSIP: 818097AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2787000 | PA      | $0.01         | 0.00%             | 2020-01-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CENTENE CORPORATION                                                | CENTENE CORP 4.625000% 12/15/2029                                                | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1602105.71   | 0.08%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MOUNTAINEER MERGER CORP                                            | MOUNTAINEER MERGER CORP 26-Oct-2028                                              | CUSIP: 62450LAB4<br>LEI: N/A                  | Long             | LON              |  | US        |   2481375 | PA      | $1985100.00   | 0.10%             | 2028-10-26      | Floating      | 11.44%                | No            |                  2 | On Loan: No      |
| ARD Finance S.A.                                                   | ARD FINANCE SA 144A 6.500000% 06/30/2027                                         | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | NUSS              | LU        |   4727854 | PA      | $3498611.96   | 0.18%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.250000% 12/01/2026                  | CUSIP: 92564RAA3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    687000 | PA      | $639034.15    | 0.03%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION, INC.                                         | ALLISON TRANSMISSION INC 144A 3.750000% 01/30/2031                               | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   2417000 | PA      | $2024019.97   | 0.10%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                   | NRG ENERGY INC 144A 3.375000% 02/15/2029                                         | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    515000 | PA      | $427889.95    | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                         | APPLE INC 2.650000% 02/08/2051                                                   | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    740000 | PA      | $506076.96    | 0.03%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MAVENIR SYSTEMS, INC.                                              | MAVENIR SYSTEMS, INC. 8/18/2028                                                  | CUSIP: 57767EAE2<br>LEI: N/A                  | Long             | LON              |  | US        |   1870862 | PA      | $1515398.63   | 0.08%             | 2028-08-18      | Floating      | 9.42%                 | No            |                  3 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                            | ACPRODUCTS HOLDINGS INC 5/17/2028                                                | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              |  | US        |    592500 | PA      | $428928.53    | 0.02%             | 2028-05-17      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECTUAL PROPERTY, LTD.                         | HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD / HAWAIIA 5.750000% 01/20/2026          | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |   2813930 | PA      | $2666874.02   | 0.14%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REVLON CONSUMER PRODUCTS CORPORATION                               | REVLON CONSUMER PRODUCTS CORPORATION 9/7/2023                                    | CUSIP: 761520AY1<br>LEI: N/A                  | Long             | LON              |  | US        |   7979614 | PA      | $2140212.23   | 0.11%             | 2023-09-07      | Floating      | 5.58%                 | No            |                  3 | On Loan: No      |
| NRG ENERGY, INC.                                                   | NRG ENERGY INC 144A 3.625000% 02/15/2031                                         | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   4910000 | PA      | $3926281.50   | 0.20%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II, LLC                                   | LCM INVESTMENTS HOLDINGS II LLC 144A 4.875000% 05/01/2029                        | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   3779000 | PA      | $3159621.45   | 0.16%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LANNETT COMPANY, INC.                                              | LANNETT CO INC 144A 7.750000% 04/15/2026                                         | CUSIP: 51602UAD0<br>LEI: 5299001DJ6C90XX17G45 | Long             | DBT              | CORP              | US        |   4515000 | PA      | $1196475.00   | 0.06%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC 144A 5.625000% 08/15/2029                                  | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $145925.88    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | BENEFIT STREET PARTNERS CLO XIV 04/20/2031                                       | CUSIP: 08181NAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6857000 | PA      | $3222790.00   | 0.16%             | 2031-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS, INC.                                   | AMC ENTERTAINMENT HOLDINGS INC 5.750000% 06/15/2025                              | CUSIP: 00165AAH1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    115000 | PA      | $39349.47     | 0.00%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THE WE COMPANY MC LLC                                              | WEWORK COS INC 144A 7.875000% 05/01/2025                                         | CUSIP: 96208LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4790000 | PA      | $2442900.00   | 0.12%             | 2025-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES, INC.                                            | SS&C TECHNOLOGIES INC 144A 5.500000% 09/30/2027                                  | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $974881.89    | 0.05%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                        | OCP CLO 2017-14A SUB EQUITY TRANCHE                                              | CUSIP: 67097TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3012000 | PA      | $1265040.00   | 0.06%             | 2030-11-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                                      | UNIVISION COMMUNICATIONS INC 144A 4.500000% 05/01/2029                           | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   2901000 | PA      | $2469476.25   | 0.13%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER, LLC                                               | NORTHWEST FIBER LLC / NORTHWEST FIBER FINANCE SUB 4.750000% 04/30/2027           | CUSIP: 667449AD4<br>LEI: 254900LE3FBC16P2QY79 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3203907.17   | 0.16%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                              | CMG MEDIA CORP 144A 8.875000% 12/15/2027                                         | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6633000 | PA      | $5041080.00   | 0.26%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS, INC.                                           | RADIOLOGY PARTNERS INC 144A 9.250000% 02/01/2028                                 | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1514000 | PA      | $909152.23    | 0.05%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Lumileds 10/22 Exit Takeback                                       | Lumileds 10/22 Exit Takeback 10/31/2027                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    259415 | PA      | $231312.99    | 0.01%             | 2027-10-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO, INC.                                                 | ARMOR HOLDCO INC 144A 8.500000% 11/15/2029                                       | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $2219353.56   | 0.11%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| 1236904 B.C. LTD.                                                  | 1236904 B.C. LTD. 3/4/2027                                                       | CUSIP: C6902AAC4<br>LEI: N/A                  | Long             | LON              |  | US        |   4015773 | PA      | $3825023.78   | 0.19%             | 2027-03-04      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP.                                                | RITHM CAPITAL CORP 144A 6.250000% 10/15/2025                                     | CUSIP: 64828TAA0<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   5268000 | PA      | $4756208.11   | 0.24%             | 2025-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL, INC.                                   | TEMPUR SEALY INTERNATIONAL INC 144A 3.875000% 10/15/2031                         | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   2097000 | PA      | $1627922.07   | 0.08%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DELUXE CORPORATION                                                 | DELUXE CORP 144A 8.000000% 06/01/2029                                            | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $3384475.00   | 0.17%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                               | DISH DBS CORP 5.875000% 11/15/2024                                               | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4276000 | PA      | $4063311.76   | 0.21%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE, INC.                                             | SONIC AUTOMOTIVE INC 144A 4.625000% 11/15/2029                                   | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    317000 | PA      | $261525.00    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNERS, LP                                      | ENLINK MIDSTREAM PARTNERS LP 4.850000% 07/15/2026                                | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133700.00    | 0.01%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                        | SOUTHWESTERN ENERGY CO 5.375000% 03/15/2030                                      | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1574000 | PA      | $1479874.80   | 0.08%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP                                                     | UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CA 6.000000% 01/15/2030          | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2187000 | PA      | $1578007.98   | 0.08%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                         | MAUSER PACKAGING SOLUTIONS HOLDING CO 144A 5.500000% 04/15/2024                  | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1419316.49   | 0.07%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE, LLC                                          | WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CO 5.125000% 10/01/2029          | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    651000 | PA      | $565789.28    | 0.03%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEWSTAR CLARENDON FUND CLO LLC                                     | FIRST EAGLE CLARENDON FUND CLO LLC NSCDN 2014-1A E                               | CUSIP: 65251QAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1748614 | PA      | $1714786.91   | 0.09%             | 2027-01-25      | Floating      | 10.41%                | No            |                  3 | On Loan: No      |
| BAUSCH HEALTH AMERICAS, INC.                                       | BAUSCH HEALTH AMERICAS INC 144A 9.250000% 04/01/2026                             | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1118565.02   | 0.06%             | 2026-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                  | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.750000% 03/01/2030           | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1654966.70   | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. UNLIMITED LIABILITY COMPANY                           | 1011778 BC ULC / NEW RED FINANCE INC 144A 4.000000% 10/15/2030                   | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | NUSS              | CA        |    370000 | PA      | $311599.20    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORPORATION                                            | ACCO BRANDS CORP 144A 4.250000% 03/15/2029                                       | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    950000 | PA      | $793639.50    | 0.04%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                   | ALTICE FRANCE SA/FRANCE 144A 5.125000% 07/15/2029                                | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | NUSS              | FR        |    723000 | PA      | $569803.53    | 0.03%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS, INC.                                              | SPECTRUM BRANDS INC 144A 3.875000% 03/15/2031                                    | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    222000 | PA      | $165945.00    | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                                  | BATTALION CLO VIII EQUITY TRANCHE                                                | CUSIP: 07132BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4378000 | PA      | $1751200.00   | 0.09%             | 2030-07-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| YUM! Brands, Inc.                                                  | YUM! BRANDS INC 4.625000% 01/31/2032                                             | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    391000 | PA      | $346035.00    | 0.02%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                       | TENET HEALTHCARE CORP 144A 4.250000% 06/01/2029                                  | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2663000 | PA      | $2310631.84   | 0.12%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PONTUS LIMITED                                          | TRANSOCEAN PONTUS LTD 144A 6.125000% 08/01/2025                                  | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    145040 | PA      | $140688.80    | 0.01%             | 2025-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                               | ONEMAIN FINANCE CORP 3.500000% 01/15/2027                                        | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    497000 | PA      | $407361.70    | 0.02%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                      | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FI 7.500000% 10/01/2025          | CUSIP: 87470LAH4<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    865000 | PA      | $875812.50    | 0.04%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                       | CENTRAL GARDEN & PET CO 5.125000% 02/01/2028                                     | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1391838.08   | 0.07%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES, INC.                                             | ARAMARK SERVICES INC 144A 5.000000% 02/01/2028                                   | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    740000 | PA      | $692025.80    | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                           | DISH NETWORK CORP 144A 11.750000% 11/15/2027                                     | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   3376000 | PA      | $3469954.08   | 0.18%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                          | SUNOCO LP / SUNOCO FINANCE CORP 4.500000% 05/15/2029                             | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2032000 | PA      | $1759482.79   | 0.09%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP                                             | EPIC CRUDE SERVICES LP 3/2/2026                                                  | CUSIP: 29428XAB6<br>LEI: N/A                  | Long             | LON              |  | US        |   1541324 | PA      | $1351232.48   | 0.07%             | 2026-03-02      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| MISYS LIMITED                                                      | MISYS LIMITED 6/13/2024                                                          | CUSIP: 02034DAC1<br>LEI: N/A                  | Long             | LON              |  | US        |   1295455 | PA      | $1169445.73   | 0.06%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                | VENTURE CDO LTD (FACTORED) 04/20/2029                                            | CUSIP: 92329MAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2950000 | PA      | $737500.00    | 0.04%             | 2022-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SRS DISTRIBUTION INC.                                              | SRS DISTRIBUTION INC 144A 6.000000% 12/01/2029                                   | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    745000 | PA      | $610255.08    | 0.03%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX, INC.                                                      | NETFLIX INC 144A 5.375000% 11/15/2029                                            | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269914.98    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL CORP.                                               | AUDACY CAPITAL CORP 144A 6.750000% 03/31/2029                                    | CUSIP: 29365DAB5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |   5551000 | PA      | $1252860.70   | 0.06%             | 2029-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SEVENTY SEVEN ENERGY INC.                                          | HERTZ CORP ESCROW 10/15/2024                                                     | CUSIP: 818097AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1573000 | PA      | $47190.00     | 0.00%             | 2024-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC.                                                   | HANESBRANDS INC 144A 4.625000% 05/15/2024                                        | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |   3394000 | PA      | $3292180.00   | 0.17%             | 2024-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S.A.                                     | INTELSAT JACKSON HOLDINGS SA 144A 6.500000% 03/15/2030                           | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | NUSS              | LU        |   2187000 | PA      | $2012040.00   | 0.10%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                | CENTENE CORP 3.375000% 02/15/2030                                                | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    660000 | PA      | $562196.62    | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                                           | VOYA CLO SERIES: 2020-2A                                                         | CUSIP: 92918JAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7797000 | PA      | $6510183.12   | 0.33%             | 2031-07-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| IHEARTCOMMUNICATIONS, INC.                                         | IHEARTCOMMUNICATIONS, INC. 5/1/2026                                              | CUSIP: 45174UAF5<br>LEI: N/A                  | Long             | LON              |  | US        |    643146 | PA      | $601688.38    | 0.03%             | 2026-05-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| ACI WORLDWIDE, INC.                                                | ACI WORLDWIDE INC 144A 5.750000% 08/15/2026                                      | CUSIP: 004498AB7<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | DBT              | CORP              | US        |    667000 | PA      | $636985.00    | 0.03%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                         | SPRINT LLC 7.125000% 06/15/2024                                                  | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3063548.82   | 0.16%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                     | TRANSDIGM INC 144A 6.250000% 03/15/2026                                          | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   5481000 | PA      | $5454362.34   | 0.28%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                | POST HOLDINGS INC 144A 5.500000% 12/15/2029                                      | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    322000 | PA      | $295745.73    | 0.02%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                | POST HOLDINGS INC 144A 4.625000% 04/15/2030                                      | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    224000 | PA      | $196526.40    | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN GUARDIAN LIMITED                                        | TRANSOCEAN GUARDIAN LTD 144A 5.875000% 01/15/2024                                | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    668180 | PA      | $650867.64    | 0.03%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                  | INTEL CORP 3.100000% 02/15/2060                                                  | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    580000 | PA      | $372054.76    | 0.02%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AIR METHODS CORPORATION                                            | AIR METHODS CORP 144A 8.000000% 05/15/2025                                       | CUSIP: 00215JAA7<br>LEI: 54930081QGNZXVDOZF63 | Long             | DBT              | CORP              | US        |   3634000 | PA      | $739991.42    | 0.04%             | 2025-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | VENTURE 35 CLO SERIES:2018-35A CLASS: SUB                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |  15819000 | PA      | $5062080.00   | 0.26%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ALLISON TRANSMISSION, INC.                                         | ALLISON TRANSMISSION INC 144A 4.750000% 10/01/2027                               | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4636.36      | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORPORATION                                      | CHESAPEAKE ENERGY CORP COMMON STOCK                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               |  | US        |      5206 | NS      | $538865.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                                     | SBA COMMUNICATIONS CORP 3.125000% 02/01/2029                                     | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   2279000 | PA      | $1902638.67   | 0.10%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR, L.P.                                                   | CEDAR FAIR LP 5.250000% 07/15/2029                                               | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    545000 | PA      | $476099.49    | 0.02%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                           | LUMEN TECHNOLOGIES INC 5.625000% 04/01/2025                                      | CUSIP: 156700AZ9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   2162000 | PA      | $2075520.00   | 0.11%             | 2025-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                  | YUM! BRANDS INC 5.375000% 04/01/2032                                             | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    330000 | PA      | $306098.10    | 0.02%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                    | UNIVERSAL HEALTH SERVICES INC 144A 1.650000% 09/01/2026                          | CUSIP: 913903AX8<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    543000 | PA      | $466059.01    | 0.02%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC 4.125000% 08/17/2027                                    | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3227000 | PA      | $2944217.99   | 0.15%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY, L.P.                                               | GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 7.750000% 02/01/2028             | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |   2423000 | PA      | $2312511.20   | 0.12%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                     | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 144A 5.250000% 04/15/2030             | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    615000 | PA      | $452025.00    | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP                                    | CRESTWOOD MIDSTREAM PARTNERS LP / CRESTWOOD MIDSTR 8.000000% 04/01/2029          | CUSIP: 67421QAA0<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |    864000 | PA      | $870480.00    | 0.04%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS, INC.                                           | SPIRIT AEROSYSTEMS INC 144A 7.500000% 04/15/2025                                 | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    435000 | PA      | $430323.75    | 0.02%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CROWNROCK, L.P.                                                    | CROWNROCK LP / CROWNROCK FINANCE INC 144A 5.625000% 10/15/2025                   | CUSIP: 228701AF5<br>LEI: WFBCP6PB6JZR80B7U482 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1928093.75   | 0.10%             | 2025-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LIGHTSTONE HOLDCO LLC                                              | LIGHTSTONE HOLDCO LLC 2/1/2027                                                   | CUSIP: 53226GAK7<br>LEI: N/A                  | Long             | LON              |  | US        |   2014479 | PA      | $1833175.45   | 0.09%             | 2027-02-01      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                  | SERVICE CORP INTERNATIONAL/US 5.125000% 06/01/2029                               | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     82000 | PA      | $77669.17     | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE, INC.                                      | GLOBAL MEDICAL RESPONSE INC 144A 6.500000% 10/01/2025                            | CUSIP: 37960BAA3<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |   5846000 | PA      | $4399582.68   | 0.22%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LIMITED                              | ASTON MARTIN CAPITAL HOLDINGS LTD 144A 10.500000% 11/30/2025                     | CUSIP: 04625HAG4<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | NUSS              | JE        |   1411000 | PA      | $1358270.93   | 0.07%             | 2025-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC.                                    | MONITRONICS INTERNATIONAL IN COMMON STOCK                                        | CUSIP: 609453105<br>LEI: N/A                  | Long             | EC               |  | US        |    381412 | NS      | $1949015.32   | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| DIAMOND SPORTS GROUP, LLC                                          | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE 6.625000% 08/15/2027           | CUSIP: 25277LAC0<br>LEI: 5493002K6DHWNZH8YA34 | Long             | DBT              | CORP              | US        |   5251000 | PA      | $187460.70    | 0.01%             | 2027-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wynn Macau, Limited                                                | WYNN MACAU LTD 144A 5.625000% 08/26/2028                                         | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | NUSS              | MO        |     85000 | PA      | $70400.40     | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                              | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875000% 11/01/2029                        | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1772850 | PA      | $1415097.73   | 0.07%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT, INC.                                         | JACOBS ENTERTAINMENT INC 144A 6.750000% 02/15/2029                               | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1885500.00   | 0.10%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                                      | ASBURY AUTOMOTIVE GROUP INC 144A 4.625000% 11/15/2029                            | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1195325.00   | 0.06%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                            | LEVEL 3 FINANCING INC 144A 4.625000% 09/15/2027                                  | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   3763000 | PA      | $3170327.50   | 0.16%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                       | BAUSCH HEALTH COS INC 144A 4.875000% 06/01/2028                                  | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | NUSS              | US        |   1553000 | PA      | $951367.80    | 0.05%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEREX CORPORATION                                                  | TEREX CORP 144A 5.000000% 05/15/2029                                             | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    385000 | PA      | $348113.15    | 0.02%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC.                                              | SRS DISTRIBUTION INC 144A 4.625000% 07/01/2028                                   | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    357000 | PA      | $319050.90    | 0.02%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                       | TENET HEALTHCARE CORP 144A 4.375000% 01/15/2030                                  | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1014796.55   | 0.05%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                     | TRANSDIGM INC 4.625000% 01/15/2029                                               | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    860000 | PA      | $756688.20    | 0.04%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                        | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 5.500000% 03/01/2030          | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    540000 | PA      | $516294.00    | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                                           | COMSTOCK RESOURCES INC 144A 6.750000% 03/01/2029                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   2654000 | PA      | $2592029.10   | 0.13%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMOTIVE PLC                                   | JAGUAR LAND ROVER AUTOMOTIVE PLC 144A 5.500000% 07/15/2029                       | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | NUSS              | GB        |   3750000 | PA      | $2680721.89   | 0.14%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | BENEFIT STREET PARTNERS CLO LTD 2015-VII CLASS SUB                               | CUSIP: 08180TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9035000 | PA      | $33429.50     | 0.00%             | 2027-07-19      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SPX FLOW, INC.                                                     | SPX FLOW, INC. 4/5/2029                                                          | CUSIP: 78470DAT5<br>LEI: N/A                  | Long             | LON              |  | US        |    352500 | PA      | $329587.50    | 0.02%             | 2029-04-05      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY CORPORATION                                        | GULFPORT ENERGY CORP COMMON STOCK                                                | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               |  | US        |     10697 | NS      | $867419.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE, LLC                                     | UNITED WHOLESALE MORTGAGE LLC 144A 5.750000% 06/15/2027                          | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1840800.00   | 0.09%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC 4.271000% 01/09/2027                                    | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    485000 | PA      | $448765.65    | 0.02%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                         | AMERICAN TOWER CORP 3.100000% 06/15/2050                                         | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    905000 | PA      | $598132.49    | 0.03%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                           | LUMEN TECHNOLOGIES INC 144A 5.375000% 06/15/2029                                 | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    466000 | PA      | $329112.50    | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS, INC.                                         | BROADSTREET PARTNERS INC 144A 5.875000% 04/15/2029                               | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |   3795000 | PA      | $3225750.00   | 0.16%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                       | ANTERO RESOURCES CORP 144A 7.625000% 02/01/2029                                  | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    907000 | PA      | $925449.60    | 0.05%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                 | NEWELL BRANDS INC 6.375000% 09/15/2027                                           | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76333.95     | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP.                                              | WMG ACQUISITION CORP 144A 3.750000% 12/01/2029                                   | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    425000 | PA      | $366562.50    | 0.02%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES, INC.                                          | PRA HEALTH SCIENCES INC 144A 2.875000% 07/15/2026                                | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |   2226000 | PA      | $2008731.38   | 0.10%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORPORATION                                         | MERITAGE HOMES CORP 144A 3.875000% 04/15/2029                                    | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1261927.50   | 0.06%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOARDRIDERS SERIES A PREFERRED EQUITY 7%                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               |  | US        |    336591 | NS      | $389772.38    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                         | ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS 3.500000% 03/15/2029           | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    615000 | PA      | $512308.84    | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 19TH HOLDINGS GOLF, LLC                                            | 19TH HOLDINGS GOLF, LLC 2/7/2029                                                 | CUSIP: 68250XAB7<br>LEI: N/A                  | Long             | LON              |  | US        |   1407680 | PA      | $1284508.08   | 0.07%             | 2029-02-07      | Floating      | 6.89%                 | No            |                  3 | On Loan: No      |
| ENLINK MIDSTREAM, LLC                                              | ENLINK MIDSTREAM LLC 5.375000% 06/01/2029                                        | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   5057000 | PA      | $4816792.50   | 0.25%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRONOX INCORPORATED                                                | TRONOX INC 144A 4.625000% 03/15/2029                                             | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   3703000 | PA      | $2981618.57   | 0.15%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IEA ENERGY SERVICES LLC                                            | IEA ENERGY SERVICES LLC 144A 6.625000% 08/15/2029                                | CUSIP: 45174AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1962561.73   | 0.10%             | 2029-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                                 | VENTURE GLOBAL CALCASIEU PASS LLC 144A 3.875000% 11/01/2033                      | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   5811000 | PA      | $4725766.70   | 0.24%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER, LLC                                               | WHITE CAP BUYER LLC 144A 6.875000% 10/15/2028                                    | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $162048.20    | 0.01%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                           | ENERGIZER HOLDINGS INC 144A 4.750000% 06/15/2028                                 | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    871000 | PA      | $759459.74    | 0.04%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARVANA CO.                                                        | CARVANA CO 144A 10.250000% 05/01/2030                                            | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     87000 | PA      | $36975.00     | 0.00%             | 2030-05-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| SEVENTY SEVEN ENERGY INC.                                          | HERTZ CORP ESCROW 08/01/2026                                                     | CUSIP: 818097AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $60775.00     | 0.00%             | 2026-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WOLVERINE ESCROW, LLC                                              | WESCO AIRCRAFT HOLDINGS INC 144A 9.000000% 11/15/2026                            | CUSIP: 97789LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $603250.00    | 0.03%             | 2026-11-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                 | CHS/COMMUNITY HEALTH SYSTEMS INC 144A 6.875000% 04/01/2028                       | CUSIP: 12543DBE9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3888000 | PA      | $1886849.16   | 0.10%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                                | SIX FLAGS ENTERTAINMENT CORP 144A 4.875000% 07/31/2024                           | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |   3623000 | PA      | $3521682.81   | 0.18%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR CORPORATION                                 | UNITED STATES CELLULAR CORP 6.700000% 12/15/2033                                 | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1832643.15   | 0.09%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                                    | LIVE NATION ENTERTAINMENT INC 144A 4.875000% 11/01/2024                          | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1634054.20   | 0.08%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                     | EDGEWELL PERSONAL CARE CO 144A 5.500000% 06/01/2028                              | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    560000 | PA      | $527676.31    | 0.03%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                 | FORD MOTOR CO 4.750000% 01/15/2043                                               | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2175713.78   | 0.11%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KNS ACQUISITION CORP.                                              | KNS ACQUISITION CORP. 4/21/2027                                                  | CUSIP: 48262HAC8<br>LEI: N/A                  | Long             | LON              |  | US        |   3363380 | PA      | $3071875.63   | 0.16%             | 2027-04-21      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES LP / VICI NOTE CO INC 144A 3.875000% 02/15/2029                  | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    396000 | PA      | $347580.34    | 0.02%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORPORATION                                      | CASTLE US HOLDING CORPORATION 1/29/2027                                          | CUSIP: 14852DAC5<br>LEI: N/A                  | Long             | LON              |  | US        |    802330 | PA      | $558124.70    | 0.03%             | 2027-01-29      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                                         | BUILDERS FIRSTSOURCE INC 144A 6.375000% 06/15/2032                               | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    367000 | PA      | $339059.34    | 0.02%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating S.C.A.                                 | TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIAL 5.375000% 09/01/2025          | CUSIP: 89668QAE8<br>LEI: 549300WNMXD3KV7LO256 | Long             | DBT              | NUSS              | US        |    975000 | PA      | $781218.75    | 0.04%             | 2025-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Federal Home Loan Mortgage Corp PREFERRED STOCK                                  | CUSIP: 313400764<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               |  | US        |      4298 | NS      | $12894.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Mattamy Corporation                                            | MATTAMY GROUP CORP 144A 4.625000% 03/01/2030                                     | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | NUSS              | CA        |   1082000 | PA      | $891010.77    | 0.05%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                       | CENTRAL GARDEN & PET CO 4.125000% 10/15/2030                                     | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    422000 | PA      | $351315.00    | 0.02%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wynn Macau, Limited                                                | WYNN MACAU LTD 144A 5.500000% 01/15/2026                                         | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | NUSS              | MO        |    965000 | PA      | $868500.00    | 0.04%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARESTREAM HEALTH, INC.                                            | CARESTREAM HEALTH, INC. 9/30/2027                                                | CUSIP: 14173VAT0<br>LEI: N/A                  | Long             | LON              |  | US        |   1935009 | PA      | $1528657.11   | 0.08%             | 2027-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC.                                      | ADTALEM GLOBAL EDUCATION INC 144A 5.500000% 03/01/2028                           | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   1552000 | PA      | $1443360.00   | 0.07%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA                                                     | TELESAT CANADA / TELESAT LLC 144A 6.500000% 10/15/2027                           | CUSIP: 87952VAM8<br>LEI: 5493004V5GLBY6SO5Y34 | Long             | DBT              | NUSS              | CA        |   5509000 | PA      | $1694017.50   | 0.09%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                                  | BATTALION CLO VII SERIES 2014-7A CLASS SUB                                       | CUSIP: 07131YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4614000 | PA      | $126885.00    | 0.01%             | 2028-07-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                         | AMERICAN TOWER CORP 3.700000% 10/15/2049                                         | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    245000 | PA      | $179046.91    | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOBANI, LLC                                                       | CHOBANI LLC / CHOBANI FINANCE CORP INC 144A 7.500000% 04/15/2025                 | CUSIP: 17027NAA0<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |   4448000 | PA      | $4347742.08   | 0.22%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS, INC.                                         | TRIDENT TPI HOLDINGS INC 144A 9.250000% 08/01/2024                               | CUSIP: 89616RAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   3272000 | PA      | $3125583.37   | 0.16%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                                           | HUDSON RIVER TRADING LLC 3/20/2028                                               | CUSIP: 44413EAF5<br>LEI: N/A                  | Long             | LON              |  | US        |   3319776 | PA      | $3084437.27   | 0.16%             | 2028-03-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC.                                           | FIRST STUDENT BIDCO INC. 7/21/2028                                               | CUSIP: 33718FAE0<br>LEI: N/A                  | Long             | LON              |  | US        |    404322 | PA      | $388149.20    | 0.02%             | 2028-07-21      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS, INC.                                         | TEAM HEALTH HOLDINGS INC 144A 6.375000% 02/01/2025                               | CUSIP: 88047PAA2<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |   5642000 | PA      | $3286465.00   | 0.17%             | 2025-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                              | CLEVELAND-CLIFFS INC 144A 4.875000% 03/01/2031                                   | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    190000 | PA      | $164825.00    | 0.01%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                                       | ENCOMPASS HEALTH CORP 4.750000% 02/01/2030                                       | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   2499000 | PA      | $2217862.50   | 0.11%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV, LLC                                         | BLACK KNIGHT INFOSERV LLC 144A 3.625000% 09/01/2028                              | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    367000 | PA      | $330068.79    | 0.02%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION, INC.                                         | ALLISON TRANSMISSION INC 144A 5.875000% 06/01/2029                               | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    855000 | PA      | $808180.88    | 0.04%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                  | CSC HOLDINGS LLC 144A 6.500000% 02/01/2029                                       | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3062035.20   | 0.16%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP, INC.                                    | SINCLAIR TELEVISION GROUP INC 144A 5.125000% 02/15/2027                          | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    365000 | PA      | $304933.78    | 0.02%             | 2027-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORPORATION                                    | ENVISION HEALTHCARE CORPORATION 3/31/2027                                        | CUSIP: 29373UAF8<br>LEI: N/A                  | Long             | LON              |  | US        |   7134642 | PA      | $2140392.66   | 0.11%             | 2027-03-31      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Federal Home Loan Mortgage Corp PREFERRED STOCK                                  | CUSIP: 313400848<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               |  | US        |     12415 | NS      | $36003.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS LLC                                       | MPH ACQUISITION HOLDINGS LLC 144A 5.750000% 11/01/2028                           | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   2801000 | PA      | $1967702.50   | 0.10%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                                | NAVIENT CORP 5.500000% 03/15/2029                                                | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1409135.49   | 0.07%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                               | DISH DBS CORP 144A 5.250000% 12/01/2026                                          | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3705000 | PA      | $3180742.50   | 0.16%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                   | NRG ENERGY INC 144A 5.250000% 06/15/2029                                         | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    605000 | PA      | $557601.28    | 0.03%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                               | OLYMPUS WATER US HOLDING CORPORATION 11/9/2028                                   | CUSIP: 68163YAB1<br>LEI: N/A                  | Long             | LON              |  | US        |    126317 | PA      | $120632.56    | 0.01%             | 2028-11-09      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                                         | BUILDERS FIRSTSOURCE INC 144A 4.250000% 02/01/2032                               | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    348000 | PA      | $282109.82    | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | BENEFIT STREET PARTNERS CLO XVIII 10/15/2032                                     | CUSIP: 08186QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6048000 | PA      | $4154976.00   | 0.21%             | 2032-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Pike Corporation                                                   | PIKE CORP 144A 5.500000% 09/01/2028                                              | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   3595000 | PA      | $3211557.30   | 0.16%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | NINE WEST FKA PREMIER BRANDS 3/19 EQUITY                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |    163718 | NS      | $125571.71    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| MIWD HOLDCO II LLC                                                 | MIWD HOLDCO II LLC / MIWD FINANCE CORP 144A 5.500000% 02/01/2030                 | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |    190000 | PA      | $155800.00    | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHUTTERFLY, LLC                                                    | PHOTO HOLDINGS MERGER SUB INC 144A 8.500000% 10/01/2026                          | CUSIP: 719245AD4<br>LEI: 549300I1C8WJQ5FZE154 | Long             | DBT              | CORP              | US        |    905000 | PA      | $557023.01    | 0.03%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SPANISH BROADCASTING SYSTEM, INC.                                  | SPANISH BROADCASTING SYSTEM INC 144A 9.750000% 03/01/2026                        | CUSIP: 846425AQ9<br>LEI: 5493005DKYB1X4C9LH64 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $1964571.52   | 0.10%             | 2026-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                  | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.750000% 02/01/2032           | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $158887.50    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                       | ROYAL CARIBBEAN CRUISES LTD 144A 9.250000% 01/15/2029                            | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | NUSS              | US        |    345000 | PA      | $353197.20    | 0.02%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS, INC.                                   | AMC ENTERTAINMENT HOLDINGS INC 144A 10.000000% 06/15/2026                        | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |   1485201 | PA      | $555034.47    | 0.03%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MINERVA MERGER SUB, INC.                                           | ATHENAHEALTH GROUP INC 144A 6.500000% 02/15/2030                                 | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2383000 | PA      | $1784633.47   | 0.09%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSUER TRUST                                      | MIDCAP FINANCIAL ISSUER TRUST 144A 5.625000% 01/15/2030                          | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1200778.32   | 0.06%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC.                                             | GFL ENVIRONMENTAL INC 144A 3.750000% 08/01/2025                                  | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | NUSS              | CA        |    490000 | PA      | $458733.10    | 0.02%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC 5.113000% 05/03/2029                                    | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3519394.75   | 0.18%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL S.A.                                        | TELECOM ITALIA CAPITAL SA 6.000000% 09/30/2034                                   | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | NUSS              | IT        |    265000 | PA      | $204656.85    | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.                         | ENDO LUXEMBOURG FINANCE CO I SARL / ENDO US INC 14 6.125000% 04/01/2029          | CUSIP: 29280BAA3<br>LEI: 222100B15VY0VVCTG251 | Long             | DBT              | NUSS              | US        |   1905000 | PA      | $1426521.15   | 0.07%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL CORP.                                               | AUDACY CAPITAL CORP 144A 6.500000% 05/01/2027                                    | CUSIP: 29365DAA7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $466101.00    | 0.02%             | 2027-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                               | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                                        | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               |  | US        |    345144 | NS      | $390012.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC 4.600000% MATURITY: PERPETUAL                                  | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1377000 | PA      | $1008779.36   | 0.05%             | 2171-06-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CUMULUS MEDIA NEW HOLDINGS INC.                                    | CUMULUS MEDIA NEW HOLDINGS INC 144A 6.750000% 07/01/2026                         | CUSIP: 23110AAA4<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1354127.20   | 0.07%             | 2026-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                     | PROLOGIS LP 2.125000% 10/15/2050                                                 | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $844672.58    | 0.04%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                      | VISTRA OPERATIONS CO LLC 144A 5.000000% 07/31/2027                               | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4390000 | PA      | $4120779.26   | 0.21%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS, INC.                                           | SPIRIT AEROSYSTEMS INC 144A 9.375000% 11/30/2029                                 | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    259000 | PA      | $272597.50    | 0.01%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NEW ALBERTSONS L.P.                                                | NEW ALBERTSONS LP 8.000000% 05/01/2031                                           | CUSIP: 013104AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2168325.00   | 0.11%             | 2031-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SEVENTY SEVEN ENERGY INC.                                          | NEIMAN MARCUS GROUP ESCROW                                                       | CUSIP: 818097AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1359594 | PA      | $384389.85    | 0.02%             | 2022-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| ENERSYS                                                            | ENERSYS 144A 4.375000% 12/15/2027                                                | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    892000 | PA      | $791650.00    | 0.04%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VAREX IMAGING CORPORATION                                          | VAREX IMAGING CORP 144A 7.875000% 10/15/2027                                     | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1397792.96   | 0.07%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| THE MICHAELS COMPANIES, INC.                                       | MICHAELS COS INC/THE 144A 7.875000% 05/01/2029                                   | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   3935000 | PA      | $2326568.75   | 0.12%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                   | VIRGIN MEDIA SECURED FINANCE PLC 144A 4.500000% 08/15/2030                       | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | NUSS              | GB        |    757000 | PA      | $632193.91    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERSCEND ESCROW CORP.                                              | VERSCEND ESCROW CORP 144A 9.750000% 08/15/2026                                   | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1236284.28   | 0.06%             | 2026-08-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER, INC.                                      | MODIVCARE ESCROW ISSUER INC 144A 5.000000% 10/01/2029                            | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1458961.50   | 0.07%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORPORATION                                          | CNX RESOURCES CORP 144A 7.375000% 01/15/2031                                     | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    226000 | PA      | $226122.04    | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. UNLIMITED LIABILITY COMPANY                           | 1011778 BC ULC / NEW RED FINANCE INC 144A 4.375000% 01/15/2028                   | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | NUSS              | CA        |   1660000 | PA      | $1510417.40   | 0.08%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PREMIER BRANDS GROUP HOLDINGS LLC                                  | PREMIER BRANDS GROUP HOLDINGS LLC 3/20/2024                                      | CUSIP: 74053DAB8<br>LEI: N/A                  | Long             | LON              |  | US        |   1887044 | PA      | $1552093.55   | 0.08%             | 2024-03-20      | Floating      | 11.75%                | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC.                                               | VICI PROPERTIES INC REIT                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     59063 | NS      | $2019954.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                          | HUB INTERNATIONAL LTD 144A 5.625000% 12/01/2029                                  | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   4070000 | PA      | $3563812.31   | 0.18%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | MEDICAL CARD SYSTEMS EQUITY ESCROW *                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |    395653 | NS      | $174087.32    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| US FOODS, INC.                                                     | US FOODS INC 144A 4.625000% 06/01/2030                                           | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    405000 | PA      | $359401.05    | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                       | PETSMART INC / PETSMART FINANCE CORP 144A 7.750000% 02/15/2029                   | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $231250.00    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                  | CSC HOLDINGS LLC 144A 7.500000% 04/01/2028                                       | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   5845000 | PA      | $4552728.95   | 0.23%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                              | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A 6.000000% 01/15/2030                   | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1662000 | PA      | $1359981.36   | 0.07%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                       | ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA 4.125000% 08/15/2026          | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | NUSS              | US        |    904000 | PA      | $795520.00    | 0.04%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. RENAL CARE, INC.                                              | U.S. RENAL CARE, INC. 6/26/2026                                                  | CUSIP: 90290PAN4<br>LEI: N/A                  | Long             | LON              |  | US        |    723051 | PA      | $401748.92    | 0.02%             | 2026-06-26      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG 11/21                                                 | FREEPORT LNG 11/21 11/16/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |   1018136 | PA      | $961293.74    | 0.05%             | 2026-11-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS, INC.                                                     | ENTEGRIS INC 144A 3.625000% 05/01/2029                                           | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   4139000 | PA      | $3435370.00   | 0.17%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC.                                           | DRAFTKINGS HOLDINGS INC ZERO COUPON 03/15/2028                                   | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $834504.00    | 0.04%             | 2028-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | GUITAR CENTERNEW COMMON SHARES *                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     24502 | NS      | $4690662.88   | 0.24%             |  |  |  | No            |                  3 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                       | BRISTOL-MYERS SQUIBB CO 2.550000% 11/13/2050                                     | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $1836552.24   | 0.09%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FIFTH STREET SENIOR LOAN FUND LLC                                  | NEWSTAR EXETER FUND CLO LLC NWSTR 2015-1RA E                                     | CUSIP: 31679NAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2704220 | PA      | $2662158.40   | 0.14%             | 2027-01-20      | Floating      | 11.44%                | No            |                  3 | On Loan: No      |
| THE COCA-COLA COMPANY                                              | COCA-COLA CO/THE 2.750000% 06/01/2060                                            | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    671000 | PA      | $455848.17    | 0.02%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL COMPANY                                           | ALLEGIANT TRAVEL CO 144A 7.250000% 08/15/2027                                    | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1248847.48   | 0.06%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                         | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD 14 5.500000% 04/20/2026          | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |   2135338 | PA      | $2070889.66   | 0.11%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                            | UBER TECHNOLOGIES INC 144A 7.500000% 09/15/2027                                  | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301560.00    | 0.02%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                 | BOEING CO/THE 3.625000% 02/01/2031                                               | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1147477.30   | 0.06%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                        | CITGO PETROLEUM CORP 144A 6.375000% 06/15/2026                                   | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    535000 | PA      | $522934.17    | 0.03%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INTELSAT JACKSON HOLDINGS S A- CVR2 CONTINGENT VALUE RIGHT                       | CUSIP: L5137X117<br>LEI: N/A                  | Long             | EC               |  | US        |      6867 | NS      | $68.67        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ASHTON WOODS USA L.L.C.                                            | ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO 144 6.625000% 01/15/2028          | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5296000 | PA      | $4698554.96   | 0.24%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                  | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 5.000000% 02/01/2028           | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5281000 | PA      | $4854612.06   | 0.25%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                 | NEWELL BRANDS INC 6.625000% 09/15/2029                                           | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     77000 | PA      | $75652.50     | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | WINDSTREAM SERVICES EQUITY *                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     46229 | NS      | $600977.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                                   | CARPENTER TECHNOLOGY CORP 6.375000% 07/15/2028                                   | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    281000 | PA      | $265157.57    | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ATI Inc.                                                           | ATI INC 5.125000% 10/01/2031                                                     | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    137000 | PA      | $115698.99    | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                                      | UNIVISION COMMUNICATIONS INC 144A 6.625000% 06/01/2027                           | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63344.51     | 0.00%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                        | FIRST QUANTUM MINERALS LTD 144A 6.500000% 03/01/2024                             | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | NUSS              | ZM        |   2727000 | PA      | $2686131.98   | 0.14%             | 2024-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | LIBERTY INTERACTIVE LLC 4.000000% 11/15/2029                                     | CUSIP: 530715AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197801 | PA      | $67252.26     | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER, LLC                                       | MIDWEST GAMING BORROWER LLC / MIDWEST GAMING FINAN 4.875000% 05/01/2029          | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |   2219000 | PA      | $1916128.69   | 0.10%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CATHEDRAL LAKE CLO LTD.                                            | CATHERAL LAKE III LTD EQUITY TRANCHE                                             | CUSIP: 14918NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3653000 | PA      | $1132430.00   | 0.06%             | 2029-07-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NOURYON FINANCE B.V.                                               | NOURYON FINANCE B.V. 10/1/2025                                                   | CUSIP: N8232NAB3<br>LEI: N/A                  | Long             | LON              |  | US        |    724965 | PA      | $705752.97    | 0.04%             | 2025-10-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| ASHLAND LLC                                                        | ASHLAND LLC 6.875000% 05/15/2043                                                 | CUSIP: 044209AM6<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1358050.00   | 0.07%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                              | FREEPORT-MCMORAN INC 5.450000% 03/15/2043                                        | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   2036000 | PA      | $1825396.16   | 0.09%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORPORATION                                                 | ROBLOX CORP 144A 3.875000% 05/01/2030                                            | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1050671.52   | 0.05%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLAIRE'S STORES                                                    | CLAIRE'S STORES 18-Dec-2026                                                      | CUSIP: 17958DAL1<br>LEI: N/A                  | Long             | LON              |  | US        |   1995822 | PA      | $1776281.73   | 0.09%             | 2026-12-18      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                  | INTERNATIONAL GAME TECHNOLOGY PLC 144A 6.250000% 01/15/2027                      | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | NUSS              | US        |   1375000 | PA      | $1366406.25   | 0.07%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS LP                                                   | SUPERIOR PLUS LP / SUPERIOR GENERAL PARTNER INC 14 4.500000% 03/15/2029          | CUSIP: 86828LAC6<br>LEI: 549300K5Y13GU6TPZJ49 | Long             | DBT              | NUSS              | CA        |    368000 | PA      | $314253.85    | 0.02%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.                                    | ACADIA HEALTHCARE CO INC 144A 5.000000% 04/15/2029                               | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   2189000 | PA      | $2019593.29   | 0.10%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                  | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.250000% 02/01/2031           | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8535000 | PA      | $6928713.00   | 0.35%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA FUNDING LLC                                     | FINANCE OF AMERICA FUNDING LLC 144A 7.875000% 11/15/2025                         | CUSIP: 317386AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8306000 | PA      | $5003449.18   | 0.25%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC.                                                  | ARCHES BUYER INC 144A 6.125000% 12/01/2028                                       | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   2962000 | PA      | $2380233.58   | 0.12%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                             | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 4.375000% 02/01/2029          | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    916000 | PA      | $770585.00    | 0.04%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EMPIRE RESORTS, INC.                                               | EMPIRE RESORTS INC 144A 7.750000% 11/01/2026                                     | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |   5240000 | PA      | $4250740.40   | 0.22%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORPORATION                                      | CHESAPEAKE ENERGY CORP ESCROW 165167DA2                                          | CUSIP: 165167DA2<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $40275.00     | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| NEWSTAR FAIRFIELD FUNDING CLO LTD                                  | NEWSTAR FAIRFIELD FUND CLO LTD FSSLF 2015-2A DN                                  | CUSIP: 65252CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4200000 | PA      | $3318882.00   | 0.17%             | 2030-04-20      | Floating      | 11.62%                | No            |                  3 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC.                               | GLOBAL INFRASTRUCTURE SOLUTIONS INC 144A 7.500000% 04/15/2032                    | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    285000 | PA      | $222318.08    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                  | CSC HOLDINGS LLC 144A 5.750000% 01/15/2030                                       | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   5009000 | PA      | $3411129.00   | 0.17%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MOOG INC.                                                          | MOOG INC 144A 4.250000% 12/15/2027                                               | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1087770.00   | 0.06%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                       | BAUSCH HEALTH COS INC 144A 14.000000% 10/15/2030                                 | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | NUSS              | US        |    435000 | PA      | $241338.00    | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                     | TRIVIUM PACKAGING FINANCE BV 144A 8.500000% 08/15/2027                           | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | NUSS              | NL        |    250000 | PA      | $234056.09    | 0.01%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP                                    | CRESTWOOD MIDSTREAM PARTNERS LP / CRESTWOOD MIDSTR 5.625000% 05/01/2027          | CUSIP: 226373AQ1<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141145.24    | 0.01%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                | CALPINE CORP 144A 5.000000% 02/01/2031                                           | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $233411.41    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL LLC                                                | BIG RIVER STEEL LLC / BRS FINANCE CORP 144A 6.625000% 01/31/2029                 | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |    367000 | PA      | $352581.45    | 0.02%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | ARCTIC CANADIAN DIAMOND COMPANY *                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      1633 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SCRIPPS ESCROW II, INC.                                            | SCRIPPS ESCROW II INC 144A 3.875000% 01/15/2029                                  | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3391000 | PA      | $2850389.83   | 0.15%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEABODY ENERGY CORPORATION                                         | PEABODY ENERGY CORP 144A 6.375000% 03/31/2025                                    | CUSIP: 70457LAB0<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |    262000 | PA      | $259657.98    | 0.01%             | 2025-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                                | NOVELIS CORP 144A 4.750000% 01/30/2030                                           | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    465000 | PA      | $413430.70    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM CORP 6.375000% 09/01/2028                                   | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1042441.00   | 0.05%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC 2.700000% 08/10/2026                                    | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174517.40    | 0.01%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                           | LUMEN TECHNOLOGIES INC 144A 4.000000% 02/15/2027                                 | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2485037.50   | 0.13%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC 3.375000% 11/13/2025                                    | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    207000 | PA      | $190984.41    | 0.01%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                  | RAYTHEON TECHNOLOGIES CORP 3.030000% 03/15/2052                                  | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $883446.59    | 0.04%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| THE SCOTTS MIRACLE-GRO COMPANY                                     | SCOTTS MIRACLE-GRO CO/THE 4.500000% 10/15/2029                                   | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    209000 | PA      | $170857.50    | 0.01%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AKUMIN INC..                                                       | AKUMIN INC 144A 7.000000% 11/01/2025                                             | CUSIP: 01021FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5070000 | PA      | $3904660.50   | 0.20%             | 2025-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                       | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FI 7.875000% 05/15/2026          | CUSIP: 03690EAA6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    323000 | PA      | $329531.48    | 0.02%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC.                                        | MEDLINE BORROWER LP 144A 3.875000% 04/01/2029                                    | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6523000 | PA      | $5608214.48   | 0.29%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS, LLC                                            | SYNIVERSE HOLDINGS, LLC 5/13/2027                                                | CUSIP: 87168TAB7<br>LEI: N/A                  | Long             | LON              |  | US        |   2660000 | PA      | $2308215.00   | 0.12%             | 2027-05-13      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                            | LEVEL 3 FINANCING INC 144A 3.750000% 07/15/2029                                  | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    535000 | PA      | $386898.20    | 0.02%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AG ISSUER, LLC                                                     | AG ISSUER LLC 144A 6.250000% 03/01/2028                                          | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1781175.22   | 0.09%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                 | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDIN 6.750000% 10/15/2027          | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   2233000 | PA      | $2056805.14   | 0.10%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                                   | PG&E CORP 5.000000% 07/01/2028                                                   | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    347000 | PA      | $320145.67    | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | Federal National Mortgage Association PREFERRED STOCK                            | CUSIP: 313586794<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               |  | US        |       500 | NS      | $1850.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas, LLC                                         | DUKE ENERGY CAROLINAS LLC 6.050000% 04/15/2038                                   | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    648000 | PA      | $687024.95    | 0.03%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                              | UNITED AIRLINES INC 144A 4.625000% 04/15/2029                                    | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1472418.98   | 0.07%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA), INC.                               | UNITED RENTALS NORTH AMERICA INC 144A 6.000000% 12/15/2029                       | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   3461000 | PA      | $3478305.00   | 0.18%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS, INC.                                              | SPECTRUM BRANDS INC 144A 5.000000% 10/01/2029                                    | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    630000 | PA      | $537950.70    | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                        | CAESARS ENTERTAINMENT INC 144A 8.125000% 07/01/2027                              | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1602064.80   | 0.08%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                  | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 144A 8.500000% 05/15/2027              | CUSIP: 69867DAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | NUSS              | US        |   2350000 | PA      | $2299726.22   | 0.12%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC.                                                    | BOMBARDIER INC 144A 7.500000% 03/15/2025                                         | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | NUSS              | CA        |    720000 | PA      | $721080.00    | 0.04%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                         | APPLE INC 2.375000% 02/08/2041                                                   | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    505000 | PA      | $369724.66    | 0.02%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC.                                                    | TRANSOCEAN INC 6.800000% 03/15/2038                                              | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | NUSS              | US        |    186000 | PA      | $116861.94    | 0.01%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORPORATION                                           | TUTOR PERINI CORP 144A 6.875000% 05/01/2025                                      | CUSIP: 901109AF5<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |   8881000 | PA      | $7729529.15   | 0.39%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                    | MADISON IAQ LLC 144A 4.125000% 06/30/2028                                        | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    285000 | PA      | $246465.15    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| THE GAP, INC.                                                      | GAP INC/THE 144A 3.625000% 10/01/2029                                            | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    385000 | PA      | $295774.33    | 0.02%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP.                                                  | IRB HOLDING CORP. 2/5/2025                                                       | CUSIP: 44988LAF4<br>LEI: N/A                  | Long             | LON              |  | US        |   1828014 | PA      | $1793410.03   | 0.09%             | 2025-02-05      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                          | SENSATA TECHNOLOGIES BV 144A 5.875000% 09/01/2030                                | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | NUSS              | US        |      1000 | PA      | $949.63       | 0.00%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                               | CARNIVAL CORP 144A 10.500000% 06/01/2030                                         | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | NUSS              | US        |   2325000 | PA      | $1990525.50   | 0.10%             | 2030-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | TCW CLO 2019-2 EQUITY TRANCHE                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |   5959000 | PA      | $3456220.00   | 0.18%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SPIRIT AEROSYSTEMS, INC.                                           | SPIRIT AEROSYSTEMS INC 4.600000% 06/15/2028                                      | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $2927126.62   | 0.15%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                 | ROYALTY PHARMA PLC 2.200000% 09/02/2030                                          | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |   1083000 | PA      | $858190.65    | 0.04%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OPERATIONS LP                                       | PATTERN ENERGY OPERATIONS LP / PATTERN ENERGY OPER 4.500000% 08/15/2028          | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1848577.73   | 0.09%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                           | ENERGIZER HOLDINGS INC 144A 6.500000% 12/31/2027                                 | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    237000 | PA      | $224429.85    | 0.01%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                       | ALCOA NEDERLAND HOLDING BV 144A 6.125000% 05/15/2028                             | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $194153.82    | 0.01%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES LP / VICI NOTE CO INC 144A 5.750000% 02/01/2027                  | CUSIP: 92564RAJ4<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    357000 | PA      | $345939.09    | 0.02%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENNEY BORROWER LLC                                                | PENNEY BORROWER LLC J.C. PENNEY 12/20 EARNOUT CERT.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     31845 | NS      | $167186.25    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                           | NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP 7.500000% 02/01/2026          | CUSIP: 62922LAA6<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |   6394000 | PA      | $5775168.22   | 0.29%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                  | CSC HOLDINGS LLC 144A 4.625000% 12/01/2030                                       | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1781000 | PA      | $1129434.51   | 0.06%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                       | HESS MIDSTREAM OPERATIONS LP 144A 4.250000% 02/15/2030                           | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2278575.00   | 0.12%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MASTEC, INC.                                                       | MASTEC INC 144A 4.500000% 08/15/2028                                             | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    825000 | PA      | $744844.05    | 0.04%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STAPLES, INC.                                                      | STAPLES INC 144A 10.750000% 04/15/2027                                           | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    940000 | PA      | $687243.40    | 0.03%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                | POST HOLDINGS INC 144A 5.750000% 03/01/2027                                      | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52641.63     | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                               | DISH DBS CORP 7.750000% 07/01/2026                                               | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5197000 | PA      | $4353007.20   | 0.22%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP, INC.                                    | SINCLAIR TELEVISION GROUP INC 144A 4.125000% 12/01/2030                          | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   6290000 | PA      | $4823198.29   | 0.25%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ADIENT US LLC                                                      | ADIENT US LLC 4/10/2028                                                          | CUSIP: 00687MAC5<br>LEI: N/A                  | Long             | LON              |  | US        |    513500 | PA      | $506439.38    | 0.03%             | 2028-04-10      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                           | LUMEN TECHNOLOGIES INC 144A 4.500000% 01/15/2029                                 | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $2874501.75   | 0.15%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC.                                                    | TRANSOCEAN INC 7.500000% 04/15/2031                                              | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | NUSS              | US        |    720000 | PA      | $480600.00    | 0.02%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corporation                                         | NOVA CHEMICALS CORP 144A 5.250000% 06/01/2027                                    | CUSIP: 66977WAR0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    770000 | PA      | $691134.27    | 0.04%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                                       | ARES XXXIV CLO LTD ARES 2015-2A FR                                               | CUSIP: 04015HAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2304000 | PA      | $1860180.48   | 0.09%             | 2033-04-17      | Floating      | 12.68%                | No            |                  3 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS, INC.                                   | MARRIOTT OWNERSHIP RESORTS INC 144A 4.500000% 06/15/2029                         | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     72000 | PA      | $60658.70     | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWS CORPORATION                                                   | NEWS CORP 144A 3.875000% 05/15/2029                                              | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    428000 | PA      | $380385.00    | 0.02%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING, INC.                                | AMERICAN AXLE & MANUFACTURING INC 6.500000% 04/01/2027                           | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    950000 | PA      | $893000.00    | 0.05%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM, LLC                                          | BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP 7.625000% 12/15/2025          | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4385000 | PA      | $4424837.73   | 0.23%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS, L.P.                                             | BUCKEYE PARTNERS LP 4.125000% 12/01/2027                                         | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    240000 | PA      | $212170.80    | 0.01%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS, L.P.                                            | AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP 5.875000% 08/20/2026                | CUSIP: 030981AJ3<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    235000 | PA      | $223837.50    | 0.01%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                    | BENEFIT STREET PARTNERS CLO III                                                  | CUSIP: 08180GAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2640000 | PA      | $343200.00    | 0.02%             | 2026-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS, LLC                               | ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE 5.875000% 06/30/2029           | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   2732000 | PA      | $2462187.68   | 0.13%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SYNIVERSE PREFERRED STOCK RESTRICTED *                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               |  | US        |   4273537 | NS      | $4102595.52   | 0.21%             |  |  |  | No            |                  3 | On Loan: No      |
| B&M CLO LTD                                                        | B&M CLO 2014-1 LTD BANDM 2014-1A E                                               | CUSIP: 05509TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    457368 | PA      | $215106.96    | 0.01%             | 2026-04-16      | Floating      | 9.83%                 | No            |                  3 | On Loan: No      |
| ITT HOLDINGS LLC                                                   | ITT HOLDINGS LLC 144A 6.500000% 08/01/2029                                       | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3397730.97   | 0.17%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                       | BAUSCH HEALTH COS INC 144A 9.000000% 12/15/2025                                  | CUSIP: 91911KAP7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | NUSS              | US        |   3430000 | PA      | $2469600.00   | 0.13%             | 2025-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORPORATION                                                | VIRTUSA CORP 144A 7.125000% 12/15/2028                                           | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $1773750.00   | 0.09%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES, LLC                                               | ARTERA SERVICES LLC 144A 9.033000% 12/04/2025                                    | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   2352734 | PA      | $1957333.52   | 0.10%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY PARTNERS LP                                             | NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 7.500000% 04/15/2026            | CUSIP: 62913TAP7<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1072897.38   | 0.05%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                            | BATH & BODY WORKS INC 6.694000% 01/15/2027                                       | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    149000 | PA      | $144731.41    | 0.01%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                                | XEROX HOLDINGS CORP 144A 5.500000% 08/15/2028                                    | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    442000 | PA      | $355721.60    | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING 2/21 COV-LITE                                     | GRAHAM PACKAGING 2/21 COV-LITE 8/4/2027                                          | CUSIP: 38469EAD5<br>LEI: N/A                  | Long             | LON              |  | US        |    534591 | PA      | $521894.68    | 0.03%             | 2027-08-04      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                              | STARBUCKS CORP 3.550000% 08/15/2029                                              | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    887000 | PA      | $833726.52    | 0.04%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                              | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A 6.750000% 05/01/2029                   | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $399061.75    | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS, L.P.                                            | AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP 5.500000% 05/20/2025                | CUSIP: 030981AK0<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203700.00    | 0.01%             | 2025-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                    | MADISON IAQ LLC 6/21/2028                                                        | CUSIP: 55759VAB4<br>LEI: N/A                  | Long             | LON              |  | US        |    438450 | PA      | $415707.60    | 0.02%             | 2028-06-21      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                        | ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINAN 4.625000% 06/01/2028          | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | NUSS              | US        |    258000 | PA      | $218813.67    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORPORATION                                    | GRANITE US HOLDINGS CORP 144A 11.000000% 10/01/2027                              | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3162000 | PA      | $3314961.75   | 0.17%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LOCKWOOD GROVE CLO LTD                                             | LWCLO 2014-1-A SUB LOCKWWOD GROVE CLO LTD                                        | CUSIP: 54008QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4865000 | PA      | $2043300.00   | 0.10%             | 2030-01-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORPORATION                              | GULFPORT ENERGY CORP 144A 8.000000% 05/17/2026                                   | CUSIP: 402635AR7<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |   3372209 | PA      | $3361316.76   | 0.17%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG 11/21                                                 | FREEPORT LNG 11/21 12/21/2028                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    474233 | PA      | $449136.89    | 0.02%             | 2028-12-21      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete, LLC                                     | SMYRNA READY MIX CONCRETE LLC 144A 6.000000% 11/01/2028                          | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1219300.00   | 0.06%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC 144A 4.875000% 06/15/2027                                  | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $344940.75    | 0.02%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                 | CHS/COMMUNITY HEALTH SYSTEMS INC 144A 6.000000% 01/15/2029                       | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    485000 | PA      | $404654.90    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | LIBERTY INTERACTIVE LLC 3.750000% 02/15/2030                                     | CUSIP: 530715AL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3718848 | PA      | $1245814.15   | 0.06%             | 2030-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| URBAN ONE, INC.                                                    | URBAN ONE INC 144A 7.375000% 02/01/2028                                          | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $6464250.00   | 0.33%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTNERS, INC.                                          | AHP HEALTH PARTNERS INC 144A 5.750000% 07/15/2029                                | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    276000 | PA      | $216315.00    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** SEI INSTITUTIONAL INVESTMENTS TRUST

**Signature:** Ankit Puri

**Name of Signer:** Ankit Puri

**Title:** CFO