# EDGAR Filing Document

**Accession Number:** 0000225322
**File Stem:** 0001752724-25-160134
**Filing Date:** 2025-6
**Character Count:** 275945
**Document Hash:** 413c7c7ebf3460eb197d59ebd4dfcc92
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160134.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160134

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SUMMER STREET TRUST
- **CENTRAL INDEX KEY:** 0000225322

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02737
- **FILM NUMBER:** 251080074

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY HIGH INCOME FUND
- **DATE OF NAME CHANGE:** 19890309

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY AGGRESSIVE INCOME FUND
- **DATE OF NAME CHANGE:** 19810205

## Series and Classes Contracts Data

### Fidelity Short Duration High Income Fund (Series ID: S000042758)

| Class ID   | Class Name                                                | Ticker Symbol   |
|:---|:---|:---|
| C000132244 | Fidelity Short Duration High Income Fund                  | FSAHX           |
| C000132245 | Fidelity Advisor Short Duration High Income Fund: Class I | FSFHX           |
| C000132246 | Fidelity Advisor Short Duration High Income Fund: Class A | FSBHX           |
| C000132247 | Fidelity Advisor Short Duration High Income Fund: Class M | FSEHX           |
| C000132248 | Fidelity Advisor Short Duration High Income Fund: Class C | FSDHX           |
| C000205018 | Fidelity Advisor Short Duration High Income Fund: Class Z | FIJWX           |

## 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 Summer Street Trust

- **b. Investment Company Act file number:** 811-02737

- **c. CIK number of Registrant:** 0000225322

- **d. LEI of Registrant:** P1TJ3M056NR1SYX5LY49

- **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 Short Duration High Income Fund

- **b. EDGAR series identifier (if any):** S000042758

- **c. LEI of Series:** 5493008WPJWJRZIRM082

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

- **a. Date of fiscal year-end:** 2025-04-30

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $322044270.90

**Total Liabilities:** $29789496.13

**Net Assets:** $292254774.77

**Delayed Delivery Securities:** $490000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1533.12191430 | **1-Year:** 2913.23959530 | **5-Year:** 5271.21040560 | **10-Year:** 1030.75915810 | **30-Year:** 637.62464350

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

- **3-Month:** 14505.44138614 | **1-Year:** 33888.54744148 | **5-Year:** 26700.51124560 | **10-Year:** 1272.57525414 | **30-Year:** 248.72065250

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205018 | 0.43%                | -0.73%               | -0.18%               |
| Class ID C000132247 | -3.61%               | -0.87%               | -0.21%               |
| Class ID C000132246 | -3.61%               | -0.87%               | -0.21%               |
| Class ID C000132248 | -0.65%               | -0.93%               | -0.27%               |
| Class ID C000132245 | 0.43%                | -0.85%               | -0.19%               |
| Class ID C000132244 | 0.43%                | -0.84%               | -0.19%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $90150.44                | $-247382.74                                |
| Month 2  | $24181.78                | $-4351268.73                               |
| Month 3  | $-98924.74               | $-2327302.06                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HORIZON US FINCO LP                                                              | THE TRAVEL CORP TERM B 1LN 10/31/2031                                                                   | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    244355 | PA      | $217883.59    | 0.07%             | 2031-10-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                                     | VIRTUSA CORP 7.125% 12/15/2028 144A                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47666.21     | 0.02%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD                                                              | WESTINGHOUSE TERM B 1LN 01/20/2031                                                                      | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    847130 | PA      | $838446.96    | 0.29%             | 2031-01-20      | Variable      | 0.07%                 | 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        |   1765000 | PA      | $1674588.23   | 0.57%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL CALCASIEU                                                         | VENTURE GLOBAL CALCASIEU 6.25% 01/15/2030 144A                                                          | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265072.88    | 0.09%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                    | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                        | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $317776.04    | 0.11%             | 2028-12-15      | Fixed         | 0.05%                 | 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        |    118759 | PA      | $72244.95     | 0.02%             | 2029-01-26      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 7.125%/VAR PERP                                                                           | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    550000 | PA      | $542440.58    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 7.25% 02/15/2029 144A                                                           | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    345000 | PA      | $350394.95    | 0.12%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                     | ENTEGRIS INC 4.75% 04/15/2029 144A                                                                      | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1600801.65   | 0.55%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                     | MAGNERA CORP 7.25% 11/15/2031 144A                                                                      | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165485.25    | 0.06%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 6.75% 04/15/2032 144A                                               | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    465000 | PA      | $475463.57    | 0.16%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                             | BEAZER HOMES USA INC 7.5% 03/15/2031 144A                                                               | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    185000 | PA      | $178742.84    | 0.06%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ECO MATERIAL TECHNOLOGIES INC                                                    | ECO MATERIAL TECHNOLOGIES TERM 1LN 01/30/2032                                                           | CUSIP: N/A<br>LEI: 2549001ARPX05UHXX452       | Long             | LON              | CORP              | US        |     30000 | PA      | $29649.90     | 0.01%             | 2032-01-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS VII LTD                                                      | OHA CREDIT PARTNERS VII LTD D1R4 TSFR3M+250 02/20/2038 144A                                             | CUSIP: 67102QBT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $147507.15    | 0.05%             | 2038-02-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                   | OPAL BIDCO SAS 6.5% 03/31/2032 144A                                                                     | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    565000 | PA      | $566651.04    | 0.19%             | 2032-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC 4.375% 04/15/2026 144A                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1626444.02   | 0.56%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PENNYMAC FINANCIAL SERVICES INC 6.875% 02/15/2033 144A                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264630.27    | 0.09%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | KOSMOS ENERGY LTD 7.125% 04/04/2026 144A                                                                | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    780000 | PA      | $747825.00    | 0.26%             | 2026-04-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US ANESTHESIA PARTNERS INC                                                       | US ANESTHESIA PARTNERS TERM B 1LN 09/22/2028                                                            | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |     28950 | PA      | $28591.02     | 0.01%             | 2028-10-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                            | FREEDOM MTG CORP 6.625% 01/15/2027 144A                                                                 | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248122.65    | 0.08%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRIME SEC SVCS BORROWER LLC / PRIME FIN INC                                      | PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 5.75% 04/15/2026 144A                                       | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    677000 | PA      | $676325.55    | 0.23%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CANO HEALTH LLC                                                                  | CANO HEALTH TERM 1LN 06/28/2029                                                                         | CUSIP: 13781HAN0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |    183460 | PA      | $165113.65    | 0.06%             | 2029-06-28      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 5%/VAR PERP                                                                        | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |    155000 | PA      | $137120.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 5.75% 04/15/2033 144A                                                                      | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210594.18    | 0.07%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 6.75% 05/01/2033 144A                                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $421978.52    | 0.14%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HAYWARD INDS INC                                                                 | HAYWARD TERM B 1LN 05/28/2028                                                                           | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |    385000 | PA      | $383236.70    | 0.13%             | 2028-05-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                    | CORELOGIC INC 4.5% 05/01/2028 144A                                                                      | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    590000 | PA      | $558326.62    | 0.19%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                      | STAPLES INC 10.75% 09/01/2029 144A                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    610000 | PA      | $528513.03    | 0.18%             | 2029-09-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                            | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |   2100000 | PA      | $2007274.29   | 0.69%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP CONV 0.25% 06/15/2026                                        | CUSIP: 75606DAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $476340.00    | 0.16%             | 2026-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                              | PRAIRIE ACQUIROR LP 9% 08/01/2029 144A                                                                  | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236811.85    | 0.08%             | 2029-08-01      | Fixed         | 0.09%                 | 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        |    285000 | PA      | $261885.25    | 0.09%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                         | SOTHEBYS 7.375% 10/15/2027 144A                                                                         | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    215000 | PA      | $201790.79    | 0.07%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                                                                 | ENSEMBLE HEALTH TERM B 1LN 08/01/2029                                                                   | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |     29774 | PA      | $29727.98     | 0.01%             | 2029-08-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                  | ERO COPPER CORP 6.5% 02/15/2030 144A                                                                    | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $327675.00    | 0.11%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 30 LTD                                                           | FLATIRON RR CLO 30 LTD E TSFR3M+525 04/15/2038 144A                                                     | CUSIP: 33882NAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $197240.60    | 0.07%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7% 02/01/2030 144A     | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $160141.60    | 0.05%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| SPECIATLY BUILDING PRODUCTS HOLDINGS LLC / SBP FINANCE CORP                      | SPECIATLY BUILDING PRODUCTS HOLDINGS LLC/FINANCE CORP 7.75% 10/15/2029 144A                             | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93963.13     | 0.03%             | 2029-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY INC                                                        | BEACON ROOFING SUPPLY INC 6.75% 04/30/2032 144A                                                         | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    435000 | PA      | $436125.11    | 0.15%             | 2032-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                    | WOLFSPEED INC CONV 1.875% 12/01/2029                                                                    | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    611000 | PA      | $171385.50    | 0.06%             | 2029-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                 | WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A                                                  | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1549278.95   | 0.53%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| KRAKEN OIL and GAS PARTNERS LLC                                                  | KRAKEN OIL and GAS PARTNERS LLC 7.625% 08/15/2029 144A                                                  | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    185000 | PA      | $165499.48    | 0.06%             | 2029-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                           | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 7.125% 06/01/2028 144A                           | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79046.21     | 0.03%             | 2028-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MED PARENTCO LP                                                                  | MYEYEDR TERM B 1LN 04/15/2031                                                                           | CUSIP: 58401DAM6<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |    436210 | PA      | $435058.74    | 0.15%             | 2031-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AFFINITY GAMING LLC                                                              | AFFINITY GAMING LLC 6.875% 12/15/2027 144A                                                              | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $154148.55    | 0.05%             | 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        |    230000 | PA      | $241786.99    | 0.08%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    805000 | PA      | $804479.41    | 0.28%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                               | AVIS BUDG CAR RENT LLC/FIN INC 8.25% 01/15/2030 144A                                                    | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $194551.50    | 0.07%             | 2030-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                           | X CORP TERM 1LN 10/29/2029                                                                              | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    615000 | PA      | $599495.85    | 0.21%             | 2029-10-29      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A                                                           | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242286.53    | 0.08%             | 2027-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                                                     | VISTAJET TERM B 1LN 04/01/2031                                                                          | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |     20000 | PA      | $19891.60     | 0.01%             | 2031-04-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                     | SOMNIGROUP INTERNATIONAL INC 4% 04/15/2029 144A                                                         | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $988764.32    | 0.34%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRISES INC                                                  | GRAFTECH GLOBAL ENTERPRISES TERM NEW $1LN 12/21/2029                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32923 | PA      | $32528.38     | 0.01%             | 2029-12-21      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                            | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                               | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1910000 | PA      | $2105398.73   | 0.72%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                         | SAFEHOLD GL HOLDINGS LLC 2.85% 01/15/2032                                                               | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    710000 | PA      | $604247.45    | 0.21%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 7.375% 03/01/2031 144A                                                             | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180960.84    | 0.06%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 9% 02/15/2030 144A                                                                  | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $197664.18    | 0.07%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                               | RITHM CAPITAL CORP 8% 04/01/2029 144A                                                                   | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139771.69    | 0.05%             | 2029-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE TERM B 1LN 09/22/2028                                                                          | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    550908 | PA      | $539548.18    | 0.18%             | 2028-09-22      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                     | INTERNET BRANDS TERM B 1LN 12/31/2031                                                                   | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    663338 | PA      | $579829.94    | 0.20%             | 2031-12-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 7%/VAR PERP 144A                                                                           | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |    530000 | PA      | $512138.54    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AETHON UNITED BR LP / AETHON UNITED FINANCE CORP                                 | AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 7.5% 10/01/2029 144A                                   | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $306233.12    | 0.10%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6% 06/15/2027 144A            | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $861825.02    | 0.29%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                      | AVIENT CORP 6.25% 11/01/2031 144A                                                                       | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237434.38    | 0.08%             | 2031-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                              | CHURCHILL DOWNS INC 6.75% 05/01/2031 144A                                                               | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    620000 | PA      | $626185.74    | 0.21%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC 7.875% 03/01/2031 144A                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $219987.39    | 0.08%             | 2031-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                         | TK ELEVATOR US NEWCO INC 5.25% 07/15/2027 144A                                                          | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1575515.52   | 0.54%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS TERM B 1LN 01/31/2029                                                                | CUSIP: N/A<br>LEI: 549300SFTAG2177WUZ08       | Long             | LON              | CORP              | US        |    614900 | PA      | $593532.60    | 0.20%             | 2029-01-31      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                    | GOLAR LNG LTD 7.75% 09/19/2029 144A REGS                                                                | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | BM        |    200000 | PA      | $199158.00    | 0.07%             | 2029-09-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC                                                            | ION ANALYTICS TERM 1LN 02/16/2028                                                                       | CUSIP: 00510DAF1<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |      6275 | PA      | $6205.89      | 0.00%             | 2028-02-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 6.125% 06/15/2029 144A                                                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    345000 | PA      | $350456.18    | 0.12%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY TERM B 1LN 12/30/2027                                                                        | CUSIP: 12663SAB7<br>LEI: 529900SOYZIXZBTXB558 | Long             | LON              | CORP              | US        |     49875 | PA      | $49500.94     | 0.02%             | 2027-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL PLAQUE 7.5% 05/01/2033 144A                                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302642.74    | 0.10%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAVERICK BIDCO INC                                                               | MITRATECH TERM B 1LN 05/18/2028                                                                         | CUSIP: 57767KAC2<br>LEI: 549300R3QEXQ0OD28Q79 | Long             | LON              | CORP              | US        |    289518 | PA      | $285719.97    | 0.10%             | 2028-05-18      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                       | WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027                                                            | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    183824 | PA      | $172105.02    | 0.06%             | 2027-10-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                              | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    465000 | PA      | $460203.24    | 0.16%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC (6 MONTH LOCKUP)                                                                | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | EC               | CORP              | US        |      6569 | NS      | $35669.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP/ FIN CORP                                                      | GENESIS ENERGY LP/ FIN CORP 7.875% 05/15/2032                                                           | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $112021.33    | 0.04%             | 2032-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    990000 | PA      | $995579.56    | 0.34%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC 2.625% 04/15/2026                                                                      | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    395000 | PA      | $387674.81    | 0.13%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                                               | HUNTER DOUGLAS TERM B 1LN 01/20/2032                                                                    | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |    530472 | PA      | $515554.87    | 0.18%             | 2032-01-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                          | USI TERM D 1LN 11/23/2029                                                                               | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    361996 | PA      | $359476.99    | 0.12%             | 2029-11-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                      | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    385000 | PA      | $402498.64    | 0.14%             | 2030-12-01      | Fixed         | 0.08%                 | 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        |   1680000 | PA      | $1588798.85   | 0.54%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                               | RYAN SPECIALTY LLC 5.875% 08/01/2032 144A                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    465000 | PA      | $459286.03    | 0.16%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LTD                                                | ASTON MARTIN CAP HLDGS LTD 10% 03/31/2029 144A                                                          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $171785.82    | 0.06%             | 2029-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 5.875% 03/15/2033 144A                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359815.03    | 0.12%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                  | BARNES GROUP TERM B 1LN 01/27/2032                                                                      | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $29487.60     | 0.01%             | 2032-01-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                            | SAUER BRANDS TERM B 1LN 02/19/2032                                                                      | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     13707 | PA      | $13642.60     | 0.00%             | 2032-02-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 7% 01/15/2030 144A                                                               | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2675279.43   | 0.92%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| BELRON UK FINANCE PLC                                                            | BELRON UK FINANCE PLC 5.75% 10/15/2029 144A                                                             | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $369459.50    | 0.13%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                          | SBA COMMUNICATIONS CORP 3.875% 02/15/2027                                                               | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1883222.67   | 0.64%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                              | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    810000 | PA      | $720900.00    | 0.25%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $964174.71    | 0.33%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC / VALOR CO-ISSUER INC                                             | VFH PARENT LLC / VALOR CO-ISSUER INC 7.5% 06/15/2031 144A                                               | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $277141.23    | 0.09%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH GROUP TERM B 1LN 02/15/2029                                                                | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1142547 | PA      | $1131303.87   | 0.39%             | 2029-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                               | CANACOL ENERGY LTD 5.75% 11/24/2028 144A                                                                | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |    905000 | PA      | $416300.00    | 0.14%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                              | WHITE CAP TERM B 1LN 10/19/2029                                                                         | CUSIP: 96350TAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4988 | PA      | $4852.59      | 0.00%             | 2029-10-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                | MACQUARIE AIRFINANCE HOLDINGS LTD 8.375% 05/01/2028 144A                                                | CUSIP: 55609NAA6<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $781410.00    | 0.27%             | 2028-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                         | SNAP INC 6.875% 03/01/2033 144A                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254677.53    | 0.09%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                             | CONSTANT CONTACT TERM B 1LN 02/10/2028                                                                  | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |    652697 | PA      | $594117.84    | 0.20%             | 2028-02-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                                                               | BW REAL ESTATE INC 9.5%/VAR PERP 144A                                                                   | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    185000 | PA      | $181863.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A                                                        | CUSIP: 28470RAK8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    302000 | PA      | $302907.81    | 0.10%             | 2027-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 7.375% 05/01/2033 144A                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117508.07    | 0.04%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| BANK NEW YORK MELLON CORP                                                        | BANK NEW YORK MELLON CORP 6.3%/VAR PERP                                                                 | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |    155000 | PA      | $155685.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| IQVIA INC                                                                        | IQVIA INC 5% 05/15/2027 144A                                                                            | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1959252.34   | 0.67%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A                                                         | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495901.50    | 0.17%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                             | HOWARD MIDSTREAM ENERGY PARTNERS LLC 7.375% 07/15/2032 144A                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $235425.34    | 0.08%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP 5.125% 10/15/2027                                                                         | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   1125000 | PA      | $1104290.10   | 0.38%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 03/01/2027 144A                         | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $913077.86    | 0.31%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP 7.5% 06/01/2027 144A                                                                           | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1066009.81   | 0.36%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRISES INC                                                  | GRAFTECH GLOBAL ENTERPRISES TERM DD NEW $1LN 12/21/2029                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18813 | PA      | $18587.65     | 0.01%             | 2029-12-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 6% 02/15/2028 144A                                                                       | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $123613.16    | 0.04%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                              | MORTON TERM B 1LN 01/31/2029                                                                            | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     31597 | PA      | $31273.83     | 0.01%             | 2029-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                      | DEL MONTE TERM FLFO B PIK 08/02/2028                                                                    | CUSIP: 24521WAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57004 | PA      | $57004.41     | 0.02%             | 2028-08-02      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                                 | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    564579 | PA      | $553078.85    | 0.19%             | 2028-12-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 8.25% 02/01/2029 144A                                               | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $235330.48    | 0.08%             | 2029-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC                                                  | COGENT COMMUNICATIONS GROUP INC 7% 06/15/2027 144A                                                      | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    825000 | PA      | $829037.55    | 0.28%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DRAGON BUYER INC                                                                 | NCR VOYIX TERM 1LN 09/30/2031                                                                           | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |     24938 | PA      | $24769.17     | 0.01%             | 2031-09-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                        | ESAB CORP 6.25% 04/15/2029 144A                                                                         | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1486433.98   | 0.51%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| OWENS and MINOR INC                                                              | OWENS and MINOR TERM B 1LN 04/02/2030                                                                   | CUSIP: N/A<br>LEI: 549300LMT5KQQXCEZ733       | Long             | LON              | CORP              | US        |    175000 | PA      | $171500.00    | 0.06%             | 2030-04-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AVALARA INC                                                                      | AVALARA TERM B 1LN 03/29/2032                                                                           | CUSIP: 05338KAB3<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |    280000 | PA      | $278163.20    | 0.10%             | 2032-03-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                                              | HILTON GRAND VACATIONS TERM B 1LN 08/02/2028                                                            | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |     32865 | PA      | $32208.07     | 0.01%             | 2028-08-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP                                                                                     | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |         2 | NS      | $69.02        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.625% 01/15/2027                                                                          | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    431000 | PA      | $423484.06    | 0.14%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                  | STANDARD BUILDING SOLUTIONS INC 6.5% 08/15/2032 144A                                                    | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    495000 | PA      | $501164.56    | 0.17%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.25% 03/15/2026 144A            | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1324882.44   | 0.45%             | 2026-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                                                          | OLDCASTLE BUILDINGENVELOPE TERM B 1LN 04/29/2029                                                        | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    487500 | PA      | $465138.38    | 0.16%             | 2029-04-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                      | DEL MONTE FOODS TERM 1LN SUPER_PRIORITY FIRST OUT 08/02/2028                                            | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    194415 | PA      | $185179.90    | 0.06%             | 2028-08-02      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                  | INTRAFI TERM B 1LN 07/31/2031                                                                           | CUSIP: 65343UAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    344138 | PA      | $342943.34    | 0.12%             | 2031-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORPORATION                                                              | SEASPAN CORPORATION 5.5% 08/01/2029 144A                                                                | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    645000 | PA      | $588404.93    | 0.20%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 8.375% 01/15/2031 144A                                             | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451651.73    | 0.15%             | 2031-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| MATTEL INC                                                                       | MATTEL INC 5.875% 12/15/2027 144A                                                                       | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    460000 | PA      | $457064.64    | 0.16%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL | BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL 5.75% 05/15/2026 144A  | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1133363.66   | 0.39%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                             | RANGE RESOURCES CORP 4.875% 05/15/2025                                                                  | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449555.40    | 0.15%             | 2025-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                                        | STONEPEAK NILE PARENT LLC 7.25% 03/15/2032 144A                                                         | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    365000 | PA      | $370566.25    | 0.13%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CAMELOT FIN S A                                                                  | CAMELOT FIN S A 4.5% 11/01/2026 144A                                                                    | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1175000 | PA      | $1157739.49   | 0.40%             | 2026-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |    230000 | PA      | $194612.27    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A                                                           | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2884988.05   | 0.99%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | BAUSCH HEALTH COS INC 11% 09/30/2028 144A                                                               | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $489008.00    | 0.17%             | 2028-09-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 24 LTD                                                                  | AMMC CLO 24 LTD ER TSFR3M+650 01/20/2035 144A                                                           | CUSIP: 00177MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $147175.20    | 0.05%             | 2035-01-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | US LBM TERM B 1LN 06/06/2031                                                                            | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    749527 | PA      | $707838.18    | 0.24%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS                                                                     | NEW FORTRESS 12% 11/15/2029 144A                                                                        | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    959789 | PA      | $660652.62    | 0.23%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC                                         | HAT HOLDINGS I LLC / II LLC 8% 06/15/2027 144A                                                          | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $292729.55    | 0.10%             | 2027-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025910 | PA      | $1019072.69   | 0.35%             | 2026-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                      | HEXION TERM 1LN 03/15/2029                                                                              | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    505659 | PA      | $491571.05    | 0.17%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ONE SKY FLIGHT LLC                                                               | ONE SKY FLIGHT LLC 8.875% 12/15/2029 144A                                                               | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116080.72    | 0.04%             | 2029-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 3.25% 11/15/2026 144A                                                                      | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1139538.38   | 0.39%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 7.25% 06/15/2031 144A                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    560000 | PA      | $560000.00    | 0.19%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP 10.75% 11/30/2029                                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2369934 | PA      | $2505882.16   | 0.86%             | 2029-11-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| TORY BURCH                                                                       | TORY BURCH TERM B 1LN 04/16/2028                                                                        | CUSIP: 89148GAF7<br>LEI: 549300GGL74W33KY2650 | Long             | LON              | CORP              | US        |    844891 | PA      | $804057.12    | 0.28%             | 2028-04-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                        | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 05/15/2028 144A                                         | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $182811.42    | 0.06%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMENT INC 4.75% 10/15/2027 144A                                                     | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1761850.44   | 0.60%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMERN PIPELINE MLP                                                    | PLAINS ALL AMERN PIPELINE MLP FRN TSFR3M+411 PERP                                                       | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |    510000 | PA      | $503024.56    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                                                 | STAR HOLDING LLC 8.75% 08/01/2031 144A                                                                  | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    235000 | PA      | $215318.75    | 0.07%             | 2031-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                                  | CONSOLIDATED COMMUNICATIONS INC 5% 10/01/2028 144A                                                      | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    385000 | PA      | $365569.05    | 0.13%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE LLC 6.75% 03/15/2033 144A                                                      | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269249.01    | 0.09%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 6.75% 04/15/2030 144A                                                              | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187773.40    | 0.06%             | 2030-04-15      | 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        |    125000 | PA      | $134040.00    | 0.05%             | 2029-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                         | ACURIS FIN US/ACURIS FIN 9% 08/01/2029 144A                                                             | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $282000.00    | 0.10%             | 2029-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Arc Falcon I Inc                                                                 | ARCLIN TERM B 1LN 09/30/2028                                                                            | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    391155 | PA      | $379569.25    | 0.13%             | 2028-09-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                                    | SUMMIT MIDSTREAM HOLDINGS LLC 8.625% 10/31/2029 144A                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $182250.29    | 0.06%             | 2029-10-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 3.5% 01/15/2027                                                                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2728533.86   | 0.93%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                          | TGS ASA 8.5% 01/15/2030 144A                                                                            | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |    250000 | PA      | $247500.00    | 0.08%             | 2030-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP/SEALED AIR CORP US                                               | SEALED AIR CORP/SEALED AIR CORP US 6.125% 02/01/2028 144A                                               | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $644725.76    | 0.22%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                    | CORELOGIC TERM B 1LN 06/02/2028                                                                         | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     48250 | PA      | $47526.25     | 0.02%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 7.375% 07/01/2028                                                                         | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $344612.30    | 0.12%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORBES ENERGY SVCS LTD                                                           | FORBES ENERGY SVCS LTD NEW                                                                              | CUSIP: 345143200<br>LEI: 5493000KNGZL65YWY755 | Long             | EC               | CORP              | US        |      6468 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SANDISK CORP                                                                     | SANDISK TERM B 1LN 02/23/2032                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    890000 | PA      | $847725.00    | 0.29%             | 2032-02-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                | ILIAD HOLDING SAS 7% 04/15/2032 144A                                                                    | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $201785.40    | 0.07%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIMETREE BAY CAYMAN, LTD.                                                        | LIMETREE BAY CAYMAN LTD                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        80 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH TERM B 1LN 11/30/2027                                                             | CUSIP: 12687HAD9<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |    472774 | PA      | $471001.57    | 0.16%             | 2027-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                              | SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A                                                              | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    850000 | PA      | $255000.00    | 0.09%             | 2026-09-01      | Fixed         | 0.06%                 | 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        |    355000 | PA      | $375370.61    | 0.13%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                                                    | WESTERN ALLIANCE BANCORPORATN 3%/VAR 06/15/2031                                                         | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    520000 | PA      | $479700.00    | 0.16%             | 2031-06-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                            | LONG RIDGE ENERGY TERM B 1LN 02/06/2032                                                                 | CUSIP: N/A<br>LEI: 984500764EC9AZ2FC764       | Long             | LON              | CORP              | US        |    265000 | PA      | $249762.50    | 0.09%             | 2032-02-19      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS INC 10.5% 05/15/2029 144A                                                                  | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1075522.45   | 0.37%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUXEMBOURG NOTES SARL                                            | TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A                                              | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $194991.20    | 0.07%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                                | WASTE PRO USA INC 7% 02/01/2033 144A                                                                    | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239766.04    | 0.08%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                    | GOLDEN NUGGET TERM 1LN 01/27/2029                                                                       | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    314356 | PA      | $305908.87    | 0.10%             | 2029-01-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUISITION CORP                                              | VIKING BAKED GOODS ACQUISITION CORP 8.625% 11/01/2031 144A                                              | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47494.77     | 0.02%             | 2031-11-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| LRS HOLDINGS LLC                                                                 | LAKESHORE RECYCLING TERM B 1LN 08/31/2028                                                               | CUSIP: 50205HAC4<br>LEI: 2549000MQSLNQZB32779 | Long             | LON              | CORP              | US        |    926606 | PA      | $852477.22    | 0.29%             | 2028-08-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                          | WESTERN GAS PARTNERS LP 4.65% 07/01/2026                                                                | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1592319.70   | 0.54%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC                                                                                         | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |     29327 | NS      | $300601.75    | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| AMER SPORTS CO                                                                   | AMER SPORTS CO 6.75% 02/16/2031 144A                                                                    | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237688.87    | 0.08%             | 2031-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.5% 08/31/2026 144A                                                        | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1685000 | PA      | $1685803.75   | 0.58%             | 2026-08-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 9% 09/15/2028 144A                                                   | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1371446.55   | 0.47%             | 2028-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| KOSMOS ENERGY LTD                                                                | KOSMOS ENERGY LTD 8.75% 10/01/2031 144A                                                                 | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160940.00    | 0.06%             | 2031-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| KODIAK BP LLC                                                                    | KODIAK TERM B 1LN 11/26/2031                                                                            | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |     55000 | PA      | $52770.30     | 0.02%             | 2031-11-26      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                               | ARCHROCK PARTNERS LP / FIN CORP 6.625% 09/01/2032 144A                                                  | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $233677.84    | 0.08%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 4.875% 09/01/2029 144A                                                                       | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71024.80     | 0.02%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC          | MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC 8.25% 04/15/2030 144A           | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $399935.43    | 0.14%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1487319.80   | 0.51%             | 2029-03-01      | Fixed         | 0.06%                 | 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        |    261038 | PA      | $240857.37    | 0.08%             | 2030-08-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                        | GARDA WORLD SECURITY CORP 8.25% 08/01/2032 144A                                                         | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $230862.19    | 0.08%             | 2032-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 7.375%/VAR 03/15/2055                                                                     | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    217000 | PA      | $210661.47    | 0.07%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                              | MERITAGE HOMES CORP CONV 1.75% 05/15/2028 144A                                                          | CUSIP: 59001ABE1<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9710.00      | 0.00%             | 2028-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                                                       | ARXIS TERM B 1LN 02/26/2032                                                                             | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |    479741 | PA      | $472118.29    | 0.16%             | 2032-02-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                  | GEN DIGITAL INC 6.25% 04/01/2033 144A                                                                   | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339082.78    | 0.12%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC 9.75% 11/15/2030 144A                                                            | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    210000 | PA      | $232450.38    | 0.08%             | 2030-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026                                                          | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $572860.71    | 0.20%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 6.375% 03/15/2033 144A                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    460000 | PA      | $465341.06    | 0.16%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPER LLC/NGL ENERGY FIN CORP                                          | NGL ENERGY OPER LLC/FIN CORP 8.125% 02/15/2029 144A                                                     | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $324234.86    | 0.11%             | 2029-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| LGI HOMES INC                                                                    | LGI HOMES INC 8.75% 12/15/2028 144A                                                                     | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196911.98    | 0.07%             | 2028-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                              | OWENS and MINOR INC 10% 04/15/2030 144A                                                                 | CUSIP: 690732AH5<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319956.27    | 0.11%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                       | PHINIA INC 6.75% 04/15/2029 144A                                                                        | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181921.35    | 0.06%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                                     | SIX FLAGS ENTERTAINMENT CORP 5.5% 04/15/2027 144A                                                       | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    550000 | PA      | $544044.44    | 0.19%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                        | CONVERGINT TECH TERM 2LN 03/31/2029                                                                     | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $77400.00     | 0.03%             | 2029-03-31      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2055                                                              | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |     15000 | PA      | $0.00         | 0.00%             | 2055-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| PRIMO BRANDS CORP                                                                | PRIMO BRANDS TERM B 1LN 03/31/2028                                                                      | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     52942 | PA      | $52465.97     | 0.02%             | 2028-03-31      | Variable      | 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        |   1864000 | PA      | $1906819.81   | 0.65%             | 2031-12-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 5.25% 06/01/2027 144A                                                               | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $667259.51    | 0.23%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PARTNERS LLC                                                | GREYSTAR REAL ESTATE PARTNERS LLC 7.75% 09/01/2030 144A                                                 | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $241529.67    | 0.08%             | 2030-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                                          | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                            | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $326104.10    | 0.11%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMPIRE TODAY IP, LLC                                                             | EMPIRE TODAY TERM EXCH 1ST OUT TLB 08/30/2029                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58050 | PA      | $51374.25     | 0.02%             | 2029-08-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                       | TRONOX INC 4.625% 03/15/2029 144A                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    530000 | PA      | $429021.63    | 0.15%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP DEL                                                                 | CENTENE CORP 3% 10/15/2030                                                                              | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    210000 | PA      | $184431.41    | 0.06%             | 2030-10-15      | Fixed         | 0.03%                 | 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        |    340000 | PA      | $345434.22    | 0.12%             | 2032-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                | INTERNATIONAL GAME TECHNOLOGY PLC 4.125% 04/15/2026 144A                                                | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1025000 | PA      | $1011772.72   | 0.35%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LANDSEA HOMES CORP                                                               | LANDSEA HOMES CORP 8.875% 04/01/2029 144A                                                               | CUSIP: 51509PAA1<br>LEI: 549300RP8AZAKHNILS36 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217654.47    | 0.07%             | 2029-04-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| VIASAT INC                                                                       | VIASAT INC 5.625% 09/15/2025 144A                                                                       | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    790000 | PA      | $789964.13    | 0.27%             | 2025-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC                                              | GLOBAL INFRASTRUCTURE SOLUTIONS INC 5.625% 06/01/2029 144A                                              | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175929.88    | 0.06%             | 2029-06-01      | Fixed         | 0.06%                 | 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        |    355000 | PA      | $304418.25    | 0.10%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| SENSATA TECHNOLOGIES INC                                                         | SENSATA TECHNOLOGIES INC 6.625% 07/15/2032 144A                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247680.24    | 0.08%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| UNITED NATURAL FOODS INC                                                         | UNITED NATURAL FOODS INC 6.75% 10/15/2028 144A                                                          | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93274.98     | 0.03%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 5.5% 11/15/2027                                                                           | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1726740.36   | 0.59%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 5.125% 11/01/2027                                                                 | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2677741.74   | 0.92%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                                                | AT HOME GROUP INC 4.875% 07/15/2028 144A                                                                | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $15892.80     | 0.01%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                            | ELLUCIAN TERM 2LN 11/15/2032                                                                            | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    125000 | PA      | $124843.75    | 0.04%             | 2032-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                          | GENESEE and WYOMING TERM B 1LN 04/10/2031                                                               | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    756823 | PA      | $746280.88    | 0.26%             | 2031-04-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                       | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                           | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    835000 | PA      | $839129.91    | 0.29%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.5% 04/01/2028 144A                                                        | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    750000 | PA      | $749230.35    | 0.26%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                             | ALPHA GENERATION LLC 6.75% 10/15/2032 144A                                                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295542.48    | 0.10%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRISES INC                                                  | GRAFTECH GLOBAL ENTERPRISES INC 9.875% 12/23/2029 144A                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $131250.00    | 0.04%             | 2029-12-23      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 7.75% 05/15/2026 144A                                                                  | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   1540000 | PA      | $1557318.84   | 0.53%             | 2026-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                        | CONVERGINT TECH TERM B 1LN 03/31/2028                                                                   | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14438 | PA      | $14376.81     | 0.00%             | 2028-03-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                                                       | ARXIS TERM B-DD 1LN 02/26/2032                                                                          | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |     45259 | PA      | $44539.46     | 0.02%             | 2032-02-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION TERM B 1LN 01/31/2029                                                                         | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   2699383 | PA      | $2554290.99   | 0.87%             | 2029-01-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                              | KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A                                                             | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267435 | PA      | $228991.22    | 0.08%             | 2026-11-01      | Variable      | 0.09%                 | 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        |    430000 | PA      | $437620.03    | 0.15%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                                   | TULLOW OIL PLC 10.25% 05/15/2026 144A                                                                   | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $452400.00    | 0.15%             | 2026-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                  | RAND PARENT LLC 8.5% 02/15/2030 144A                                                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1738889.98   | 0.59%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 4% 08/01/2028 144A                                                                | CUSIP: 36168QAL8<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |   1450000 | PA      | $1381210.84   | 0.47%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC OKLA                                                   | CONTINENTAL RESOURCES INC OKLA 2.268% 11/15/2026 144A                                                   | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95833.74     | 0.03%             | 2026-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                    | PARKLAND CORP 6.625% 08/15/2032 144A                                                                    | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    590000 | PA      | $587282.52    | 0.20%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 11% 11/15/2029 144A                                                               | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    168736 | PA      | $188562.48    | 0.06%             | 2029-11-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                                     | NEW GOLD INC 6.875% 04/01/2032 144A                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $317055.91    | 0.11%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 6.875% 11/01/2029 144A                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121066.04    | 0.04%             | 2029-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                          | INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A                                                          | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187683.24    | 0.06%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    235000 | PA      | $207085.95    | 0.07%             | 2032-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCP AEGIS CLO 2024-39 LTD                                                        | OCP AEGIS CLO 2024-39 LTD D1 TSFR3M+280 01/16/2037 144A                                                 | CUSIP: 67120EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $247025.75    | 0.08%             | 2037-01-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                                                                | DARKTRACE TERM 1LN 10/09/2031                                                                           | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    460000 | PA      | $456678.80    | 0.16%             | 2031-10-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC CONV 0.25% 04/01/2030                                                               | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9935.00      | 0.00%             | 2030-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                            | AECOM 5.125% 03/15/2027                                                                                 | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1152376.07   | 0.39%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                               | BAYTEX ENERGY CORP 7.375% 03/15/2032 144A                                                               | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $262960.16    | 0.09%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                                         | TURNING POINT BRANDS INC 7.625% 03/15/2032 144A                                                         | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    270000 | PA      | $280574.01    | 0.10%             | 2032-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURANCE MANAGMENT INC                                        | JONES DESLAURIERS INSURANCE MANAGMENT INC 10.5% 12/15/2030 144A                                         | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $75301.31     | 0.03%             | 2030-12-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                  | KRONOS ACQUISITION HOLDINGS INC 8.25% 06/30/2031 144A                                                   | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $190085.46    | 0.07%             | 2031-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                         | AZULE ENERGY FINANCE PLC 8.125% 01/23/2030 144A                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192850.00    | 0.07%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SOLENIS HOLDINGS LTD                                                             | SOLENIS TERM B6 1LN 06/23/2031                                                                          | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    903826 | PA      | $891497.49    | 0.31%             | 2031-06-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI HOMES INC 7% 11/15/2032 144A                                                                        | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    445000 | PA      | $410512.50    | 0.14%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                             | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167335.09    | 0.06%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                          | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                           | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101518.10    | 0.03%             | 2029-05-15      | Fixed         | 0.10%                 | 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        |    685000 | PA      | $692481.02    | 0.24%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY TERM B 1LN 11/15/2030                                                               | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |    645370 | PA      | $590397.64    | 0.20%             | 2030-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                         | HAH GROUP HOLDING CO LLC 9.75% 10/01/2031 144A                                                          | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91151.76     | 0.03%             | 2031-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.125% 06/01/2029                                                                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $278620.64    | 0.10%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 5% 05/01/2025 144A                                                                  | CUSIP: 66977WAP4<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1005000 | PA      | $1005000.00   | 0.34%             | 2025-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-2 LTD                                                     | PALMER SQUARE CLO 2021-2 LTD DR2 TSFR3M+414 02/15/2038 144A                                             | CUSIP: 69701XAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $97258.10     | 0.03%             | 2038-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 6.25% 03/01/2030 144A                                                                      | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    700000 | PA      | $682814.86    | 0.23%             | 2030-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAST and CREW PAYROLL LLC                                                        | CAST and CREW TERM B INCR 1LN 12/30/2028                                                                | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |    637350 | PA      | $608955.98    | 0.21%             | 2028-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                                     | TRIVIUM PACKAGING FINANCE BV 8.5% 08/15/2027 144A                                                       | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    385000 | PA      | $380527.15    | 0.13%             | 2027-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                             | EXCELERATE ENERGY LP 8% 05/15/2030 144A                                                                 | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294589.89    | 0.10%             | 2030-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A                                                             | CUSIP: 36168QAQ7<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $239085.17    | 0.08%             | 2031-01-15      | Fixed         | 0.07%                 | 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        |    370000 | PA      | $348815.19    | 0.12%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| EMPIRE TODAY IP, LLC                                                             | EMPIRE TODAY TERM NEW $1ST OUT TLA 08/30/2029                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    110162 | PA      | $97493.49     | 0.03%             | 2029-08-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA LLC / ARU FIN CORP                                        | ASCENT RESOURCES UTICA LLC / ARU FIN CORP 6.625% 10/15/2032 144A                                        | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98951.02     | 0.03%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 6.125%/VAR PERP                                                           | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    120000 | PA      | $113139.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC 8.625% 06/01/2027 144A                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    675000 | PA      | $646312.50    | 0.22%             | 2027-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| STAPLES INC                                                                      | STAPLES TERM B 1LN 09/10/2029                                                                           | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    750000 | PA      | $645622.50    | 0.22%             | 2029-09-10      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                             | LIFEPOINT HEALTH INC 11% 10/15/2030 144A                                                                | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $317447.34    | 0.11%             | 2030-10-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                                 | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1261840.57   | 0.43%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                           | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 8.625% 03/15/2029 144A                           | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $964969.19    | 0.33%             | 2029-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                                   | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $237653.11    | 0.08%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                               | SEAGATE HDD CAYMAN 8.25% 12/15/2029                                                                     | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    165000 | PA      | $176934.29    | 0.06%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                        | AMERICAN ROCK SALT TERM 1ST OUT TL B 1LN 06/12/2028                                                     | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    206368 | PA      | $206367.76    | 0.07%             | 2028-06-12      | Variable      | 0.11%                 | 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        |    515000 | PA      | $515034.51    | 0.18%             | 2028-05-15      | Fixed         | 0.07%                 | 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        |    735000 | PA      | $692127.45    | 0.24%             | 2030-10-08      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                                                  | TRIPADVISOR TERM B 1LN 07/08/2031                                                                       | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |     14925 | PA      | $14477.25     | 0.00%             | 2031-07-08      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                           | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 7.125% 03/15/2029 144A                           | CUSIP: 91740PAG3<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282713.48    | 0.10%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                              | CALPINE CORPORATION 5.125% 03/15/2028 144A                                                              | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    925000 | PA      | $916220.36    | 0.31%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LP                                                       | TRANSMONTAIGNE PARTNERS LP 8.5% 06/15/2030 144A                                                         | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $266718.53    | 0.09%             | 2030-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                            | SAUER BRANDS TERM DD 1LN 02/04/2032                                                                     | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |      1293 | PA      | $1287.04      | 0.00%             | 2032-02-04      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC                                      | CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC D2R TSFR3M+375 01/17/2038 144A                              | CUSIP: 17181TAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $97144.50     | 0.03%             | 2038-01-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                     | INSULET CORP 6.5% 04/01/2033 144A                                                                       | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137727.54    | 0.05%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC / CDK GLO                                                     | CNT PRNT/CDK GLO II/FIN 8% 06/15/2029 144A                                                              | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $588783.29    | 0.20%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| AMERITEX HOLDCO INTERMEDIATE LLC                                                 | AMERITEX HOLDCO INTERMEDIATE LLC 10.25% 10/15/2028 144A                                                 | CUSIP: 030727AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $365698.64    | 0.13%             | 2028-10-15      | Fixed         | 0.10%                 | 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        |    385000 | PA      | $379711.92    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 8% 03/01/2033 144A                                                           | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $272079.17    | 0.09%             | 2033-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | TALOS PRODUCTION INC 9% 02/01/2029 144A                                                                 | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95863.94     | 0.03%             | 2029-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MTN INC 4.875% 09/15/2027 144A                                                                     | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    475000 | PA      | $468304.40    | 0.16%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| ELASTIC NV                                                                       | ELASTIC NV 4.125% 07/15/2029 144A                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $212351.49    | 0.07%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 7% 03/15/2032 144A                                                                 | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    475000 | PA      | $446255.71    | 0.15%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES INC                                                            | AMERICAN AIRLINES INC 7.25% 02/15/2028 144A                                                             | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    480000 | PA      | $474136.99    | 0.16%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| NATIONSTAR MTG HLDGS INC                                                         | NATIONSTAR MTG HLDGS INC 6.5% 08/01/2029 144A                                                           | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $355737.78    | 0.12%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP                         | WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP 8.25% 10/01/2031 144A                          | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $926465.70    | 0.32%             | 2031-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 6.25% 03/15/2032 144A                                                       | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    280000 | PA      | $284196.50    | 0.10%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 6.375% 03/01/2033 144A                                                                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232358.18    | 0.08%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                | MACQUARIE AIRFINANCE HOLDINGS LTD 8.125% 03/30/2029 144A                                                | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $637945.32    | 0.22%             | 2029-03-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                       | WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027                                                            | CUSIP: 94767KAP6<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     79590 | PA      | $73952.40     | 0.03%             | 2027-10-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1065640.14   | 0.36%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 6.25% 06/01/2028 144A                                                                           | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    470000 | PA      | $474656.76    | 0.16%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 5.375% 05/15/2027                                                                           | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1290329.79   | 0.44%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CORECIVIC INC                                                                    | CORECIVIC INC 8.25% 04/15/2029                                                                          | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    235000 | PA      | $247715.85    | 0.08%             | 2029-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | HOWMET AEROSPACE INC 5.9% 02/01/2027                                                                    | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    455000 | PA      | $465838.10    | 0.16%             | 2027-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                                          | HCA INC 5.875% 02/15/2026                                                                               | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651667.11    | 0.22%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL SERVICES INC/ON                                                | GFL ENVIRONMENTAL SERVICES TERM B 1LN 03/03/2032                                                        | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | CA        |     65000 | PA      | $64025.00     | 0.02%             | 2032-03-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                  | MURPHY OIL CORP 6% 10/01/2032                                                                           | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    245000 | PA      | $222895.95    | 0.08%             | 2032-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| ARIS WATER HOLDINGS LLC                                                          | ARIS WATER HOLDINGS LLC 7.25% 04/01/2030 144A                                                           | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    465000 | PA      | $461431.56    | 0.16%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MERCER INTERNATIONAL INC                                                         | MERCER INTERNATIONAL INC 12.875% 10/01/2028 144A                                                        | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25544.96     | 0.01%             | 2028-10-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/ WYNN LAS V                                                   | WYNN LAS VEGAS LLC/ WYNN LAS V 5.25% 05/15/2027 144A                                                    | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $395899.28    | 0.14%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| SCHWAB CHARLES CORP                                                              | SCHWAB CHARLES CORP 5.375%/VAR PERP                                                                     | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    515000 | PA      | $513293.81    | 0.18%             |  |  |  | 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        |    375000 | PA      | $364060.69    | 0.12%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                          | HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A                                                            | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |   1000000 | PA      | $998750.00    | 0.34%             | 2029-06-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                     | FOCUS FINANCIAL PARTNERS LLC 6.75% 09/15/2031 144A                                                      | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362153.88    | 0.12%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC 5% 04/15/2026 144A                                                                             | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    407000 | PA      | $404227.03    | 0.14%             | 2026-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC        | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 6.625% 01/15/2032 144A        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $225360.46    | 0.08%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 8% 08/15/2028 144A                                                         | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    470000 | PA      | $456533.28    | 0.16%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                  | WHP TERM B 1LN 02/20/2032                                                                               | CUSIP: N/A<br>LEI: 2549009H920CQUE3R944       | Long             | LON              | CORP              | US        |    260000 | PA      | $248734.20    | 0.09%             | 2032-02-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                    | UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A                                                    | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    735000 | PA      | $742927.71    | 0.25%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| NABORS INDUSTRIES LTD                                                            | NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A                                                              | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    560000 | PA      | $445645.54    | 0.15%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 5.75% 11/15/2028 144A                                                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    345000 | PA      | $312508.04    | 0.11%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | KINETIK HOLDINGS LP 6.625% 12/15/2028 144A                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    675000 | PA      | $679933.58    | 0.23%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                       | METHANEX US OPERATIONS INC 6.25% 03/15/2032 144A                                                        | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $445041.87    | 0.15%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 7.125% 03/15/2031 144A                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     90000 | PA      | $92723.40     | 0.03%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.875% 03/01/2028 144A                                                       | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1037175.57   | 0.35%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A                         | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $933126.62    | 0.32%             | 2029-02-15      | Fixed         | 0.07%                 | 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        |   2395000 | PA      | $2294412.63   | 0.79%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| HUDBAY MINERALS INC                                                              | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                                | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   1080000 | PA      | $1059802.88   | 0.36%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SS and C TECHNOLOGIES INC                                                        | SS and C TECHNOLOGIES INC 5.5% 09/30/2027 144A                                                          | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2388166.32   | 0.82%             | 2027-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| JAZZ FINANCING LUX SARL                                                          | JAZZ PHARMACEUTICALS TERM B2 1LN 05/05/2028                                                             | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |     34308 | PA      | $34167.46     | 0.01%             | 2028-05-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP 4.75% 12/01/2027                                                                       | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    475000 | PA      | $465248.01    | 0.16%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 4.125% 06/30/2028 144A                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    875000 | PA      | $835415.88    | 0.29%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                                                      | CHG HEALTHCARE TERM B1 1LN 09/29/2028                                                                   | CUSIP: 12541HAW3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |     14477 | PA      | $14422.95     | 0.00%             | 2028-09-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                | CLARIOS TERM B 1LN 01/28/2032                                                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |     95000 | PA      | $92902.40     | 0.03%             | 2032-01-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                                              | VM CONSOLIDATED INC 5.5% 04/15/2029 144A                                                                | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1036521.88   | 0.35%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| MOSS CREEK RES HLDGS INC                                                         | MOSS CREEK RES HLDGS INC 8.25% 09/01/2031 144A                                                          | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110268.37    | 0.04%             | 2031-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                         | VIRIDIEN 10% 10/15/2030 144A                                                                            | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $337960.62    | 0.12%             | 2030-10-15      | Fixed         | 0.10%                 | 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        |    285000 | PA      | $273808.06    | 0.09%             | 2031-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                        | MATADOR RES CO 6.5% 04/15/2032 144A                                                                     | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385287.12    | 0.13%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CONSOLIDATED COMMUNICATIONS INC                                                  | CONSOLIDATED COMMUNICATIONS TERM B 1LN 10/02/2027                                                       | CUSIP: 20903EBB0<br>LEI: 549300WW675Y48HDVX34 | Long             | LON              | CORP              | US        |    250000 | PA      | $247152.50    | 0.08%             | 2027-10-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                                            | CAPSTONE BORROWER INC 8% 06/15/2030 144A                                                                | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127698.50    | 0.04%             | 2030-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 5.875% 03/15/2026 144A                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     58000 | PA      | $57704.15     | 0.02%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5% 07/01/2028                                                                             | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    460000 | PA      | $448690.35    | 0.15%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                       | BAUSCH HEALTH AMERICAS INC 9.25% 04/01/2026 144A                                                        | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    890000 | PA      | $867941.35    | 0.30%             | 2026-04-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GATES CORP/THE                                                                   | GATES CORP/THE 6.875% 07/01/2029 144A                                                                   | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344973.86    | 0.12%             | 2029-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1605000 | PA      | $1591201.51   | 0.54%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                                          | RAILWORKS HOLDINGS LP/R 8.25% 11/15/2028 144A                                                           | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $230361.78    | 0.08%             | 2028-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                        | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 7.875% 05/01/2027 144A                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    385000 | PA      | $373886.86    | 0.13%             | 2027-05-01      | Fixed         | 0.08%                 | 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        |    675000 | PA      | $651852.83    | 0.22%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| MEDLINE BORROWER LP                                                              | MEDLINE TERM 1LN 10/21/2028                                                                             | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1479634 | PA      | $1468684.92   | 0.50%             | 2028-10-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 5.875% 02/15/2027 144A                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    650000 | PA      | $646967.95    | 0.22%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIGMA HOLDCO BV                                                                  | SIGMA HOLDCO BV 7.875% 05/15/2026 144A                                                                  | CUSIP: 82660CAA0<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | CORP              | NL        |    120000 | PA      | $118806.58    | 0.04%             | 2026-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                    | PRA GROUP INC 8.875% 01/31/2030 144A                                                                    | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118436.24    | 0.04%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 7.625% 03/01/2026 144A                                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2830000 | PA      | $2833633.72   | 0.97%             | 2026-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP 3.5% 08/18/2026                                                                    | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391106.12    | 0.13%             | 2026-08-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 7.5% 09/15/2031 144A                                                               | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    545000 | PA      | $527411.98    | 0.18%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| LIFE TIME INC                                                                    | LIFE TIME INC 6% 11/15/2031 144A                                                                        | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498432.36    | 0.17%             | 2031-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                            | TRANSOCEAN AQUILA LTD 8% 09/30/2028 144A                                                                | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    542231 | PA      | $534552.02    | 0.18%             | 2028-09-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER TERM B 1LN 01/15/2032                                                                         | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   1126015 | PA      | $1106309.31   | 0.38%             | 2032-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 6.5% 05/15/2032 144A                                                                          | CUSIP: 852234AR4<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    460000 | PA      | $469328.80    | 0.16%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP CPIK 3.875% 11/30/2030                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    801400 | PA      | $863989.34    | 0.30%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIATION HOLDINGS INC                                                     | SPIRIT AVIATION HOLDINGS INC (RESTRICTED)                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2998 | NS      | $25033.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP PIK VAR 11/30/2030                                                                        | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    931800 | PA      | $868505.44    | 0.30%             | 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        |   9011353 | NS      | $9013154.98   | 3.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027                                                          | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1654692.06   | 0.57%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                                                    | BLACKLINE INC CONV 1% 06/01/2029 144A                                                                   | CUSIP: 09239BAE9<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39450.68     | 0.01%             | 2029-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 10.5% 05/15/2030 144A                                                             | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    260000 | PA      | $281078.04    | 0.10%             | 2030-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 6% 04/15/2027                                                               | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1255849.56   | 0.43%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 6.375% 06/15/2026 144A                                                             | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    525000 | PA      | $522163.85    | 0.18%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                     | ACRISURE TERM B6 1LN 11/06/2030                                                                         | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      4988 | PA      | $4922.06      | 0.00%             | 2030-11-06      | Variable      | 0.07%                 | 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        |    140000 | PA      | $145171.18    | 0.05%             | 2032-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.125% 07/15/2029 144A                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $203970.85    | 0.07%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                              | STATION CASINOS LLC 6.625% 03/15/2032 144A                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347969.86    | 0.12%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.75% 03/15/2032                                                                   | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304057.30    | 0.10%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                        | CONNECT FINCO SARL / CONNECT US FINCO LLC 9% 09/15/2029 144A                                            | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    640000 | PA      | $598592.06    | 0.20%             | 2029-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE TERM B1 1LN 03/29/2029                                                                   | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   1744250 | PA      | $1722045.82   | 0.59%             | 2029-03-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 6.95%/VAR PERP                                                                            | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    515000 | PA      | $504505.54    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                  | GOAT HOLDCO LLC 6.75% 02/01/2032 144A                                                                   | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $376337.50    | 0.13%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADVANCION HOLDINGS LLC                                                           | ANGUS CHEMICAL TERM B 1LN 11/24/2027                                                                    | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    361781 | PA      | $352512.65    | 0.12%             | 2027-11-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 7.375% 02/01/2031 144A                                                               | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    650000 | PA      | $680307.19    | 0.23%             | 2031-02-01      | Fixed         | 0.07%                 | 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        |   1208555 | PA      | $1179247.16   | 0.40%             | 2032-01-23      | Variable      | 0.08%                 | 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        |    956183 | PA      | $901804.48    | 0.31%             | 2029-06-18      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 7.625%/VAR PERP                                                                  | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    290000 | PA      | $305287.35    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| APPLIED SYS INC                                                                  | APPLIED SYSTEMS TERM 2LN 02/23/2032                                                                     | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |      5000 | PA      | $5104.70      | 0.00%             | 2032-02-23      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC 10.75% 11/15/2029 144A                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    235000 | PA      | $223837.50    | 0.08%             | 2029-11-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFETY CORP                                                          | NEOGEN FOOD SAFETY CORP 8.625% 07/20/2030 144A                                                          | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55521.68     | 0.02%             | 2030-07-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                        | AMERICAN ROCK SALT TERM FIRST OUT DD TL 1LN 06/12/2028                                                  | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    130923 | PA      | $130923.41    | 0.04%             | 2028-06-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC 7.625%/VAR PERP                                                                            | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |    245000 | PA      | $234387.95    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    240000 | PA      | $219215.09    | 0.08%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYS CORP                                                        | HUGHES SATELLITE SYS CORP 5.25% 08/01/2026                                                              | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $489406.42    | 0.17%             | 2026-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7% 01/15/2031 144A                               | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $253724.34    | 0.09%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL TERM B 1LN 05/14/2028                                                                  | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   1837354 | PA      | $1834561.47   | 0.63%             | 2028-05-14      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                   | GLOBAL AIRCRAFT LEASING CO LTD 8.75% 09/01/2027 144A                                                    | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    235000 | PA      | $234148.62    | 0.08%             | 2027-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                             | WRANGLER HOLDCO CORP 6.625% 04/01/2032 144A                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1093252.32   | 0.37%             | 2032-04-01      | Fixed         | 0.07%                 | 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        |    240000 | PA      | $224613.48    | 0.08%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.75% 03/15/2030 144A                                                                     | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    305000 | PA      | $302866.80    | 0.10%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                    | VALVOLINE TERM B 1LN 03/19/2032                                                                         | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |    750000 | PA      | $746565.00    | 0.26%             | 2032-03-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                                         | KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A                                                             | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $352935.35    | 0.12%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                            | ELLUCIAN HOLDINGS INC 6.5% 12/01/2029 144A                                                              | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124876.99    | 0.04%             | 2029-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC CONV 1.5% 03/01/2031                                                                | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    348000 | PA      | $308328.00    | 0.11%             | 2031-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 6.75%/VAR PERP                                                                            | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    200000 | PA      | $192017.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 6.125% 11/01/2032 144A                                                          | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $904249.32    | 0.31%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                     | OT MIDCO INC 10% 02/15/2030 144A                                                                        | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $390549.51    | 0.13%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| SELECT MEDICAL CORP                                                              | SELECT MEDICAL CORP 6.25% 12/01/2032 144A                                                               | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    370000 | PA      | $367392.83    | 0.13%             | 2032-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                            | MELCO RESORTS FIN LTD 5.25% 04/26/2026 144A                                                             | CUSIP: 58547DAB5<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196097.71    | 0.07%             | 2026-04-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LIGHT and WONDER INTERNATIONAL INC                                               | LIGHT and WONDER INTERNATIONAL INC 7% 05/15/2028 144A                                                   | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250282.50   | 0.43%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC 4.85% 07/15/2026                                                                              | CUSIP: 29336UAF4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    525000 | PA      | $524632.40    | 0.18%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                             | WYNN RESORTS FIN LLC / CAP CORP 6.25% 03/15/2033 144A                                                   | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $584806.22    | 0.20%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 6.875% 04/15/2029 144A                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    370000 | PA      | $377846.59    | 0.13%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-6 LTD                                                        | CARLYLE US CLO 2024-6 LTD E TSFR3M+575 10/25/2037 144A                                                  | CUSIP: 14319QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $147198.30    | 0.05%             | 2037-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 5.875% 10/01/2028 144A                                                                       | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105800.00    | 0.04%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KOHLS CORP                                                                       | KOHLS CORP 4.25% 07/17/2025                                                                             | CUSIP: 500255AU8<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68668.36     | 0.02%             | 2025-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                        | PIKE CORP 8.625% 01/31/2031 144A                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288498.10    | 0.10%             | 2031-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.25% 03/15/2033 144A            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $329727.78    | 0.11%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                        | OLIN CORP 6.625% 04/01/2033 144A                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    310000 | PA      | $294144.12    | 0.10%             | 2033-04-01      | Fixed         | 0.07%                 | 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        |   1579422 | PA      | $1285507.34   | 0.44%             | 2028-03-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 3.875% 01/15/2028 144A                                                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    900000 | PA      | $864178.02    | 0.30%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINE LTD                                                                 | IVANHOE MINE LTD 7.875% 01/23/2030 144A                                                                 | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $248735.38    | 0.09%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                           | CALUMET SPEC PROD PRT/FIN CORP 11% 04/15/2026 144A                                                      | CUSIP: 131477AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2984.86      | 0.00%             | 2026-04-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS TERM 1LN 02/08/2027                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    341395 | PA      | $279944.00    | 0.10%             | 2027-02-14      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                 | TRINET GROUP INC 7.125% 08/15/2031 144A                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    510000 | PA      | $519096.87    | 0.18%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MATIV INC                                                                        | MATIV INC 8% 10/01/2029 144A                                                                            | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    265000 | PA      | $220292.33    | 0.08%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| 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        |    575000 | PA      | $503071.99    | 0.17%             | 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        |    620000 | PA      | $677453.54    | 0.23%             | 2031-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP 3.125% 05/15/2026 144A                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171605.98    | 0.06%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALUMINA LTD                                                                      | ALUMINA LTD 6.375% 09/15/2032 144A                                                                      | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    925000 | PA      | $902912.39    | 0.31%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP 7.125% 02/01/2026 144A                                                              | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91402.37     | 0.03%             | 2026-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC STEP 04/01/2026                                                                       | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    521000 | PA      | $514107.58    | 0.18%             | 2026-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD 9.125% 07/15/2031 144A                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1250000 | PA      | $1336493.75   | 0.46%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF SINCLAIR CORP 6.375% 04/15/2027                                                                      | CUSIP: 403949AP5<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62576.06     | 0.02%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347262.60    | 0.12%             | 2031-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BULLDOG PURCHASER INC                                                            | BAY CLUB TERM B 1LN 06/30/2031                                                                          | CUSIP: 12021GAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    289275 | PA      | $287467.03    | 0.10%             | 2031-06-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                  | NATGASOLINE TERM B 1LN 03/25/2030                                                                       | CUSIP: N/A<br>LEI: 549300OHXDYMQYZOWC24       | Long             | LON              | CORP              | US        |    310000 | PA      | $301862.50    | 0.10%             | 2030-03-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                       | GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A                                                       | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    460000 | PA      | $462263.75    | 0.16%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| ROLLS-ROYCE PLC                                                                  | ROLLS-ROYCE PLC 5.75% 10/15/2027 144A                                                                   | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $485846.63    | 0.17%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                             | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372178.58    | 0.13%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CHOBANI HOLDCO II LLC                                                            | CHOBANI HOLDCO II LLC PIK VAR 10/01/2029 144A                                                           | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208391 | PA      | $220826.34    | 0.08%             | 2029-10-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                             | CAPSTONE COPPER CORP 6.75% 03/31/2033 144A                                                              | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $368459.54    | 0.13%             | 2033-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                                        | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A                                         | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1148724.42   | 0.39%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                                              | MCLAREN FINANCE PLC 7.5% 08/01/2026 144A                                                                | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $310232.50    | 0.11%             | 2026-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                   | SERVICE CORP INTERNATIONAL INC 5.75% 10/15/2032                                                         | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236937.55    | 0.08%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                                                            | TRUENOORD CAPITAL DAC 8.75% 03/01/2030 144A                                                             | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    265000 | PA      | $270692.23    | 0.09%             | 2030-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                           | ARSENAL AIC PARENT LLC 8% 10/01/2030 144A                                                               | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $113890.37    | 0.04%             | 2030-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 6.75% 06/15/2026                                                                           | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252284.00    | 0.09%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Securities Lending Cash Central Fund                                                           | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  26341783 | NS      | $26344417.49  | 9.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                                                              | CHURCHILL DOWNS INC 4.75% 01/15/2028 144A                                                               | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    375000 | PA      | $363392.58    | 0.12%             | 2028-01-15      | Fixed         | 0.05%                 | 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        |    829843 | PA      | $681790.56    | 0.23%             | 2028-06-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTL INC                                                        | COMPASS MINERALS INTL INC 6.75% 12/01/2027 144A                                                         | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202568.33    | 0.07%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                      | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7% 06/15/2032 144A                                          | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233059.69    | 0.08%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMPIRE TODAY IP, LLC                                                             | EMPIRE TODAY TERM EXCH FLSO TL 08/30/2029                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    353138 | PA      | $141255.01    | 0.05%             | 2029-08-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC 6.625% 05/15/2032                                                                     | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    265000 | PA      | $235240.40    | 0.08%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ACURIS FIN US/ACURIS FIN                                                         | ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A                                                             | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $809173.02    | 0.28%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| PALMER SQUARE LN FDG 2024-2 LTD                                                  | PALMER SQUARE LN FDG 2024-2 LTD D TSFR3M+470 01/15/2033 144A                                            | CUSIP: 69703HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241180.00    | 0.08%             | 2033-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 7.375% 05/15/2027 144A                                                            | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165005.70    | 0.06%             | 2027-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.75% 08/15/2028 144A                                                                     | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2990031.25   | 1.02%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CWGS GROUP LLC                                                                   | CAMPING WORLD TERM B 1LN 06/03/2028                                                                     | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    683408 | PA      | $648253.66    | 0.22%             | 2028-06-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                          | GENESEE and WYOMING INC 6.25% 04/15/2032 144A                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    430000 | PA      | $435676.43    | 0.15%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                         | SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A                                                          | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    345000 | PA      | $344217.06    | 0.12%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                   | TRANSOCEAN INC 8.75% 02/15/2030 144A                                                                    | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    620000 | PA      | $606044.05    | 0.21%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                            | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 6.75% 08/15/2032 144A                             | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $289060.44    | 0.10%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP 8.25% 06/15/2029 144A                                                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    995000 | PA      | $948638.87    | 0.32%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                       | CLUB CAR TERM 1LN 06/01/2028                                                                            | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    232526 | PA      | $215268.12    | 0.07%             | 2028-06-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 6.5% 07/01/2030 144A                                                               | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    635000 | PA      | $638684.91    | 0.22%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.5% 01/15/2028 144A                                                                   | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    235000 | PA      | $194555.28    | 0.07%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ TERM 1LN DIP 12/31/2055                                                                         | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |     35876 | PA      | $0.00         | 0.00%             | 2055-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| WALKER and DUNLOP INC                                                            | WALKER and DUNLOP INC 6.625% 04/01/2033 144A                                                            | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $233946.80    | 0.08%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 4.75% 10/15/2027                                                                          | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34095.20     | 0.01%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                           | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                               | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |    760310 | PA      | $720074.72    | 0.25%             | 2026-12-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                       | DCP MIDSTREAM OPER LP 5.375% 07/15/2025                                                                 | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    335000 | PA      | $335070.00    | 0.11%             | 2025-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC 6.75% 04/15/2033                                                                  | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469361.55    | 0.16%             | 2033-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ASCEND LEARNING LLC                                                              | ASCEND LEARNING TERM 2LN 12/10/2029                                                                     | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |      9404 | PA      | $9212.98      | 0.00%             | 2029-12-10      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                       | ARCOSA INC 6.875% 08/15/2032 144A                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122278.88    | 0.04%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                                                       | SOTERA HEALTH HOLDINGS LLC 7.375% 06/01/2031 144A                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230769.23    | 0.08%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 5.625% 09/15/2029 144A                                                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    630000 | PA      | $627914.76    | 0.21%             | 2029-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                         | ENCORE CAP GROUP INC 9.25% 04/01/2029 144A                                                              | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211118.00    | 0.07%             | 2029-04-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                                                 | PROTECTIVE INDUSTRIAL PRODUCTS TERM B 1LN 01/20/2032                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35000 | PA      | $33355.00     | 0.01%             | 2032-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NIELSEN HOLDINGS TERM B 1LN 04/11/2029                                                                  | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    652617 | PA      | $574348.30    | 0.20%             | 2029-04-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 04/15/2028 144A                            | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $720148.00    | 0.25%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |    220000 | PA      | $202112.97    | 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        |   1615000 | PA      | $1613794.81   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 6.25% 07/01/2033 144A                                                                         | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309582.59    | 0.11%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                           | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.875% 09/01/2027                                | CUSIP: 91740PAF5<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1165030.24   | 0.40%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                             | AMENTUM HOLDINGS INC 7.25% 08/01/2032 144A                                                              | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279740.45    | 0.10%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    435000 | PA      | $435129.20    | 0.15%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS HOLDING LTD 8.25% 11/29/2031 144A                                                                   | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $192250.00    | 0.07%             | 2031-11-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                    | WOLFSPEED INC STEP 06/23/2030 144A                                                                      | CUSIP: 977852AG7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    441240 | PA      | $424693.68    | 0.15%             | 2030-06-23      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.875% 04/01/2030 144A                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235105.17    | 0.08%             | 2030-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC 2.25% 02/15/2026                                                                       | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1480021.22   | 0.51%             | 2026-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                         | JEFFERSON CAPITAL HOLDIN 8.25% 05/15/2030 144A                                                          | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $442796.64    | 0.15%             | 2030-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP 6% 06/01/2026                                                                       | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150045.03    | 0.05%             | 2026-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                                | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    505000 | PA      | $504715.13    | 0.17%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| 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        |    550000 | PA      | $518742.74    | 0.18%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.5% 02/15/2030                                                                               | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $3705375.00   | 1.27%             | 2030-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                                            | LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028                                                       | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |    253727 | PA      | $230546.13    | 0.08%             | 2028-07-03      | Variable      | 0.08%                 | 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        |    930000 | PA      | $910631.91    | 0.31%             | 2032-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS MLP                                                             | BUCKEYE PARTNERS MLP 4.125% 12/01/2027                                                                  | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1657348.23   | 0.57%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| RESIDEO FUNDING INC                                                              | RESIDEO FUNDING INC 6.5% 07/15/2032 144A                                                                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    360000 | PA      | $357115.61    | 0.12%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SITIO ROYAL OP / SIT FIN                                                         | SITIO ROYAL OP / SIT FIN 7.875% 11/01/2028 144A                                                         | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1286660.37   | 0.44%             | 2028-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    120000 | PA      | $119859.94    | 0.04%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                        | AMERICAN ROCK SALT TERM 1LN 06/11/2028                                                                  | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    953209 | PA      | $775912.15    | 0.27%             | 2028-06-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES | APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES 7.875% 11/01/2029 144A | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $243997.50    | 0.08%             | 2029-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                      | ASURION TERM B10 1LN 08/19/2028                                                                         | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    361913 | PA      | $348851.86    | 0.12%             | 2028-08-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A                                                   | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $477147.09    | 0.16%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                       | KASEYA TERM B 1LN 03/22/2032                                                                            | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    130000 | PA      | $128978.20    | 0.04%             | 2032-03-22      | Variable      | 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        |    275000 | PA      | $264607.86    | 0.09%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC DEL                                            | ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A                                              | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    425000 | PA      | $342171.45    | 0.12%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 3.125% 09/01/2026 144A                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2330554.86   | 0.80%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 10/15/2027 144A                            | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29784.32     | 0.01%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 6.75% 02/01/2032 144A                                                                      | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1225000 | PA      | $1197575.68   | 0.41%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 6.375% 02/01/2031 144A                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213906.00    | 0.07%             | 2031-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| UKG INC                                                                          | UKG INC 6.875% 02/01/2031 144A                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    285000 | PA      | $293206.29    | 0.10%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    465000 | PA      | $424232.80    | 0.15%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| JETBLUE AIRWAYS/LOYALTY                                                          | JETBLUE AIRWAYS/LOYALTY 9.875% 09/20/2031 144A                                                          | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $175014.35    | 0.06%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PHOENIX NEWCO INC                                                                | PAREXEL TERM B 1LN 11/15/2028                                                                           | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |     55951 | PA      | $55580.72     | 0.02%             | 2028-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 6.25% 10/15/2034 144A                                                                    | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218173.77    | 0.07%             | 2034-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| GROUP 1 AUTOMOTIVE INC                                                           | GROUP 1 AUTOMOTIVE INC 6.375% 01/15/2030 144A                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227298.83    | 0.08%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN LLC/JFIN                                                           | JEFFERIES FIN LLC/JFIN 6.625% 10/15/2031 144A                                                           | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $367411.20    | 0.13%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                                   | SNF GROUP SACA 3.125% 03/15/2027 144A                                                                   | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    395000 | PA      | $374246.31    | 0.13%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC                                                                                     | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |      1922 | NS      | $167820.38    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.5% 02/15/2028 144A             | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1203866.39   | 0.41%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WOK HOLDINGS INC                                                                 | PF CHANGS TERM B 1LN 09/03/2029                                                                         | CUSIP: 69345YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198942 | PA      | $191646.60    | 0.07%             | 2029-09-03      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC / SALLY CAP INC                                               | SALLY HOLDINGS LLC / CAP INC 6.75% 03/01/2032                                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $236705.40    | 0.08%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CONFLUENT HEALTH LLC                                                             | CONFLUENT HEALTH TERM B 1LN 11/30/2028                                                                  | CUSIP: 20716LAF3<br>LEI: 5493000L34O0L3V78785 | Long             | LON              | CORP              | US        |     14559 | PA      | $13685.05     | 0.00%             | 2028-11-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 10% 11/15/2029 144A                                                       | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $141784.23    | 0.05%             | 2029-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                              | ASCEND LEARNING TERM B 1LN 12/11/2028                                                                   | CUSIP: N/A<br>LEI: 549300T466HKRLVCD610       | Long             | LON              | CORP              | US        |   1172844 | PA      | $1157761.68   | 0.40%             | 2028-12-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC WT                                                                                      | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |       901 | NS      | $2486.76      | 0.00%             |  |  |  | No            |                  3 | 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        |    250000 | PA      | $244271.95    | 0.08%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| MATADOR RESOURCES COMPANY                                                        | MATADOR RES CO 6.25% 04/15/2033 144A                                                                    | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117987.29    | 0.04%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| LIGHTNING POWER LLC                                                              | LIGHTNING POWER LLC 7.25% 08/15/2032 144A                                                               | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227926.89    | 0.08%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                      | SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 144A                                                         | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $275974.51    | 0.09%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | CHENIERE ENERGY INC 4.625% 10/15/2028                                                                   | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    625000 | PA      | $619037.32    | 0.21%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.5% 10/15/2029 144A                                                                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     95000 | PA      | $77767.96     | 0.03%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONAIR HOLDINGS LLC                                                              | CONAIR TERM B 1LN 05/17/2028                                                                            | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |     24125 | PA      | $12183.13     | 0.00%             | 2028-05-17      | Variable      | 0.08%                 | 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        |    825000 | PA      | $589231.50    | 0.20%             | 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        |    295000 | PA      | $303904.28    | 0.10%             | 2032-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC 7.25% PERP                                                                          | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EP               | CORP              | US        |    135000 | PA      | $1350.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 5.625% 03/15/2027 144A                                                     | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1609105.33   | 0.55%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | NOVOLEX TERM 1LN 04/13/2029                                                                             | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    963925 | PA      | $956579.83    | 0.33%             | 2029-04-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC 6.375% 05/15/2030                                                                     | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    355000 | PA      | $323182.56    | 0.11%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                                                           | REAL HERO MERGER SUB 2 6.25% 02/01/2029 144A                                                            | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $22380.41     | 0.01%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                        | QORVO INC 4.375% 10/15/2029                                                                             | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1600966.17   | 0.55%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| STUDIO CITY FIN LTD                                                              | STUDIO CITY FIN LTD 5% 01/15/2029 144A                                                                  | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    225000 | PA      | $197343.00    | 0.07%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                  | SEALED AIR CORP 5% 04/15/2029 144A                                                                      | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1750355.10   | 0.60%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV                                        | AXALTA COATING SYSTEMS DUTCH HOLDING B BV 7.25% 02/15/2031 144A                                         | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    590000 | PA      | $610927.30    | 0.21%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                   | ALLIANT HOLDINGS TERM B6 1LN 09/19/2031                                                                 | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    628167 | PA      | $623323.83    | 0.21%             | 2031-09-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                            | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    490000 | PA      | $467062.81    | 0.16%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                          | PRECISION DRILLING CORP 7.125% 01/15/2026 144A                                                          | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    326000 | PA      | $324880.88    | 0.11%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC 9.625% 09/15/2032 144A                                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $141160.32    | 0.05%             | 2032-09-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS HOLDING LTD 7.875% 05/29/2030 144A                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $192750.00    | 0.07%             | 2030-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I LTD                                                                | BBAM US CLO I LTD D1R TSFR3M+300 03/30/2038 144A                                                        | CUSIP: 054978AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $122859.00    | 0.04%             | 2038-03-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                         | CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A                                                         | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    405000 | PA      | $397892.09    | 0.14%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                            | WILLIAMS SCOTSMAN INC 6.625% 04/15/2030 144A                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223984.24    | 0.08%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                         | ACADIA HEALTHCARE CO INC 7.375% 03/15/2033 144A                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234795.67    | 0.08%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer