# EDGAR Filing Document

**Accession Number:** 0001949594
**File Stem:** 0000035402-26-001243
**Filing Date:** 2026-2
**Character Count:** 175851
**Document Hash:** 2c01109aa41f74219ae16e743f49cfa0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-001243.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0000035402-26-001243

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Multi-Strategy Credit Fund
- **CENTRAL INDEX KEY:** 0001949594

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23831
- **FILM NUMBER:** 26670355

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Multi-Strategy Credit Fund

- **b. Investment Company Act file number:** 811-23831

- **c. CIK number of Registrant:** 0001949594

- **d. LEI of Registrant:** 5493000CPXR8XMGXHW74

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity Multi-Strategy Credit Fund

- **c. LEI of Series:** 5493000CPXR8XMGXHW74

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**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:** $55376905.44

**Total Liabilities:** $386418.75

**Net Assets:** $54990486.69

**Cash Not Reported:** $574237.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 115.96301265 | **1-Year:** 390.60062357 | **5-Year:** 768.11936097 | **10-Year:** 296.67580242 | **30-Year:** 187.67888790

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

- **3-Month:** 934.45532431 | **1-Year:** 2492.75588683 | **5-Year:** 3139.04306230 | **10-Year:** 488.65033863 | **30-Year:** 146.51340935

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.39%                | 0.16%                | 0.30%                |
| Class ID N/A | 0.37%                | 0.14%                | 0.28%                |
| Class ID N/A | 0.32%                | 0.10%                | 0.24%                |
| Class ID N/A | 0.41%                | 0.18%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $180822.52               | $-245295.81                                |
| Month 2  | $63254.61                | $-251590.29                                |
| Month 3  | $57698.36                | $-162564.12                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TRANSCANADA TRUST                                                               | TRANSCANADA TRUST 5.6%/VAR 03/07/2082                                                           | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $54322.10     | 0.10%             | 2082-03-07      | Variable      | 0.06%                 | No            |                  2 | 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        |     85000 | PA      | $78704.79     | 0.14%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KKR and CO INC                                                                  | KKR and CO INC SER D 6.25% PC                                                                   | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |       200 | NS      | $10336.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                   | EW SCRIPPS CO 9.875% 08/15/2030 144A                                                            | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74901.62     | 0.14%             | 2030-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                             | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                        | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    160000 | PA      | $132854.56    | 0.24%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| POWER STOP LLC                                                                  | POWER STOP TERM 1LN 01/26/2029                                                                  | CUSIP: 73931HAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68734 | PA      | $57048.91     | 0.10%             | 2029-01-26      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                                              | RIOT PLATFORMS INC CONV 0.75% 01/15/2030                                                        | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |     33000 | PA      | $37248.75     | 0.07%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                    | STRATEGY INC 9%/VAR PERP PFD                                                                    | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      2300 | NS      | $227229.65    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                   | UNITED RENTALS NORTH AMER INC 3.75% 01/15/2032                                                  | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46909.46     | 0.09%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS, L.P.                                                          | ALLIANT HOLDINGS LP 10%/ 10.5% PIK PREF PERP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     42159 | PA      | $42740.79     | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 5.95%/VAR PERP                                                        | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |     95000 | PA      | $96451.22     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                | GGAM FINANCE LTD 5.875% 03/15/2030 144A                                                         | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     95000 | PA      | $96405.05     | 0.18%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 7.875%/VAR PERP 144A                                                                  | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |    325000 | PA      | $333864.38    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                  | CVR ENERGY INC 8.5% 01/15/2029 144A                                                             | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15417.71     | 0.03%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                        | X.AI TERM 1LN 06/28/2030                                                                        | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79800 | PA      | $83673.49     | 0.15%             | 2030-06-28      | Fixed         | 0.12%                 | 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        |     70000 | PA      | $70218.75     | 0.13%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                  | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.625%/VAR 03/01/2055                            | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $130296.50    | 0.24%             | 2055-03-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                   | COMMSCOPE INC 4.75% 09/01/2029 144A                                                             | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60913.99     | 0.11%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                      | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 7.125% 06/01/2028 144A               | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $140803.47    | 0.26%             | 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        |     80000 | PA      | $47410.41     | 0.09%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                               | GEO GROUP INC/THE 8.625% 04/15/2029                                                             | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52590.15     | 0.10%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                          | X TERM 1LN 10/26/2029                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    180000 | PA      | $179227.80    | 0.33%             | 2029-10-26      | Fixed         | 0.10%                 | 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        |     75000 | PA      | $73632.56     | 0.13%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                    | TERAWULF INC CONV 0% 05/01/2032 144A                                                            | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     31000 | PA      | $26815.00     | 0.05%             | 2032-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                                                                    | FRESHPET INC CONV 3% 04/01/2028                                                                 | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |     48000 | PA      | $56112.00     | 0.10%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                           | ELLUCIAN TERM B 1LN 10/9/2029                                                                   | CUSIP: N/A<br>LEI: 549300RP8NIJ7FY7OS79       | Long             | LON              | CORP              | US        |     94503 | PA      | $94975.13     | 0.17%             | 2029-10-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.125% 02/15/2031 144A                                       | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62828.62     | 0.11%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                | WOLFSPEED INC/DE CONV 2.5% 06/15/2031                                                           | CUSIP: 977852AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $5925.00      | 0.01%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANTICIMEX GLOBAL AB                                                             | ANTICIMEX TERM B 1LN 11/17/2031                                                                 | CUSIP: 03703HAD8<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |     38263 | PA      | $38406.82     | 0.07%             | 2031-11-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 4% 08/01/2028 144A                                                                | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    175000 | PA      | $172422.18    | 0.31%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INTER HLDGS INC                                                     | ALERA TERM 1LN 05/31/2032                                                                       | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |      4988 | PA      | $5008.70      | 0.01%             | 2032-05-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS INC                                                          | NEW FLYER HOLDINGS INC 9.25% 07/01/2030 144A                                                    | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $16122.33     | 0.03%             | 2030-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                             | CHURCHILL DOWNS INC 6.75% 05/01/2031 144A                                                       | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62215.62     | 0.11%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | ALTICE FRANCE SA 9.5% 11/01/2029 144A                                                           | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    111664 | PA      | $114853.14    | 0.21%             | 2029-11-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AVALARA INC                                                                     | AVALARA TERM B 1LN 03/29/2032                                                                   | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |     49750 | PA      | $49929.91     | 0.09%             | 2032-03-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                            | BWX TECHNOLOGIES INC CONV 0% 11/01/2030 144A                                                    | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59086.00     | 0.11%             | 2030-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                                             | AST SPACEMOBILE INC CONV 2% 01/15/2036 144A                                                     | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45829.80     | 0.08%             | 2036-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                              | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.5% 05/01/2033 144A                                         | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $70232.57     | 0.13%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP 4.25% 06/01/2029                                                          | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142834.45    | 0.26%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                    | VALLOUREC SA 7.5% 04/15/2032 144A                                                               | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     95000 | PA      | $100869.35    | 0.18%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS INC                                             | M2S GROUP TERM B 1LN 8/25/2031                                                                  | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84310 | PA      | $83551.55     | 0.15%             | 2031-08-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| OSCAR HEALTH INC                                                                | OSCAR HEALTH INC CONV 2.25% 09/01/2030 144A                                                     | CUSIP: 687793AD1<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29262.00     | 0.05%             | 2030-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 7.125%/VAR PERP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    275000 | PA      | $281587.08    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                           | BAUSCH HEALTH COS INC 4.875% 06/01/2028 144A                                                    | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     21000 | PA      | $18795.00     | 0.03%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 9.25% 10/01/2028 144A                                                     | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $10495.00     | 0.02%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                                    | PARSONS CORP CONV 2.625% 03/01/2029                                                             | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    106000 | PA      | $108968.00    | 0.20%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                             | GRAY TELEVISION INC 5.375% 11/15/2031 144A                                                      | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     85000 | PA      | $63738.95     | 0.12%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                    | STRATEGY INC 8% PC PERP                                                                         | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |       300 | NS      | $23697.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                                                            | UPSTART HOLDINGS INC CONV 1% 11/15/2030                                                         | CUSIP: 91680MAF4<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9583.75      | 0.02%             | 2030-11-15      | Fixed         | 0.01%                 | 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        |     55000 | PA      | $55000.00     | 0.10%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                      | ALCOA NEDERLAND HOLDING BV 4.125% 03/31/2029 144A                                               | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     55000 | PA      | $53913.11     | 0.10%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                   | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                           | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49032.12     | 0.09%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6% SER A PC                                                                           | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      1200 | NS      | $83340.00     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                      | HILCORP ENERGY I LP/FIN CO 6.25% 04/15/2032 144A                                                | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $65896.73     | 0.12%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                    | TRANSOCEAN INTERNATIONAL LTD 8.5% 05/15/2031 144A                                               | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $99052.59     | 0.18%             | 2031-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                    | STRATEGY INC SER A 10% PERP PFD                                                                 | CUSIP: 594972879<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      2600 | NS      | $263302.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS NEWCO LLC                                                               | SOLERA TERM B 1LN 06/02/2028                                                                    | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    108303 | PA      | $104283.10    | 0.19%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC                                  | DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC 8.5% 10/01/2030 144A                             | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     50000 | PA      | $52967.15     | 0.10%             | 2030-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                         | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 5.75% 05/15/2028 144A                   | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56578.58     | 0.10%             | 2028-05-15      | 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        |     20000 | PA      | $19052.88     | 0.03%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                                                            | REGAL CINEWORLD TERM B 1LN 12/02/2031                                                           | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    123753 | PA      | $121834.95    | 0.22%             | 2031-12-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                                                | CYTOKINETICS INC CONV 3.5% 07/01/2027                                                           | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |     17000 | PA      | $24182.50     | 0.04%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                    | TERAWULF INC CONV 1% 09/01/2031 144A                                                            | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     11000 | PA      | $12974.50     | 0.02%             | 2031-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                        | CLOUD SOFTWARE GROUP INC 6.5% 03/31/2029 144A                                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146897.75    | 0.27%             | 2029-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                   | LIVE NATION ENTERTAINMENT INC CONV 2.875% 01/15/2030                                            | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52525.00     | 0.10%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                                                     | NUTANIX INC CONV 0.25% 10/01/2027                                                               | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11230.00     | 0.02%             | 2027-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                               | GEO GROUP INC                                                                                   | CUSIP: 36162J106<br>LEI: 5493003VOR6NTY465495 | Long             | EC               | CORP              | US        |       354 | NS      | $5706.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC                                                           | VEECO INSTRUMENTS INC CONV 2.875% 06/01/2029                                                    | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |     14000 | PA      | $17311.00     | 0.03%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COGENT BIOSCIENCES INC                                                          | COGENT BIOSCIENCES INC CONV 1.625% 11/15/2031                                                   | CUSIP: 19240QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $11708.00     | 0.02%             | 2031-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                          | VENTURE GLOBAL LNG INC 8.375% 06/01/2031 144A                                                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49721.30     | 0.09%             | 2031-06-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                 | INTRAFI TERM B 1LN 07/31/2031                                                                   | CUSIP: 65343UAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108902 | PA      | $107280.52    | 0.20%             | 2031-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                | WOLFSPEED INC/DE CONV 2.5% 06/15/2031 144A                                                      | CUSIP: 977852AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $7406.25      | 0.01%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                      | FIRST QUANTUM MINERALS LTD 8.625% 06/01/2031 144A                                               | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $78867.19     | 0.14%             | 2031-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                             | ACRISURE LLC / ACRISURE FINANCE INC 6.75% 07/01/2032 144A                                       | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $139064.58    | 0.25%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                                   | C and S WHOLESALE GROCERS TERM B 1LN 9/20/2030                                                  | CUSIP: 12676AAB1<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |     34912 | PA      | $34039.69     | 0.06%             | 2030-09-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WIX.COM LTD                                                                     | WIX.COM LTD CONV 0% 09/15/2030 144A                                                             | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |    110000 | PA      | $97185.00     | 0.18%             | 2030-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                | WOLFSPEED INC/DE PIK VAR 06/23/2030 144A                                                        | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11184 | PA      | $12134.64     | 0.02%             | 2030-06-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BRUKER CORP                                                                     | BRUKER CORP SER A PC                                                                            | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |       100 | NS      | $36318.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A                                                     | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137847.74    | 0.25%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                          | VENTURE GLOBAL LNG INC 9.5% 02/01/2029 144A                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62188.62     | 0.11%             | 2029-02-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                            | ZAYO GROUP HLDGS INC PIK VAR 03/09/2030 144A                                                    | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     32601 | PA      | $30970.95     | 0.06%             | 2030-03-09      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                               | MACQUARIE AIRFINANCE HOLDINGS LTD 6.4% 03/26/2029 144A                                          | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209579.29    | 0.38%             | 2029-03-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                       | PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A                                                | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $113987.28    | 0.21%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 4.7%/VAR PERP                                                                     | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |    125000 | PA      | $118852.37    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 6.25%/VAR PERP                                                      | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    275000 | PA      | $279319.15    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                             | US LBM TERM B 1LN 06/06/2031                                                                    | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     57152 | PA      | $53514.40     | 0.10%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                                                    | DOORDASH INC CONV 0% 05/15/2030 144A                                                            | CUSIP: 25809KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $123251.00    | 0.22%             | 2030-05-15      | Fixed         | 0.00%                 | 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        |    225000 | PA      | $136250.62    | 0.25%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | 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        |    130000 | PA      | $130524.68    | 0.24%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP T5Y+NA 05/15/2054                                                            | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21349.10     | 0.04%             | 2054-05-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | ALTICE FRANCE SA 6.875% 07/15/2032 144A                                                         | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    134767 | PA      | $129233.38    | 0.24%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE LP                                                    | PLAINS ALL AMERN PIPELINE LP 6.125%/VAR PERP                                                    | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |    100000 | PA      | $100283.70    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                          | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.5% 10/01/2031 144A                     | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61841.21     | 0.11%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CPI ACQUISITION INC                                                             | CPI ACQUISITION INC 10% 07/15/2029 144A                                                         | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15892.75     | 0.03%             | 2029-07-15      | 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        |    270000 | PA      | $267772.55    | 0.49%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP 4% 09/15/2030                                                              | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $173411.63    | 0.32%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                                                | CYTOKINETICS INC CONV 1.75% 10/01/2031 144A                                                     | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |     58000 | PA      | $72186.80     | 0.13%             | 2031-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP/DE                                                                 | SANDISK TERM B 1LN 2/20/2032                                                                    | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16250 | PA      | $16331.25     | 0.03%             | 2032-02-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A                                                  | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52958.86     | 0.10%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                              | REDFIN CORP CONV 0.5% 04/01/2027                                                                | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58968.00     | 0.11%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                                   | APOLLO GLOBAL MANAGEMENT INC SER A PC 6.75% 07/31/2026                                          | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       600 | NS      | $45192.00     | 0.08%             |  |  |  | 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        |    100000 | PA      | $104078.00    | 0.19%             | 2027-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                              | VOYAGER PARENT LLC 9.25% 07/01/2032 144A                                                        | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84889.68     | 0.15%             | 2032-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| KODIAK BP LLC                                                                   | KODIAK TERM B 1LN 12/4/2031                                                                     | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |      4533 | PA      | $4415.35      | 0.01%             | 2031-12-04      | Variable      | 0.07%                 | 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        |    145000 | PA      | $139037.83    | 0.25%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                             | ALTICE FINANCING SA 5.75% 08/15/2029 144A                                                       | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     70000 | PA      | $48529.57     | 0.09%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                                     | ALTAGAS LTD 7.2%/VAR 10/15/2054 144A                                                            | CUSIP: 021361AD2<br>LEI: DR5LKEURSR8SXLM64266 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $46653.39     | 0.08%             | 2054-10-15      | Variable      | 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        |    165000 | PA      | $154966.80    | 0.28%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                   | BRANDSAFWAY TERM B 1LN 08/01/2030                                                               | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |      4912 | PA      | $4465.90      | 0.01%             | 2030-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                   | PG and E CORP 7.375%/VAR 03/15/2055                                                             | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52074.55     | 0.09%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                         | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 8.75% 05/01/2029 144A                   | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101311.13    | 0.18%             | 2029-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                             | MERITAGE HOMES CORP CONV 1.75% 05/15/2028                                                       | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31471.87     | 0.06%             | 2028-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.625%/VAR PERP                                                              | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    335000 | PA      | $333301.42    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 6.625% PFD PERP Q                                                                | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      1300 | NS      | $33956.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                                                 | GEN DIGITAL INC 6.25% 04/01/2033 144A                                                           | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82498.48     | 0.15%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                  | YUM BRANDS INC 3.625% 03/15/2031                                                                | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94599.61     | 0.17%             | 2031-03-15      | Fixed         | 0.04%                 | 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        |    120000 | PA      | $116556.24    | 0.21%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                       | BALL CORP 6% 06/15/2029                                                                         | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190159.24    | 0.35%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 4.625% 01/15/2029                                                                 | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208607.76    | 0.38%             | 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        |     50000 | PA      | $48535.75     | 0.09%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                           | GFL ENVIRONMENTAL INC 3.5% 09/01/2028 144A                                                      | CUSIP: 36168QAM6<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $93417.49     | 0.17%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                             | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203289.20    | 0.37%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMMVAULT SYSTEMS INC                                                           | COMMVAULT SYSTEMS INC CONV 0% 09/15/2030 144A                                                   | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |    121000 | PA      | $107024.50    | 0.19%             | 2030-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                            | CHART INDUSTRIES INC 7.5% 01/01/2030 144A                                                       | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26056.13     | 0.05%             | 2030-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                   | COMMSCOPE INC 9.5% 12/15/2031 144A                                                              | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42421.69     | 0.08%             | 2031-12-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP NEW                                                                  | FLUOR CORP NEW CONV 1.125% 08/15/2029                                                           | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     11000 | PA      | $12531.20     | 0.02%             | 2029-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 6%/VAR 02/15/2056                                                           | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    148000 | PA      | $148682.70    | 0.27%             | 2056-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HIMS and HERS HEALTH INC                                                        | HIMS and HERS HEALTH INC CONV 0% 05/15/2030 144A                                                | CUSIP: 433000AA4<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22347.00     | 0.04%             | 2030-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                          | MPT OPER PARTNERSHIP LP/CORP 8.5% 02/15/2032 144A                                               | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $32038.00     | 0.06%             | 2032-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                              | CIPHER COMPUTE LLC 7.125% 11/15/2030 144A                                                       | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20369.66     | 0.04%             | 2030-11-15      | Fixed         | 0.07%                 | 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        |     50000 | PA      | $48028.98     | 0.09%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A                                                     | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27315.30     | 0.05%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                            | SEADRILL FINANCE LTD 8.375% 08/01/2030 144A                                                     | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $51997.70     | 0.09%             | 2030-08-01      | Fixed         | 0.08%                 | 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        |     50000 | PA      | $50134.65     | 0.09%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                                         | MACOM TECHNOLOGY SOLN HLDS INC CONV 0% 12/15/2029 144A                                          | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $56996.90     | 0.10%             | 2029-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                      | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                   | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |     60000 | PA      | $61820.16     | 0.11%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                                                 | DIGICERT TERM B 2LN 02/19/2029                                                                  | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |     30000 | PA      | $26868.90     | 0.05%             | 2029-02-19      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                        | CLOUD SOFTWARE GROUP INC 9% 09/30/2029 144A                                                     | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62490.62     | 0.11%             | 2029-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 4.625% 06/01/2030 144A                                                               | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82653.15     | 0.15%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                          | HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A                                                     | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104238.40    | 0.19%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 4.875% 06/15/2029 144A                                                    | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72937.50     | 0.13%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                              | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.75% 05/01/2035 144A                                        | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $71171.98     | 0.13%             | 2035-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                               | REWORLD HLDG CORP 4.875% 12/01/2029 144A                                                        | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49020.16     | 0.09%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                                                               | BILL HOLDINGS INC CONV 0% 04/01/2030                                                            | CUSIP: 090043AF7<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32144.00     | 0.06%             | 2030-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                     | SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 144A                                                 | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     17880 | PA      | $1162.20      | 0.00%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                         | MKS INC CONV 1.25% 06/01/2030                                                                   | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     79000 | PA      | $100764.50    | 0.18%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                                                   | SNOWFLAKE INC CONV 0% 10/01/2029                                                                | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     35000 | PA      | $54040.00     | 0.10%             | 2029-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                            | WESTERN DIGITAL CORP CONV 3% 11/15/2028                                                         | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     12000 | PA      | $55005.60     | 0.10%             | 2028-11-15      | Fixed         | 0.03%                 | 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        |     70000 | PA      | $66654.80     | 0.12%             | 2032-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                         | INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A                                                  | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20559.92     | 0.04%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD CONV 0.5% 06/01/2031                                                  | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     39000 | PA      | $60567.00     | 0.11%             | 2031-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC                                                      | AMYNTA TERM B 1LN 12/29/2031                                                                    | CUSIP: 57810JAM0<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    129674 | PA      | $129876.47    | 0.24%             | 2031-12-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                      | HERTZ CORP 4.625% 12/01/2026 144A                                                               | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15326.84     | 0.03%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                   | LIVE NATION ENTERTAINMENT INC CONV 2.875% 10/15/2031 144A                                       | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37335.00     | 0.07%             | 2031-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 6.625% 08/15/2032 144A                                                                | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102781.66    | 0.19%             | 2032-08-15      | 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        |     70000 | PA      | $70008.61     | 0.13%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                 | KRONOS ACQUISITION HOLDINGS INC 8.25% 06/30/2031 144A                                           | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $42737.50     | 0.08%             | 2031-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                        | LUXCO 3                                                                                         | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |      1741 | NS      | $26250.48     | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| MEDLINE BORROWER LP                                                             | MEDLINE BORROWER LP 3.875% 04/01/2029 144A                                                      | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122038.63    | 0.22%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                                                    | SEMTECH CORP CONV 1.625% 11/01/2027                                                             | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |      7000 | PA      | $14238.00     | 0.03%             | 2027-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6% 02/01/2029 144A                                                           | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207232.49    | 0.38%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC SER A 7.5% PC 03/15/2028                                               | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |       200 | NS      | $11660.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                                          | PROGRESS SOFTWARE CORP CONV 3.5% 03/01/2030                                                     | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10105.00     | 0.02%             | 2030-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                        | HAH GROUP HOLDING CO LLC 9.75% 10/01/2031 144A                                                  | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23508.85     | 0.04%             | 2031-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                   | DISH DBS CORP 5.125% 06/01/2029                                                                 | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $226313.52    | 0.41%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                         | UKG TERM B 1LN 02/10/2031                                                                       | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    152473 | PA      | $152533.53    | 0.28%             | 2031-02-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                | GGAM FINANCE LTD 8% 06/15/2028 144A                                                             | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     25000 | PA      | $26474.23     | 0.05%             | 2028-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                              | LUMEN TECHNOLOGIES TERM B2 1LN SUPER_PRIORITY 04/15/2030                                        | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     99237 | PA      | $98561.56     | 0.18%             | 2030-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MHC COML MTG TR 2021-MHC                                                        | MHC COML MTG TR 2021-MHC TSFR1M+271.544 096 04/15/2038 144A                                     | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $80099.59     | 0.15%             | 2038-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                       | CAESARS ENTERTAINMENT INC 6% 10/15/2032 144A                                                    | CUSIP: 12769GAD2<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53484.69     | 0.10%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                                                                | EUC TERM 1LN 07/01/2031                                                                         | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |     99000 | PA      | $98381.25     | 0.18%             | 2031-07-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CIPHER MINING INC                                                               | CIPHER MINING INC CONV 0% 10/01/2031 144A                                                       | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3562.50      | 0.01%             | 2031-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                         | BATH and BODY WORKS INC 6.875% 11/01/2035                                                       | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106225.15    | 0.19%             | 2035-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                              | BAUSCH and LOMB TERM B 1LN 1/15/2031                                                            | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |      4975 | PA      | $5019.78      | 0.01%             | 2031-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                  | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                           | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56581.09     | 0.10%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                        | SNAP INC CONV 0.5% 05/01/2030                                                                   | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17440.00     | 0.03%             | 2030-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                | TKC HOLDINGS INC 6.875% 05/15/2028 144A                                                         | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75731.18     | 0.14%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 6.875% 09/01/2032 144A                                                               | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62457.96     | 0.11%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | WELLTOWER OP LLC CONV 2.75% 05/15/2028 144A                                                     | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     33000 | PA      | $64630.50     | 0.12%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                  | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     99500 | PA      | $96975.69     | 0.18%             | 2030-10-08      | Variable      | 0.10%                 | 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        |    115000 | PA      | $114462.23    | 0.21%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 7.25% 05/01/2032 144A                                                                 | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26433.40     | 0.05%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                                                               | AEROVIRONMENT INC CONV 0% 07/15/2030                                                            | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8680.00      | 0.02%             | 2030-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042                                                       | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     90000 | PA      | $63337.50     | 0.12%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 6.85%/VAR PERP                                                    | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     60000 | PA      | $62394.86     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                      | ELASTIC NV 4.125% 07/15/2029 144A                                                               | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $67792.68     | 0.12%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO FRN TSFR3M+274.5 PERP                                                     | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    395000 | PA      | $395981.58    | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                | WULF COMPUTE LLC 7.75% 10/15/2030 144A                                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61814.91     | 0.11%             | 2030-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                                                        | IREN LTD CONV 0% 07/01/2031 144A                                                                | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     31000 | PA      | $22955.50     | 0.04%             | 2031-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VARONIS SYS INC                                                                 | VARONIS SYS INC CONV 1% 09/15/2029                                                              | CUSIP: 922280AD4<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51067.50     | 0.09%             | 2029-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                     | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100230.07    | 0.18%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRINKS CO                                                                       | BRINKS CO 6.5% 06/15/2029 144A                                                                  | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124247.40    | 0.23%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LL                                                      | CRESCENT ENERGY FINANCE LLC 7.375% 01/15/2033 144A                                              | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66426.63     | 0.12%             | 2033-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                    | NCL CORP LTD CONV 0.75% 09/15/2030 144A                                                         | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     69000 | PA      | $66543.60     | 0.12%             | 2030-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                   | PG and E CORP CONV 4.25% 12/01/2027                                                             | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46242.00     | 0.08%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                                                | VITAL ENERGY INC 7.875% 04/15/2032 144A                                                         | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34484.94     | 0.06%             | 2032-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                               | NEWELL BRANDS INC 8.5% 06/01/2028 144A                                                          | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83884.24     | 0.15%             | 2028-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                       | CAESARS ENTERTAINMENT INC 7% 02/15/2030 144A                                                    | CUSIP: 12769GAB6<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113922.27    | 0.21%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 21 LTD                                                | GOLDENTREE LN MGMT US CLO 21 LTD E TSFR3M+570 07/20/2037 144A                                   | CUSIP: 38139DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250832.75    | 0.46%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                                  | EG GROUP TERM B 1LN 02/07/2028                                                                  | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |    207278 | PA      | $207883.40    | 0.38%             | 2028-02-07      | Variable      | 0.07%                 | 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        |     25000 | PA      | $22289.26     | 0.04%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                          | PATRICK INDUSTRIES INC 6.375% 11/01/2032 144A                                                   | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41037.96     | 0.07%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                   | SYNAPTICS INC CONV 0.75% 12/01/2031                                                             | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25272.00     | 0.05%             | 2031-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                                                  | CLOUDFLARE INC CONV 0% 06/15/2030 144A                                                          | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     57000 | PA      | $61959.00     | 0.11%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                 | CHEMOURS CO/THE 5.75% 11/15/2028 144A                                                           | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102113.58    | 0.19%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                                                    | VEEAM SOFTWARE TERM B 1LN 04/14/2031                                                            | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |     64675 | PA      | $64836.69     | 0.12%             | 2031-04-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                             | SCIH SALT HLDGS INC 4.875% 05/01/2028 144A                                                      | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30007.29     | 0.05%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                                                 | OSI SYSTEMS INC CONV 0.5% 02/01/2031 144A                                                       | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49160.00     | 0.09%             | 2031-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                                             | GUARDANT HEALTH INC CONV 0% 05/15/2033 144A                                                     | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |     31000 | PA      | $33983.75     | 0.06%             | 2033-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                                                    | SEMTECH CORP CONV 0% 10/15/2030 144A                                                            | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27547.00     | 0.05%             | 2030-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                | BOYD GAMING CORP 4.75% 06/15/2031 144A                                                          | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180742.72    | 0.33%             | 2031-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                  | SABRE GLBL INC 10.75% 03/15/2030 144A                                                           | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6578.64      | 0.01%             | 2030-03-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                                 | LCM INVESTMENTS HOLDINGS II LLC 8.25% 08/01/2031 144A                                           | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26442.34     | 0.05%             | 2031-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                              | SEAGATE HDD CAYMAN CONV 3.5% 06/01/2028                                                         | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     13000 | PA      | $43660.50     | 0.08%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                        | NORTHERN OIL AND GAS INC 8.75% 06/15/2031 144A                                                  | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70671.65     | 0.13%             | 2031-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                        | NOTA DO TESOURO NACIONAL 10% 01/01/2027                                                         | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |   2640000 | PA      | $466523.78    | 0.85%             | 2027-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                             | SIRIUS XM RADIO INC 3.875% 09/01/2031 144A                                                      | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46046.68     | 0.08%             | 2031-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                             | CHURCHILL DOWNS INC 5.5% 04/01/2027 144A                                                        | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149999.90    | 0.27%             | 2027-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                                                              | MAKEMYTRIP LIMITED CONV 0% 07/01/2030 144A                                                      | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |     33000 | PA      | $32307.00     | 0.06%             | 2030-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                   | UNITED RENTALS NORTH AMER INC 3.875% 11/15/2027                                                 | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89389.02     | 0.16%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                            | ARES MANAGEMENT CORP 6.75% SER B PC                                                             | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       200 | NS      | $10062.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                                                                  | WISDOMTREE INC CONV 4.625% 08/15/2030 144A                                                      | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20470.00     | 0.04%             | 2030-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                  | PROOFPOINT TERM 1LN 08/31/2028                                                                  | CUSIP: N/A<br>LEI: 529900C5FODDK0WSR085       | Long             | LON              | CORP              | US        |     64508 | PA      | $64780.45     | 0.12%             | 2028-08-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                             | AXON ENTERPRISE INC 6.125% 03/15/2030 144A                                                      | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51617.20     | 0.09%             | 2030-03-15      | Fixed         | 0.06%                 | 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        |     65000 | PA      | $67876.93     | 0.12%             | 2030-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                         | DIGITAL REALTY TRUST LP CONV 1.875% 11/15/2029 144A                                             | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43602.00     | 0.08%             | 2029-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                            | 1011778 BC ULC/NEW RED FIN INC 3.5% 02/15/2029 144A                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    105000 | PA      | $101451.34    | 0.18%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 8.5%/VAR 01/15/2084                                                                | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $401333.93    | 0.73%             | 2084-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                           | BAUSCH HEALTH COS INC 6.25% 02/15/2029 144A                                                     | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $56350.00     | 0.10%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                  | PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028                                                    | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19809.72     | 0.04%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                   | COREWEAVE INC CONV 1.75% 12/01/2031 144A                                                        | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     61000 | PA      | $57721.25     | 0.10%             | 2031-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC              | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A       | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $67986.32     | 0.12%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                   | ECHOSTAR CORP CPIK VAR 11/30/2030                                                               | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     74548 | PA      | $248990.32    | 0.45%             | 2030-11-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                               | MACQUARIE AIRFINANCE HOLDINGS LTD 6.5% 03/26/2031 144A                                          | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $32084.22     | 0.06%             | 2031-03-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                   | ECHOSTAR CORP PIK VAR 11/30/2030                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    116640 | PA      | $119494.02    | 0.22%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                      | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   3617782 | NS      | $3618506.04   | 6.58%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 6%/VAR PERP                                                                      | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |     35000 | PA      | $33383.86     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                                                   | BLACKLINE INC CONV 1% 06/01/2029                                                                | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31608.00     | 0.06%             | 2029-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                        | COUGAR JV SUBSIDIARY LLC 8% 05/15/2032 144A                                                     | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $16036.07     | 0.03%             | 2032-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KBR INC                                                                         | KBR INC 4.75% 09/30/2028 144A                                                                   | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9800.00      | 0.02%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 5.5%/VAR PERP                                                        | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |    105000 | PA      | $105349.65    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP 4.5% 01/15/2029                                                                        | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107252.41    | 0.20%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 6.95%/VAR PERP                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    115000 | PA      | $118562.13    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                        | BASS PRO TERM B 1LN 01/23/2032                                                                  | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    194182 | PA      | $195152.82    | 0.35%             | 2032-01-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                 | MASTERBRAND INC 7% 07/15/2032 144A                                                              | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20720.60     | 0.04%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                                              | UNITY SOFTWARE INC CONV 0% 03/15/2030 144A                                                      | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |     43000 | PA      | $62135.00     | 0.11%             | 2030-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                  | COX MEDIA GROUP TERM B2 1LN 06/18/2029                                                          | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54585 | PA      | $50792.05     | 0.09%             | 2029-06-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| APPLIED SYS INC                                                                 | APPLIED SYSTEMS TERM 2LN 02/23/2032                                                             | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |      5000 | PA      | $5073.45      | 0.01%             | 2032-02-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                             | GRAY TELEVISION INC 9.625% 07/15/2032 144A                                                      | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15566.53     | 0.03%             | 2032-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                         | USI INC 7.5% 01/15/2032 144A                                                                    | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94327.11     | 0.17%             | 2032-01-15      | Fixed         | 0.07%                 | 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        |    140000 | PA      | $132340.22    | 0.24%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                                                      | RUBRIK INC CONV 0% 06/15/2030 144A                                                              | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72705.00     | 0.13%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                                                                 | LUCID GROUP INC CONV 1.25% 12/15/2026 144A                                                      | CUSIP: 549498AA1<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11130.00     | 0.02%             | 2026-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APPLIED SYS INC                                                                 | APPLIED SYSTEMS TERM B2 1LN 02/24/2031                                                          | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    197015 | PA      | $198041.43    | 0.36%             | 2031-02-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                     | WAYFAIR LLC 7.25% 10/31/2029 144A                                                               | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20873.40     | 0.04%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                  | SABRE GLBL INC 11.125% 07/15/2030 144A                                                          | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82907.00     | 0.15%             | 2030-07-15      | Fixed         | 0.11%                 | 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        |     50000 | PA      | $49920.21     | 0.09%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                           | CIVITAS RESOURCES INC 8.75% 07/01/2031 144A                                                     | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57057.07     | 0.10%             | 2031-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                        | NORTHERN OIL AND GAS INC CONV 3.625% 04/15/2029                                                 | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26014.50     | 0.05%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                                                             | CENTRUS ENERGY CORP CONV 2.25% 11/01/2030                                                       | CUSIP: 15643UAE4<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |      1000 | PA      | $2680.50      | 0.00%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIFE360 INC                                                                     | LIFE360 INC CONV 0% 06/01/2030 144A                                                             | CUSIP: 532206AB5<br>LEI: 254900VO9VDOQBQAHF07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10700.00     | 0.02%             | 2030-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HOLDING 3 OY                                                           | AHLSTROM TERM B 1LN 5/23/2030                                                                   | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |     49750 | PA      | $49999.06     | 0.09%             | 2030-05-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                   | COREWEAVE INC 9.25% 06/01/2030 144A                                                             | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46488.63     | 0.08%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                    | OT MIDCO INC 10% 02/15/2030 144A                                                                | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $7957.70      | 0.01%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                                                               | MARA HOLDINGS INC CONV 0% 08/01/2032 144A                                                       | CUSIP: 565788AJ5<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |     21000 | PA      | $14271.60     | 0.03%             | 2032-08-01      | Fixed         | 0.00%                 | 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        |    335000 | PA      | $284841.90    | 0.52%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                | GGAM FINANCE LTD 6.875% 04/15/2029 144A                                                         | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     30000 | PA      | $31115.58     | 0.06%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                        | SGUS LLC 11% 12/15/2029 144A                                                                    | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7575 | PA      | $2802.75      | 0.01%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                                                  | LCI INDUSTRIES CONV 3% 03/01/2030 144A                                                          | CUSIP: 501812AC5<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $59125.00     | 0.11%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 4.125%/VAR 04/01/2052                                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63679.01     | 0.12%             | 2052-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC          | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.25% 03/15/2033 144A    | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25699.53     | 0.05%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                                                       | DIGITALOCEAN HOLDINGS INC CONV 0% 08/15/2030 144A                                               | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |     84000 | PA      | $118818.00    | 0.22%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                               | IRON MOUNTAIN INC 4.5% 02/15/2031 144A                                                          | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47662.87     | 0.09%             | 2031-02-15      | Fixed         | 0.04%                 | 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        |    168673 | PA      | $129667.23    | 0.24%             | 2028-03-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                | TKC HOLDINGS TERM 1LN 2/15/2027                                                                 | CUSIP: 87256KAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     56002 | PA      | $56282.31     | 0.10%             | 2027-02-15      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                   | GOLAR LNG LTD CONV 2.75% 12/15/2030 144A                                                        | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $28890.00     | 0.05%             | 2030-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                                                     | ALNYLAM PHARMACEUTICALS INC CONV 1% 09/15/2027                                                  | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     32000 | PA      | $47049.60     | 0.09%             | 2027-09-15      | Fixed         | 0.01%                 | 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        |     30000 | PA      | $28523.25     | 0.05%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                               | GEO GROUP INC/THE 10.25% 04/15/2031                                                             | CUSIP: 36162JAH9<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49260.74     | 0.09%             | 2031-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                    | ENTEGRIS INC 4.375% 04/15/2028 144A                                                             | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129048.18    | 0.23%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LTD                                                         | CITY FOOTBALL GROUP TERM B 1LN 7/18/2030                                                        | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    166812 | PA      | $166446.80    | 0.30%             | 2030-07-18      | Variable      | 0.07%                 | 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        |     45000 | PA      | $41595.84     | 0.08%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAWN BIDCO LLC                                                                  | DAWN BIDCO TERM B 1LN 08/20/2032                                                                | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $24910.75     | 0.05%             | 2032-08-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CARDLYTICS INC                                                                  | CARDLYTICS INC CONV 4.25% 04/01/2029                                                            | CUSIP: 14161WAD7<br>LEI: 549300JETJBH94EIPC66 | Long             | DBT              | CORP              | US        |     29000 | PA      | $11310.00     | 0.02%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                     | ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A                                              | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105387.87    | 0.19%             | 2031-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 37B LTD                                              | GOLUB CAPITAL PARTNERS CLO 37B LTD ER TSFR3M+600 10/25/2034 144A                                | CUSIP: 381734AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248376.25    | 0.45%             | 2034-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                             | AXON ENTERPRISE INC 6.25% 03/15/2033 144A                                                       | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31209.81     | 0.06%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON USA TR 2016-HHV                                                          | HILTON USA TR 2016-HHV VAR 11/05/2038 144A                                                      | CUSIP: 43300LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98913.88     | 0.18%             | 2038-11-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                    | NCL CORP LTD CONV 1.125% 02/15/2027                                                             | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $24937.50     | 0.05%             | 2027-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                                                                     | XOMETRY INC CONV 0.75% 06/15/2030 144A                                                          | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |     20000 | PA      | $30098.00     | 0.05%             | 2030-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                            | LIFEPOINT HEALTH INC 8.375% 02/15/2032 144A                                                     | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54273.20     | 0.10%             | 2032-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                | CSC HOLDINGS LLC 6.5% 02/01/2029 144A                                                           | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33123.30     | 0.06%             | 2029-02-01      | Fixed         | 0.07%                 | 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        |     50000 | PA      | $48632.76     | 0.09%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                                                        | CHEESECAKE FACTORY INC CONV 2% 03/15/2030 144A                                                  | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26446.50     | 0.05%             | 2030-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                                           | BURLINGTON STORES INC CONV 1.25% 12/15/2027                                                     | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     11000 | PA      | $16291.00     | 0.03%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                          | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7.375% 10/01/2032 144A                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $191820.77    | 0.35%             | 2032-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                   | COREWEAVE INC 9% 02/01/2031 144A                                                                | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32078.20     | 0.06%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                                            | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                            | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |     44973 | PA      | $41809.51     | 0.08%             | 2028-06-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                                                        | LYFT INC CONV 0% 09/15/2030 144A                                                                | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33840.00     | 0.06%             | 2030-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 6.75% 08/15/2028 144A                                                             | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137193.75    | 0.25%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                    | TRANSOCEAN INTERNATIONAL LTD 8.75% 02/15/2030 144A                                              | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     48750 | PA      | $50939.27     | 0.09%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                           | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.375% 02/01/2029                         | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $51767.45     | 0.09%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                                                        | ETSY INC CONV 1% 06/15/2030 144A                                                                | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32416.00     | 0.06%             | 2030-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC                                            | CRACKER BARREL OLD CTRY ST INC CONV 1.75% 09/15/2030 144A                                       | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |    102000 | PA      | $76663.20     | 0.14%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                           | OPEN TEXT CORPORATION 6.9% 12/01/2027 144A                                                      | CUSIP: 683715AF3<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $62418.92     | 0.11%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                                         | MIRION TECHNOLOGIES INC CONV 0% 10/01/2031 144A                                                 | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32400.00     | 0.06%             | 2031-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051 | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $124627.51    | 0.23%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS INC                                                      | LIGAND PHARMACEUTICALS INC CONV 0.75% 10/01/2030 144A                                           | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |     21000 | PA      | $24588.90     | 0.04%             | 2030-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                             | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                        | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99031.80     | 0.18%             | 2031-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                               | IRON MOUNTAIN INC 4.875% 09/15/2029 144A                                                        | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123318.52    | 0.22%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 8% 11/01/2027 144A                                                        | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $127662.50    | 0.23%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                | CSC HOLDINGS LLC 5% 11/15/2031 144A                                                             | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    125000 | PA      | $44128.08     | 0.08%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RVR DEALERSHIP HOLDINGS LLC                                                     | RV RETAILER TERM B 1LN 02/08/2028                                                               | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118159 | PA      | $113596.44    | 0.21%             | 2028-02-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                | WOLFSPEED INC/DE PIK VAR 06/15/2031                                                             | CUSIP: 977852AS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5972 | PA      | $4777.60      | 0.01%             | 2031-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                           | NABORS INDUSTRIES INC 9.125% 01/31/2030 144A                                                    | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41822.40     | 0.08%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP T5Y+NA 12/01/2050                                                               | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115262.20    | 0.21%             | 2050-12-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.9%/VAR PERP                                                            | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    115000 | PA      | $114642.24    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | ALTICE FRANCE SA 6.5% 04/15/2032 144A                                                           | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     46206 | PA      | $44296.86     | 0.08%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 6.5%/VAR PERP                                                             | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    405000 | PA      | $420840.02    | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 6.25% 07/01/2033 144A                                                                 | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35851.11     | 0.07%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                            | AMENTUM HOLDINGS INC 7.25% 08/01/2032 144A                                                      | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31622.52     | 0.06%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.875% 04/01/2030 144A                                       | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52659.65     | 0.10%             | 2030-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                           | LUMENTUM HLDGS INC CONV 0.375% 03/15/2032 144A                                                  | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     16000 | PA      | $34240.00     | 0.06%             | 2032-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                   | METHANEX CORP 5.65% 12/01/2044                                                                  | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $62575.80     | 0.11%             | 2044-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                              | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                       | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43849.56     | 0.08%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 7.125% 12/01/2031 144A                                                            | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15764.55     | 0.03%             | 2031-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                  | 1261229 BC LTD 10% 04/15/2032 144A                                                              | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    143000 | PA      | $148722.42    | 0.27%             | 2032-04-15      | Fixed         | 0.10%                 | 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        |     30000 | PA      | $27901.13     | 0.05%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | ALTICE FRANCE SA 6.875% 10/15/2030 144A                                                         | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      3850 | PA      | $3733.70      | 0.01%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                  | PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A                                           | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33706.34     | 0.06%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                      | KASEYA TERM B 1LN 3/20/2032                                                                     | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     64675 | PA      | $64684.05     | 0.12%             | 2032-03-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                           | FREEDOM MORTGAGE HOLD 8.375% 04/01/2032 144A                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52633.24     | 0.10%             | 2032-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP/OTG CO-ISSUER INC                                         | ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 8% 08/01/2030 144A                                      | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     40000 | PA      | $37927.75     | 0.07%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                         | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.25% 12/15/2029 144A                                   | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     40000 | PA      | $42417.48     | 0.08%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                           | AMERICAN AIRLINES INC 8.5% 05/15/2029 144A                                                      | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31376.76     | 0.06%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                         | UKG INC 6.875% 02/01/2031 144A                                                                  | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102721.30    | 0.19%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALKAMI TECHNOLOGY INC                                                           | ALKAMI TECHNOLOGY INC CONV 1.5% 03/15/2030 144A                                                 | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25612.50     | 0.05%             | 2030-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIGHT and WONDER INTERNATIONAL INC                                              | LIGHT and WONDER INTERNATIONAL INC 7.5% 09/01/2031 144A                                         | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41733.20     | 0.08%             | 2031-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Fidelity Private Credit Fund                                                    | Fidelity Private Credit Fund Class I                                                            | CUSIP: 31634E306<br>LEI: N/A                  | Long             | EC               | RF                | US        |    939328 | NS      | $23372358.31  | 42.50%            |  |  |  | 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        |    155000 | PA      | $149634.12    | 0.27%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                              | CERDIA FINANZ GMBH 9.375% 10/03/2031 144A                                                       | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     50000 | PA      | $51687.50     | 0.09%             | 2031-10-03      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                           | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 10% 11/15/2029 144A                       | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10000.00     | 0.02%             | 2029-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                        | BROADSTREET PARTNERS INC 5.875% 04/15/2029 144A                                                 | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54913.75     | 0.10%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                                         | QXO INC 5.5% SER B PC                                                                           | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       400 | NS      | $22124.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC                      | BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC 9.5% 07/01/2032 144A                 | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66895.47     | 0.12%             | 2032-07-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                                                        | LYFT INC CONV 0.625% 03/01/2029                                                                 | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |     11000 | PA      | $13223.10     | 0.02%             | 2029-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                           | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                                                        | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     78000 | PA      | $92859.00     | 0.17%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                           | CELANESE US HLDGS LLC 6.5% 04/15/2030                                                           | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50250.00     | 0.09%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                             | LIGHTNING POWER LLC 7.25% 08/15/2032 144A                                                       | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26583.78     | 0.05%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC CONV 0.25% 06/15/2029 144A                                                           | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58567.50     | 0.11%             | 2029-06-15      | Fixed         | 0.00%                 | 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        |     55000 | PA      | $48998.70     | 0.09%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                                                       | IONIS PHARMACEUTICALS INC CONV 0% 12/01/2030 144A                                               | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22365.00     | 0.04%             | 2030-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                                               | BLOOM ENERGY CORP CONV 0% 11/15/2030 144A                                                       | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10440.00     | 0.02%             | 2030-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                   | PG and E CORP SER A PC 6% 12/01/2027                                                            | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       800 | NS      | $32792.00     | 0.06%             |  |  |  | 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        |     85000 | PA      | $76499.18     | 0.14%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                           | HUB INTERNATIONAL LTD 5.625% 12/01/2029 144A                                                    | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104982.37    | 0.19%             | 2029-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                         | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                       | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |    184225 | PA      | $75163.64     | 0.14%             | 2028-10-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                | WAND NEWCO 3 INC 7.625% 01/30/2032 144A                                                         | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26458.13     | 0.05%             | 2032-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                         | ATI INC 5.875% 12/01/2027                                                                       | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85099.62     | 0.15%             | 2027-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG ENERGY INC 6% 02/01/2033 144A                                                               | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112177.89    | 0.20%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC 3.5% 06/01/2031                                                                       | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145686.84    | 0.26%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                                    | REALPAGE TERM B 1LN 4/24/2028                                                                   | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     34109 | PA      | $34064.38     | 0.06%             | 2028-04-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KNOWBE4 INC                                                                     | KNOWBE4 TERM 1LN 07/26/2032                                                                     | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |      5000 | PA      | $4996.90      | 0.01%             | 2032-07-26      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PITNEY-BOWES INC                                                                | PITNEY-BOWES INC CONV 1.5% 08/15/2030 144A                                                      | CUSIP: 724479AR1<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19880.00     | 0.04%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 6.875%/VAR PERP                                                           | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    135000 | PA      | $143169.64    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                            | FIESTA PURCHASER INC 9.625% 09/15/2032 144A                                                     | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78601.20     | 0.14%             | 2032-09-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE                                          | LIBERTY MEDIA CORP LIBERTY FORMULA ONE CONV 2.25% 08/15/2027                                    | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $50600.00     | 0.09%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer