# EDGAR Filing Document

**Accession Number:** 0000356494
**File Stem:** 0001752724-23-034965
**Filing Date:** 2023-2
**Character Count:** 208739
**Document Hash:** 6394f10a801834b6c212544d0d42062f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-034965.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-034965

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VARIABLE INSURANCE PRODUCTS FUND
- **CENTRAL INDEX KEY:** 0000356494
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03329
- **FILM NUMBER:** 23657032

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CASH RESERVES II
- **DATE OF NAME CHANGE:** 19850825

## Series and Classes Contracts Data

### High Income Portfolio (Series ID: S000007718)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000020975 | Initial Class   |  |
| C000020977 | Investor Class  |  |
| C000020978 | Service Class   |  |
| C000020981 | Service Class 2 | QHI2Q           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Variable Insurance Products Fund

- **b. Investment Company Act file number:** 811-03329

- **c. CIK number of Registrant:** 0000356494

- **d. LEI of Registrant:** 549300DXU3EB0NDEJ256

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** VIP High Income Portfolio

- **b. EDGAR series identifier (if any):** S000007718

- **c. LEI of Series:** V14JKL75YKEL030MFU07

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $744389328.58

**Total Liabilities:** $533157.97

**Net Assets:** $743856170.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1546.93326850 | **1-Year:** 5227.69183440 | **5-Year:** 6750.44901760 | **10-Year:** 1255.43644870 | **30-Year:** 0.28641400

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

- **3-Month:** 38570.35761766 | **1-Year:** 120784.33821447 | **5-Year:** 135023.01530159 | **10-Year:** 11549.57348151 | **30-Year:** 335.23694460

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000020981 | 3.27%                | 1.81%                | -1.31%               |
| Class ID C000020975 | 3.35%                | 1.94%                | -1.46%               |
| Class ID C000020978 | 3.38%                | 1.74%                | -1.37%               |
| Class ID C000020977 | 3.37%                | 1.74%                | -1.28%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1331153.79             | $21202076.44                               |
| Month 2  | $-717907.34              | $12508667.39                               |
| Month 3  | $-2047913.42             | $-11982569.36                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| RADIATE HOLDCO LLC / RADIATE FIN INC                                      | RADIATE HOLDCO LLC / RADIATE FIN INC 6.5% 09/15/2028 144A                                     | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4380000 | PA      | $1835285.70   | 0.25%             | 2028-09-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                              | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                             | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    660000 | PA      | $583704.00    | 0.08%             | 2029-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                | HILCORP ENERGY I LP/FIN CO 6.25% 11/01/2028 144A                                              | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $402725.00    | 0.05%             | 2028-11-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| PG and E CORP                                                             | PG and E TERM B 1LN 06/23/2025                                                                | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |   4149584 | PA      | $4111988.55   | 0.55%             | 2025-06-23      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS INC                                                | CHARTER COMMUNICATIONS INC A                                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      2200 | NS      | $746020.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                          | VIRGIN MEDIA SECD FIN PLC 4.5% 08/15/2030 144A                                                | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $576443.25    | 0.08%             | 2030-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                             | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                              | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3700000 | PA      | $2793500.00   | 0.38%             | 2028-12-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS ESCROW CORPORATION                                               | ENTEGRIS ESCROW CORPORATION 5.95% 06/15/2030 144A                                             | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2748156.00   | 0.37%             | 2030-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CNX RESOURCES CORP                                                        | CNX RESOURCES CORP 7.375% 01/15/2031 144A                                                     | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    385000 | PA      | $369018.65    | 0.05%             | 2031-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CORECIVIC INC                                                             | CORECIVIC INC 8.25% 04/15/2026                                                                | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   5160000 | PA      | $5291580.00   | 0.71%             | 2026-04-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS ESCROW CORPORATION                                               | ENTEGRIS ESCROW CORPORATION 4.75% 04/15/2029 144A                                             | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2466790.40   | 0.33%             | 2029-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                       | MESQUITE ENERGY INC CONV 15% 07/15/2023                                                       | CUSIP: 59073XAB1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |    649253 | PA      | $4137429.67   | 0.56%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           | 3                  | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                   | NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A                                                  | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7755000 | PA      | $7202068.50   | 0.97%             | 2026-09-30      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| AMWINS GROUP INC                                                          | AMWINS GROUP INC 4.875% 06/30/2029 144A                                                       | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2150051.99   | 0.29%             | 2029-06-30      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                                      | WR GRACE HOLDING LLC 5.625% 08/15/2029 144A                                                   | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2010102.30   | 0.27%             | 2029-08-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP              | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A             | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2252000 | PA      | $1997163.68   | 0.27%             | 2028-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| RACKSPACE HOSTING INC                                                     | RACKSPACE HOSTING INC 3.5% 02/15/2028 144A                                                    | CUSIP: 750098AB1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $984998.40    | 0.13%             | 2028-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                              | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                       | CUSIP: 00076VAZ3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    343275 | PA      | $331689.47    | 0.04%             | 2028-12-21      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC                                                          | MICHAELS COS INC 5.25% 05/01/2028 144A                                                        | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    810000 | PA      | $651669.84    | 0.09%             | 2028-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CROWNROCK L P / CROWNROCK FIN INC                                         | CROWNROCK LP / CROWNROCK FIN INC 5.625% 10/15/2025 144A                                       | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $125450.00    | 0.02%             | 2025-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SRS DISTRIBUTION INC                                                      | SRS DISTRIBUTION INC 6% 12/01/2029 144A                                                       | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    715000 | PA      | $569034.96    | 0.08%             | 2029-12-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                              | AUTHENTIC BRANDS TERM B 2LN 12/20/2029                                                        | CUSIP: 00076VAY6<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     75000 | PA      | $68250.00     | 0.01%             | 2029-12-20      | Variable      | 0.10%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A                                                 | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4040000 | PA      | $3653250.80   | 0.49%             | 2029-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                     | LEVEL 3 FINANCING INC 4.25% 07/01/2028 144A                                                   | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   3590000 | PA      | $2827843.00   | 0.38%             | 2028-07-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                                              | US FOODS INC 4.625% 06/01/2030 144A                                                           | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    475000 | PA      | $418291.86    | 0.06%             | 2030-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 6.125% 01/01/2031                                                   | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    790000 | PA      | $797259.81    | 0.11%             | 2031-01-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| PIKE CORP                                                                 | PIKE CORP 5.5% 09/01/2028 144A                                                                | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3046726.40   | 0.41%             | 2028-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| STERICYCLE INC                                                            | STERICYCLE INC 3.875% 01/15/2029 144A                                                         | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1417812.50   | 0.19%             | 2029-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CATALENT PHARMA SOLUTIONS                                                 | CATALENT PHARMA SOLUTIONS 3.5% 04/01/2030 144A                                                | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $1950287.30   | 0.26%             | 2030-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A                                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $821730.95    | 0.11%             | 2028-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| 180 MEDICAL INC                                                           | 180 MEDICAL INC 3.875% 10/15/2029 144A                                                        | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1121908.50   | 0.15%             | 2029-10-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ZIGGO BV                                                                  | ZIGGO BV 4.875% 01/15/2030 144A                                                               | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    990000 | PA      | $828402.30    | 0.11%             | 2030-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SOTHEBYS                                                                  | SOTHEBYS 7.375% 10/15/2027 144A                                                               | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   4315000 | PA      | $4045870.90   | 0.54%             | 2027-10-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS INC                                                              | ENTEGRIS INC 3.625% 05/01/2029 144A                                                           | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    630000 | PA      | $512977.50    | 0.07%             | 2029-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ERO COPPER CORP                                                           | ERO COPPER CORP 6.5% 02/15/2030 144A                                                          | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |   2755000 | PA      | $2219496.88   | 0.30%             | 2030-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 4.625% 12/01/2030 144A                                                       | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $2238167.94   | 0.30%             | 2030-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TTM TECHNOLOGIES INC                                                      | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                       | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |   4145000 | PA      | $3554524.03   | 0.48%             | 2029-03-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                          | WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A                                        | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   2893000 | PA      | $2726652.50   | 0.37%             | 2026-04-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| COMMSCOPE INC                                                             | COMMSCOPE INC 4.75% 09/01/2029 144A                                                           | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    825000 | PA      | $665115.00    | 0.09%             | 2029-09-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                    | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 7.125% 06/01/2028 144A                 | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2507560.00   | 0.34%             | 2028-06-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| AFFINITY GAMING LLC                                                       | AFFINITY GAMING LLC 6.875% 12/15/2027 144A                                                    | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2056009.62   | 0.28%             | 2027-12-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ASSUREDPARTNERS INC                                                       | ASSUREDPARTNERS INC 5.625% 01/15/2029 144A                                                    | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    795000 | PA      | $654312.38    | 0.09%             | 2029-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                  | VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A                                               | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1380303.94   | 0.19%             | 2027-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAP                                                        | TELECOM ITALIA CAP 7.2% 07/18/2036                                                            | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    845000 | PA      | $686055.50    | 0.09%             | 2036-07-18      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                               | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                   | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $542314.00    | 0.07%             | 2029-05-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                | ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A                                                 | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $969800.00    | 0.13%             | 2027-09-30      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GOLAR LNG LTD                                                             | GOLAR LNG LTD 7% 10/20/2025 144A                                                              | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | BM        |   1025000 | PA      | $1013020.31   | 0.14%             | 2025-10-20      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                       | SIRIUS XM RADIO INC 4% 07/15/2028 144A                                                        | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2541276.00   | 0.34%             | 2028-07-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                                               | GARTNER INC 4.5% 07/01/2028 144A                                                              | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1370525.10   | 0.18%             | 2028-07-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                              | CHS/CMNTY HEALTH SYSTEMS INC 6.875% 04/15/2029 144A                                           | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1076752.46   | 0.14%             | 2029-04-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                               | BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A                                            | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   2713000 | PA      | $2403616.62   | 0.32%             | 2028-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6% 06/15/2027 144A  | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1130871.08   | 0.15%             | 2027-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| POWER TEAM SERVICES LLC                                                   | POWER TEAM SERVICES LLC 9.033% 12/04/2025 144A                                                | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    490000 | PA      | $408214.10    | 0.05%             | 2025-12-04      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                        | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                     | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $632092.58    | 0.08%             | 2031-04-30      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | ONEMAIN FINANCE CORP 7.125% 03/15/2026                                                        | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2614920.00   | 0.35%             | 2026-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                             | CARNIVAL CORP 6% 05/01/2029 144A                                                              | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3190000 | PA      | $2125758.42   | 0.29%             | 2029-05-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| EG FINCO LTD                                                              | EG GROUP TERM B 02/06/2025                                                                    | CUSIP: N/A<br>LEI: 2138003OUK4UQHRJLT65       | Long             | LON              | CORP              | GB        |    932861 | PA      | $878642.97    | 0.12%             | 2025-02-06      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| VERTICAL US NEWCO INC                                                     | VERTICAL US NEWCO INC 5.25% 07/15/2027 144A                                                   | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   4830000 | PA      | $4286818.20   | 0.58%             | 2027-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SPA HOLDINGS 3 OY                                                         | SPA HOLDINGS 3 OY 4.875% 02/04/2028 144A                                                      | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |   2600000 | PA      | $2091547.20   | 0.28%             | 2028-02-04      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MODIVCARE ESCROW ISSUER INC                                               | MODIVCARE ESCROW ISSUER INC 5% 10/01/2029 144A                                                | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $379485.00    | 0.05%             | 2029-10-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                                         | DISH NETWORK CORP CONV 2.375% 03/15/2024                                                      | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   4009000 | PA      | $3612109.00   | 0.49%             | 2024-03-15      | Fixed         | 0.02%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN PROTEUS LTD                                                    | TRANSOCEAN PROTEUS LTD 6.25% 12/01/2024 144A                                                  | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |    132000 | PA      | $130029.68    | 0.02%             | 2024-12-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                     | TENET HEALTHCARE CORP 4.25% 06/01/2029 144A                                                   | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2031473.50   | 0.27%             | 2029-06-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                                               | GARTNER INC 3.75% 10/01/2030 144A                                                             | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    205000 | PA      | $176703.31    | 0.02%             | 2030-10-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                     | TENET HEALTHCARE CORP 6.125% 10/01/2028 144A                                                  | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   6535000 | PA      | $5850916.20   | 0.79%             | 2028-10-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN PHOENIX 2 LTD                                                  | TRANSOCEAN PHOENIX 2 LTD 7.75% 10/15/2024 144A                                                | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    120000 | PA      | $118799.75    | 0.02%             | 2024-10-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| ASCEND LEARNING LLC                                                       | ASCEND LEARNING TERM B 1LN 12/10/2028                                                         | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   1291950 | PA      | $1219277.77   | 0.16%             | 2028-12-10      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| FOOT LOCKER INC                                                           | FOOT LOCKER INC 4% 10/01/2029 144A                                                            | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1608695.26   | 0.22%             | 2029-10-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 2.9% 02/10/2029                                                            | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1621482.80   | 0.22%             | 2029-02-10      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                                               | PEDIATRIX MEDICAL GROUP INC 5.375% 02/15/2030 144A                                            | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1120970.00   | 0.15%             | 2030-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GTT COMMUNICATIONS INC                                                    | GTT COMMUNICATIONS TERM B 05/31/2025                                                          | CUSIP: 36250LAP9<br>LEI: 549300ETSL7K1ZX05H30 | Long             | LON              | CORP              | US        |   3558601 | PA      | $1601370.27   | 0.22%             | 2025-05-31      | Variable      | 0.11%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                | HILCORP ENERGY I LP/FIN CO 5.75% 02/01/2029 144A                                              | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $396079.63    | 0.05%             | 2029-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| STATION CASINOS LLC                                                       | STATION CASINOS LLC 4.5% 02/15/2028 144A                                                      | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    750000 | PA      | $652036.32    | 0.09%             | 2028-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                                      | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                    | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1328925.00   | 0.18%             | 2029-04-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 4% 11/13/2030                                                              | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $287294.00    | 0.04%             | 2030-11-13      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                    | ATHENAHEALTH TERM B 1LN 02/15/2029                                                            | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   3343504 | PA      | $3010357.58   | 0.40%             | 2029-02-15      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                                  | EQT CORPORATION                                                                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     39000 | NS      | $1319370.00   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSDIGM INC                                                             | TRANSDIGM INC 7.5% 03/15/2027                                                                 | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420498.08    | 0.06%             | 2027-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                          | ALTICE FRANCE SA 5.125% 01/15/2029 144A                                                       | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   5090000 | PA      | $3827227.04   | 0.51%             | 2029-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                              | ROCKIES EXPRESS PIPELINE LLC 4.8% 05/15/2030 144A                                             | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219988.88    | 0.03%             | 2030-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 5.75% 01/15/2030 144A                                                        | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1094140.60   | 0.15%             | 2030-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                            | CONSOLIDATED ENERGY TERM INCR B 1LN 05/07/2025                                                | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |   1496182 | PA      | $1425113.16   | 0.19%             | 2025-05-07      | Variable      | 0.08%                 | No            | 3                  | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                               | MATCH GROUP HLD II LLC 4.125% 08/01/2030 144A                                                 | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $555130.06    | 0.07%             | 2030-08-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                      | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 10/15/2027 144A                                   | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $872855.80    | 0.12%             | 2027-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| COINBASE GLOBAL INC                                                       | COINBASE GLOBAL INC 3.375% 10/01/2028 144A                                                    | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $1371717.00   | 0.18%             | 2028-10-01      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                 | CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A                                              | CUSIP: 28470RAK8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2760965.50   | 0.37%             | 2027-07-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC                                | NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC 5% 01/27/2030 144A                                 | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1480000 | PA      | $1276500.00   | 0.17%             | 2030-01-27      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                | PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A                                               | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117895.63    | 0.02%             | 2027-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                                   | KRONOS ACQ / KIK CUSTOM 7% 12/31/2027 144A                                                    | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $213850.00    | 0.03%             | 2027-12-31      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| METHANEX CORP                                                             | METHANEX CORP 5.125% 10/15/2027                                                               | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   2855000 | PA      | $2648012.50   | 0.36%             | 2027-10-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                  | GREAT OUTDOORS TERM B2 1LN 03/05/2028                                                         | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   1553204 | PA      | $1489133.87   | 0.20%             | 2028-03-05      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP              | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 03/01/2027 144A               | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4365000 | PA      | $4075242.96   | 0.55%             | 2027-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MADISON IAQ LLC                                                           | MADISON IAQ LLC 5.875% 06/30/2029 144A                                                        | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   5735000 | PA      | $3930762.35   | 0.53%             | 2029-06-30      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ALTUS MIDSTREAM LP                                                        | ALTUS MIDSTREAM LP 5.875% 06/15/2030 144A                                                     | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    890000 | PA      | $834626.87    | 0.11%             | 2030-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| DISCOVERY PURCHASER CORP                                                  | BAYER ENVIRONMENTAL SCIENCE TERM 1LN 10/04/2029                                               | CUSIP: N/A<br>LEI: 2549001LSO1ZBIPA5D65       | Long             | LON              | CORP              | US        |   1230000 | PA      | $1118377.50   | 0.15%             | 2029-10-04      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 7.875% 09/15/2031                                                   | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    375000 | PA      | $414000.00    | 0.06%             | 2031-09-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| BWX TECHNOLOGIES INC                                                      | BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A                                                   | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2305293.75   | 0.31%             | 2028-06-30      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| OPTION CARE HEALTH INC                                                    | OPTION CARE HEALTH INC 4.375% 10/31/2029 144A                                                 | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1670696.10   | 0.22%             | 2029-10-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                                        | KENNEDY-WILSON INC 4.75% 02/01/2030                                                           | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2196000.00   | 0.30%             | 2030-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | ONEMAIN FINANCE CORP 3.875% 09/15/2028                                                        | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $2683867.50   | 0.36%             | 2028-09-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GLATFELTER CORP                                                           | GLATFELTER CORP 4.75% 11/15/2029 144A                                                         | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    810000 | PA      | $487053.41    | 0.07%             | 2029-11-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                 | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                                | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   2275000 | PA      | $1910004.69   | 0.26%             | 2031-04-27      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| RADIATE HOLDCO LLC / RADIATE FIN INC                                      | RADIATE HOLDCO LLC / RADIATE FIN INC 4.5% 09/15/2026 144A                                     | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $598780.50    | 0.08%             | 2026-09-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                             | BRAND ENERGY TERM B 1LN 06/21/2024                                                            | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   3381806 | PA      | $3018261.93   | 0.41%             | 2024-06-21      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                                                          | DT MIDSTREAM INC 4.125% 06/15/2029 144A                                                       | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $803267.85    | 0.11%             | 2029-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SEASPAN CORPORATION                                                       | SEASPAN CORPORATION 5.5% 08/01/2029 144A                                                      | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |   3290000 | PA      | $2493162.00   | 0.34%             | 2029-08-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| KAISER ALUMINUM CORP                                                      | KAISER ALUMINUM CORP 4.625% 03/01/2028 144A                                                   | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1727798.99   | 0.23%             | 2028-03-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                              | BROADCOM INC 2.6% 02/15/2033 144A                                                             | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $761856.15    | 0.10%             | 2033-02-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| HOLOGIC INC                                                               | HOLOGIC INC 4.625% 02/01/2028 144A                                                            | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    395000 | PA      | $372206.53    | 0.05%             | 2028-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CVR PARTNERS LP / CVR NITROGEN FIN CORP                                   | CVR PARTNERS LP / CVR NITROGEN FIN CORP 6.125% 06/15/2028 144A                                | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1057696.43   | 0.14%             | 2028-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A              | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5020000 | PA      | $4016000.00   | 0.54%             | 2028-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| PMHC II INC                                                               | PMHC II INC 9% 02/15/2030 144A                                                                | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $894272.85    | 0.12%             | 2030-02-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| VERSCEND HLDG CORP                                                        | COTIVITI TERM B 1LN 08/27/2025                                                                | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    462407 | PA      | $458527.51    | 0.06%             | 2025-08-27      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A                                                 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3728280.00   | 0.50%             | 2027-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                                 | BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A                                              | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2190437.50   | 0.29%             | 2028-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                     | BAUSCH HEALTH COS INC 11% 09/30/2028 144A                                                     | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1340000 | PA      | $1044991.79   | 0.14%             | 2028-09-30      | Fixed         | 0.11%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 5.5% 12/01/2025                                                     | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1096271.00   | 0.15%             | 2025-12-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ZIGGO BOND CO                                                             | ZIGGO BOND CO 5.125% 02/28/2030 144A                                                          | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    185000 | PA      | $149387.50    | 0.02%             | 2030-02-28      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CANO HEALTH LLC                                                           | CANO HEALTH TERM B 1LN 11/23/2027                                                             | CUSIP: 13781HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1412519 | PA      | $1114477.40   | 0.15%             | 2027-11-23      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                         | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A                        | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $711618.41    | 0.10%             | 2026-04-20      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                       | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1630338.20   | 0.22%             | 2031-02-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| STERICYCLE INC                                                            | STERICYCLE INC 5.375% 07/15/2024 144A                                                         | CUSIP: 858912AF5<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320154.25    | 0.04%             | 2024-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                          | CALIFORNIA RES CORP WT 10/27/24                                                               | CUSIP: 13057Q123<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      1768 | NS      | $22276.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                | HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A                                             | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2279377.12   | 0.31%             | 2028-06-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN PONTUS LTD                                                     | TRANSOCEAN PONTUS LTD 6.125% 08/01/2025 144A                                                  | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    333200 | PA      | $326457.13    | 0.04%             | 2025-08-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| LEGENDS HOSPITALITY HOLDING CO LLC / LEGENDS HOSPITALITY CO-ISSUER INC    | LEGENDS HOSPITALITY HOLDING CO LLC / LEGENDS HOSPITALITY CO-ISSUER INC 5% 02/01/2026 144A     | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3275200.00   | 0.44%             | 2026-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                 | CAESARS ENTERTAINMENT INC                                                                     | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |     32100 | NS      | $1335360.00   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| CARNIVAL CORP                                                             | CARNIVAL CORP 6.65% 01/15/2028                                                                | CUSIP: 143658AH5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    175000 | PA      | $116156.25    | 0.02%             | 2028-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                                                       | AVANTOR FUNDING INC 3.875% 11/01/2029 144A                                                    | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1620717.50   | 0.22%             | 2029-11-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                           | CONSOLIDATED COMMUNICATIONS INC 5% 10/01/2028 144A                                            | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    535000 | PA      | $394544.99    | 0.05%             | 2028-10-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| JAZZ SECURITIES DAC                                                       | JAZZ SECURITIES DAC 4.375% 01/15/2029 144A                                                    | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   2625000 | PA      | $2339268.75   | 0.31%             | 2029-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NOVA CHEMICALS CORP                                                       | NOVA CHEMICALS CORP 4.25% 05/15/2029 144A                                                     | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1135000 | PA      | $927862.51    | 0.12%             | 2029-05-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                              | CLARIVATE SCIENCE HLDGS CORP 4.875% 07/01/2029 144A                                           | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $391161.00    | 0.05%             | 2029-07-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CARVANA CO                                                                | CARVANA CO 10.25% 05/01/2030 144A                                                             | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    170000 | PA      | $79880.19     | 0.01%             | 2030-05-01      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC    | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1276217.80   | 0.17%             | 2030-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | ONEMAIN FINANCE CORP 3.5% 01/15/2027                                                          | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1577282.85   | 0.21%             | 2027-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| APACHE CORP                                                               | APACHE CORP 4.25% 01/15/2030                                                                  | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    445000 | PA      | $393783.52    | 0.05%             | 2030-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP                           | LADDER CAP FIN HLDGS LLLP/CORP 4.75% 06/15/2029 144A                                          | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $662035.20    | 0.09%             | 2029-06-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TELENET FINANCE LUXEMBOURG NOTES SARL                                     | TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A                                    | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |   3000000 | PA      | $2700000.00   | 0.36%             | 2028-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                                                       | AVANTOR FUNDING INC 4.625% 07/15/2028 144A                                                    | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    998000 | PA      | $906822.72    | 0.12%             | 2028-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                                         | DISH NETWORK CORP 11.75% 11/15/2027 144A                                                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1822923.00   | 0.25%             | 2027-11-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                               | CHENIERE ENERGY PARTNERS LP 3.25% 01/31/2032                                                  | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1120536.50   | 0.15%             | 2032-01-31      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                               | ROYAL CARIBBEAN CRUISES LTD 5.5% 08/31/2026 144A                                              | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2375000 | PA      | $1997968.75   | 0.27%             | 2026-08-31      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| HOLOGIC INC                                                               | HOLOGIC INC 3.25% 02/15/2029 144A                                                             | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1743153.77   | 0.23%             | 2029-02-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| NCL FINANCE LTD                                                           | NCL FINANCE LTD 6.125% 03/15/2028 144A                                                        | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    370000 | PA      | $273141.89    | 0.04%             | 2028-03-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                             | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                            | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    895000 | PA      | $749286.78    | 0.10%             | 2029-03-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CARVANA CO                                                                | CARVANA CO 4.875% 09/01/2029 144A                                                             | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    880000 | PA      | $339029.86    | 0.05%             | 2029-09-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALTICE FING SA                                                            | ALTICE FING SA 5.75% 08/15/2029 144A                                                          | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   6895000 | PA      | $5423350.99   | 0.73%             | 2029-08-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| C and W SENIOR FINANCING DAC                                              | C and W SENIOR FINANCING DAC 6.875% 09/15/2027 144A                                           | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |   9905000 | PA      | $9173268.13   | 1.23%             | 2027-09-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                              | CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A                                            | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   4605000 | PA      | $3472341.08   | 0.47%             | 2030-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                          | HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A                                           | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1351157.45   | 0.18%             | 2031-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                  | LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A                                               | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2411136.00   | 0.32%             | 2030-01-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| RACKSPACE HOSTING INC                                                     | RACKSPACE HOSTING INC 5.375% 12/01/2028 144A                                                  | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |  11522000 | PA      | $5021996.78   | 0.68%             | 2028-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TEGNA INC                                                                 | TEGNA INC 4.625% 03/15/2028                                                                   | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1044670.00   | 0.14%             | 2028-03-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP              | CRESTWOOD MIDSTRM PTN/FIN CORP 5.75% 04/01/2025                                               | CUSIP: 226373AP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1718937.60   | 0.23%             | 2025-04-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                    | ATHENAHEALTH TERM DD 1LN 02/15/2029                                                           | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    568116 | PA      | $511508.87    | 0.07%             | 2029-02-15      | Variable      | 0.05%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                         | ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026                                                | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4405000 | PA      | $4232747.10   | 0.57%             | 2026-05-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                          | HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A                                        | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    295000 | PA      | $255175.00    | 0.03%             | 2029-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                     | TENET HEALTHCARE CORP 4.625% 06/15/2028 144A                                                  | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1565796.75   | 0.21%             | 2028-06-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                             | TRANSDIGM INC 4.625% 01/15/2029                                                               | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    855000 | PA      | $751775.85    | 0.10%             | 2029-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                      | OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $957987.27    | 0.13%             | 2028-10-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                                  | PRIMO WATER HOLDINGS INC 4.375% 04/30/2029 144A                                               | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2543277.00   | 0.34%             | 2029-04-30      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                                   | TRANSOCEAN POSEIDON LTD 6.875% 02/01/2027 144A                                                | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    520625 | PA      | $506630.60    | 0.07%             | 2027-02-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ADT SECURITY CORP/THE                                                     | ADT SECURITY CORP/THE 4.125% 08/01/2029 144A                                                  | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    895000 | PA      | $761158.20    | 0.10%             | 2029-08-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                       | SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2049                                                    | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |    658000 | PA      | $0.07         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| LBM ACQUISITION LLC                                                       | US LBM TERM B 1LN 12/18/2027                                                                  | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   3195810 | PA      | $2763384.72   | 0.37%             | 2027-12-18      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| EMBECTA CORP                                                              | EMBECTA CORP 5% 02/15/2030 144A                                                               | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    620000 | PA      | $524675.00    | 0.07%             | 2030-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAP                                                        | TELECOM ITALIA CAP 6% 09/30/2034                                                              | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   1185000 | PA      | $895504.50    | 0.12%             | 2034-09-30      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NOVA CHEMICALS CORP                                                       | NOVA CHEMICALS CORP 5.25% 06/01/2027 144A                                                     | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   3100000 | PA      | $2784491.30   | 0.37%             | 2027-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC                                                          | MICHAELS COS INC 7.875% 05/01/2029 144A                                                       | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    620000 | PA      | $414264.33    | 0.06%             | 2029-05-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| EG AMERICA LLC                                                            | EG AMERICA LLC TERM B 1LN 02/06/2025                                                          | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |   1388209 | PA      | $1307526.31   | 0.18%             | 2025-02-06      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                  | VENTURE GLOBAL CALCASIEU 4.125% 08/15/2031 144A                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1026653.98   | 0.14%             | 2031-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                                                   | DARLING INGREDIENTS INC 6% 06/15/2030 144A                                                    | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    510000 | PA      | $498525.00    | 0.07%             | 2030-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                                                  | MSCI INC 3.25% 08/15/2033 144A                                                                | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    705000 | PA      | $544442.25    | 0.07%             | 2033-08-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                              | UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A                                             | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1057868.90   | 0.14%             | 2029-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CTR PARTNERSHIP LP / CARETRUST CAP CORP                                   | CTR PARTNERSHIP LP / CARETRUST CAP CORP 3.875% 06/30/2028 144A                                | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1014031.90   | 0.14%             | 2028-06-30      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MATTEL INC                                                                | MATTEL INC 3.75% 04/01/2029 144A                                                              | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1765433.25   | 0.24%             | 2029-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PG and E CORP                                                             | PG and E CORP 5.25% 07/01/2030                                                                | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   4455000 | PA      | $4054050.00   | 0.55%             | 2030-07-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                       | SIRIUS XM RADIO INC 4.125% 07/01/2030 144A                                                    | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $1935117.45   | 0.26%             | 2030-07-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ROBLOX CORP                                                               | ROBLOX CORP 3.875% 05/01/2030 144A                                                            | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1540931.00   | 0.21%             | 2030-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                             | TRANSDIGM INC 5.5% 11/15/2027                                                                 | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   9310000 | PA      | $8658300.00   | 1.16%             | 2027-11-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                            | NRG ENERGY INC 5.25% 06/15/2029 144A                                                          | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1240249.70   | 0.17%             | 2029-06-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                               | ROYAL CARIBBEAN CRUISES LTD 5.5% 04/01/2028 144A                                              | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2785000 | PA      | $2222555.33   | 0.30%             | 2028-04-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                     | EG GLOBAL FINANCE PLC 8.5% 10/30/2025 144A                                                    | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   3690000 | PA      | $3437689.87   | 0.46%             | 2025-10-30      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A                                                  | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1601132.50   | 0.22%             | 2032-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DAVITA INC                                                                | DAVITA INC 4.625% 06/01/2030 144A                                                             | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   4695000 | PA      | $3776783.31   | 0.51%             | 2030-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                                                  | GOLDEN ENTERTAINMENT INC 7.625% 04/15/2026 144A                                               | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |    945000 | PA      | $931407.28    | 0.13%             | 2026-04-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A                                                  | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2346186.38   | 0.32%             | 2031-02-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SM ENERGY CO                                                              | SM ENERGY CO 5.625% 06/01/2025                                                                | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1118389.03   | 0.15%             | 2025-06-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| COVANTA HLDG CORP                                                         | COVANTA HLDG CORP 4.875% 12/01/2029 144A                                                      | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    985000 | PA      | $806980.95    | 0.11%             | 2029-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                             | NORDSTROM INC 4.375% 04/01/2030                                                               | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    635000 | PA      | $477380.30    | 0.06%             | 2030-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                                   | KRONOS ACQ / KIK CUSTOM 5% 12/31/2026 144A                                                    | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1228300.00   | 0.17%             | 2026-12-31      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                      | OLYMPUS WATER US HOLDING CORPORATION 6.25% 10/01/2029 144A                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $949007.73    | 0.13%             | 2029-10-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| APTIV PLC                                                                 | APTIV PLC                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |      7500 | NS      | $698475.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| MESQUITE ENERGY INC                                                       | MESQUITE ENERGY INC 7.25% 02/15/2023 144A                                                     | CUSIP: 79970YAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   5722000 | PA      | $0.57         | 0.00%             | 2023-02-15      | Fixed         | 0.07%                 | No            | 3                  | On Loan: No      |
| TRANSDIGM INC                                                             | TRANSDIGM INC 8% 12/15/2025 144A                                                              | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1446075.75   | 0.19%             | 2025-12-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| HOLLY EN PART LP/ HOL FIN CORP                                            | HOLLY EN PART LP/ HOL FIN CORP 5% 02/01/2028 144A                                             | CUSIP: 435765AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1229183.53   | 0.17%             | 2028-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                     | TENET HEALTHCARE CORP 6.25% 02/01/2027 144A                                                   | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1147809.45   | 0.15%             | 2027-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                  | BUILDERS FIRSTSOURCE INC 4.25% 02/01/2032 144A                                                | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1029624.31   | 0.14%             | 2032-02-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 4.95% 05/28/2027                                                           | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1315389.00   | 0.18%             | 2027-05-28      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                     | EG GLOBAL FINANCE PLC 6.75% 02/07/2025 144A                                                   | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   2170000 | PA      | $1894475.10   | 0.25%             | 2025-02-07      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                                     | UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A                                                    | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $945311.68    | 0.13%             | 2029-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TWILIO INC                                                                | TWILIO INC 3.875% 03/15/2031                                                                  | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    730000 | PA      | $579149.15    | 0.08%             | 2031-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TRITON WATER HOLDINGS                                                     | TRITON WATER HOLDINGS 6.25% 04/01/2029 144A                                                   | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |   4605000 | PA      | $3693854.52   | 0.50%             | 2029-04-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                     | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                   | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1043885.74   | 0.14%             | 2029-04-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                  | ALTICE FRANCE HOLDING SA 6% 02/15/2028 144A                                                   | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   4095000 | PA      | $2416050.00   | 0.32%             | 2028-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP              | CRESTWOOD MIDSTRM PTN/FIN CORP 6% 02/01/2029 144A                                             | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2348827.26   | 0.32%             | 2029-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| KONTOOR BRANDS INC                                                        | KONTOOR BRANDS INC 4.125% 11/15/2029 144A                                                     | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    335000 | PA      | $273396.83    | 0.04%             | 2029-11-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                              | CHS/CMNTY HEALTH SYSTEMS INC 6% 01/15/2029 144A                                               | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1196166.40   | 0.16%             | 2029-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                | INTELSAT JACKSON HLDGS SA 6.5% 03/15/2030 144A                                                | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   1895000 | PA      | $1694111.05   | 0.23%             | 2030-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP              | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A               | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5430000 | PA      | $4695483.90   | 0.63%             | 2030-12-31      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| APX GROUP INC                                                             | APX GROUP INC 6.75% 02/15/2027 144A                                                           | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    837000 | PA      | $805654.35    | 0.11%             | 2027-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| NOVA CHEMICALS CORP                                                       | NOVA CHEMICALS CORP 5% 05/01/2025 144A                                                        | CUSIP: 66977WAP4<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $498990.12    | 0.07%             | 2025-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FAIR ISAAC CORPORATION                                                    | FAIR ISAAC CORPORATION 4% 06/15/2028 144A                                                     | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1048169.43   | 0.14%             | 2028-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                  | SINCLAIR BROADCASTING TERM 1LN 05/25/2026                                                     | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |   1131410 | PA      | $1068243.03   | 0.14%             | 2026-05-25      | Variable      | 0.12%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 8.875% 07/15/2030                                                   | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1433835.72   | 0.19%             | 2030-07-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 3.625% 06/17/2031                                                          | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    980000 | PA      | $770561.46    | 0.10%             | 2031-06-17      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                              | TRIVIUM PACKAGING FINANCE BV 8.5% 08/15/2027 144A                                             | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    785000 | PA      | $720256.03    | 0.10%             | 2027-08-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                   | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                    | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    760000 | PA      | $655500.00    | 0.09%             | 2029-04-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                                                  | MSCI INC 3.625% 09/01/2030 144A                                                               | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1167906.25   | 0.16%             | 2030-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A                                                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1445771.25   | 0.19%             | 2030-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                      | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                       | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2057967.20   | 0.28%             | 2028-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                                        | HOWARD HUGHES CORP 4.125% 02/01/2029 144A                                                     | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    775000 | PA      | $649062.50    | 0.09%             | 2029-02-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NOVA CHEMICALS CORP                                                       | NOVA CHEMICALS CORP 4.875% 06/01/2024 144A                                                    | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1934992.42   | 0.26%             | 2024-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                    | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                 | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $681840.25    | 0.09%             | 2030-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                                     | HUB INTL TERM B 04/25/2025                                                                    | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   1154481 | PA      | $1140534.69   | 0.15%             | 2025-04-25      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                                         | DISH NETWORK CORP CONV 3.375% 08/15/2026                                                      | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   7190000 | PA      | $4504535.00   | 0.61%             | 2026-08-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAP                                                        | TELECOM ITALIA CAP 7.721% 06/04/2038                                                          | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    235000 | PA      | $195050.00    | 0.03%             | 2038-06-04      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP              | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A               | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1805545.48   | 0.24%             | 2031-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                  | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                               | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |   1480000 | PA      | $1311996.87   | 0.18%             | 2028-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CITY FOOTBALL GROUP LTD                                                   | CITY FOOTBALL GROUP TERM B 1LN 07/21/2028                                                     | CUSIP: 17781XAB2<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |   3400307 | PA      | $3170786.73   | 0.43%             | 2028-07-21      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                     | TENET HEALTHCARE CORP 6.125% 06/15/2030 144A                                                  | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1562592.00   | 0.21%             | 2030-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP              | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 7.5% 10/01/2025 144A             | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $776930.00    | 0.10%             | 2025-10-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031                                                     | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1538596.80   | 0.21%             | 2031-05-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                      | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1425000 | PA      | $1153979.25   | 0.16%             | 2030-10-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ELASTIC NV                                                                | ELASTIC NV 4.125% 07/15/2029 144A                                                             | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   2310000 | PA      | $1865787.00   | 0.25%             | 2029-07-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                      | ZAYO GROUP HLDGS INC 4% 03/01/2027 144A                                                       | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1181712.00   | 0.16%             | 2027-03-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                     | TENET HEALTHCARE CORP 4.375% 01/15/2030 144A                                                  | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $1869620.40   | 0.25%             | 2030-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TELEFLEX INC                                                              | TELEFLEX INC 4.25% 06/01/2028 144A                                                            | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    535000 | PA      | $488380.10    | 0.07%             | 2028-06-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                 | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                              | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    455000 | PA      | $374985.32    | 0.05%             | 2027-09-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MICROSTRATEGY INC                                                         | MICROSTRATEGY INC 6.125% 06/15/2028 144A                                                      | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $1955661.75   | 0.26%             | 2028-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CARVANA CO                                                                | CARVANA CO 5.5% 04/15/2027 144A                                                               | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $493247.57    | 0.07%             | 2027-04-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                              | ROCKIES EXPRESS PIPELINE LLC 6.875% 04/15/2040 144A                                           | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    385000 | PA      | $323240.60    | 0.04%             | 2040-04-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                                         | POST HLDGS INC 4.625% 04/15/2030 144A                                                         | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $970582.50    | 0.13%             | 2030-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                                               | CHEMOURS CO 5.375% 05/15/2027                                                                 | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   2147000 | PA      | $1982625.68   | 0.27%             | 2027-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 4.125% 08/17/2027                                                          | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    790000 | PA      | $707050.00    | 0.10%             | 2027-08-17      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 8.5% 07/15/2027                                                     | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1184486.42   | 0.16%             | 2027-07-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                  | VENTURE GLOBAL CALCASIEU 3.875% 08/15/2029 144A                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2016875.00   | 0.27%             | 2029-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                | MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A                                             | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    825000 | PA      | $615607.53    | 0.08%             | 2029-06-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                                              | ADTALEM GLOBAL EDUCATION INC 5.5% 03/01/2028 144A                                             | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   2241000 | PA      | $2033707.50   | 0.27%             | 2028-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CENTRAL PARENT INC                                                        | CDK GLOBAL TERM 1LN 07/06/2029                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    345000 | PA      | $341470.65    | 0.05%             | 2029-07-06      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| CNX RESOURCES CORP                                                        | CNX RESOURCES CORP 7.25% 03/14/2027 144A                                                      | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100242.50    | 0.01%             | 2027-03-14      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| COHERENT CORP                                                             | COHERENT CORP 5% 12/15/2029 144A                                                              | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1716235.70   | 0.23%             | 2029-12-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| WYNN LAS VEGAS LLC/ WYNN LAS V                                            | WYNN LAS VEGAS LLC/ WYNN LAS V 5.25% 05/15/2027 144A                                          | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1746281.13   | 0.23%             | 2027-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                                              | US FOODS INC 4.75% 02/15/2029 144A                                                            | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1140977.20   | 0.15%             | 2029-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| VIRGIN MEDIA VENDOR FINANCING NOTES IV DAC                                | VIRGIN MEDIA VENDOR FINANCING NOTES IV DAC 5% 07/15/2028 144A                                 | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    950000 | PA      | $830903.38    | 0.11%             | 2028-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HEALTHEQUITY INC                                                          | HEALTHEQUITY INC 4.5% 10/01/2029 144A                                                         | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $2700351.00   | 0.36%             | 2029-10-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC                          | FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC 4% 07/31/2029 144A                           | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2522738.51   | 0.34%             | 2029-07-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| COINBASE GLOBAL INC                                                       | COINBASE GLOBAL INC 3.625% 10/01/2031 144A                                                    | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $1384634.24   | 0.19%             | 2031-10-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                             | TRANSDIGM INC 6.25% 03/15/2026 144A                                                           | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3007879.50   | 0.40%             | 2026-03-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                     | LEVEL 3 FINANCING INC 3.625% 01/15/2029 144A                                                  | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    340000 | PA      | $248961.95    | 0.03%             | 2029-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                              | BROADCOM INC 2.45% 02/15/2031 144A                                                            | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    960000 | PA      | $756114.05    | 0.10%             | 2031-02-15      | Fixed         | 0.02%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                       | MESQUITE ENERGY INC 15% PIK CONV 07/15/2023 PP                                                | CUSIP: 59073XAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   1120884 | PA      | $7142945.38   | 0.96%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           | 3                  | On Loan: No      |
| ELDORADO GOLD CORP NEW                                                    | ELDORADO GOLD CORP NEW 6.25% 09/01/2029 144A                                                  | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $307234.38    | 0.04%             | 2029-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                                               | CHEMOURS CO 5.75% 11/15/2028 144A                                                             | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4051017.30   | 0.54%             | 2028-11-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A               | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14955000 | PA      | $9907687.50   | 1.33%             | 2029-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                            | ASHTON WOODS USA LLC/FIN CO 4.625% 08/01/2029 144A                                            | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $452412.86    | 0.06%             | 2029-08-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                             | CARNIVAL CORP 5.75% 03/01/2027 144A                                                           | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3850000 | PA      | $2749054.00   | 0.37%             | 2027-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| WINDSTREAM ESCROW LLC                                                     | WINDSTREAM ESCROW LLC 7.75% 08/15/2028 144A                                                   | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5460000 | PA      | $4448945.97   | 0.60%             | 2028-08-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| HUDBAY MINERALS INC                                                       | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                      | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $454169.83    | 0.06%             | 2026-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                                     | UBER TECHNOLOGIES INC 8% 11/01/2026 144A                                                      | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2227640.69   | 0.30%             | 2026-11-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| GRIFOLS ESCROW ISSUER SA                                                  | GRIFOLS ESCROW ISSUER SA 4.75% 10/15/2028 144A                                                | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |   1780000 | PA      | $1536976.60   | 0.21%             | 2028-10-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MATTEL INC                                                                | MATTEL INC 3.375% 04/01/2026 144A                                                             | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1714689.99   | 0.23%             | 2026-04-01      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                                            | BOMBARDIER INC 7.875% 04/15/2027 144A                                                         | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   2425000 | PA      | $2352238.17   | 0.32%             | 2027-04-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 4.5% 11/15/2031 144A                                                         | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    345000 | PA      | $239365.84    | 0.03%             | 2031-11-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MADISON IAQ LLC                                                           | MADISON IAQ LLC 4.125% 06/30/2028 144A                                                        | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $1990227.40   | 0.27%             | 2028-06-30      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                              | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                           | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $831899.28    | 0.11%             | 2030-04-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP              | CRESTWOOD MIDSTRM PTN/FIN CORP 5.625% 05/01/2027 144A                                         | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5198000 | PA      | $4834140.00   | 0.65%             | 2027-05-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                     | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                  | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $972938.90    | 0.13%             | 2028-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                             | NORDSTROM INC 4.25% 08/01/2031                                                                | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    950000 | PA      | $679345.00    | 0.09%             | 2031-08-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NCL CORP LTD                                                              | NCL CORP LTD 5.875% 03/15/2026 144A                                                           | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    525000 | PA      | $412371.75    | 0.06%             | 2026-03-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| PG and E CORP                                                             | PG and E CORP 5% 07/01/2028                                                                   | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2478367.50   | 0.33%             | 2028-07-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                                   | RAILWORKS HOLDINGS LP/R 8.25% 11/15/2028 144A                                                 | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1535500.00   | 0.21%             | 2028-11-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| GREAT LAKES DREDGE and DOCK CORP                                          | GREAT LAKES DREDGE and DOCK CORP 5.25% 06/01/2029 144A                                        | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    595000 | PA      | $462553.00    | 0.06%             | 2029-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SABLE INTL FINANCE LTD                                                    | SABLE INTL FIN LTD 5.75% 09/07/2027 144A                                                      | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    464000 | PA      | $428620.00    | 0.06%             | 2027-09-07      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                 | EQM MIDSTREAM PARTNERS LP 6.5% 07/01/2027 144A                                                | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1787252.50   | 0.24%             | 2027-07-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                      | FRONTIER COMMUNICATIONS HOLDINGS LLC 8.75% 05/15/2030 144A                                    | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $970995.79    | 0.13%             | 2030-05-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                             | CARNIVAL CORP 7.625% 03/01/2026 144A                                                          | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   4445000 | PA      | $3523083.53   | 0.47%             | 2026-03-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| COMMERCIAL METALS CO                                                      | COMMERCIAL METALS CO 4.125% 01/15/2030                                                        | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    940000 | PA      | $831765.19    | 0.11%             | 2030-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| Fidelity Direct Lending Fund, LP                                          | Fidelity Direct Lending Fund, LP                                                              | CUSIP: 316129105<br>LEI: N/A                  | Long             | EC               | RF                | US        |    703473 | NS      | $6957344.34   | 0.94%             |  |  |  | Yes           | N/A                | On Loan: No      |
| MURPHY OIL USA INC                                                        | MURPHY OIL USA INC 3.75% 02/15/2031 144A                                                      | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    395000 | PA      | $325290.19    | 0.04%             | 2031-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                | HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A                                              | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $542874.82    | 0.07%             | 2030-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 5.25% 06/01/2024                                                             | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1517554.45   | 0.20%             | 2024-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                                               | CHEMOURS CO 4.625% 11/15/2029 144A                                                            | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $878812.50    | 0.12%             | 2029-11-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                     | ELEMENT SOLUTIONS INC 3.875% 09/01/2028 144A                                                  | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1245250.00   | 0.17%             | 2028-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CO                                                             | FORD MOTOR CO 6.1% 08/19/2032                                                                 | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2026021.56   | 0.27%             | 2032-08-19      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| Fidelity Revere Street Trust                                              | Fidelity Cash Central Fund                                                                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  46596840 | NS      | $46606158.96  | 6.27%             |  |  |  | No            | 1                  | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                         | ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027                                                | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7205000 | PA      | $6601581.25   | 0.89%             | 2027-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DAVITA INC                                                                | DAVITA INC 3.75% 02/15/2031 144A                                                              | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    510000 | PA      | $380638.50    | 0.05%             | 2031-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                     | BAUSCH HEALTH COS INC 14% 10/15/2030 144A                                                     | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    266000 | PA      | $157909.97    | 0.02%             | 2030-10-15      | Fixed         | 0.14%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                     | MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A                                                  | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    855000 | PA      | $724560.95    | 0.10%             | 2030-11-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                             | BRAND INDUSTRIAL SERVICES INC 8.5% 07/15/2025 144A                                            | CUSIP: 10524PAB6<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   5130000 | PA      | $4098788.38   | 0.55%             | 2025-07-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                              | CHS/CMNTY HEALTH SYSTEMS INC 8% 03/15/2026 144A                                               | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    745000 | PA      | $678259.18    | 0.09%             | 2026-03-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                 | EQM MIDSTREAM PARTNERS LP 6% 07/01/2025 144A                                                  | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82024.73     | 0.01%             | 2025-07-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 5.875% 09/01/2025                                                   | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2734706.25   | 0.37%             | 2025-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CITGO PETROLEUM CORP                                                      | CITGO PETROLEUM CORP 6.375% 06/15/2026 144A                                                   | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1479548.60   | 0.20%             | 2026-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CANO HEALTH LLC                                                           | CANO HEALTH LLC 6.25% 10/01/2028 144A                                                         | CUSIP: 13782CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $665500.00    | 0.09%             | 2028-10-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A  | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $538933.64    | 0.07%             | 2029-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                       | CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A                                    | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    455000 | PA      | $432591.45    | 0.06%             | 2029-04-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| NCL CORP LTD                                                              | NCL CORP LTD 7.75% 02/15/2029 144A                                                            | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1120000 | PA      | $842844.80    | 0.11%             | 2029-02-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                 | CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A                                              | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    360000 | PA      | $267453.78    | 0.04%             | 2028-09-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                          | ALTICE FRANCE SA 5.125% 07/15/2029 144A                                                       | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2015000 | PA      | $1510732.53   | 0.20%             | 2029-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| COMMSCOPE INC                                                             | COMMSCOPE INC 6% 03/01/2026 144A                                                              | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $936733.35    | 0.13%             | 2026-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORPORATION                                                     | OPEN TEXT CORPORATION 3.875% 12/01/2029 144A                                                  | CUSIP: 683715AD8<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |   2540000 | PA      | $2042637.52   | 0.27%             | 2029-12-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CVR ENERGY INC                                                            | CVR ENERGY INC 5.25% 02/15/2025 144A                                                          | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   2321000 | PA      | $2135320.00   | 0.29%             | 2025-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                         | GLOBAL PARTNERS LP / GLP FIN CORP 7% 08/01/2027                                               | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1217421.88   | 0.16%             | 2027-08-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| MUELLER WTR PRODS INC                                                     | MUELLER WTR PRODS INC 4% 06/15/2029 144A                                                      | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $975412.50    | 0.13%             | 2029-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BATH and BODY WORKS INC                                                   | BATH and BODY WORKS INC 6.694% 01/15/2027                                                     | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372303.75    | 0.05%             | 2027-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TEGNA INC                                                                 | TEGNA INC 5% 09/15/2029                                                                       | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    425000 | PA      | $403240.00    | 0.05%             | 2029-09-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                                     | MINERAL RES LTD 8.5% 05/01/2030 144A                                                          | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    790000 | PA      | $800688.70    | 0.11%             | 2030-05-01      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| GARDEN SPINCO CORP                                                        | GARDEN SPINCO CORP 8.625% 07/20/2030 144A                                                     | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $355100.00    | 0.05%             | 2030-07-20      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                              | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $425337.30    | 0.06%             | 2030-02-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN GUARDIAN LTD                                                   | TRANSOCEAN GUARDIAN LTD 5.875% 01/15/2024 144A                                                | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    645925 | PA      | $630748.82    | 0.08%             | 2024-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                    | OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A                                                 | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $435285.47    | 0.06%             | 2031-12-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| LSB INDUSTRIES INC                                                        | LSB INDUSTRIES INC 6.25% 10/15/2028 144A                                                      | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2145557.75   | 0.29%             | 2028-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TRINET GROUP INC                                                          | TRINET GROUP INC 3.5% 03/01/2029 144A                                                         | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1586846.00   | 0.21%             | 2029-03-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ROLLER BEARING CO OF AMERICA                                              | ROLLER BEARING CO OF AMERICA 4.375% 10/15/2029 144A                                           | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1482960.50   | 0.20%             | 2029-10-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ENDEAVOR ENERGY RES L P / EER FIN INC                                     | ENDEAVOR ENERGY RES L P / EER FIN INC 5.75% 01/30/2028 144A                                   | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $272893.20    | 0.04%             | 2028-01-30      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| COLGATE ENERGY PARTNERS III LLC                                           | COLGATE ENERGY PARTNERS III LLC 7.75% 02/15/2026 144A                                         | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    540000 | PA      | $523821.48    | 0.07%             | 2026-02-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| SCIL IV LLC / SCIL USA HOLDINGS LLC                                       | SCIL IV LLC / SCIL USA HOLDINGS LLC 5.375% 11/01/2026 144A                                    | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $766987.50    | 0.10%             | 2026-11-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                            | NRG ENERGY INC 3.375% 02/15/2029 144A                                                         | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1238161.70   | 0.17%             | 2029-02-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                              | TRIVIUM PACKAGING FINANCE BV 5.5% 08/15/2026 144A                                             | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   2845000 | PA      | $2607407.51   | 0.35%             | 2026-08-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                 | EQM MIDSTREAM PARTNERS LP 7.5% 06/01/2027 144A                                                | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    410000 | PA      | $401496.60    | 0.05%             | 2027-06-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A                                                  | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1011121.65   | 0.14%             | 2034-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                   | JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A                                                  | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $481600.00    | 0.06%             | 2029-11-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CARVANA CO                                                                | CARVANA CO 5.875% 10/01/2028 144A                                                             | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    610000 | PA      | $238072.94    | 0.03%             | 2028-10-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| WYNDHAM HOTELS and RESORTS INC                                            | WYNDHAM HOTELS and RESORTS INC 4.375% 08/15/2028 144A                                         | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $951032.00    | 0.13%             | 2028-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                      | ENLINK MIDSTREAM LLC 5.625% 01/15/2028 144A                                                   | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    395000 | PA      | $376236.82    | 0.05%             | 2028-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| YUM BRANDS INC                                                            | YUM BRANDS INC 4.625% 01/31/2032                                                              | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1754594.70   | 0.24%             | 2032-01-31      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CVR ENERGY INC                                                            | CVR ENERGY INC 5.75% 02/15/2028 144A                                                          | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1274412.00   | 0.17%             | 2028-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                 | EQM MIDSTREAM PARTNERS LP 7.5% 06/01/2030 144A                                                | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    410000 | PA      | $395043.20    | 0.05%             | 2030-06-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                              | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                             | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    290000 | PA      | $267081.30    | 0.04%             | 2028-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                              | ROCKIES EXPRESS PIPELINE LLC 4.95% 07/15/2029 144A                                            | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $906323.50    | 0.12%             | 2029-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SPIN HOLDCO INC                                                           | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                        | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   2046089 | PA      | $1718202.91   | 0.23%             | 2028-03-04      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                               | SUNOCO LP / SUNOCO FIN CORP 5.875% 03/15/2028                                                 | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $473520.57    | 0.06%             | 2028-03-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                  | DIAMOND SPORTS GROUP TERM 2LN 08/24/2026                                                      | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |   2551051 | PA      | $306126.14    | 0.04%             | 2026-08-24      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| AMN HEALTHCARE                                                            | AMN HEALTHCARE 4% 04/15/2029 144A                                                             | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1608791.20   | 0.22%             | 2029-04-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC        | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A      | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2060863.00   | 0.28%             | 2030-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINANCING I                                                    | VMED O2 UK FINANCING I 4.25% 01/31/2031 144A                                                  | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $335948.73    | 0.05%             | 2031-01-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                            | SERVICE CORP INTERNATIONAL INC 5.125% 06/01/2029                                              | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1331285.20   | 0.18%             | 2029-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                                  | WOLVERINE WORLD WIDE INC 4% 08/15/2029 144A                                                   | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1405273.80   | 0.19%             | 2029-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| VIKING OCEAN CRUISES SHIP VII LTD                                         | VIKING OCEAN CRUISES SHIP VII LTD 5.625% 02/15/2029 144A                                      | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    370000 | PA      | $297850.00    | 0.04%             | 2029-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032                                                        | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2296460.00   | 0.31%             | 2032-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| OWENS and MINOR INC                                                       | OWENS and MINOR INC 4.5% 03/31/2029 144A                                                      | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    585000 | PA      | $466420.50    | 0.06%             | 2029-03-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NEWS CORP NEW                                                             | NEWS CORP NEW 5.125% 02/15/2032 144A                                                          | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    940000 | PA      | $855400.00    | 0.11%             | 2032-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                   | NEW FORTRESS ENERGY INC 6.75% 09/15/2025 144A                                                 | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8585000 | PA      | $8119693.00   | 1.09%             | 2025-09-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                            | SERVICE CORP INTERNATIONAL INC 4% 05/15/2031                                                  | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    960000 | PA      | $808979.93    | 0.11%             | 2031-05-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                    | MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031                                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1782257.33   | 0.24%             | 2031-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                                        | HOWARD HUGHES CORP 4.375% 02/01/2031 144A                                                     | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    775000 | PA      | $627028.36    | 0.08%             | 2031-02-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 3.815% 11/02/2027                                                          | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    925000 | PA      | $812973.25    | 0.11%             | 2027-11-02      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN SENTRY LTD                                                     | TRANSOCEAN SENTRY LTD 5.375% 05/15/2023 144A                                                  | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    724378 | PA      | $715323.08    | 0.10%             | 2023-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| COMSTOCK RESOURCES INC                                                    | COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A                                                 | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1732295.50   | 0.23%             | 2030-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                 | MILLICOM INTL CELLULAR SA 5.125% 01/15/2028 144A                                              | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    261000 | PA      | $242208.00    | 0.03%             | 2028-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC                               | SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC 4.5% 03/15/2029 144A                              | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    670000 | PA      | $572850.00    | 0.08%             | 2029-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                                             | DISH DBS CORP 5.75% 12/01/2028 144A                                                           | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1404700.00   | 0.19%             | 2028-12-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TOPBUILD CORP                                                             | TOPBUILD CORP 4.125% 02/15/2032 144A                                                          | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1734922.35   | 0.23%             | 2032-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                  | ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A                                                   | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3360000 | PA      | $2679600.00   | 0.36%             | 2028-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                             | CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A                                                | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    585000 | PA      | $539923.22    | 0.07%             | 2028-03-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                   | SBA COMMUNICATIONS CORP 3.125% 02/01/2029                                                     | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    935000 | PA      | $777443.15    | 0.10%             | 2029-02-01      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 7.5% 04/01/2028 144A                                                         | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $863600.00    | 0.12%             | 2028-04-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP                              | JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     58499 | NS      | $3295248.67   | 0.44%             |  |  |  | No            | 3                  | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                      | ZAYO GROUP HLDGS INC 6.125% 03/01/2028 144A                                                   | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $578420.21    | 0.08%             | 2028-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                         | ICAHN ENTERPRISES LP/FIN CORP 4.375% 02/01/2029                                               | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2329765.75   | 0.31%             | 2029-02-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                    | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A                  | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2485366.76   | 0.33%             | 2027-10-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| KAISER ALUMINUM CORP                                                      | KAISER ALUMINUM CORP 4.5% 06/01/2031 144A                                                     | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $389818.75    | 0.05%             | 2031-06-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ASGN INC                                                                  | ASGN INC 4.625% 05/15/2028 144A                                                               | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1185812.00   | 0.16%             | 2028-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                          | ALTICE FRANCE SA 5.5% 01/15/2028 144A                                                         | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1615000 | PA      | $1264738.80   | 0.17%             | 2028-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TREEHOUSE FOODS INC                                                       | TREEHOUSE FOODS INC 4% 09/01/2028                                                             | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    480000 | PA      | $408000.00    | 0.05%             | 2028-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                       | SANCHEZ TERM 1LN DIP 12/31/2049                                                               | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |   1525908 | PA      | $0.15         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| CORECIVIC INC                                                             | CORECIVIC INC 4.75% 10/15/2027                                                                | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2556229.90   | 0.34%             | 2027-10-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                          | HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A                                       | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2258256.00   | 0.30%             | 2032-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| RP ESCROW ISSUER LLC                                                      | RP ESCROW ISSUER LLC 5.25% 12/15/2025 144A                                                    | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2395000 | PA      | $1828943.02   | 0.25%             | 2025-12-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ASCEND LEARNING LLC                                                       | ASCEND LEARNING TERM 2LN 12/10/2029                                                           | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    130000 | PA      | $110987.50    | 0.01%             | 2029-12-10      | Variable      | 0.10%                 | No            | 2                  | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                      | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO 5.375% 08/15/2026 144A                   | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5215000 | PA      | $612762.50    | 0.08%             | 2026-08-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                             | ION TRADING TECHNOLOGIES SARL 5.75% 05/15/2028 144A                                           | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |   3323000 | PA      | $2770551.25   | 0.37%             | 2028-05-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                    | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1357400.66   | 0.18%             | 2029-08-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 4.5% 06/01/2033 144A                                                   | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4645000 | PA      | $3563783.35   | 0.48%             | 2033-06-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                                      | NIELSEN HOLDINGS TERM B 1LN 04/11/2029                                                        | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   2320000 | PA      | $2066261.60   | 0.28%             | 2029-04-11      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                  | JACOBS ENTERTAINMENT INC 6.75% 02/15/2029 144A                                                | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    555000 | PA      | $500960.21    | 0.07%             | 2029-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                             | SINCLAIR TELEVISION GROUP INC 5.5% 03/01/2030 144A                                            | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    990000 | PA      | $692237.70    | 0.09%             | 2030-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                      | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 11/01/2029                                        | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1106356.45   | 0.15%             | 2029-11-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ATI INC                                                                   | ATI INC 4.875% 10/01/2029                                                                     | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220932.50    | 0.03%             | 2029-10-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| VERTICAL HOLDCO GMBH                                                      | VERTICAL HOLDCO GMBH 7.625% 07/15/2028 144A                                                   | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |   1315000 | PA      | $1073715.19   | 0.14%             | 2028-07-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                               | ROYAL CARIBBEAN CRUISES LTD 4.25% 07/01/2026 144A                                             | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2390000 | PA      | $1931950.86   | 0.26%             | 2026-07-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| METHANEX CORP                                                             | METHANEX CORP 5.65% 12/01/2044                                                                | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   1612000 | PA      | $1221090.00   | 0.16%             | 2044-12-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                                   | CABINETWORKS TERM B 1LN 05/17/2028                                                            | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |   1254085 | PA      | $933578.65    | 0.13%             | 2028-05-17      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                        | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                     | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4265000 | PA      | $3776231.00   | 0.51%             | 2028-04-30      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GEO GROUP INC/THE                                                         | GEO GROUP INC/THE 9.5% 12/31/2028 144A                                                        | CUSIP: 36162JAD8<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1251800.28   | 0.17%             | 2028-12-31      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                             | CLEARWAY ENERGY OPER LLC 3.75% 02/15/2031 144A                                                | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $834400.21    | 0.11%             | 2031-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC               | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                    | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4060000 | PA      | $2569083.55   | 0.35%             | 2030-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| LEVI STRAUSS and CO                                                       | LEVI STRAUSS and CO 3.5% 03/01/2031 144A                                                      | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1039733.90   | 0.14%             | 2031-03-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                                                   | GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A                                                | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   3535000 | PA      | $3378797.19   | 0.45%             | 2026-07-31      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                               | ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A                                            | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    875000 | PA      | $708488.34    | 0.10%             | 2027-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC    | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A   | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4942000 | PA      | $4146288.58   | 0.56%             | 2029-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 5.375% 02/01/2028 144A                                                       | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2193000.00   | 0.29%             | 2028-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                    | HARVEST MIDSTREAM I LP 7.5% 09/01/2028 144A                                                   | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    645000 | PA      | $615613.80    | 0.08%             | 2028-09-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CROWNROCK L P / CROWNROCK FIN INC                                         | CROWNROCK LP / CROWNROCK FIN INC 5% 05/01/2029 144A                                           | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $516646.57    | 0.07%             | 2029-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALTICE FING SA                                                            | ALTICE FING SA 5% 01/15/2028 144A                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1420000 | PA      | $1143100.00   | 0.15%             | 2028-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 4.125% 12/01/2030 144A                                                       | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    795000 | PA      | $561134.85    | 0.08%             | 2030-12-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC DEL                                     | ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A                                    | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |   4725000 | PA      | $3602103.75   | 0.48%             | 2028-11-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES                                                        | LUMEN TECHNOLOGIES 4.5% 01/15/2029 144A                                                       | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $3243995.93   | 0.44%             | 2029-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                                 | EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A                                              | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $1349545.05   | 0.18%             | 2028-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP                         | ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP 6.5% 01/15/2026 144A                        | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $226041.60    | 0.03%             | 2026-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                       | MESQUITE ENERGY INC                                                                           | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |     82533 | NS      | $4917302.74   | 0.66%             |  |  |  | No            | 3                  | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                              | UNIVISION COMMUNICATIONS INC 6.625% 06/01/2027 144A                                           | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    890000 | PA      | $858680.90    | 0.12%             | 2027-06-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                    | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                    | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6800000 | PA      | $5715604.00   | 0.77%             | 2027-10-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| INTERGEN NV                                                               | INTERGEN NV 7% 06/30/2023 144A                                                                | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | NL        |   4960000 | PA      | $4811367.95   | 0.65%             | 2023-06-30      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| VOC ESCROW LTD                                                            | VOC ESCROW LTD 5% 02/15/2028 144A                                                             | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    850000 | PA      | $731085.00    | 0.10%             | 2028-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DA VINCI PURCHASER CORP                                                   | WIRB-COPERNICUS GROUP TERM B 1LN 12/13/2026                                                   | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |     74241 | PA      | $67187.66     | 0.01%             | 2026-12-13      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030                                                   | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3048471.00   | 0.41%             | 2030-09-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                              | CLARIVATE SCIENCE HLDGS CORP 3.875% 07/01/2028 144A                                           | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $394210.18    | 0.05%             | 2028-07-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                    | ATHENAHEALTH GROUP INC 6.5% 02/15/2030 144A                                                   | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    450000 | PA      | $331619.48    | 0.04%             | 2030-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                         | GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029                                           | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1177149.95   | 0.16%             | 2029-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                              | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                            | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $1746078.10   | 0.23%             | 2031-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                                               | GARTNER INC 3.625% 06/15/2029 144A                                                            | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    575000 | PA      | $505264.00    | 0.07%             | 2029-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| LBM ACQUISITION LLC                                                       | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                     | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $824075.32    | 0.11%             | 2029-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                          | ALTICE FRANCE SA 5.5% 10/15/2029 144A                                                         | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $11437.95     | 0.00%             | 2029-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| 1375209 BC LTD                                                            | 1375209 BC LTD 9% 01/30/2028 144A                                                             | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    755000 | PA      | $735181.25    | 0.10%             | 2028-01-30      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                    | SOUTHWESTERN ENERGY CO 4.75% 02/01/2032                                                       | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    925000 | PA      | $790495.75    | 0.11%             | 2032-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ATI INC                                                                   | ATI INC 5.875% 12/01/2027                                                                     | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1692624.98   | 0.23%             | 2027-12-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NGL ENERGY OPER LLC/NGL ENERGY FIN CORP                                   | NGL ENERGY OPER LLC/FIN CORP 7.5% 02/01/2026 144A                                             | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $917103.04    | 0.12%             | 2026-02-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TERRIER MEDIA BUYER INC                                                   | TERRIER MEDIA BUYER INC 8.875% 12/15/2027 144A                                                | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $429039.00    | 0.06%             | 2027-12-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                              | CHS/CMNTY HEALTH SYSTEMS INC 5.625% 03/15/2027 144A                                           | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2700999.00   | 0.36%             | 2027-03-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                       | NOVOLEX TERM 1LN 04/13/2029                                                                   | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1223850 | PA      | $1163171.52   | 0.16%             | 2029-04-13      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                | FIRST QUANTUM MINERALS LTD 6.875% 10/15/2027 144A                                             | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2238000 | PA      | $2087354.63   | 0.28%             | 2027-10-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SRS DISTRIBUTION INC                                                      | SRS DISTRIBUTION INC 4.625% 07/01/2028 144A                                                   | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    780000 | PA      | $691446.72    | 0.09%             | 2028-07-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| COLGATE ENERGY PARTNERS III LLC                                           | COLGATE ENERGY PARTNERS III LLC 5.875% 07/01/2029 144A                                        | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1543500.00   | 0.21%             | 2029-07-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                                                           | SEALED AIR CORP 5% 04/15/2029 144A                                                            | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1189100.00   | 0.16%             | 2029-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALTICE USA INC                                                            | ALTICE USA INC A                                                                              | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     59900 | NS      | $275540.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| GTT COMMUNICATIONS INC                                                    | GTT COMMUNICATIONS RT                                                                         | CUSIP: N/A<br>LEI: 549300ETSL7K1ZX05H30       | Long             | EC               | CORP              | US        |     92208 | NS      | $92208.00     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| COMSTOCK RESOURCES INC                                                    | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                  | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2156975.00   | 0.29%             | 2029-03-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer