# EDGAR Filing Document

**Accession Number:** 0000225322
**File Stem:** 0000035402-26-001939
**Filing Date:** 2026-3
**Character Count:** 445314
**Document Hash:** 6298015bf7564335470507573c291ff3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-001939.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-001939

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260430

**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:** 26790477

**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 Capital & Income Fund (Series ID: S000007495)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000020469 | Fidelity Capital & Income Fund | FAGIX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Capital & Income Fund**

**January 31, 2026**

CAI-NPRT3-0426

1.813054.121 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Alternative Funds - 2.4%** | &nbsp;&nbsp;**Alternative Funds - 2.4%** | &nbsp;&nbsp;**Alternative Funds - 2.4%** |
|  | Shares | Value ($)<br>|
| Fidelity Private Credit Company LLC (d)(n)<br>(Cost $378,469,472)<br>| 38033001 | **357342865** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.0%  |  |  |
| Brant Point CLO 2024-5 Ltd Series 2024-5A Class E, CME Term SOFR 3 month Index + 6.7%, 10.3676% 10/20/2037 (f)(h)(i) | 757000 | 770328 |
| Golub Cap Partners Clo 76 B Ltd Series 2024-76A Class E, CME Term SOFR 3 month Index + 5.75%, 9.418% 10/25/2037 (f)(h)(i) | 1000000 | 1008541 |
| OCP Aegis CLO Ltd Series 2024-39A Class D1, CME Term SOFR 3 month Index + 2.8%, 6.4711% 1/16/2037 (f)(h)(i) | 490000 | 490782 |
| TOTAL BAILIWICK OF JERSEY |  | 2269651 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.3%  |  |  |
| 720 East CLO IV Ltd Series 2024-1A Class E, CME Term SOFR 3 month Index + 6.5%, 10.1722% 4/15/2037 (f)(h)(i) | 1228000 | 1233721 |
| Ares Loan Funding VII Ltd Series 2024-ALF7A Class E, CME Term SOFR 3 month Index + 6.25%, 9.9192% 10/22/2037 (f)(h)(i) | 1152000 | 1152914 |
| Arini US Clo II Ltd Series 2025-2A Class E, CME Term SOFR 3 month Index + 5.65%, 9.3222% 3/31/2038 (f)(h)(i) | 721000 | 736346 |
| Balboa Bay Loan Funding 2025-1 Ltd Series 2025-1A Class D2, CME Term SOFR 3 month Index + 4.15%, 8.209% 7/20/2038 (f)(h)(i) | 1078000 | 1102195 |
| Balboa Bay Loan Funding 2025-1 Ltd Series 2025-1A Class E, CME Term SOFR 3 month Index + 5.75%, 9.4176% 7/20/2038 (f)(h)(i) | 691000 | 703452 |
| Bayard Pk Clo Ltd Series 2025-1A Class E, CME Term SOFR 3 month Index + 6.35%, 10.018% 7/24/2038 (f)(h)(i) | 1747000 | 1793171 |
| Bbam US Clo I Ltd Series 2025-1A Class D1R, CME Term SOFR 3 month Index + 3%, 6.6722% 3/30/2038 (f)(h)(i) | 1141000 | 1149407 |
| Bbam US Clo III Ltd Series 2025-3A Class DR, CME Term SOFR 3 month Index + 5.2%, 8.8722% 10/15/2038 (f)(h)(i) | 889000 | 884333 |
| Benefit Street Partners Clo Xxxix Ltd Series 2025-39A Class D2, CME Term SOFR 3 month Index + 3.65%, 7.3222% 4/15/2038 (f)(h)(i) | 1562000 | 1572014 |
| Birch Grove Clo 12 Ltd Series 2025-12A Class D1, CME Term SOFR 3 month Index + 2.75%, 6.4192% 4/22/2038 (f)(h)(i) | 1672000 | 1681189 |
| Birch Grove Clo 5 LLC Series 2024-5A Class ER, CME Term SOFR 3 month Index + 6.75%, 10.4176% 10/20/2037 (f)(h)(i) | 903000 | 908152 |
| Carlyle US Clo 2025-2 Ltd Series 2025-2A Class E, CME Term SOFR 3 month Index + 6.75%, 11.046% 7/25/2038 (f)(h)(i) | 1404000 | 1446353 |
| Carlyle US Clo Ltd Series 2024-6A Class E, CME Term SOFR 3 month Index + 5.75%, 9.418% 10/25/2037 (f)(h)(i) | 1082000 | 1094267 |
| Carval Clo Xi-C Ltd Series 2024-3A Class E, CME Term SOFR 3 month Index + 6.35%, 10.0176% 10/20/2037 (f)(h)(i) | 412000 | 418004 |
| Cifc Fdg 2025-Iii Ltd Series 2025-3A Class E, CME Term SOFR 3 month Index + 7.25%, 10.9197% 7/21/2038 (f)(h)(i) | 2379000 | 2466673 |
| CIFC Funding Ltd Series 2025-4A Class D2R, CME Term SOFR 3 month Index + 3.75%, 7.4176% 1/17/2038 (f)(h)(i) | 956000 | 957425 |
| Croton Pk Clo Ltd Series 2024-1A Class E, CME Term SOFR 3 month Index + 5.55%, 9.2222% 10/15/2036 (f)(h)(i) | 5156000 | 5196218 |
| Diameter Cap Clo 7 Ltd / Diameter Cap Clo 7 LLC Series 2024-7A Class D, CME Term SOFR 3 month Index + 6.1%, 9.7676% 7/20/2037 (f)(h)(i) | 2754000 | 2787370 |
| Flat Series 2025-30A Class D2, CME Term SOFR 3 month Index + 4.1%, 7.7722% 4/15/2038 (f)(h)(i) | 1048000 | 1052746 |
| Flatiron Rr Clo 30 Ltd Series 2025-30A Class E, CME Term SOFR 3 month Index + 5.25%, 8.9222% 4/15/2038 (f)(h)(i) | 1608000 | 1623191 |
| Garnet CLO Ltd Series 2025-1A Class E, CME Term SOFR 3 month Index + 6.25%, 9.9176% 7/20/2037 (f)(h)(i) | 471000 | 478719 |
| Madison Park Funding LXXII Ltd Series 2025-72A Class D2, 8.345% 7/23/2038 (f) | 664000 | 678704 |
| Magnetite Xxix Ltd Series 2024-29A Class ER, CME Term SOFR 3 month Index + 6%, 9.6722% 7/15/2037 (f)(h)(i) | 914000 | 925879 |
| Midocean Cr Clo Xix Series 2025-19A Class E, CME Term SOFR 3 month Index + 6.25%, 9.9176% 7/20/2036 (f)(h)(i) | 1120000 | 1128312 |
| Midocean Cr Clo Xvi Series 2024-16A Class E, CME Term SOFR 3 month Index + 6.25%, 9.9176% 10/20/2037 (f)(h)(i) | 1070000 | 1079443 |
| OCP CLO Ltd Series 2024-14A Class ER, CME Term SOFR 3 month Index + 6.55%, 10.2176% 7/20/2037 (f)(h)(i) | 1291000 | 1300952 |
| Orchard Park Clo Ltd Series 2024-1A Class E, CME Term SOFR 3 month Index + 5.6%, 9.2676% 10/20/2037 (f)(h)(i) | 2024000 | 2043667 |
| Palmer Square Clo Ltd Series 2025-2A Class DR2, CME Term SOFR 3 month Index + 4.14%, 7.8122% 2/15/2038 (f)(h)(i) | 726000 | 725482 |
| Palmer Square Loan Funding 2025-2 Ltd Series 2025-2A Class D, CME Term SOFR 3 month Index + 4.5%, 8.1722% 7/15/2033 (f)(h)(i) | 1586000 | 1587096 |
| Palmer Square Loan Funding Ltd Series 2024-2A Class D, CME Term SOFR 3 month Index + 4.7%, 8.3722% 1/15/2033 (f)(h)(i) | 2485000 | 2485410 |
| Pikes Peak Clo 1 Series 2025-12A Class D2R, CME Term SOFR 3 month Index + 3.8%, 7.4676% 4/20/2038 (f)(h)(i) | 640000 | 640207 |
| Rr 31 Ltd Series 2024-31A Class D, CME Term SOFR 3 month Index + 6%, 9.6722% 10/15/2039 (f)(h)(i) | 1250000 | 1275861 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 44308873 |
| UNITED STATES - 0.0%  |  |  |
| Obra Clo 1 Ltd / Obra Clo 1 LLC Series 2024-1A Class D2, 8.259% 1/20/2038 (f) | 750000 | 759509 |
| Obra Homes Finance LLC Series 2024-1A Class E, CME Term SOFR 3 month Index + 6.75%, 10.4176% 1/20/2038 (f)(h)(i) | 864000 | 876959 |
| Systima Capital Management LLC Series 2025-SUP2 Class E, U.S. 30-Day Avg. SOFR Index + 4%, 7.3973% 9/25/2032 (f)(h)(i) | 315512 | 316918 |
| TOTAL UNITED STATES |  | 1953386 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $47,944,725) |  | <br> **48531910** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 10.1%** | &nbsp;&nbsp;**Bank Loan Obligations - 10.1%** | &nbsp;&nbsp;**Bank Loan Obligations - 10.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| FINLAND - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Paper & Forest Products - 0.0% |  |  |
| Ahlstrom Holding 3 Oy Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.1836% 5/23/2030 (g)(h)(i) | 8875456 | 8877675 |
| FRANCE - 0.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Altice France SA Tranche B14 1LN, term loan CME Term SOFR 1 month Index + 6.875%, 10.5472% 5/31/2031 (g)(h)(i) | 16075275 | 16289558 |
| LUXEMBOURG - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Financial Services - 0.1% |  |  |
| Accelya Lux Finco Sarl Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 8.9219% 10/1/2032 (g)(h)(i) | 11885000 | 11706725 |
| Materials - 0.0% |  |  |
| Containers & Packaging - 0.0% |  |  |
| Kleopatra Finco Sarl Tranche EXIT LOAN 1LN, term loan CME Term SOFR 1 month Index + 6%, 10.6668% 1/30/2031 (e)(g)(h) | 936788 | 832177 |
| TOTAL LUXEMBOURG |  | 12538902 |
| NETHERLANDS - 0.1%  |  |  |
| Industrials - 0.1% |  |  |
| Building Products - 0.1% |  |  |
| Hunter Douglas Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 6.6719% 1/17/2032 (g)(h)(i) | 20017248 | 19937980 |
| SWITZERLAND - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| Consolidated Energy Finance SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1975% 11/15/2030 (g)(h)(i) | 11912813 | 10356761 |
| UNITED KINGDOM - 0.5%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Connect Finco SARL Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.1719% 9/27/2029 (g)(h)(i) | 8558189 | 8517538 |
| Energy - 0.4% |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| EG America LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 1/29/2031 (g)(h)(i)(k) | 21305000 | 21251737 |
| EG America LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.3224% 2/7/2028 (g)(h)(i) | 44541098 | 44504129 |
| TOTAL ENERGY |  | 65755866 |
| TOTAL UNITED KINGDOM |  | 74273404 |
| UNITED STATES - 9.2%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Aventiv Technologies LLC 1LN, term loan CME Term SOFR 3 month Index + 5.09%, 9.0236% 3/25/2026 (g)(h)(i) | 7897021 | 4698728 |
| Aventiv Technologies LLC Tranche DEC FLSO 1LN, term loan CME Term SOFR 3 month Index + 10%, 13.9562% 3/25/2026 (e)(g)(h)(i) | 210242 | 219703 |
| Aventiv Technologies LLC Tranche FLSO 1LN, term loan CME Term SOFR 1 month Index + 10%, 13.9327% 3/25/2026 (g)(h)(i) | 1931635 | 2018558 |
| Aventiv Technologies LLC Tranche FLSO 1LN, term loan CME Term SOFR 3 month Index + 7.5%, 11.4336% 3/25/2026 (e)(g)(h)(i) | 210677 | 210677 |
|  |  | 7147666 |
| Media - 0.1% |  |  |
| Univision Communications Inc 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 7.9219% 6/24/2029 (g)(h)(i) | 728575 | 727664 |
| Univision Communications Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.0364% 1/31/2029 (g)(h)(i) | 7218750 | 7155586 |
|  |  | 7883250 |
| TOTAL COMMUNICATION SERVICES |  | 15030916 |
| Consumer Discretionary - 1.5% |  |  |
| Automobile Components - 0.0% |  |  |
| Clarios Global LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1719% 5/6/2030 (g)(h)(i) | 2612004 | 2607118 |
| Broadline Retail - 0.0% |  |  |
| Great Outdoors Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9219% 1/23/2032 (g)(h)(i) | 6607263 | 6599003 |
| Distributors - 0.0% |  |  |
| Solenis Holdings Ltd Tranche B6 1LN, term loan CME Term SOFR 3 month Index + 3%, 6.6719% 6/20/2031 (g)(h)(i) | 3308223 | 3256946 |
| Diversified Consumer Services - 0.3% |  |  |
| Spin Holdco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.0217% 3/4/2028 (g)(h)(i) | 25859896 | 20830147 |
| TKC Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 5%, 8.6719% 5/15/2028 (g)(h)(i) | 26085029 | 26085029 |
|  |  | 46915176 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Fertitta Entertainment LLC/NV Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9219% 1/29/2029 (g)(h)(i) | 28921209 | 28835892 |
| United PF Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.9285% 12/30/2026 (g)(h)(i) | 8916752 | 8567483 |
|  |  | 37403375 |
| Household Durables - 0.1% |  |  |
| Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.4108% 10/1/2032 (g)(h)(i) | 11890000 | 11875138 |
| Specialty Retail - 0.9% |  |  |
| Belron Finance 2019 LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.1196% 10/16/2031 (g)(h)(i) | 4626613 | 4637023 |
| Kodiak BP LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.4219% 12/4/2031 (g)(h)(i) | 2719756 | 2669114 |
| LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.5212% 6/6/2031 (g)(h)(i) | 115492946 | 110940215 |
| Park River Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.1608% 3/15/2031 (g)(h)(i) | 1485000 | 1482683 |
| SGUS LLC 1LN, term loan 14.65% 7/15/2026 (e)(g)(h) | 278800 | 250920 |
| SGUS LLC term loan 10% 7/15/2026 (e)(g)(h) | 181336 | 54401 |
| SGUS LLC Tranche FIRST OUT DIP PIK, term loan CME Term SOFR 3 month Index + 10%, 14.65% 7/15/2026 (e)(g)(h)(i) | 19516 | 17564 |
| Wand NewCo 3 Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1719% 1/30/2031 (g)(h)(i) | 2094256 | 2092016 |
|  |  | 122143936 |
| TOTAL CONSUMER DISCRETIONARY |  | 230800692 |
| Consumer Staples - 0.0% |  |  |
| Beverages - 0.0% |  |  |
| Naked Juice LLC Tranche EXCH FLSO FL20 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.0219% 1/24/2029 (g)(h)(i) | 1786452 | 1140346 |
| Naked Juice LLC Tranche NEW $$ FLFO 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.1719% 1/24/2029 (g)(h)(i) | 1165101 | 1157038 |
|  |  | 2297384 |
| Food Products - 0.0% |  |  |
| Fiesta Purchaser Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.4219% 2/12/2031 (g)(h)(i) | 2117898 | 2052476 |
| TOTAL CONSUMER STAPLES |  | 4349860 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| CVR CHC LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.6719% 12/30/2027 (g)(h)(i) | 1352873 | 1349490 |
| Mesquite Energy Inc 1LN, term loan 0% (e)(g)(h)(j) | 2528000 | 0 |
| Mesquite Energy Inc 1LN, term loan 3 month U.S. LIBOR + 8%, 0% (e)(g)(h)(i)(j) | 5860874 | 0 |
| New Fortress Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.5699% 10/30/2028 (g)(h)(i) | 22084511 | 8585354 |
| TOTAL ENERGY |  | 9934844 |
| Financials - 1.2% |  |  |
| Capital Markets - 0.2% |  |  |
| Citadel Securities Global Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.6719% 10/31/2031 (g)(h)(i) | 9409104 | 9416914 |
| Focus Financial Partners LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1719% 9/15/2031 (g)(h)(i) | 23844301 | 23679060 |
| PEX Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.4219% 11/26/2031 (g)(h)(i) | 1726950 | 1724066 |
|  |  | 34820040 |
| Financial Services - 0.4% |  |  |
| CFC USA 2025 LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.1608% 7/1/2032 (g)(h)(i) | 13725000 | 13038750 |
| Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.6719% 7/31/2031 (g)(h)(i) | 11855288 | 11647820 |
| Orion US Finco Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.1497% 10/8/2032 (g)(h)(i) | 1270000 | 1269212 |
| WH Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.389% 2/20/2032 (g)(h)(i) | 28591325 | 28619059 |
|  |  | 54574841 |
| Insurance - 0.6% |  |  |
| Acrisure LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9219% 6/21/2032 (g)(h)(i) | 16284718 | 16264362 |
| Acrisure LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.6719% 11/6/2030 (g)(h)(i) | 11642661 | 11599000 |
| Alera Group Intermediate Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 5/31/2032 (g)(h)(i)(k) | 3625913 | 3612315 |
| Alliant Hldgs Intermediate LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1719% 9/19/2031 (g)(h)(i) | 34071588 | 33954383 |
| CRC Insurance Group LLC 2LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.4219% 5/6/2032 (g)(h)(i) | 13536842 | 13570684 |
| CRC Insurance Group LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.4219% 5/6/2031 (g)(h)(i) | 2254718 | 2245564 |
| HUB International Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 5.9197% 6/20/2030 (g)(h)(i) | 7753790 | 7747432 |
|  |  | 88993740 |
| TOTAL FINANCIALS |  | 178388621 |
| Health Care - 0.6% |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Bausch + Lomb Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.4219% 1/15/2031 (g)(h)(i) | 3124300 | 3143827 |
| Medline Borrower LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.4219% 10/23/2028 (g)(h)(i) | 4182719 | 4192673 |
|  |  | 7336500 |
| Health Care Technology - 0.5% |  |  |
| AthenaHealth Group Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.4219% 2/15/2029 (g)(h)(i) | 28675492 | 28275182 |
| Cotiviti Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.4495% 5/1/2031 (g)(h)(i) | 34463149 | 31813967 |
|  |  | 60089149 |
| Life Sciences Tools & Services - 0.0% |  |  |
| PAREXEL International Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.4219% 12/12/2031 (g)(h)(i) | 6675842 | 6670300 |
| Pharmaceuticals - 0.1% |  |  |
| 1261229 BC Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 9.9219% 10/8/2030 (g)(h)(i) | 17974675 | 17504817 |
| Amneal Pharmaceuticals LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.1719% 8/2/2032 (g)(h)(i) | 1306725 | 1309992 |
|  |  | 18814809 |
| TOTAL HEALTH CARE |  | 92910758 |
| Industrials - 1.1% |  |  |
| Aerospace & Defense - 0.2% |  |  |
| TransDigm Group Inc Tranche M 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1719% 8/19/2032 (g)(h)(i) | 21590888 | 21572103 |
| TransDigm Inc Tranche L 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.1719% 1/19/2032 (g)(h)(i) | 10121875 | 10113778 |
|  |  | 31685881 |
| Commercial Services & Supplies - 0.8% |  |  |
| ABG Intermediate Holdings 2 LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 5.9219% 2/14/2032 (g)(h)(i) | 19105625 | 19029203 |
| ABG Intermediate Holdings 2 LLC Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 5.9219% 12/21/2028 (g)(h)(i) | 17401872 | 17378205 |
| Artera Services LLC 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1719% 2/15/2031 (g)(h)(i) | 6233963 | 5004999 |
| Brand Industrial Services Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.3538% 8/1/2030 (g)(h)(i) | 30825796 | 27159684 |
| CSC Serviceworks Inc Tranche NEW $ FLFO TL, term loan CME Term SOFR 3 month Index + 5.5%, 9.101% 9/30/2030 (e)(g)(h)(i) | 4418522 | 4462707 |
| Madison IAQ LLC Tranche B 1LN, term loan CME Term SOFR 6 month Index + 2.5%, 6.1276% 6/21/2028 (g)(h)(i) | 2901225 | 2899426 |
| Neptune Bidco US Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 0% 1/28/2033 (g)(h)(i)(k) | 15000000 | 14749950 |
| Neptune Bidco US Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.7669% 4/11/2029 (g)(h)(i) | 15248800 | 15235076 |
| Reworld Holding Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 5.9212% 11/30/2028 (g)(h)(i) | 1717232 | 1717232 |
| Sabert Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.7864% 12/10/2026 (g)(h)(i) | 4772251 | 4766286 |
|  |  | 112402768 |
| Machinery - 0.1% |  |  |
| Beach Acquisition Bidco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 6.9219% 9/13/2032 (g)(h)(i) | 1930000 | 1930000 |
| STS Operating Inc 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.7719% 3/25/2031 (g)(h)(i) | 6037463 | 6011079 |
|  |  | 7941079 |
| Passenger Airlines - 0.0% |  |  |
| AAdvantage Loyalty IP Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 6.9176% 5/28/2032 (g)(h)(i) | 1225738 | 1226963 |
| United Airlines Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 5.6726% 2/22/2031 (g)(h)(i) | 2250912 | 2250440 |
|  |  | 3477403 |
| Professional Services - 0.0% |  |  |
| Amentum Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.6719% 9/29/2031 (g)(h)(i) | 4701263 | 4695386 |
| TOTAL INDUSTRIALS |  | 160202517 |
| Information Technology - 3.6% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| DG Investment Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9219% 7/9/2032 (g)(h)(i) | 1948904 | 1951340 |
| Lightning Power LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 5.9219% 8/18/2031 (g)(h)(i) | 2923000 | 2925192 |
|  |  | 4876532 |
| IT Services - 1.3% |  |  |
| GTT Communications Inc Tranche NEW $ HOLDCO 1LN, term loan 14% 7/15/2031 (g)(h) | 3712093 | 3039275 |
| Kaseya Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.6719% 3/20/2032 (g)(h)(i) | 5607625 | 5390330 |
| X Corp 1LN, term loan 9.5% 10/26/2029 (g) | 117435000 | 121398432 |
| X Corp Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 10.4475% 10/26/2029 (g)(h)(i) | 61441582 | 61300880 |
|  |  | 191128917 |
| Software - 2.3% |  |  |
| Applied Systems Inc 2LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1719% 2/23/2032 (g)(h)(i) | 225000 | 227075 |
| Applied Systems Inc Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.1719% 2/24/2031 (g)(h)(i) | 11658361 | 11554485 |
| Ascend Learning LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.6719% 12/11/2028 (g)(h)(i) | 17501902 | 17277702 |
| Avalara Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.4219% 3/29/2032 (g)(h)(i) | 28044251 | 27436532 |
| Darktrace Finco US LLC 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 6.8981% 10/9/2031 (g)(h)(i) | 1595980 | 1552090 |
| KnowBe4 Inc 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.4168% 7/26/2032 (g)(h)(i) | 1635000 | 1569600 |
| Modena Buyer LLC 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 7.9168% 7/1/2031 (g)(h)(i) | 29037438 | 27609667 |
| Ping Identity Holding Corp 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.5909% 11/15/2032 (g)(h)(i) | 1750000 | 1733235 |
| Polaris Newco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.6785% 6/2/2028 (g)(h)(i) | 21281182 | 19570813 |
| Proofpoint Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.6719% 8/31/2028 (g)(h)(i) | 82779512 | 82107343 |
| Red Planet Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.6719% 9/8/2032 (g)(h)(i) | 8940000 | 8889757 |
| UKG Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1668% 2/10/2031 (g)(h)(i) | 83008061 | 80829100 |
| VS Buyer LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 5.9168% 4/14/2031 (g)(h)(i) | 34824335 | 34389031 |
| X.AI LLC 1LN, term loan 12.5% 6/28/2030 (g) | 29496775 | 31905777 |
|  |  | 346652207 |
| TOTAL INFORMATION TECHNOLOGY |  | 542657656 |
| Materials - 1.0% |  |  |
| Chemicals - 0.6% |  |  |
| Discovery Purchaser Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.4192% 10/4/2029 (g)(h)(i) | 61332263 | 57345666 |
| M2S Group Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.4168% 8/25/2031 (g)(h)(i) | 25842928 | 25519892 |
|  |  | 82865558 |
| Containers & Packaging - 0.4% |  |  |
| Clydesdale Acquisition Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 3.175%, 6.8469% 4/13/2029 (g)(h)(i) | 62363150 | 62015163 |
| TOTAL MATERIALS |  | 144880721 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Talen Energy Supply LLC Tranche TLB-EXIT 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.3531% 5/17/2030 (g)(h)(i) | 545754 | 545459 |
| TOTAL UNITED STATES |  | 1379702044 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $1,548,349,103) |  | <br> **1521976324** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 22.4%** | &nbsp;&nbsp;**Common Stocks - 22.4%** | &nbsp;&nbsp;**Common Stocks - 22.4%** |
|  | Shares | Value ($)<br>|
| CANADA - 0.2%  |  |  |
| Information Technology - 0.2% |  |  |
| IT Services - 0.2% |  |  |
| Shopify Inc Class A (b) | 195100 | 25600203 |
| CHINA - 0.4%  |  |  |
| Consumer Discretionary - 0.4% |  |  |
| Automobiles - 0.4% |  |  |
| BYD Co Ltd H Shares  | 5184000 | 64628232 |
| FRANCE - 0.2%  |  |  |
| Communication Services - 0.1% |  |  |
| Media - 0.1% |  |  |
| Altice France Holding SA (e) | 1010567 | 15368744 |
| Consumer Discretionary - 0.1% |  |  |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |
| LVMH Moet Hennessy Louis Vuitton SE  | 11800 | 7615775 |
| TOTAL FRANCE |  | 22984519 |
| HONG KONG - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Studio City International Holdings Ltd ADR (b) | 695700 | 2114928 |
| Studio City International Holdings Ltd ADR (b)(f) | 631958 | 1921152 |
| TOTAL HONG KONG |  | 4036080 |
| LUXEMBOURG - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Containers & Packaging - 0.0% |  |  |
| Klockner Pentaplast of America Inc (e) | 122283 | 1 |
| Metals & Mining - 0.0% |  |  |
| Algoma Steel Sca (b)(e) | 198162 | 2 |
| TOTAL LUXEMBOURG |  | 3 |
| NETHERLANDS - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| NXP Semiconductors NV  | 43500 | 9837090 |
| TAIWAN - 1.1%  |  |  |
| Information Technology - 1.1% |  |  |
| Semiconductors & Semiconductor Equipment - 1.1% |  |  |
| Taiwan Semiconductor Manufacturing Co Ltd ADR  | 489500 | 161809120 |
| UNITED STATES - 20.5%  |  |  |
| Communication Services - 3.0% |  |  |
| Interactive Media & Services - 2.1% |  |  |
| Alphabet Inc Class A  | 344200 | 116339600 |
| Meta Platforms Inc Class A  | 266600 | 191018900 |
|  |  | 307358500 |
| Media - 0.9% |  |  |
| EchoStar Corp (b)(d) | 472785 | 53528718 |
| EchoStar Corp Class A (b)(c) | 769300 | 87100146 |
| iHeartMedia Inc Class A (b) | 104 | 337 |
|  |  | 140629201 |
| TOTAL COMMUNICATION SERVICES |  | 447987701 |
| Consumer Discretionary - 1.7% |  |  |
| Automobile Components - 0.0% |  |  |
| UC Holdings Inc (b)(e) | 677217 | 7 |
| Broadline Retail - 0.4% |  |  |
| Amazon.com Inc (b) | 256900 | 61476170 |
| Hotels, Restaurants & Leisure - 0.4% |  |  |
| Booking Holdings Inc  | 4600 | 23008464 |
| Boyd Gaming Corp  | 453873 | 38370423 |
| New Cotai LLC / New Cotai Capital Corp (b)(d)(e) | 3366626 | 605993 |
|  |  | 61984880 |
| Household Durables - 0.6% |  |  |
| TopBuild Corp (b) | 174900 | 81861945 |
| Specialty Retail - 0.2% |  |  |
| Dick's Sporting Goods Inc  | 140400 | 28360800 |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |
| Arena Brands Holding Corp (d)(e) | 659302 | 15078237 |
| TOTAL CONSUMER DISCRETIONARY |  | 248762039 |
| Consumer Staples - 0.2% |  |  |
| Beverages - 0.0% |  |  |
| Celsius Holdings Inc (b) | 238100 | 12495488 |
| Consumer Staples Distribution & Retail - 0.2% |  |  |
| Southeastern Grocers LLC rights (b)(e) | 793345 | 31083 |
| US Foods Holding Corp (b) | 310200 | 25938924 |
|  |  | 25970007 |
| TOTAL CONSUMER STAPLES |  | 38465495 |
| Energy - 0.7% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Forbes Energy Services Ltd (b)(e) | 193218 | 2 |
| Superior Energy Services Inc Class A (b)(e) | 110370 | 9076829 |
|  |  | 9076831 |
| Oil, Gas & Consumable Fuels - 0.6% |  |  |
| California Resources Corp  | 17780 | 951230 |
| Energy Transfer LP  | 1252700 | 23112315 |
| EP Energy Corp (b)(e) | 841775 | 1405764 |
| Expand Energy Corp  | 627 | 70480 |
| Expand Energy Corp warrants 2/9/2026 (b) | 1183 | 120075 |
| Mesquite Energy Inc (b)(e) | 317026 | 65231200 |
| Unit Corp  | 37978 | 1248717 |
|  |  | 92139781 |
| TOTAL ENERGY |  | 101216612 |
| Financials - 2.4% |  |  |
| Capital Markets - 0.3% |  |  |
| Ares Management Corp Class A  | 145100 | 21717117 |
| Moody's Corp  | 33900 | 17477484 |
| PJT Partners Inc Class A  | 5092 | 881069 |
|  |  | 40075670 |
| Consumer Finance - 0.2% |  |  |
| OneMain Holdings Inc  | 569200 | 37305367 |
| Financial Services - 1.5% |  |  |
| Apollo Global Management Inc  | 610300 | 82109762 |
| Block Inc Class A (b) | 596500 | 36046495 |
| Carnelian Point Holdings LP warrants 6/30/2027 (b)(e) | 931 | 2719 |
| Mastercard Inc Class A  | 92500 | 49838075 |
| Visa Inc Class A  | 178500 | 57446655 |
|  |  | 225443706 |
| Insurance - 0.4% |  |  |
| Arthur J Gallagher & Co  | 211900 | 52841503 |
| TOTAL FINANCIALS |  | 355666246 |
| Health Care - 0.1% |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Medline Inc Class A  | 61700 | 2727140 |
| Health Care Providers & Services - 0.1% |  |  |
| Cano Health LLC warrants 6/28/2029 (b)(e) | 10791 | 38524 |
| Encompass Health Corp  | 34 | 3214 |
| Enhabit Inc (b) | 17 | 181 |
| Tenet Healthcare Corp (b) | 105098 | 19892949 |
|  |  | 19934868 |
| TOTAL HEALTH CARE |  | 22662008 |
| Industrials - 5.9% |  |  |
| Building Products - 0.6% |  |  |
| Carlisle Cos Inc  | 35200 | 11999328 |
| Simpson Manufacturing Co Inc  | 75300 | 13311534 |
| Trane Technologies PLC  | 149500 | 62876710 |
|  |  | 88187572 |
| Construction & Engineering - 3.0% |  |  |
| Comfort Systems USA Inc  | 237200 | 270906121 |
| Construction Partners Inc Class A (b) | 143700 | 15789756 |
| EMCOR Group Inc  | 142500 | 102704025 |
| IES Holdings Inc (b) | 131500 | 50008135 |
| WillScot Holdings Corp  | 610100 | 12220303 |
|  |  | 451628340 |
| Electrical Equipment - 1.9% |  |  |
| Eaton Corp PLC  | 206300 | 72497946 |
| Nextpower Inc Class A (b) | 876300 | 102605967 |
| nVent Electric PLC  | 315900 | 35462934 |
| Vertiv Holdings Co Class A  | 414400 | 77152992 |
|  |  | 287719839 |
| Machinery - 0.4% |  |  |
| Parker-Hannifin Corp  | 58900 | 55120976 |
| Passenger Airlines - 0.0% |  |  |
| Spirit Aviation Holdings Inc  | 265711 | 79713 |
| Spirit Aviation Holdings Inc  | 57517 | 17255 |
|  |  | 96968 |
| Trading Companies & Distributors - 0.0% |  |  |
| Penhall Acquisition Company (b)(e) | 34884 | 0 |
| TOTAL INDUSTRIALS |  | 882753695 |
| Information Technology - 5.1% |  |  |
| Communications Equipment - 0.4% |  |  |
| Arista Networks Inc (b) | 384000 | 54428160 |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |
| Coherent Corp (b) | 154500 | 32781810 |
| IT Services - 0.0% |  |  |
| GTT Communications Inc (b)(e) | 85487 | 2861250 |
| Semiconductors & Semiconductor Equipment - 3.4% |  |  |
| KLA Corp  | 42500 | 60687450 |
| Marvell Technology Inc  | 273600 | 21592512 |
| Micron Technology Inc  | 170800 | 70861504 |
| MKS Inc  | 155900 | 36700419 |
| NVIDIA Corp  | 1349000 | 257834370 |
| ON Semiconductor Corp (b) | 692703 | 41485983 |
| Wolfspeed Inc (c) | 948540 | 14854136 |
|  |  | 504016374 |
| Software - 1.1% |  |  |
| AppLovin Corp Class A (b) | 37700 | 17836247 |
| Autodesk Inc (b) | 75700 | 19142259 |
| Microsoft Corp  | 227400 | 97847946 |
| Monday.com Ltd (b) | 206900 | 23741775 |
| Terawulf Inc (b)(c) | 952300 | 12732251 |
|  |  | 171300478 |
| TOTAL INFORMATION TECHNOLOGY |  | 765388072 |
| Materials - 0.4% |  |  |
| Chemicals - 0.0% |  |  |
| Chemours Co/The (c) | 857210 | 12849578 |
| Construction Materials - 0.4% |  |  |
| Eagle Materials Inc  | 142000 | 28941020 |
| James Hardie Industries PLC (b) | 489900 | 11262801 |
| Martin Marietta Materials Inc  | 23300 | 15190435 |
|  |  | 55394256 |
| Metals & Mining - 0.0% |  |  |
| Elah Holdings Inc (b) | 906 | 10981 |
| TOTAL MATERIALS |  | 68254815 |
| Utilities - 1.0% |  |  |
| Electric Utilities - 0.3% |  |  |
| Constellation Energy Corp  | 172900 | 48529572 |
| Portland General Electric Co  | 14817 | 744554 |
|  |  | 49274126 |
| Independent Power and Renewable Electricity Producers - 0.7% |  |  |
| PureWest Energy LLC (b)(e) | 17812 | 4004 |
| Vistra Corp  | 636300 | 100758105 |
|  |  | 100762109 |
| TOTAL UTILITIES |  | 150036235 |
| TOTAL UNITED STATES |  | 3081192918 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $1,834,173,508) |  | <br> **3370088165** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 1.2%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 1.2%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 1.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.2%  |  |  |
| Communication Services - 0.9% |  |  |
| Media - 0.9% |  |  |
| EchoStar Corp 3.875% 11/30/2030 pay-in-kind (h) | 40925070 | 141933258 |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| New Cotai LLC 5% 2/24/2027 (e) | 4687074 | 4519746 |
| Financials - 0.1% |  |  |
| Capital Markets - 0.1% |  |  |
| Coinbase Global Inc 0.25% 4/1/2030  | 8566000 | 8342236 |
| Information Technology - 0.2% |  |  |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| Wolfspeed Inc 2.5% 6/15/2031 (f) | 10253000 | 13918448 |
| Wolfspeed Inc 2.5% 6/15/2031  | 9066000 | 12307095 |
| TOTAL INFORMATION TECHNOLOGY |  | 26225543 |
| TOTAL UNITED STATES |  | 181020783 |
| <br> **TOTAL CONVERTIBLE CORPORATE BONDS**<br> (Cost $73,796,779) |  | <br> **181020783** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 0.9%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.9%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.9%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.9%  |  |  |
| Financials - 0.9% |  |  |
| Financial Services - 0.9% |  |  |
| Acrisure Holdings Inc Series A-2 (e)<br>(Cost $119,021,589)<br>| 4942757 | **137013224** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 46.4%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 46.4%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 46.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.5%  |  |  |
| Materials - 0.5% |  |  |
| Metals & Mining - 0.5% |  |  |
| Fortescue Treasury Pty Ltd 4.375% 4/1/2031 (f) | 5032000 | 4861919 |
| Fortescue Treasury Pty Ltd 4.5% 9/15/2027 (f) | 9015000 | 9014269 |
| Mineral Resources Ltd 7% 4/1/2031 (f) | 7885000 | 8286785 |
| Mineral Resources Ltd 8% 11/1/2027 (f) | 10925000 | 11172136 |
| Mineral Resources Ltd 8.5% 5/1/2030 (f) | 18940000 | 19633900 |
| Mineral Resources Ltd 9.25% 10/1/2028 (f) | 20295000 | 21318058 |
| TOTAL AUSTRALIA |  | 74287067 |
| BRAZIL - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| ERO Copper Corp 6.5% 2/15/2030 (f) | 9085000 | 9155863 |
| CANADA - 1.1%  |  |  |
| Consumer Discretionary - 0.4% |  |  |
| Hotels, Restaurants & Leisure - 0.4% |  |  |
| 1011778 BC ULC / New Red Finance Inc 3.875% 1/15/2028 (f) | 12115000 | 11934262 |
| 1011778 BC ULC / New Red Finance Inc 4% 10/15/2030 (f) | 39005000 | 37215697 |
| 1011778 BC ULC / New Red Finance Inc 4.375% 1/15/2028 (f) | 10600000 | 10537367 |
|  |  | 59687326 |
| Household Durables - 0.0% |  |  |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC 4.875% 2/15/2030 (f) | 7775000 | 7258286 |
| TOTAL CONSUMER DISCRETIONARY |  | 66945612 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Teine Energy Ltd 6.875% 4/15/2029 (f) | 8990000 | 8997011 |
| Industrials - 0.3% |  |  |
| Aerospace & Defense - 0.1% |  |  |
| Bombardier Inc 6% 2/15/2028 (f) | 6075000 | 6084118 |
| Bombardier Inc 7.25% 7/1/2031 (f) | 6080000 | 6454917 |
| Bombardier Inc 8.75% 11/15/2030 (f) | 9040000 | 9687870 |
|  |  | 22226905 |
| Machinery - 0.1% |  |  |
| ATS Corp 4.125% 12/15/2028 (f) | 7895000 | 7702779 |
| Passenger Airlines - 0.1% |  |  |
| Air Canada 3.875% 8/15/2026 (f) | 9105000 | 9070472 |
| TOTAL INDUSTRIALS |  | 39000156 |
| Information Technology - 0.1% |  |  |
| Software - 0.1% |  |  |
| Open Text Corp 6.9% 12/1/2027 (f) | 10610000 | 10955106 |
| Open Text Holdings Inc 4.125% 12/1/2031 (f) | 5485000 | 4927557 |
| Open Text Holdings Inc 4.125% 2/15/2030 (f) | 5690000 | 5285499 |
| TOTAL INFORMATION TECHNOLOGY |  | 21168162 |
| Materials - 0.2% |  |  |
| Chemicals - 0.1% |  |  |
| NOVA Chemicals Corp 8.5% 11/15/2028 (f) | 8160000 | 8523022 |
| Containers & Packaging - 0.1% |  |  |
| Cascades Inc/Cascades USA Inc 5.375% 1/15/2028 (f) | 5600000 | 5595180 |
| Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC 9.5% 5/15/2030 (f) | 8880000 | 8570009 |
|  |  | 14165189 |
| Metals & Mining - 0.0% |  |  |
| Hudbay Minerals Inc 4.5% 4/1/2026 (f) | 7020000 | 7013605 |
| TOTAL MATERIALS |  | 29701816 |
| TOTAL CANADA |  | 165812757 |
| COLOMBIA - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Gran Tierra Energy Inc 9.5% 10/15/2029 (f) | 7555000 | 6025113 |
| FRANCE - 1.1%  |  |  |
| Communication Services - 1.0% |  |  |
| Diversified Telecommunication Services - 1.0% |  |  |
| Altice France SA 6.5% 10/15/2031 (f) | 2244667 | 2187383 |
| Altice France SA 6.5% 4/15/2032 (f) | 63936793 | 62447737 |
| Altice France SA 6.875% 10/15/2030 (f) | 3612808 | 3547491 |
| Altice France SA 6.875% 7/15/2032 (f) | 84195958 | 82218675 |
| TOTAL COMMUNICATION SERVICES |  | 150401286 |
| Energy - 0.1% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Vallourec SACA 7.5% 4/15/2032 (f) | 11205000 | 11907945 |
| TOTAL FRANCE |  | 162309231 |
| GERMANY - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Paper & Forest Products - 0.1% |  |  |
| Mercer International Inc 5.125% 2/1/2029  | 15060000 | 9305774 |
| GUATEMALA - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| Millicom International Cellular SA 4.5% 4/27/2031 (f) | 1725000 | 1606406 |
| HONG KONG - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Marine Transportation - 0.0% |  |  |
| Seaspan Corp 5.5% 8/1/2029 (f) | 9095000 | 8649954 |
| ISRAEL - 0.1%  |  |  |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Teva Pharmaceutical Finance Netherlands III BV 4.75% 5/9/2027  | 3684000 | 3682208 |
| Teva Pharmaceutical Finance Netherlands III BV 5.125% 5/9/2029  | 6085000 | 6143665 |
| TOTAL ISRAEL |  | 9825873 |
| LUXEMBOURG - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Algoma Steel Sca 0% 12/31/2049 (e) | 1981620 | 0 |
| MACAU - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Studio City Finance Ltd 5% 1/15/2029 (f) | 5700000 | 5516745 |
| MEXICO - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Borr IHC Ltd / Borr Finance LLC 10% 11/15/2028 (f) | 7695732 | 7868886 |
| Borr IHC Ltd / Borr Finance LLC 10.375% 11/15/2030 (f) | 2713252 | 2777692 |
| TOTAL MEXICO |  | 10646578 |
| NETHERLANDS - 0.2%  |  |  |
| Communication Services - 0.2% |  |  |
| Media - 0.2% |  |  |
| VZ Secured Financing BV 5% 1/15/2032 (f) | 24310000 | 21950907 |
| Ziggo BV 4.875% 1/15/2030 (f) | 7990000 | 7543073 |
| TOTAL NETHERLANDS |  | 29493980 |
| NORWAY - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Seadrill Finance Ltd 8.375% 8/1/2030 (f) | 11920000 | 12487237 |
| SPAIN - 0.1%  |  |  |
| Health Care - 0.1% |  |  |
| Biotechnology - 0.1% |  |  |
| Grifols SA 4.75% 10/15/2028 (f) | 6075000 | 5985021 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Atlantica Sustainable Infrastructure Ltd 4.125% 6/15/2028 (f) | 5971000 | 5857815 |
| TOTAL SPAIN |  | 11842836 |
| SWITZERLAND - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Consolidated Energy Finance SA 12% 2/15/2031 (f) | 9700000 | 8147030 |
| TURKEY - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Eldorado Gold Corp 6.25% 9/1/2029 (f) | 13719000 | 13798536 |
| UNITED KINGDOM - 1.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Wireless Telecommunication Services - 0.1% |  |  |
| Vmed O2 UK Financing I PLC 4.75% 7/15/2031 (f) | 21200000 | 19372320 |
| Consumer Discretionary - 0.1% |  |  |
| Automobile Components - 0.1% |  |  |
| Macquarie Airfinance Holdings Ltd 6.4% 3/26/2029 (f) | 4205000 | 4418297 |
| Macquarie Airfinance Holdings Ltd 6.5% 3/26/2031 (f) | 6430000 | 6875679 |
| TOTAL CONSUMER DISCRETIONARY |  | 11293976 |
| Energy - 0.7% |  |  |
| Oil, Gas & Consumable Fuels - 0.7% |  |  |
| EG Global Finance PLC 12% 11/30/2028 (f) | 98190000 | 106277805 |
| Financials - 0.1% |  |  |
| Insurance - 0.1% |  |  |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC 8.125% 2/15/2032 (f) | 8915000 | 9083823 |
| Health Care - 0.0% |  |  |
| Health Care Providers & Services - 0.0% |  |  |
| 180 Medical Inc 3.875% 10/15/2029 (f) | 6495000 | 6328511 |
| Industrials - 0.1% |  |  |
| Aerospace & Defense - 0.1% |  |  |
| Rolls-Royce PLC 5.75% 10/15/2027 (f) | 10870000 | 11135300 |
| TOTAL UNITED KINGDOM |  | 163491735 |
| UNITED STATES - 41.4%  |  |  |
| Communication Services - 4.1% |  |  |
| Diversified Telecommunication Services - 0.9% |  |  |
| APLD ComputeCo LLC 9.25% 12/15/2030 (f) | 29800000 | 30954579 |
| Cipher Compute LLC 7.125% 11/15/2030 (f) | 12955000 | 13348974 |
| Frontier Communications Holdings LLC 5% 5/1/2028 (f) | 19575000 | 19575646 |
| Level 3 Financing Inc 7% 3/31/2034 (f) | 39540000 | 40955730 |
| WULF Compute LLC 7.75% 10/15/2030 (f) | 29235000 | 30492690 |
|  |  | 135327619 |
| Entertainment - 0.1% |  |  |
| ROBLOX Corp 3.875% 5/1/2030 (f) | 9120000 | 8725788 |
| Media - 3.1% |  |  |
| CSC Holdings LLC 3.375% 2/15/2031 (f) | 27290000 | 16266265 |
| CSC Holdings LLC 4.125% 12/1/2030 (f) | 25825000 | 15660383 |
| CSC Holdings LLC 4.5% 11/15/2031 (f) | 62895000 | 38153252 |
| CSC Holdings LLC 6.5% 2/1/2029 (f) | 14725000 | 9431478 |
| DISH Network Corp 11.75% 11/15/2027 (f) | 59780000 | 61869789 |
| EchoStar Corp 10.75% 11/30/2029  | 149905256 | 164329140 |
| EchoStar Corp 6.75% 11/30/2030 pay-in-kind (h) | 46281132 | 47102067 |
| Scripps Escrow II Inc 3.875% 1/15/2029 (f) | 2820000 | 2602591 |
| Sirius XM Radio LLC 3.875% 9/1/2031 (f) | 12130000 | 11078987 |
| Sirius XM Radio LLC 4% 7/15/2028 (f) | 10140000 | 9904951 |
| Sirius XM Radio LLC 5% 8/1/2027 (f) | 8280000 | 8265608 |
| Univision Communications Inc 4.5% 5/1/2029 (f) | 12060000 | 11519164 |
| Univision Communications Inc 7.375% 6/30/2030 (f) | 39140000 | 39652891 |
| Univision Communications Inc 8.5% 7/31/2031 (f) | 21160000 | 22066854 |
| Univision Communications Inc 9.375% 8/1/2032 (f) | 13620000 | 14664055 |
|  |  | 472567475 |
| TOTAL COMMUNICATION SERVICES |  | 616620882 |
| Consumer Discretionary - 5.3% |  |  |
| Automobile Components - 0.3% |  |  |
| Adient Global Holdings Ltd 7% 4/15/2028 (f) | 5935000 | 6069938 |
| Clarios Global LP / Clarios US Finance Co 6.75% 5/15/2028 (f) | 11885000 | 12160756 |
| Dana Inc 4.25% 9/1/2030  | 4463000 | 4263234 |
| Dana Inc 4.5% 2/15/2032  | 4918000 | 4651151 |
| Hertz Corp/The 12.625% 7/15/2029 (f) | 2915000 | 2934207 |
| Hertz Corp/The 5.5% (e)(j)(m) | 10890000 | 1 |
| Hertz Corp/The 6% (e)(j)(m) | 10285000 | 1 |
| Hertz Corp/The 6.25% (e)(j)(m) | 11875000 | 1 |
| Hertz Corp/The 7.125% (e)(j)(m) | 10285000 | 1 |
| Nesco Holdings II Inc 5.5% 4/15/2029 (f) | 14525000 | 14312936 |
|  |  | 44392226 |
| Automobiles - 0.1% |  |  |
| Nissan Motor Acceptance Co LLC 2.45% 9/15/2028 (f) | 3550000 | 3302109 |
| Nissan Motor Acceptance Co LLC 5.55% 9/13/2029 (f) | 4005000 | 3981275 |
| Nissan Motor Acceptance Co LLC 7.05% 9/15/2028 (f) | 1785000 | 1850829 |
|  |  | 9134213 |
| Broadline Retail - 0.2% |  |  |
| ANGI Group LLC 3.875% 8/15/2028 (f) | 5530000 | 5059950 |
| Wayfair LLC 6.75% 11/15/2032 (f) | 9375000 | 9689738 |
| Wayfair LLC 7.25% 10/31/2029 (f) | 13000000 | 13592644 |
|  |  | 28342332 |
| Distributors - 0.0% |  |  |
| Windsor Holdings III LLC 8.5% 6/15/2030 (f) | 5960000 | 6280278 |
| Diversified Consumer Services - 0.3% |  |  |
| Adtalem Global Education Inc 5.5% 3/1/2028 (f) | 9010000 | 8986459 |
| Service Corp International/US 4% 5/15/2031  | 12070000 | 11486059 |
| TKC Holdings Inc 6.875% 5/15/2028 (f) | 20025000 | 20163714 |
|  |  | 40636232 |
| Hotels, Restaurants & Leisure - 2.6% |  |  |
| Bloomin' Brands Inc / OSI Restaurant Partners LLC 5.125% 4/15/2029 (f) | 5565000 | 4933012 |
| Boyd Gaming Corp 4.75% 6/15/2031 (f) | 15120000 | 14728745 |
| Boyne USA Inc 4.75% 5/15/2029 (f) | 6360000 | 6275836 |
| Carnival Corp 4% 8/1/2028 (f) | 56090000 | 55506272 |
| Carnival Corp 5.125% 5/1/2029 (f) | 11880000 | 12011369 |
| Carnival Corp 5.875% 6/15/2031 (f) | 8925000 | 9225533 |
| Carnival Corp 7% 8/15/2029 (f) | 6075000 | 6357492 |
| Churchill Downs Inc 5.75% 4/1/2030 (f) | 14970000 | 15051152 |
| Churchill Downs Inc 6.75% 5/1/2031 (f) | 11880000 | 12240368 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 4.625% 1/15/2029 (f) | 25865000 | 25014745 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 6.75% 1/15/2030 (f) | 34295000 | 32431593 |
| Hilton Domestic Operating Co Inc 3.75% 5/1/2029 (f) | 5595000 | 5446220 |
| Hilton Domestic Operating Co Inc 4% 5/1/2031 (f) | 8395000 | 8013424 |
| Hilton Domestic Operating Co Inc 4.875% 1/15/2030  | 6900000 | 6913483 |
| Hilton Domestic Operating Co Inc 5.5% 3/31/2034 (f) | 8920000 | 8963030 |
| Hilton Domestic Operating Co Inc 5.875% 4/1/2029 (f) | 8555000 | 8752903 |
| Hilton Domestic Operating Co Inc 6.125% 4/1/2032 (f) | 11955000 | 12348702 |
| Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp 4.875% 4/1/2027  | 8435000 | 8438011 |
| Jacobs Entertainment Inc 6.75% 2/15/2029 (f) | 8585000 | 8476142 |
| Light & Wonder International Inc 7.5% 9/1/2031 (f) | 5990000 | 6268212 |
| Lindblad Expeditions LLC 7% 9/15/2030 (f) | 8075000 | 8429791 |
| MGM Resorts International 4.75% 10/15/2028  | 11125000 | 11104235 |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC 8.25% 4/15/2030 (f) | 17220000 | 17954433 |
| Neogen Food Safety Corp 8.625% 7/20/2030 (f) | 5205000 | 5548858 |
| Papa John's International Inc 3.875% 9/15/2029 (f) | 5560000 | 5308980 |
| Premier Entertainment Sub LLC / Premier Entertainment Finance Corp 5.625% 9/1/2029 (f) | 13730000 | 10138575 |
| Premier Entertainment Sub LLC / Premier Entertainment Finance Corp 5.875% 9/1/2031 (f) | 2100000 | 1347570 |
| Royal Caribbean Cruises Ltd 5.375% 7/15/2027 (f) | 9125000 | 9194898 |
| Royal Caribbean Cruises Ltd 6.25% 3/15/2032 (f) | 12110000 | 12557861 |
| Station Casinos LLC 4.625% 12/1/2031 (f) | 9135000 | 8769610 |
| Viking Ocean Cruises Ship VII Ltd 5.625% 2/15/2029 (f) | 4965000 | 4965209 |
| VOC Escrow Ltd 5% 2/15/2028 (f) | 19690000 | 19677268 |
| Yum! Brands Inc 4.625% 1/31/2032  | 11975000 | 11708790 |
|  |  | 394102322 |
| Household Durables - 0.7% |  |  |
| Ashton Woods USA LLC / Ashton Woods Finance Co 4.625% 4/1/2030 (f) | 8940000 | 8459378 |
| Installed Building Products Inc 5.625% 2/1/2034 (f) | 8935000 | 8986360 |
| LGI Homes Inc 8.75% 12/15/2028 (f) | 6060000 | 6315314 |
| Newell Brands Inc 6.375% 5/15/2030  | 5960000 | 5891044 |
| Newell Brands Inc 6.625% 9/15/2029  | 6520000 | 6526924 |
| Newell Brands Inc 8.5% 6/1/2028 (f) | 7450000 | 7810915 |
| Somnigroup International Inc 3.875% 10/15/2031 (f) | 15965000 | 14897711 |
| Somnigroup International Inc 4% 4/15/2029 (f) | 15925000 | 15449804 |
| TopBuild Corp 3.625% 3/15/2029 (f) | 5910000 | 5723769 |
| TopBuild Corp 5.625% 1/31/2034 (f) | 8920000 | 9000351 |
| Tri Pointe Homes Inc 5.7% 6/15/2028  | 14380000 | 14535318 |
|  |  | 103596888 |
| Specialty Retail - 1.0% |  |  |
| Asbury Automotive Group Inc 4.5% 3/1/2028  | 3534000 | 3521791 |
| Asbury Automotive Group Inc 4.625% 11/15/2029 (f) | 10005000 | 9852728 |
| Asbury Automotive Group Inc 4.75% 3/1/2030  | 3523000 | 3468465 |
| Asbury Automotive Group Inc 5% 2/15/2032 (f) | 10800000 | 10495457 |
| Bath & Body Works Inc 6.625% 10/1/2030 (f) | 23165000 | 23723369 |
| Bath & Body Works Inc 6.75% 7/1/2036  | 12766000 | 12736733 |
| Bath & Body Works Inc 7.5% 6/15/2029  | 8335000 | 8512069 |
| LBM Acquisition LLC 6.25% 1/15/2029 (f) | 17805000 | 16440736 |
| LBM Acquisition LLC 9.5% 6/15/2031 (f) | 25315000 | 26659708 |
| LCM Investments Holdings II LLC 8.25% 8/1/2031 (f) | 7185000 | 7569089 |
| Park River Holdings Inc 8% 3/15/2031 (f) | 5455000 | 5621191 |
| PetSmart LLC / PetSmart Finance Corp 7.5% 9/15/2032 (f) | 14865000 | 15243478 |
| SGUS LLC 11% (f)(j) | 177411 | 5321 |
| Wand NewCo 3 Inc 7.625% 1/30/2032 (f) | 12115000 | 12738293 |
|  |  | 156588428 |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |
| Crocs Inc 4.125% 8/15/2031 (f) | 6075000 | 5559799 |
| Crocs Inc 4.25% 3/15/2029 (f) | 8675000 | 8370090 |
| Kontoor Brands Inc 4.125% 11/15/2029 (f) | 5320000 | 5046441 |
|  |  | 18976330 |
| TOTAL CONSUMER DISCRETIONARY |  | 802049249 |
| Consumer Staples - 2.2% |  |  |
| Beverages - 0.0% |  |  |
| Primo Water Holdings Inc / Triton Water Holdings Inc 6.25% 4/1/2029 (f) | 6360000 | 6365298 |
| Consumer Staples Distribution & Retail - 1.2% |  |  |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 3.5% 3/15/2029 (f) | 36160000 | 34705070 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.625% 1/15/2027 (f) | 25300000 | 25281109 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.875% 2/15/2030 (f) | 44700000 | 44095993 |
| C&S Group Enterprises LLC 5% 12/15/2028 (f) | 8615000 | 8086316 |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (f) | 33960000 | 35582099 |
| Performance Food Group Inc 4.25% 8/1/2029 (f) | 8495000 | 8317898 |
| Performance Food Group Inc 5.5% 10/15/2027 (f) | 8855000 | 8859799 |
| US Foods Inc 4.625% 6/1/2030 (f) | 7520000 | 7407498 |
| US Foods Inc 7.25% 1/15/2032 (f) | 5990000 | 6284780 |
|  |  | 178620562 |
| Food Products - 0.8% |  |  |
| Chobani LLC / Chobani Finance Corp Inc 4.625% 11/15/2028 (f) | 6285000 | 6253026 |
| Darling Ingredients Inc 6% 6/15/2030 (f) | 13885000 | 14069893 |
| Fiesta Purchaser Inc 7.875% 3/1/2031 (f) | 11455000 | 11781296 |
| Fiesta Purchaser Inc 9.625% 9/15/2032 (f) | 7330000 | 7414976 |
| Lamb Weston Holdings Inc 4.125% 1/31/2030 (f) | 12150000 | 11729554 |
| Lamb Weston Holdings Inc 4.375% 1/31/2032 (f) | 6075000 | 5787748 |
| Post Holdings Inc 4.5% 9/15/2031 (f) | 47500000 | 44999800 |
| Post Holdings Inc 4.625% 4/15/2030 (f) | 15630000 | 15262881 |
| Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed 4.625% 3/1/2029 (f) | 8340000 | 8037936 |
|  |  | 125337110 |
| Household Products - 0.0% |  |  |
| Spectrum Brands Inc 3.875% 3/15/2031 (f) | 1993000 | 1608350 |
| Personal Care Products - 0.2% |  |  |
| BellRing Brands Inc 7% 3/15/2030 (f) | 14740000 | 15146068 |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC 4.75% 1/15/2029 (f) | 8760000 | 8668560 |
|  |  | 23814628 |
| TOTAL CONSUMER STAPLES |  | 335745948 |
| Energy - 6.2% |  |  |
| Energy Equipment & Services - 0.6% |  |  |
| Diamond Foreign Asset Co / Diamond Finance LLC 8.5% 10/1/2030 (f) | 5990000 | 6369347 |
| Nabors Industries Inc 7.625% 11/15/2032 (f) | 5965000 | 6076569 |
| Nabors Industries Inc 9.125% 1/31/2030 (f) | 12085000 | 12762123 |
| Noble Finance II LLC 8% 4/15/2030 (f) | 5935000 | 6186970 |
| Nustar Logistics LP 6% 6/1/2026  | 12025000 | 12040729 |
| SESI LLC 7.875% 9/30/2030 (f) | 5940000 | 5989451 |
| Transocean International Ltd 7.875% 10/15/2032 (f) | 4035000 | 4256262 |
| Transocean International Ltd 8.25% 5/15/2029 (f) | 4565000 | 4651142 |
| Transocean International Ltd 8.5% 5/15/2031 (f) | 4565000 | 4646682 |
| Transocean International Ltd 8.75% 2/15/2030 (f) | 17726250 | 18478446 |
| Transocean Titan Financing Ltd 8.375% 2/1/2028 (f) | 9948238 | 10148277 |
| Valaris Ltd 8.375% 4/30/2030 (f) | 5985000 | 6253786 |
|  |  | 97859784 |
| Oil, Gas & Consumable Fuels - 5.6% |  |  |
| Antero Midstream Partners LP / Antero Midstream Finance Corp 5.375% 6/15/2029 (f) | 9060000 | 9075692 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp 5.75% 1/15/2028 (f) | 17645000 | 17652005 |
| California Resources Corp 8.25% 6/15/2029 (f) | 6045000 | 6358011 |
| Chesapeake Energy Corp 7% (e)(j) | 6915000 | 1 |
| Chesapeake Energy Corp 8% (e)(j) | 2132000 | 0 |
| Chesapeake Energy Corp 8% (e)(j) | 3385000 | 0 |
| CITGO Petroleum Corp 8.375% 1/15/2029 (f) | 26350000 | 27384923 |
| Civitas Resources Inc 8.625% 11/1/2030 (f) | 12020000 | 12712665 |
| CNX Midstream Partners LP 4.75% 4/15/2030 (f) | 6435000 | 6251970 |
| CNX Resources Corp 6% 1/15/2029 (f) | 5345000 | 5376001 |
| CNX Resources Corp 7.375% 1/15/2031 (f) | 5930000 | 6141594 |
| Comstock Resources Inc 5.875% 1/15/2030 (f) | 32085000 | 31305280 |
| Comstock Resources Inc 6.75% 3/1/2029 (f) | 20060000 | 20187903 |
| CQP Holdco LP / BIP-V Chinook Holdco LLC 5.5% 6/15/2031 (f) | 27225000 | 27073119 |
| CQP Holdco LP / BIP-V Chinook Holdco LLC 7.5% 12/15/2033 (f) | 16090000 | 17296557 |
| CVR Energy Inc 5.75% 2/15/2028 (f) | 22655000 | 22640052 |
| CVR Energy Inc 8.5% 1/15/2029 (f) | 42375000 | 44165217 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp 7.125% 6/1/2028 (f) | 17655000 | 17771629 |
| DT Midstream Inc 4.125% 6/15/2029 (f) | 9070000 | 8966392 |
| DT Midstream Inc 4.375% 6/15/2031 (f) | 9070000 | 8892387 |
| Energy Transfer LP 5.5% 6/1/2027  | 16735000 | 16989959 |
| Energy Transfer LP 5.625% 5/1/2027 (f) | 18015000 | 18008817 |
| Energy Transfer LP 6% 2/1/2029 (f) | 25785000 | 26037979 |
| Energy Transfer LP 7.375% 2/1/2031 (f) | 5000000 | 5189523 |
| Expand Energy Corp 5.375% 3/15/2030  | 12145000 | 12361089 |
| Expand Energy Corp 5.875% 2/1/2029 (f) | 5840000 | 5840314 |
| Expand Energy Corp 6.75% 4/15/2029 (f) | 8995000 | 9042940 |
| Global Partners LP / GLP Finance Corp 7.125% 7/1/2033 (f) | 5200000 | 5326396 |
| Global Partners LP / GLP Finance Corp 8.25% 1/15/2032 (f) | 7505000 | 7910661 |
| Hess Midstream Operations LP 4.25% 2/15/2030 (f) | 9875000 | 9645928 |
| Hess Midstream Operations LP 5.125% 6/15/2028 (f) | 11235000 | 11237944 |
| Hess Midstream Operations LP 5.5% 10/15/2030 (f) | 6060000 | 6123914 |
| HF Sinclair Corp 5% 2/1/2028  | 7615000 | 7613745 |
| Hilcorp Energy I LP / Hilcorp Finance Co 6.25% 11/1/2028 (f) | 12280000 | 12380819 |
| Kinetik Holdings LP 5.875% 6/15/2030 (f) | 9060000 | 9168149 |
| Moss Creek Resources Holdings Inc 8.25% 9/1/2031 (f) | 6030000 | 5864281 |
| Murphy Oil USA Inc 3.75% 2/15/2031 (f) | 5300000 | 4978254 |
| Murphy Oil USA Inc 4.75% 9/15/2029  | 6860000 | 6826428 |
| Murphy Oil USA Inc 5.625% 5/1/2027  | 6030000 | 6032545 |
| Northern Oil & Gas Inc 7.875% 10/15/2033 (f) | 10995000 | 11100761 |
| Northern Oil & Gas Inc 8.75% 6/15/2031 (f) | 11950000 | 12353193 |
| Occidental Petroleum Corp 7.2% 3/15/2029  | 3964000 | 4277064 |
| ONEOK Inc 6.5% 9/1/2030 (f) | 17745000 | 19035859 |
| PBF Holding Co LLC / PBF Finance Corp 6% 2/15/2028  | 27530000 | 27489377 |
| PBF Holding Co LLC / PBF Finance Corp 7.875% 9/15/2030 (f) | 25400000 | 25434341 |
| PBF Holding Co LLC / PBF Finance Corp 9.875% 3/15/2030 (f) | 14650000 | 15535870 |
| Permian Resources Operating LLC 5.875% 7/1/2029 (f) | 8645000 | 8677419 |
| SM Energy Co 6.625% 1/15/2027  | 21320000 | 21341877 |
| SM Energy Co 6.75% 9/15/2026  | 4550000 | 4557080 |
| Sunoco LP / Sunoco Finance Corp 4.5% 4/30/2030  | 12185000 | 11897692 |
| Sunoco LP / Sunoco Finance Corp 4.5% 5/15/2029  | 10170000 | 10010043 |
| Sunoco LP / Sunoco Finance Corp 7% 9/15/2028 (f) | 5990000 | 6184232 |
| Sunoco LP 4.5% 10/1/2029 (f) | 8995000 | 8802568 |
| Sunoco LP 4.625% 5/1/2030 (f) | 12175000 | 11871572 |
| Sunoco LP 6.625% 8/15/2032 (f) | 6030000 | 6218927 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 5.5% 1/15/2028 (f) | 595000 | 594795 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 9/1/2031 (f) | 11485000 | 11557562 |
| Talos Production Inc 9% 2/1/2029 (f) | 5340000 | 5564013 |
| Talos Production Inc 9.375% 2/1/2031 (f) | 6055000 | 6414370 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 4.875% 2/1/2031  | 10360000 | 10456672 |
| Unit Corp 0% 12/1/2029 (Escrow) (e) | 2202000 | 0 |
| Venture Global Calcasieu Pass LLC 3.875% 8/15/2029 (f) | 7585000 | 7205897 |
| Venture Global Calcasieu Pass LLC 4.125% 8/15/2031 (f) | 7585000 | 6998980 |
| Venture Global Plaquemines LNG LLC 6.125% 12/15/2030 (f) | 8925000 | 9186520 |
| Venture Global Plaquemines LNG LLC 6.5% 1/15/2034 (f) | 29640000 | 30760342 |
| Venture Global Plaquemines LNG LLC 6.5% 6/15/2034 (f) | 9400000 | 9734921 |
| Venture Global Plaquemines LNG LLC 6.75% 1/15/2036 (f) | 29645000 | 31075666 |
| Venture Global Plaquemines LNG LLC 7.5% 5/1/2033 (f) | 13130000 | 14395312 |
| Venture Global Plaquemines LNG LLC 7.75% 5/1/2035 (f) | 13420000 | 14964682 |
|  |  | 839528690 |
| TOTAL ENERGY |  | 937388474 |
| Financials - 5.0% |  |  |
| Capital Markets - 0.5% |  |  |
| Broadstreet Partners Group LLC 5.875% 4/15/2029 (f) | 15505000 | 15468366 |
| Coinbase Global Inc 3.375% 10/1/2028 (f) | 29675000 | 28333438 |
| Coinbase Global Inc 3.625% 10/1/2031 (f) | 18050000 | 15946563 |
| Hightower Holding LLC 6.75% 4/15/2029 (f) | 5945000 | 5936829 |
| Jane Street Group / JSG Finance Inc 4.5% 11/15/2029 (f) | 8740000 | 8604586 |
| MSCI Inc 4% 11/15/2029 (f) | 3245000 | 3179084 |
|  |  | 77468866 |
| Consumer Finance - 1.4% |  |  |
| Ally Financial Inc 8% 11/1/2031  | 144500000 | 163848303 |
| Ally Financial Inc 8% 11/1/2031  | 20638000 | 23356402 |
| OneMain Finance Corp 4% 9/15/2030  | 5610000 | 5261774 |
| OneMain Finance Corp 5.375% 11/15/2029  | 9400000 | 9375236 |
| OneMain Finance Corp 6.625% 1/15/2028  | 7305000 | 7496676 |
| OneMain Finance Corp 7.875% 3/15/2030  | 6055000 | 6387189 |
|  |  | 215725580 |
| Financial Services - 0.9% |  |  |
| Block Inc 3.5% 6/1/2031  | 12070000 | 11287514 |
| Block Inc 5.625% 8/15/2030 (f) | 13300000 | 13537312 |
| Block Inc 6% 8/15/2033 (f) | 10515000 | 10740892 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 10% 11/15/2029 (f) | 22675000 | 22788375 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 4.375% 2/1/2029  | 11165000 | 9855264 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 5.25% 5/15/2027  | 38210000 | 37800691 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 6.25% 5/15/2026  | 4817000 | 4817154 |
| James Hardie International Finance DAC 5% 1/15/2028 (f) | 4136000 | 4131360 |
| MGIC Investment Corp 5.25% 8/15/2028  | 7710000 | 7705551 |
| NCR Atleos Corp 9.5% 4/1/2029 (f) | 8995000 | 9640085 |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc 6.75% 8/15/2032 (f) | 4945000 | 5044849 |
|  |  | 137349047 |
| Insurance - 2.2% |  |  |
| Acrisure LLC / Acrisure Finance Inc 6% 8/1/2029 (f) | 9105000 | 8991188 |
| Acrisure LLC / Acrisure Finance Inc 6.75% 7/1/2032 (f) | 6825000 | 6997004 |
| Acrisure LLC / Acrisure Finance Inc 7.5% 11/6/2030 (f) | 6065000 | 6279043 |
| Acrisure LLC / Acrisure Finance Inc 8.25% 2/1/2029 (f) | 28450000 | 29498468 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 4.25% 10/15/2027 (f) | 11125000 | 10987607 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 5.875% 11/1/2029 (f) | 9115000 | 9086171 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 10/15/2027 (f) | 49965000 | 50106302 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 4/15/2028 (f) | 35177000 | 35759003 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 7% 1/15/2031 (f) | 10385000 | 10766722 |
| AmWINS Group Inc 4.875% 6/30/2029 (f) | 8805000 | 8687389 |
| Asurion LLC and Asurion Co-Issuer Inc 8% 12/31/2032 (f) | 14875000 | 15541467 |
| HUB International Ltd 5.625% 12/1/2029 (f) | 36135000 | 36097112 |
| HUB International Ltd 7.25% 6/15/2030 (f) | 38895000 | 40581254 |
| HUB International Ltd 7.375% 1/31/2032 (f) | 15140000 | 15859241 |
| Panther Escrow Issuer LLC 7.125% 6/1/2031 (f) | 21230000 | 21865329 |
| USI Inc/NY 7.5% 1/15/2032 (f) | 8005000 | 8380194 |
|  |  | 315483494 |
| TOTAL FINANCIALS |  | 746026987 |
| Health Care - 3.1% |  |  |
| Health Care Equipment & Supplies - 0.1% |  |  |
| Avantor Funding Inc 3.875% 11/1/2029 (f) | 6075000 | 5833451 |
| Bausch + Lomb Corp 8.375% 10/1/2028 (f) | 11980000 | 12489150 |
|  |  | 18322601 |
| Health Care Providers & Services - 1.9% |  |  |
| Accendra Health Inc 4.5% 3/31/2029 (f) | 8310000 | 5467441 |
| CHS/Community Health Systems Inc 10.875% 1/15/2032 (f) | 17432000 | 18766210 |
| CHS/Community Health Systems Inc 4.75% 2/15/2031 (f) | 21790000 | 19546643 |
| CHS/Community Health Systems Inc 5.25% 5/15/2030 (f) | 18245000 | 17203468 |
| CHS/Community Health Systems Inc 6% 1/15/2029 (f) | 8490000 | 8467077 |
| CHS/Community Health Systems Inc 6.125% 4/1/2030 (f) | 13855000 | 11402064 |
| DaVita Inc 3.75% 2/15/2031 (f) | 4180000 | 3834276 |
| DaVita Inc 4.625% 6/1/2030 (f) | 31515000 | 30324231 |
| HAH Group Holding Co LLC 9.75% 10/1/2031 (f) | 9035000 | 8532885 |
| HealthEquity Inc 4.5% 10/1/2029 (f) | 6410000 | 6248196 |
| Molina Healthcare Inc 3.875% 11/15/2030 (f) | 10465000 | 9652631 |
| Molina Healthcare Inc 3.875% 5/15/2032 (f) | 12160000 | 10942190 |
| Molina Healthcare Inc 4.375% 6/15/2028 (f) | 7525000 | 7391270 |
| National Mentor Holdings Inc 10.5% 12/15/2030 (f) | 11900000 | 12296082 |
| Surgery Center Holdings Inc 7.25% 4/15/2032 (f) | 6785000 | 6831225 |
| Tenet Healthcare Corp 4.25% 6/1/2029  | 17640000 | 17334773 |
| Tenet Healthcare Corp 4.375% 1/15/2030  | 43755000 | 42995755 |
| Tenet Healthcare Corp 5.125% 11/1/2027  | 18070000 | 18074933 |
| Tenet Healthcare Corp 6.125% 6/15/2030  | 30025000 | 30640003 |
| Tenet Healthcare Corp 6.75% 5/15/2031  | 6005000 | 6237111 |
|  |  | 292188464 |
| Health Care Technology - 0.1% |  |  |
| IQVIA Inc 5% 5/15/2027 (f) | 12070000 | 12074063 |
| Life Sciences Tools & Services - 0.2% |  |  |
| Charles River Laboratories International Inc 3.75% 3/15/2029 (f) | 10515000 | 10142436 |
| Charles River Laboratories International Inc 4% 3/15/2031 (f) | 12085000 | 11453539 |
| Charles River Laboratories International Inc 4.25% 5/1/2028 (f) | 3400000 | 3351996 |
|  |  | 24947971 |
| Pharmaceuticals - 0.8% |  |  |
| 1261229 BC Ltd 10% 4/15/2032 (f) | 67915000 | 69698244 |
| Jazz Securities DAC 4.375% 1/15/2029 (f) | 12305000 | 12107111 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 4.125% 4/30/2028 (f) | 21010000 | 20607018 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 5.125% 4/30/2031 (f) | 18260000 | 16582873 |
|  |  | 118995246 |
| TOTAL HEALTH CARE |  | 466528345 |
| Industrials - 6.0% |  |  |
| Aerospace & Defense - 1.7% |  |  |
| ATI Inc 4.875% 10/1/2029  | 6080000 | 6061325 |
| ATI Inc 5.125% 10/1/2031  | 5395000 | 5403519 |
| ATI Inc 7.25% 8/15/2030  | 5985000 | 6274094 |
| Moog Inc 4.25% 12/15/2027 (f) | 3455000 | 3436886 |
| TransDigm Inc 4.625% 1/15/2029  | 38080000 | 37849822 |
| TransDigm Inc 4.875% 5/1/2029  | 25000000 | 24954240 |
| TransDigm Inc 6.25% 1/31/2034 (f) | 4715000 | 4872806 |
| TransDigm Inc 6.375% 3/1/2029 (f) | 15065000 | 15479288 |
| TransDigm Inc 6.375% 5/31/2033 (f) | 35000000 | 35630420 |
| TransDigm Inc 6.625% 3/1/2032 (f) | 6065000 | 6271046 |
| TransDigm Inc 6.75% 1/31/2034 (f) | 17840000 | 18464685 |
| TransDigm Inc 6.75% 8/15/2028 (f) | 27225000 | 27701438 |
| TransDigm Inc 6.875% 12/15/2030 (f) | 47905000 | 49897130 |
| TransDigm Inc 7.125% 12/1/2031 (f) | 12085000 | 12673648 |
|  |  | 254970347 |
| Air Freight & Logistics - 0.1% |  |  |
| Rand Parent LLC 8.5% 2/15/2030 (f) | 14880000 | 15549757 |
| Building Products - 0.2% |  |  |
| Advanced Drainage Systems Inc 5% 9/30/2027 (f) | 2325000 | 2321995 |
| Advanced Drainage Systems Inc 6.375% 6/15/2030 (f) | 6050000 | 6185720 |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC 6.75% 4/1/2032 (f) | 9120000 | 9366815 |
| MIWD Holdco II LLC / MIWD Finance Corp 5.5% 2/1/2030 (f) | 4125000 | 4007396 |
| Shea Homes LP / Shea Homes Funding Corp 4.75% 4/1/2029  | 8020000 | 7915080 |
|  |  | 29797006 |
| Commercial Services & Supplies - 2.2% |  |  |
| Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl 4.625% 6/1/2028 (f) | 7690000 | 7599732 |
| Artera Services LLC 8.5% 2/15/2031 (f) | 28205000 | 22926350 |
| Brand Industrial Services Inc 10.375% 8/1/2030 (f) | 44695000 | 42850871 |
| Brink's Co/The 4.625% 10/15/2027 (f) | 12180000 | 12178844 |
| Clean Harbors Inc 6.375% 2/1/2031 (f) | 4960000 | 5078728 |
| CoreCivic Inc 8.25% 4/15/2029  | 34400000 | 36030801 |
| GEO Group Inc/The 10.25% 4/15/2031  | 15225000 | 16612165 |
| GEO Group Inc/The 8.625% 4/15/2029  | 21310000 | 22284565 |
| GFL Environmental Inc 4% 8/1/2028 (f) | 9105000 | 8961061 |
| GFL Environmental Inc 4.75% 6/15/2029 (f) | 12095000 | 12017148 |
| GFL Environmental Inc 6.75% 1/15/2031 (f) | 8975000 | 9389027 |
| Madison IAQ LLC 4.125% 6/30/2028 (f) | 11390000 | 11253543 |
| Madison IAQ LLC 5.875% 6/30/2029 (f) | 9085000 | 9073704 |
| Neptune Bidco US Inc 10.375% 5/15/2031 (f) | 8935000 | 9446918 |
| Neptune Bidco US Inc 9.29% 4/15/2029 (f) | 62340000 | 63898501 |
| Neptune Bidco US Inc 9.5% 2/15/2033 (f) | 10000000 | 10182661 |
| Reworld Holding Corp 4.875% 12/1/2029 (f) | 26475000 | 25629807 |
| Williams Scotsman Inc 7.375% 10/1/2031 (f) | 5590000 | 5828095 |
|  |  | 331242521 |
| Construction & Engineering - 0.1% |  |  |
| Arcosa Inc 4.375% 4/15/2029 (f) | 8410000 | 8267241 |
| Electrical Equipment - 0.0% |  |  |
| Sensata Technologies BV 4% 4/15/2029 (f) | 7394000 | 7238918 |
| Ground Transportation - 0.3% |  |  |
| Uber Technologies Inc 4.5% 8/15/2029 (f) | 27335000 | 27223006 |
| XPO Inc 6.25% 6/1/2028 (f) | 5950000 | 6053084 |
| XPO Inc 7.125% 2/1/2032 (f) | 9085000 | 9550597 |
|  |  | 42826687 |
| Machinery - 0.3% |  |  |
| Allison Transmission Inc 5.875% 6/1/2029 (f) | 7960000 | 8060105 |
| Beach Acquisition Bidco LLC 10% 7/15/2033 pay-in-kind (f)(h) | 18746254 | 20627261 |
| Chart Industries Inc 7.5% 1/1/2030 (f) | 15680000 | 16314491 |
|  |  | 45001857 |
| Passenger Airlines - 0.8% |  |  |
| Allegiant Travel Co 7.25% 8/15/2027 (f) | 6840000 | 6917477 |
| American Airlines 2016-3 Class A Pass Through Trust 7.25% 2/15/2028 (f) | 19595000 | 19949180 |
| American Airlines 2016-3 Class A Pass Through Trust 8.5% 5/15/2029 (f) | 20045000 | 20916797 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd 5.75% 4/20/2029 (f) | 29825000 | 30135299 |
| United Airlines Inc 4.375% 4/15/2026 (f) | 30025000 | 30005241 |
| United Airlines Inc 4.625% 4/15/2029 (f) | 18025000 | 18008200 |
|  |  | 125932194 |
| Professional Services - 0.2% |  |  |
| ION Platform Finance US Inc / ION Platform Finance SARL 5% 5/1/2028 (f) | 9045000 | 8539100 |
| ION Platform Finance US Inc / ION Platform Finance SARL 5.75% 5/15/2028 (f) | 12040000 | 11415921 |
| TriNet Group Inc 3.5% 3/1/2029 (f) | 8865000 | 8378202 |
|  |  | 28333223 |
| Trading Companies & Distributors - 0.1% |  |  |
| FTAI Aviation Investors LLC 7.875% 12/1/2030 (f) | 9065000 | 9611665 |
| Synergy Infrastructure Holdings LLC 7.875% 12/1/2030 (f) | 6975000 | 7275880 |
|  |  | 16887545 |
| TOTAL INDUSTRIALS |  | 906047296 |
| Information Technology - 3.1% |  |  |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |
| Coherent Corp 5% 12/15/2029 (f) | 9495000 | 9455734 |
| CPI CG Inc 10% 7/15/2029 (f) | 5636000 | 5992984 |
| Lightning Power LLC 7.25% 8/15/2032 (f) | 11955000 | 12724831 |
| TTM Technologies Inc 4% 3/1/2029 (f) | 8870000 | 8616117 |
|  |  | 36789666 |
| IT Services - 0.9% |  |  |
| CoreWeave Inc 9% 2/1/2031 (f) | 24840000 | 24150893 |
| CoreWeave Inc 9.25% 6/1/2030 (f) | 44700000 | 44002598 |
| Go Daddy Operating Co LLC / GD Finance Co Inc 3.5% 3/1/2029 (f) | 11810000 | 11222303 |
| Go Daddy Operating Co LLC / GD Finance Co Inc 5.25% 12/1/2027 (f) | 9345000 | 9333210 |
| Sabre GLBL Inc 11.125% 7/15/2030 (f) | 30145000 | 24379769 |
| Twilio Inc 3.625% 3/15/2029  | 9995000 | 9571210 |
| Twilio Inc 3.875% 3/15/2031  | 10460000 | 9884700 |
|  |  | 132544683 |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| ON Semiconductor Corp 3.875% 9/1/2028 (f) | 11065000 | 10841369 |
| Synaptics Inc 4% 6/15/2029 (f) | 7015000 | 6796418 |
| Wolfspeed Inc 7% 6/15/2031 pay-in-kind (h) | 11459645 | 9282312 |
| Wolfspeed Inc 9.875% 6/23/2030 pay-in-kind (f)(h) | 6660020 | 7201147 |
|  |  | 34121246 |
| Software - 1.6% |  |  |
| Cloud Software Group Inc 6.5% 3/31/2029 (f) | 67735000 | 67312845 |
| Crowdstrike Holdings Inc 3% 2/15/2029  | 8870000 | 8487119 |
| Elastic NV 4.125% 7/15/2029 (f) | 24245000 | 23291533 |
| Fair Isaac Corp 4% 6/15/2028 (f) | 2910000 | 2861793 |
| NCR Voyix Corp 5% 10/1/2028 (f) | 5530000 | 5458529 |
| NCR Voyix Corp 5.125% 4/15/2029 (f) | 2583000 | 2545592 |
| Oracle Corp 3.8% 11/15/2037  | 9470000 | 7625001 |
| PTC Inc 4% 2/15/2028 (f) | 6575000 | 6479192 |
| UKG Inc 6.875% 2/1/2031 (f) | 9090000 | 9082673 |
| X.AI LLC / X.AI Co Issuer Corp 12.5% 6/30/2030  | 83585000 | 92187735 |
|  |  | 225332012 |
| Technology Hardware, Storage & Peripherals - 0.2% |  |  |
| Seagate Data Storage Technology Pte Ltd 8.25% 12/15/2029 (f) | 19590000 | 20692429 |
| Seagate Data Storage Technology Pte Ltd 8.5% 7/15/2031 (f) | 12720000 | 13460190 |
|  |  | 34152619 |
| TOTAL INFORMATION TECHNOLOGY |  | 462940226 |
| Materials - 2.2% |  |  |
| Chemicals - 0.7% |  |  |
| Ingevity Corp 3.875% 11/1/2028 (f) | 11105000 | 10800865 |
| LSB Industries Inc 6.25% 10/15/2028 (f) | 21105000 | 21127667 |
| Olympus Water US Holding Corp 4.25% 10/1/2028 (f) | 15305000 | 14875748 |
| Olympus Water US Holding Corp 7.25% 2/15/2033 (f) | 29715000 | 29599363 |
| Scih Salt Hldgs Inc 4.875% 5/1/2028 (f) | 7820000 | 7801011 |
| Scotts Miracle-Gro Co/The 4% 4/1/2031  | 11945000 | 11244158 |
| Tronox Inc 4.625% 3/15/2029 (f) | 13295000 | 10218972 |
| WR Grace Holdings LLC 7.375% 3/1/2031 (f) | 5940000 | 6063206 |
|  |  | 111730990 |
| Construction Materials - 0.1% |  |  |
| Smyrna Ready Mix Concrete LLC 8.875% 11/15/2031 (f) | 24115000 | 25708881 |
| Containers & Packaging - 0.8% |  |  |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 3.25% 9/1/2028 (f) | 5915000 | 5689410 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 4% 9/1/2029 (f) | 11830000 | 11237351 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 6.25% 1/30/2031 (f) | 5945000 | 6109504 |
| Clydesdale Acquisition Holdings Inc 6.625% 4/15/2029 (f) | 7185000 | 7248300 |
| Clydesdale Acquisition Holdings Inc 8.75% 4/15/2030 (f) | 44650000 | 44681981 |
| Crown Cork & Seal Co Inc 7.5% 12/15/2096  | 12871000 | 12774468 |
| Graphic Packaging International LLC 3.75% 2/1/2030 (f) | 7880000 | 7442081 |
| Mauser Packaging Solutions Holding Co 7.875% 4/15/2030 (f) | 5930000 | 6041188 |
| Sealed Air Corp/Sealed Air Corp US 6.125% 2/1/2028 (f) | 5935000 | 6023586 |
| Trident TPI Holdings Inc 12.75% 12/31/2028 (f) | 5870000 | 5877976 |
|  |  | 113125845 |
| Metals & Mining - 0.6% |  |  |
| Alcoa Nederland Holding BV 4.125% 3/31/2029 (f) | 15485000 | 15251122 |
| Alcoa Nederland Holding BV 7.125% 3/15/2031 (f) | 4970000 | 5257410 |
| Arsenal AIC Parent LLC 8% 10/1/2030 (f) | 7040000 | 7455677 |
| Cleveland-Cliffs Inc 4.625% 3/1/2029 (f) | 23720000 | 23339795 |
| Cleveland-Cliffs Inc 4.875% 3/1/2031 (f) | 11440000 | 10968919 |
| Cleveland-Cliffs Inc 7.5% 9/15/2031 (f) | 3000000 | 3165822 |
| Commercial Metals Co 3.875% 2/15/2031  | 6135000 | 5823410 |
| Compass Minerals International Inc 6.75% 12/1/2027 (f) | 7378000 | 7379033 |
| Roller Bearing Co of America Inc 4.375% 10/15/2029 (f) | 4375000 | 4308264 |
|  |  | 82949452 |
| TOTAL MATERIALS |  | 333515168 |
| Real Estate - 1.9% |  |  |
| Diversified REITs - 0.7% |  |  |
| Iron Mountain Information Management Services Inc 5% 7/15/2032 (f) | 9100000 | 8703118 |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC 6% 1/15/2030 (f) | 7365000 | 7014609 |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 4.75% 4/15/2028 (f) | 31410000 | 31341734 |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 6.5% 2/15/2029 (f) | 14000000 | 13616197 |
| Vici Properties LP / Vici Note Co Inc 3.875% 2/15/2029 (f) | 11195000 | 11008461 |
| Vici Properties LP / Vici Note Co Inc 4.25% 12/1/2026 (f) | 21450000 | 21441639 |
| Vici Properties LP / Vici Note Co Inc 4.625% 12/1/2029 (f) | 12240000 | 12242845 |
|  |  | 105368603 |
| Health Care REITs - 0.5% |  |  |
| MPT Operating Partnership LP / MPT Finance Corp 3.5% 3/15/2031  | 11190000 | 8272148 |
| MPT Operating Partnership LP / MPT Finance Corp 4.625% 8/1/2029  | 18080000 | 15501325 |
| MPT Operating Partnership LP / MPT Finance Corp 5% 10/15/2027  | 38043000 | 37192168 |
| MPT Operating Partnership LP / MPT Finance Corp 8.5% 2/15/2032 (f) | 9100000 | 9749349 |
|  |  | 70714990 |
| Real Estate Management & Development - 0.2% |  |  |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 9.75% 4/15/2030 (f) | 11860000 | 12944656 |
| Greystar Real Estate Partners LLC 7.75% 9/1/2030 (f) | 5305000 | 5598855 |
| Taylor Morrison Communities Inc 5.125% 8/1/2030 (f) | 10725000 | 10793522 |
| Weekley Homes LLC / Weekley Finance Corp 4.875% 9/15/2028 (f) | 5045000 | 4970012 |
|  |  | 34307045 |
| Specialized REITs - 0.5% |  |  |
| Iron Mountain Inc 4.5% 2/15/2031 (f) | 22025000 | 21047480 |
| Iron Mountain Inc 4.875% 9/15/2029 (f) | 24110000 | 23803649 |
| SBA Communications Corp 3.125% 2/1/2029  | 13305000 | 12707762 |
| SBA Communications Corp 3.875% 2/15/2027  | 17015000 | 16888871 |
|  |  | 74447762 |
| TOTAL REAL ESTATE |  | 284838400 |
| Utilities - 2.3% |  |  |
| Electric Utilities - 1.8% |  |  |
| Clearway Energy Operating LLC 3.75% 1/15/2032 (f) | 6075000 | 5591408 |
| Clearway Energy Operating LLC 3.75% 2/15/2031 (f) | 13295000 | 12451479 |
| Clearway Energy Operating LLC 4.75% 3/15/2028 (f) | 6920000 | 6915122 |
| NRG Energy Inc 3.375% 2/15/2029 (f) | 5145000 | 4930257 |
| NRG Energy Inc 3.625% 2/15/2031 (f) | 10215000 | 9542867 |
| NRG Energy Inc 3.875% 2/15/2032 (f) | 1254000 | 1174290 |
| NRG Energy Inc 5.75% 1/15/2028  | 9000000 | 9005130 |
| NRG Energy Inc 5.75% 1/15/2034 (f) | 11885000 | 11964249 |
| NRG Energy Inc 6% 1/15/2036 (f) | 23775000 | 24023474 |
| NRG Energy Inc 6% 2/1/2033 (f) | 4240000 | 4321357 |
| NRG Energy Inc 6.25% 11/1/2034 (f) | 5090000 | 5225358 |
| Pacific Gas and Electric Co 3.75% 7/1/2028  | 2867500 | 2837409 |
| Pacific Gas and Electric Co 3.95% 12/1/2047  | 10826000 | 8071341 |
| Pacific Gas and Electric Co 4% 12/1/2046  | 13774000 | 10359074 |
| Pacific Gas and Electric Co 4.3% 3/15/2045  | 5995000 | 4767512 |
| PG&E Corp 5% 7/1/2028  | 22000000 | 21953327 |
| PG&E Corp 5.25% 7/1/2030  | 8330000 | 8279524 |
| Vistra Operations Co LLC 4.375% 5/1/2029 (f) | 23230000 | 22939195 |
| Vistra Operations Co LLC 5% 7/31/2027 (f) | 22585000 | 22603914 |
| Vistra Operations Co LLC 5.625% 2/15/2027 (f) | 28195000 | 28215104 |
| Vistra Operations Co LLC 7.75% 10/15/2031 (f) | 11985000 | 12681580 |
| XPLR Infrastructure Operating Partners LP 7.25% 1/15/2029 (f) | 6060000 | 6253217 |
| XPLR Infrastructure Operating Partners LP 7.75% 4/15/2034 (f) | 17040000 | 17369656 |
|  |  | 261475844 |
| Gas Utilities - 0.3% |  |  |
| Southern Natural Gas Co LLC 7.35% 2/15/2031  | 23497000 | 26081893 |
| Southern Natural Gas Co LLC 8% 3/1/2032  | 12475000 | 14443786 |
| Suburban Propane Partners LP/Suburban Energy Finance Corp 5% 6/1/2031 (f) | 12070000 | 11592472 |
|  |  | 52118151 |
| Independent Power and Renewable Electricity Producers - 0.2% |  |  |
| Alpha Generation LLC 6.25% 1/15/2034 (f) | 8910000 | 8967817 |
| Sunnova Energy Corp 11.75% (e)(f)(j) | 18140000 | 90700 |
| Sunnova Energy Corp 5.875% (e)(f)(j) | 3020000 | 7550 |
| Talen Energy Supply LLC 6.25% 2/1/2034 (f) | 8920000 | 9040063 |
| Talen Energy Supply LLC 6.5% 2/1/2036 (f) | 8920000 | 9145172 |
|  |  | 27251302 |
| TOTAL UTILITIES |  | 340845297 |
| TOTAL UNITED STATES |  | 6232546272 |
| ZAMBIA - 0.3%  |  |  |
| Materials - 0.3% |  |  |
| Metals & Mining - 0.3% |  |  |
| First Quantum Minerals Ltd 7.25% 2/15/2034 (f) | 7855000 | 8251630 |
| First Quantum Minerals Ltd 8.625% 6/1/2031 (f) | 21965000 | 23030961 |
| First Quantum Minerals Ltd 9.375% 3/1/2029 (f) | 14250000 | 14944688 |
| TOTAL ZAMBIA |  | 46227279 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $6,914,456,946) |  | <br> **6981176266** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.6%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.6%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.6%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.6%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Summit Midstream Corp 3 month U.S. LIBOR + 7.43%, 12.2837% (h)(i) | 2912 | 4613255 |
| Information Technology - 0.6% |  |  |
| Software - 0.6% |  |  |
| Strategy Inc 11% (l) | 512660 | 50748213 |
| Strategy Inc Series A, 10%  | 303400 | 30340000 |
| TOTAL INFORMATION TECHNOLOGY |  | 81088213 |
| TOTAL UNITED STATES |  | 85701468 |
| <br> **TOTAL NON-CONVERTIBLE PREFERRED STOCKS**<br> (Cost $79,000,962) |  | <br> **85701468** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 2.1%** | &nbsp;&nbsp;**Preferred Securities - 2.1%** | &nbsp;&nbsp;**Preferred Securities - 2.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 2.1%  |  |  |
| Energy - 0.5% |  |  |
| Oil, Gas & Consumable Fuels - 0.5% |  |  |
| Energy Transfer LP 6.5% (h)(m) | 10860000 | 11058364 |
| Energy Transfer LP 6.625% (h)(m) | 37985000 | 39594764 |
| Energy Transfer LP Series G, 7.125% (h)(m) | 27290000 | 28595571 |
| Mesquite Energy Inc 7.25% (e)(j)(m) | 21977000 | 2198 |
| TOTAL ENERGY |  | 79250897 |
| Financials - 1.4% |  |  |
| Banks - 1.1% |  |  |
| Bank of America Corp 5.875% (h)(m) | 102630000 | 106212135 |
| Bank of America Corp 6.25% (h)(m) | 17800000 | 18136285 |
| JPMorgan Chase & Co CME Term SOFR 3 month Index + 2.745%, 6.4058% (h)(i)(m) | 26340000 | 26578774 |
|  |  | 150927194 |
| Consumer Finance - 0.0% |  |  |
| Ally Financial Inc 4.7% (h)(m) | 7055000 | 6830763 |
| Insurance - 0.3% |  |  |
| Alliant Holdings LP 10.5% (e)(h)(m) | 47576998 | 48852062 |
| TOTAL FINANCIALS |  | 206610019 |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.2% |  |  |
| Edison International 5% (h)(m) | 2595000 | 2621166 |
| Edison International 5.375% (h)(m) | 33470000 | 34077033 |
| TOTAL UTILITIES |  | 36698199 |
| TOTAL UNITED STATES |  | 322559115 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $331,563,148) |  | <br> **322559115** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 13.4%** | &nbsp;&nbsp;**Money Market Funds - 13.4%** | &nbsp;&nbsp;**Money Market Funds - 13.4%** | &nbsp;&nbsp;**Money Market Funds - 13.4%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (o) | 3.70 | 1937098934 | 1937486354 |
| Fidelity Securities Lending Cash Central Fund (o)(p) | 3.70 | 84168339 | 84176755 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $2,021,616,793) |  |  | **2021663109** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.8%**<br> (Cost $13,348,393,025)<br>| <br>**15027073229** |
| **NET OTHER ASSETS (LIABILITIES) - 0.2%**  | **35199405** |
| **NET ASSETS - 100.0%** | **15062272634** |

---

**Legend**

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

(b) Non-income producing.

(c) Security or a portion of the security is on loan at period end.

(d) Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $426,555,813 or 2.8% of net assets.

(e) Level 3 security.

(f) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $5,620,231,987 or 37.3% of net assets.

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

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

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

(j) Non-income producing - Security is in default.

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

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

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

(n) Affiliated fund.

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

(p) Investment made with cash collateral received from securities on loan.

---

| | | |
|:---|:---|:---|
| Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: |
| Security | Acquisition Date | Acquisition Cost ($)<br>|
| Arena Brands Holding Corp | 6/18/1997 - 1/12/1999 | 21591597 |
| EchoStar Corp | 9/30/2024 | 13256891 |
| Fidelity Private Credit Company LLC | 4/15/2022 - 3/28/2025 | 378469472 |
| New Cotai LLC / New Cotai Capital Corp | 9/11/2020 | 16677424 |

---

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 1428611454 | 1912434599 | 1403551211 | 50469601 | (8488) | - | 1937486354 | 1937098934 | 3.4% |
| Fidelity Securities Lending Cash Central Fund | 7728800 | 488751235 | 412300136 | 136759 | (3144) | - | 84176755 | 84168339 | 0.3% |
| Total | 1436340254 | 2401185834 | 1815851347 | 50606360 | (11632) | - | 2021663109 |  |  |

---

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

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Affiliated Underlying Funds**

Fiscal year to date information regarding the Fund's investments in affiliated underlying funds is presented below. Exchanges between classes of the same affiliated underlying funds may occur. If an underlying fund changes its name, the name presented below is the name in effect at period end.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period |
| Fidelity Private Credit Company LLC | 363975820 | - | - | 38261199 | - | (6632955) | 357342865 | 38033001 |
|  | 363975820 | - | - | 38261199 | - | (6632955) | 357342865 |  |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

Securities, including private placements or other restricted securities, for which observable inputs are not available are valued using alternate valuation approaches, including the market approach, the income approach and cost approach, and are categorized as Level 3 in the hierarchy. The market approach considers factors including the price of recent investments in the same or a similar security or financial metrics of comparable securities. The income approach considers factors including expected future cash flows, security specific risks and corresponding discount rates. The cost approach considers factors including the value of the security's underlying assets and liabilities.

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

The Fund invests a significant portion of its assets in below investment grade securities. The value of these securities can be more volatile due to changes in the credit quality of the issuer and is sensitive to changes in economic, market and regulatory conditions.

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

Fidelity Private Credit Company LLC is valued at its net asset value (NAV) each month end and is categorized as Level 2 in the hierarchy.

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity 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 Capital and Income Fund

- **b. EDGAR series identifier (if any):** S000007495

- **c. LEI of Series:** LU703CW6CEVPXCO7Y179

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $15176991182.40

**Total Liabilities:** $161268822.59

**Net Assets:** $15015722359.81

**Cash Not Reported:** $41103663.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 42702.27047477 | **1-Year:** 103398.96900124 | **5-Year:** 164455.03743448 | **10-Year:** 39770.27684452 | **30-Year:** 17017.59957200

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

- **3-Month:** 403273.09690155 | **1-Year:** 880560.92861315 | **5-Year:** 757164.83691395 | **10-Year:** 71906.75601373 | **30-Year:** 37974.75120882

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000020469 | -0.47%               | 1.07%                | 1.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12535583.00             | $-138408673.60                             |
| Month 2  | $-11173817.75            | $99053045.30                               |
| Month 3  | $-7783508.44             | $196879677.17                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALPHABET INC                                                                     | ALPHABET INC CL A                                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     344200 | NS      | $116339600.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                                   | AMAZON.COM INC                                                                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     256900 | NS      | $61476170.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ARENA BRANDS HOLDING CORP                                                        | ARENA BRANDS HLDG CORP B P/P (NOT LISTED)                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     659302 | NS      | $15078236.74   | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | ARES MANAGEMENT CORP CL A                                                                            | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |     145100 | NS      | $21717117.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                                                     | AUTODESK INC                                                                                         | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      75700 | NS      | $19142259.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP                                                                                     | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     453873 | NS      | $38370423.42   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD CO LTD                                                                       | BYD COMPANY LTD H                                                                                    | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |    5184000 | NS      | $64628231.55   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | CARLISLE COS INC                                                                                     | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      35200 | NS      | $11999328.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS INC                                                             | CELSIUS HOLDINGS INC                                                                                 | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     238100 | NS      | $12495488.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO/THE                                                                  | CHEMOURS CO/ THE                                                                                     | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     857210 | NS      | $12849577.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| COMFORT SYSTEMS USA INC                                                          | COMFORT SYSTEMS USA INC                                                                              | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     237200 | NS      | $270906120.00  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CORK and SEAL INC                                                          | CROWN CORK and SEAL INC 7.5% 12/15/2096                                                              | CUSIP: 228255AJ4<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |   12871000 | PA      | $12774467.50   | 0.09%             | 2096-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DICKS SPORTING GOODS INC                                                         | DICKS SPORTING GOODS INC                                                                             | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     140400 | NS      | $28360800.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATLS INC                                                                  | EAGLE MATERIALS INC                                                                                  | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     142000 | NS      | $28941020.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP CL A                                                                                   | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     769300 | NS      | $87100146.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: —       |
| EMCOR GROUP INC                                                                  | EMCOR GROUP INC                                                                                      | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     142500 | NS      | $102704025.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP                                                                                   | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |    1252700 | NS      | $23112315.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 5.5% 06/01/2027                                                                   | CUSIP: 29273VAF7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   16735000 | PA      | $16989959.06   | 0.11%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC CL A                                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     266600 | NS      | $191018900.00  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Cash Central Fund                                                                           | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 1933271482 | NS      | $1933658136.03 | 12.88%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Securities Lending Cash Central Fund                                                        | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   73770735 | NS      | $73778111.88   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 8% 11/01/2031                                                                          | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  144500000 | PA      | $163848302.91  | 1.09%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                     | ARTHUR J GALLAGHAR AND CO                                                                            | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     211900 | NS      | $52841503.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 8% 11/01/2031                                                                          | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   20638000 | PA      | $23356402.07   | 0.16%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NXP SEMICONDUCTORS NV                                                            | NXP SEMICONDUCTORS NV                                                                                | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      43500 | NS      | $9837090.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                            | ENCOMPASS HEALTH CORP                                                                                | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |         34 | NS      | $3214.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IES HOLDINGS INC                                                                 | IES HOLDINGS INC                                                                                     | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |     131500 | NS      | $50008135.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PLC                                                      | JAMES HARDIE IND PLC                                                                                 | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |     489900 | NS      | $11262801.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                                         | KLA CORP                                                                                             | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      42500 | NS      | $60687450.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                                                                   | EATON CORP PLC                                                                                       | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |     206300 | NS      | $72497946.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                              | LVMH MOET HENNESSY LOUIS VUITTON SE                                                                  | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |      11800 | NS      | $7615774.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                                           | TRANE TECHNOLOGIES PLC                                                                               | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     149500 | NS      | $62876710.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INC                                                                          | MKS INC                                                                                              | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     155900 | NS      | $36700419.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                    | MARTIN MARIETTA MATERIALS INC                                                                        | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      23300 | NS      | $15190435.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC CL A                                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      92500 | NS      | $49838075.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP                                                                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     227400 | NS      | $97847946.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | MICRON TECHNOLOGY INC                                                                                | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     170800 | NS      | $70861504.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODYS CORP                                                                      | MOODYS CORP                                                                                          | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      33900 | NS      | $17477484.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA CORP                                                                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    1349000 | NS      | $257834370.00  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP                                                                                | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     692703 | NS      | $41485982.67   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HLDGS INC                                                                | ONEMAIN HOLDINGS INC                                                                                 | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     569200 | NS      | $37305368.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC                                                                 | PJT PARTNERS INC                                                                                     | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       5092 | NS      | $881068.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4.3% 03/15/2045                                                          | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5995000 | PA      | $4767512.24    | 0.03%             | 2045-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | PARKER HANNIFIN CORP                                                                                 | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      58900 | NS      | $55120976.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO                                                     | PORTLAND GENERAL ELECTRIC CO                                                                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      14817 | NS      | $744554.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | THE BOOKING HOLDINGS INC                                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       4600 | NS      | $23008464.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT HOLDINGS CORP                                                           | WILLSCOT HOLDINGS CORP                                                                               | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     610100 | NS      | $12220303.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOPIFY INC                                                                      | SHOPIFY INC CL A                                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     195100 | NS      | $25600203.43   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPSON MANUFACTURING CO                                                         | SIMPSON MANUFACTURING CO                                                                             | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      75300 | NS      | $13311534.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN NAT GAS CO LLC                                                          | SOUTHERN NAT GAS CO LLC 7.35% 02/15/2031                                                             | CUSIP: 843452AY9<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |   23497000 | PA      | $26081892.28   | 0.17%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NAT GAS CO LLC                                                          | SOUTHERN NAT GAS CO LLC 8% 03/01/2032                                                                | CUSIP: 843452AZ6<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |   12475000 | PA      | $14443786.41   | 0.10%             | 2032-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC CL A                                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     596500 | NS      | $36046495.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                                                  | TAIWAN SEMIC MFG CO LTD SP ADR                                                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     489500 | NS      | $161809120.00  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP                                                                                | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     105098 | NS      | $19892949.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP                                                                                        | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     174900 | NS      | $81861945.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                                                                    | COHERENT CORP                                                                                        | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     154500 | NS      | $32781810.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                                         | VISA INC CL A                                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     178500 | NS      | $57446655.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                                                            | US FOODS HOLDING CORP                                                                                | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     310200 | NS      | $25938924.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.75% 07/01/2036                                                             | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   12766000 | PA      | $12736732.67   | 0.08%             | 2036-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.75% 09/15/2026                                                                        | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4557079.80    | 0.03%             | 2026-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4% 12/01/2046                                                            | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   13774000 | PA      | $10359073.61   | 0.07%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                      | VISTRA CORP                                                                                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     636300 | NS      | $100758105.00  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| FORBES ENERGY SVCS LTD                                                           | FORBES ENERGY SVCS LTD NEW                                                                           | CUSIP: 345143200<br>LEI: 5493000KNGZL65YWY755 | Long             | EC               | CORP              | US        |     193218 | NS      | $1.93          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 5.625% 05/01/2027                                                                 | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    6030000 | PA      | $6032544.66    | 0.04%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 5% 08/01/2027 144A                                                               | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    8280000 | PA      | $8265607.70    | 0.06%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP                             | HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP 4.875% 04/01/2027                               | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8435000 | PA      | $8438011.30    | 0.06%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                           | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   38043000 | PA      | $37192168.31   | 0.25%             | 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 5.5% 01/15/2028 144A                    | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     595000 | PA      | $594794.55     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRINKS CO                                                                        | BRINKS CO 4.625% 10/15/2027 144A                                                                     | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |   12180000 | PA      | $12178844.12   | 0.08%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP 3.8% 11/15/2037                                                                          | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9470000 | PA      | $7625001.00    | 0.05%             | 2037-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM CORP                                                            | SUMMIT MIDSTREAM CORP 3ML+743 PERP PFD                                                               | CUSIP: 86614G200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       2912 | NS      | $4613254.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 6.625%/VAR PERP                                                                   | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   37985000 | PA      | $38431969.50   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN LTD                                                        | JAMES HARDIE INTL FIN LTD 5% 01/15/2028 144A                                                         | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    4136000 | PA      | $4131359.57    | 0.03%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UC HOLDINGS INC                                                                  | UC HOLDINGS INC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     677217 | NS      | $6.77          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VOC ESCROW LTD                                                                   | VOC ESCROW LTD 5% 02/15/2028 144A                                                                    | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   19690000 | PA      | $19677268.45   | 0.13%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 5.875%/VAR PERP                                                          | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |  102630000 | PA      | $103896864.72  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| NVENT ELECTRIC PLC                                                               | NVENT ELECTRIC PLC                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     315900 | NS      | $35462934.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                                                        | CONSTRUCTION PARTNERS INC CL A                                                                       | CUSIP: 21044C107<br>LEI: 549300G4ICXJKQN32X70 | Long             | EC               | CORP              | US        |     143700 | NS      | $15789756.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 8% 06/15/2027                                                                     | CUSIP: 165167CZ8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    2132000 | PA      | $0.21          | 0.00%             | 2027-06-15      | Fixed         | 0.08%                 | No            |                  3 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 8% 12/31/2049                                                                     | CUSIP: 165167CU9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $0.34          | 0.00%             | 2049-12-31      | Fixed         | 0.08%                 | No            |                  3 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 3.95% 12/01/2047                                                         | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   10826000 | PA      | $8071340.86    | 0.05%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELAH HOLDINGS INC                                                                | ELAH HOLDINGS INC                                                                                    | CUSIP: 28413L105<br>LEI: 549300QGHCFUEGYWKU13 | Long             | EC               | CORP              | US        |        906 | NS      | $10980.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS CO                                                               | VERTIV HOLDINGS CO                                                                                   | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     414400 | NS      | $77152992.00   | 0.51%             |  |  |  | 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        |   21320000 | PA      | $21341877.30   | 0.14%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 7% 12/31/2049                                                                     | CUSIP: 165167DA2<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    6915000 | PA      | $0.69          | 0.00%             | 2049-12-31      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                       | HILCORP ENERGY I LP/FIN CO 6.25% 11/01/2028 144A                                                     | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12280000 | PA      | $12380818.80   | 0.08%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Studio City International Holdings Ltd                                           | STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR                                                           | CUSIP: 86389T106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     695700 | NS      | $2114928.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.75% 01/15/2028                                                                      | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9005130.00    | 0.06%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALGOMA STEEL SCA                                                                 | ALGOMA STEEL SCA                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     198162 | NS      | $1.98          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALGOMA STEEL SCA                                                                 | ALGOMA STEEL SCA 0% 12/31/2049                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    1981620 | PA      | $0.20          | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | 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        |   28195000 | PA      | $28215103.04   | 0.19%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 6.5% 02/01/2029 144A                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   14725000 | PA      | $9431478.83    | 0.06%             | 2029-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                         | ALLISON TRANSMISSION INC 5.875% 06/01/2029 144A                                                      | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    7960000 | PA      | $8060104.56    | 0.05%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 5.625% 05/01/2027 144A                                                            | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   18015000 | PA      | $18008817.43   | 0.12%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                                  | IHEARTMEDIA INC                                                                                      | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        104 | NS      | $336.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 5% 05/15/2027 144A                                                                         | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   12070000 | PA      | $12074063.49   | 0.08%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.625% 01/15/2028                                                               | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    7305000 | PA      | $7496675.90    | 0.05%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP 6% 06/01/2026                                                                    | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   12025000 | PA      | $12040728.70   | 0.08%             | 2026-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 5.25% 12/01/2027 144A                                  | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9345000 | PA      | $9333210.35    | 0.06%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 7.5% 06/15/2029                                                              | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    8335000 | PA      | $8512068.74    | 0.06%             | 2029-06-15      | Fixed         | 0.07%                 | 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        |   22585000 | PA      | $22603913.58   | 0.15%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A                       | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17645000 | PA      | $17652005.07   | 0.12%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                       | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18080000 | PA      | $15501324.63   | 0.10%             | 2029-08-01      | Fixed         | 0.05%                 | 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        |   18070000 | PA      | $18074933.11   | 0.12%             | 2027-11-01      | Fixed         | 0.05%                 | 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        |    5860874 | PA      | $0.59          | 0.00%             | 2055-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 4.75% 09/15/2029                                                                  | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    6860000 | PA      | $6826427.85    | 0.05%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 4.875% 09/15/2029 144A                                                             | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   24110000 | PA      | $23803648.70   | 0.16%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 4.5% 09/15/2027 144A                                                     | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    9015000 | PA      | $9014269.15    | 0.06%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A                                                | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   10600000 | PA      | $10537366.72   | 0.07%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 3.875% 01/15/2028 144A                                                | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   12115000 | PA      | $11934262.37   | 0.08%             | 2028-01-15      | Fixed         | 0.04%                 | 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        |    8855000 | PA      | $8859799.41    | 0.06%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A                                                        | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2321994.94    | 0.02%             | 2027-09-30      | Fixed         | 0.05%                 | 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        |   49965000 | PA      | $50106301.02   | 0.33%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                         | ZIGGO BV 4.875% 01/15/2030 144A                                                                      | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    7990000 | PA      | $7543073.76    | 0.05%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                                    | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3351996.08    | 0.02%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 6.25% 05/15/2026                               | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4817000 | PA      | $4817154.14    | 0.03%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 4% 11/15/2029 144A                                                                          | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    3245000 | PA      | $3179083.54    | 0.02%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 4.875% 01/15/2030                                                   | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6913482.60    | 0.05%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 5.375% 11/15/2029                                                               | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $9375235.70    | 0.06%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.625% 01/15/2027 144A        | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25300000 | PA      | $25281108.74   | 0.17%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                                             | CASCADES INC/USA INC 5.375% 01/15/2028 144A                                                          | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    5600000 | PA      | $5595179.52    | 0.04%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A                                          | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21450000 | PA      | $21441639.43   | 0.14%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 12/01/2029 144A                                         | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12240000 | PA      | $12242844.94   | 0.08%             | 2029-12-01      | Fixed         | 0.05%                 | 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        |    7378000 | PA      | $7379032.92    | 0.05%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A                                                    | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11235000 | PA      | $11237943.57   | 0.07%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                           | FAIR ISAAC CORPORATION 4% 06/15/2028 144A                                                            | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $2861793.52    | 0.02%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A                                                       | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    6920000 | PA      | $6915122.09    | 0.05%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                         | MOOG INC 4.25% 12/15/2027 144A                                                                       | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    3455000 | PA      | $3436886.47    | 0.02%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 7.125%/VAR PERP                                                                   | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   27290000 | PA      | $28187377.07   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 5.75% 02/15/2028 144A                                                                 | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   22655000 | PA      | $22640052.23   | 0.15%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A        | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   44700000 | PA      | $44095993.04   | 0.29%             | 2030-02-15      | Fixed         | 0.05%                 | 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        |    2528000 | PA      | $0.25          | 0.00%             | 2055-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| PTC INC                                                                          | PTC INC 4% 02/15/2028 144A                                                                           | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    6575000 | PA      | $6479191.73    | 0.04%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                        | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5690000 | PA      | $5285498.47    | 0.04%             | 2030-02-15      | Fixed         | 0.04%                 | 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        |    8916752 | PA      | $8567483.02    | 0.06%             | 2026-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.625% 04/15/2030 144A                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   15630000 | PA      | $15262881.00   | 0.10%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP                | BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 4.875% 02/15/2030 144A                                    | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    7775000 | PA      | $7258285.94    | 0.05%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO FRN TSFR3M+274.5 PERP                                                          | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   26340000 | PA      | $26433480.66   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 5.25% 05/15/2027                               | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   38210000 | PA      | $37800690.66   | 0.25%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 4.625% 06/01/2030 144A                                                                    | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   31515000 | PA      | $30324230.94   | 0.20%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 4.375% 06/15/2028 144A                                                         | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    7525000 | PA      | $7391270.22    | 0.05%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.125% 12/01/2030 144A                                                              | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   25825000 | PA      | $15660383.30   | 0.10%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 7.2% 03/15/2029                                                            | CUSIP: 674599DT9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    3964000 | PA      | $4277064.83    | 0.03%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                             | TRI POINTE HOMES INC 5.7% 06/15/2028                                                                 | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14380000 | PA      | $14535318.38   | 0.10%             | 2028-06-15      | 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        |   22000000 | PA      | $21953327.00   | 0.15%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5.25% 07/01/2030                                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    8330000 | PA      | $8279524.37    | 0.06%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC                                                                                  | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |     317026 | NS      | $65231199.53   | 0.43%             |  |  |  | No            |                  3 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 3.75% 07/01/2028                                                         | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2867500 | PA      | $2837409.14    | 0.02%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A                                               | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   10725000 | PA      | $10793522.03   | 0.07%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC 7.25% PERP                                                                       | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EP               | CORP              | US        |   21977000 | PA      | $2197.70       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                              | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   27290000 | PA      | $16266264.54   | 0.11%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                             | MGIC INVESTMENT CORP 5.25% 08/15/2028                                                                | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    7710000 | PA      | $7705550.87    | 0.05%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 3.75% 02/15/2031 144A                                                                     | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    4180000 | PA      | $3834276.38    | 0.03%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 4.5% 02/15/2031 144A                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   22025000 | PA      | $21047479.84   | 0.14%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                        | TARGA RES P LP/TARGA RES P FIN 4.875% 02/01/2031                                                     | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10360000 | PA      | $10456671.75   | 0.07%             | 2031-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A          | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36160000 | PA      | $34705069.86   | 0.23%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                                   | ANGI GROUP LLC 3.875% 08/15/2028 144A                                                                | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5530000 | PA      | $5059950.00    | 0.03%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                   | NCR VOYIX CORP 5% 10/01/2028 144A                                                                    | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    5530000 | PA      | $5458528.62    | 0.04%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                         | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   11065000 | PA      | $10841368.60   | 0.07%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC / WEEKLEY FIN CORP                                             | WEEKLEY HOMES LLC / WEEKLEY FIN CORP 4.875% 09/15/2028 144A                                          | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5045000 | PA      | $4970012.63    | 0.03%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW COTAI LLC / NEW COTAI CAP CORP                                               | NEW COTAI LLC/NEW COTAI CAPITAL CORP P/P                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    3366626 | NS      | $605992.68     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SHEA HOMES LTD PARTNERSHIP / SHEA HOMES FDG CORP                                 | SHEA HOMES LTD PARTNERSHP/CORP 4.75% 04/01/2029                                                      | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8020000 | PA      | $7915079.95    | 0.05%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.625% 10/01/2030 144A                                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   23165000 | PA      | $23723369.16   | 0.16%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                    | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   39005000 | PA      | $37215696.72   | 0.25%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EP ENERGY CORP                                                                   | EP ENERGY CORP ESCROW                                                                                | CUSIP: N/A<br>LEI: 549300Z6HPQS1H5IYQ07       | Long             | EC               | CORP              | US        |     841775 | NS      | $1405764.25    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A                         | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11125000 | PA      | $10987607.36   | 0.07%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTERNATIONAL 4.75% 10/15/2028                                                           | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   11125000 | PA      | $11104235.19   | 0.07%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                  | ROLLS-ROYCE PLC 5.75% 10/15/2027 144A                                                                | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   10870000 | PA      | $11135300.29   | 0.07%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                        | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                                       | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    1725000 | PA      | $1606406.25    | 0.01%             | 2031-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP INC                                                     | CHOBANI LLC/FINANCE CORP INC 4.625% 11/15/2028 144A                                                  | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6285000 | PA      | $6253026.32    | 0.04%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                                    | INGEVITY CORP 3.875% 11/01/2028 144A                                                                 | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |   11105000 | PA      | $10800865.14   | 0.07%             | 2028-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP                                                                                  | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      17780 | NS      | $951230.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL CAPITAL INC                                                             | BLUE OWL CAPITAL INC A                                                                               | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     519900 | NS      | $7091436.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A                                                         | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   10465000 | PA      | $9652631.35    | 0.06%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028                                                         | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27530000 | PA      | $27489376.73   | 0.18%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.75% 03/01/2030                                                         | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    3523000 | PA      | $3468465.37    | 0.02%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.5% 03/01/2028                                                          | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    3534000 | PA      | $3521791.09    | 0.02%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 4% 08/01/2028 144A                                                             | CUSIP: 36168QAL8<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |    9105000 | PA      | $8961061.79    | 0.06%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A                                               | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    5595000 | PA      | $5446220.56    | 0.04%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A                                                  | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    8395000 | PA      | $8013423.74    | 0.05%             | 2031-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.375% 02/15/2029 144A                                                                | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    5145000 | PA      | $4930257.48    | 0.03%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.625% 02/15/2031 144A                                                                | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   10215000 | PA      | $9542867.10    | 0.06%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                              | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19575000 | PA      | $19575645.98   | 0.13%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031                                                         | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11190000 | PA      | $8272149.31    | 0.06%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 6% 01/15/2029 144A                                                                | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    5345000 | PA      | $5376001.00    | 0.04%             | 2029-01-15      | 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        |    8615000 | PA      | $8086315.54    | 0.05%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                            | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   17805000 | PA      | $16440736.39   | 0.11%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 4% 09/15/2030                                                                   | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    5610000 | PA      | $5261773.84    | 0.04%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIT CORP                                                                        | UNIT CORP                                                                                            | CUSIP: 909218406<br>LEI: 549300XGK22FZCTN8B67 | Long             | EC               | CORP              | US        |      37978 | NS      | $1248716.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6% 01/15/2029 144A                                                      | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    8490000 | PA      | $8467077.00    | 0.06%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                                                         | ATS CORP 4.125% 12/15/2028 144A                                                                      | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    7895000 | PA      | $7702778.86    | 0.05%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                            | SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A                                                         | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2602590.97    | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | 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        |   17015000 | PA      | $16888871.21   | 0.11%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FIN LTD                                                              | STUDIO CITY FIN LTD 5% 01/15/2029 144A                                                               | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    5700000 | PA      | $5516745.00    | 0.04%             | 2029-01-15      | Fixed         | 0.05%                 | 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        |   25785000 | PA      | $26037978.70   | 0.17%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                                         | CROWDSTRIKE HOLDINGS INC 3% 02/15/2029                                                               | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    8870000 | PA      | $8487118.73    | 0.06%             | 2029-02-15      | Fixed         | 0.03%                 | 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        |   14000000 | PA      | $13616197.00   | 0.09%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                             | COMMERCIAL METALS CO 3.875% 02/15/2031                                                               | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    6135000 | PA      | $5823410.10    | 0.04%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 3.75% 02/15/2031 144A                                                             | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4978254.49    | 0.03%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                   | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   21790000 | PA      | $19546643.24   | 0.13%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHIP VII LTD                                                | VIKING OCEAN CRUISES SHIP VII LTD 5.625% 02/15/2029 144A                                             | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    4965000 | PA      | $4965208.53    | 0.03%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 5.875% 02/01/2029 144A                                                            | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    5840000 | PA      | $5840314.37    | 0.04%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                                                     | ADTALEM GLOBAL EDUCATION INC 5.5% 03/01/2028 144A                                                    | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    9010000 | PA      | $8986459.03    | 0.06%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 4.875% 03/01/2031 144A                                                          | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   11440000 | PA      | $10968919.10   | 0.07%             | 2031-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A                                                          | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   23720000 | PA      | $23339794.49   | 0.16%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP                                                                                   | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        627 | NS      | $70481.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP SER C WT 02/09/26                                                                 | CUSIP: 165167180<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       1183 | NS      | $120074.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                                         | SIMMONS FOOD INC/SIMMONS 4.625% 03/01/2029 144A                                                      | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8340000 | PA      | $8037936.04    | 0.05%             | 2029-03-01      | Fixed         | 0.05%                 | 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        |   20060000 | PA      | $20187902.56   | 0.13%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                              | SPECTRUM BRANDS INC 3.875% 03/15/2031 144A                                                           | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    1993000 | PA      | $1608351.00    | 0.01%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                              | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                             | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    7020000 | PA      | $7013605.48    | 0.05%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                                   | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11810000 | PA      | $11222302.51   | 0.07%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                 | TRINET GROUP INC 3.5% 03/01/2029 144A                                                                | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    8865000 | PA      | $8378202.46    | 0.06%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                             | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                              | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    8870000 | PA      | $8616116.65    | 0.06%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                  | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                               | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   25859896 | PA      | $20830146.57   | 0.14%             | 2028-03-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.5% 09/15/2031 144A                                                                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   47500000 | PA      | $44999799.50   | 0.30%             | 2031-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP 3.625% 03/15/2029 144A                                                                 | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    5910000 | PA      | $5723768.81    | 0.04%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 3.25% 09/01/2028 144A      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5915000 | PA      | $5689410.18    | 0.04%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A         | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11830000 | PA      | $11237350.60   | 0.07%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUPERIOR ENERGY SERVICES INC                                                     | SUPERIOR ENERGY SERVICES INC A                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     110370 | NS      | $9076828.80    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| TRONOX INC                                                                       | TRONOX INC 4.625% 03/15/2029 144A                                                                    | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   13295000 | PA      | $10218971.61   | 0.07%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 3.75% 02/15/2031 144A                                                       | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   13295000 | PA      | $12451478.78   | 0.08%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                              | OWENS and MINOR INC 4.5% 03/31/2029 144A                                                             | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    8310000 | PA      | $5467440.68    | 0.04%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 5.375%/VAR PERP                                                                 | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |   33470000 | PA      | $33386231.28   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| TWILIO INC                                                                       | TWILIO INC 3.625% 03/15/2029                                                                         | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    9995000 | PA      | $9571209.90    | 0.06%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                                                       | TWILIO INC 3.875% 03/15/2031                                                                         | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |   10460000 | PA      | $9884700.00    | 0.07%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | APPLOVIN CORP                                                                                        | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      37700 | NS      | $17836247.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 4.125% 03/31/2029 144A                                                    | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   15485000 | PA      | $15251122.30   | 0.10%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                                    | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   10515000 | PA      | $10142435.67   | 0.07%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 4% 03/15/2031 144A                                                       | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   12085000 | PA      | $11453539.41   | 0.08%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.75% 04/20/2029 144A                              | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29825000 | PA      | $30135299.30   | 0.20%             | 2029-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                        | CROCS INC 4.25% 03/15/2029 144A                                                                      | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    8675000 | PA      | $8370089.37    | 0.06%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                    | SYNAPTICS INC 4% 06/15/2029 144A                                                                     | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    7015000 | PA      | $6796418.91    | 0.05%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                     | SOMNIGROUP INTERNATIONAL INC 4% 04/15/2029 144A                                                      | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   15925000 | PA      | $15449802.78   | 0.10%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                           | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    7394000 | PA      | $7238918.24    | 0.05%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 4.625% 01/31/2032                                                                     | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   11975000 | PA      | $11708789.76   | 0.08%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                            | NESCO HOLDINGS II INC 5.5% 04/15/2029 144A                                                           | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   14525000 | PA      | $14312936.45   | 0.10%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 4.375% 04/01/2031 144A                                                   | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    5032000 | PA      | $4861918.95    | 0.03%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                                                 | TEINE ENERGY LTD 6.875% 04/15/2029 144A                                                              | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | CORP              | CA        |    8990000 | PA      | $8997012.20    | 0.06%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                   | NCR VOYIX CORP 5.125% 04/15/2029 144A                                                                | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    2583000 | PA      | $2545592.81    | 0.02%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                       | ARCOSA INC 4.375% 04/15/2029 144A                                                                    | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    8410000 | PA      | $8267241.09    | 0.06%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 6.75% 04/15/2029 144A                                                             | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    8995000 | PA      | $9042940.20    | 0.06%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A                     | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31410000 | PA      | $31341733.51   | 0.21%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                            | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18260000 | PA      | $16582873.78   | 0.11%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC                                 | BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC 5.125% 04/15/2029 144A                              | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5565000 | PA      | $4933012.44    | 0.03%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MONDAY.COM LTD                                                                   | MONDAY.COM LTD                                                                                       | CUSIP: N/A<br>LEI: 984500MDAFVD86E3B328       | Long             | EC               | CORP              | IL        |     206900 | NS      | $23741775.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                            | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21010000 | PA      | $20607017.70   | 0.14%             | 2028-04-30      | Fixed         | 0.04%                 | 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        |    7820000 | PA      | $7801010.69    | 0.05%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                         | BROADSTREET PARTNERS INC 5.875% 04/15/2029 144A                                                      | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |   15505000 | PA      | $15468366.34   | 0.10%             | 2029-04-15      | Fixed         | 0.06%                 | 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        |   30025000 | PA      | $30005240.55   | 0.20%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC 4.625% 04/15/2029 144A                                                           | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   18025000 | PA      | $18008200.70   | 0.12%             | 2029-04-15      | Fixed         | 0.05%                 | 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        |    5945000 | PA      | $5936829.19    | 0.04%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                                    | BOYNE USA INC 4.75% 05/15/2029 144A                                                                  | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6360000 | PA      | $6275835.58    | 0.04%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | MARVELL TECHNOLOGY INC                                                                               | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     273600 | NS      | $21592512.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ SECURITIES DAC                                                              | JAZZ SECURITIES DAC 4.375% 01/15/2029 144A                                                           | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   12305000 | PA      | $12107110.87   | 0.08%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.5% 11/15/2031 144A                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   62895000 | PA      | $38153251.69   | 0.25%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                         | DANA INC 4.25% 09/01/2030                                                                            | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    4463000 | PA      | $4263234.33    | 0.03%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP | ATLAS LUX 4 SARL/ALD UNI HLDC LLC/ALD UNI FIN CRP 4.625% 06/01/2028 144A                             | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7690000 | PA      | $7599732.47    | 0.05%             | 2028-06-01      | Fixed         | 0.05%                 | 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        |   20025000 | PA      | $20163713.18   | 0.13%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                                  | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   13855000 | PA      | $11402063.69   | 0.08%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A                                                      | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   23230000 | PA      | $22939195.25   | 0.15%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION TERM B 1LN 01/31/2029                                                                      | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    7218750 | PA      | $7155585.94    | 0.05%             | 2029-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A                                                    | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   12060000 | PA      | $11519164.48   | 0.08%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE LP/ENGY FIN C                                                   | SUBURBAN PROPANE LP/ENGY FIN C 5% 06/01/2031 144A                                                    | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12070000 | PA      | $11592472.18   | 0.08%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                   | SERVICE CORP INTERNATIONAL INC 4% 05/15/2031                                                         | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   12070000 | PA      | $11486059.44   | 0.08%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                         | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                                      | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    5971000 | PA      | $5857814.92    | 0.04%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 3.5% 06/01/2031                                                                            | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   12070000 | PA      | $11287513.97   | 0.08%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.25% 06/01/2029                                                               | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   17640000 | PA      | $17334773.32   | 0.12%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                       | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 7.125% 06/01/2028 144A                    | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17655000 | PA      | $17771628.93   | 0.12%             | 2028-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.125% 06/15/2029 144A                                                              | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9070000 | PA      | $8966391.58    | 0.06%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.375% 06/15/2031 144A                                                              | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9070000 | PA      | $8892387.00    | 0.06%             | 2031-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A                      | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9060000 | PA      | $9075691.92    | 0.06%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                         | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 5.5% 06/15/2031 144A                                        | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27225000 | PA      | $27073119.08   | 0.18%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP 4.75% 06/15/2031 144A                                                               | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   15120000 | PA      | $14728744.60   | 0.10%             | 2031-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 4.7%/VAR PERP                                                                          | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |    7055000 | PA      | $6762283.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 4.75% 06/15/2029 144A                                                          | CUSIP: 36168QAN4<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |   12095000 | PA      | $12017148.11   | 0.08%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                | SOLERA TERM B 1LN 06/02/2028                                                                         | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   21281182 | PA      | $19570813.11   | 0.13%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 6.5%/VAR PERP                                                                     | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   10860000 | PA      | $10910173.20   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ TERM B 1LN 06/21/2028                                                                    | CUSIP: N/A<br>LEI: 549300IXDNBXNHUPBU73       | Long             | LON              | CORP              | US        |    2901225 | PA      | $2899426.24    | 0.02%             | 2028-06-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 4% 07/15/2028 144A                                                               | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   10140000 | PA      | $9904951.35    | 0.07%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A                                                        | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   32085000 | PA      | $31305279.96   | 0.21%             | 2030-01-15      | Fixed         | 0.06%                 | 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        |   11390000 | PA      | $11253543.24   | 0.07%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 5.875% 06/30/2029 144A                                                               | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    9085000 | PA      | $9073703.71    | 0.06%             | 2029-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 5.875% 07/01/2029 144A                                               | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    8645000 | PA      | $8677418.75    | 0.06%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                       | VMED O2 UK FINANCING I PLC 4.75% 07/15/2031 144A                                                     | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   21200000 | PA      | $19372320.44   | 0.13%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                       | ELASTIC NV 4.125% 07/15/2029 144A                                                                    | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   24245000 | PA      | $23291532.89   | 0.16%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.375% 02/01/2029                              | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11165000 | PA      | $9855264.00    | 0.07%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORPORATION                                                              | SEASPAN CORPORATION 5.5% 08/01/2029 144A                                                             | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    9095000 | PA      | $8649953.64    | 0.06%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                          | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10170000 | PA      | $10010043.19   | 0.07%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCER INTERNATIONAL INC                                                         | MERCER INTERNATIONAL INC 5.125% 02/01/2029                                                           | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |   15060000 | PA      | $9305774.30    | 0.06%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A                                                     | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    8495000 | PA      | $8317897.94    | 0.06%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 6.25% PERP                                                                                | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | DBT              | CORP              | US        |   11875000 | PA      | $1.19          | 0.00%             | 2199-12-31      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 5.5% PERP                                                                                 | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | DBT              | CORP              | US        |   10890000 | PA      | $1.09          | 0.00%             | 2199-12-31      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 7.125% PERP                                                                               | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | DBT              | CORP              | US        |   10285000 | PA      | $1.03          | 0.00%             | 2199-12-31      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC 4.875% 06/30/2029 144A                                                              | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    8805000 | PA      | $8687388.97    | 0.06%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 4% 08/01/2028 144A                                                                     | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   56090000 | PA      | $55506271.37   | 0.37%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 3.875% 08/15/2029 144A                                             | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    7585000 | PA      | $7205896.39    | 0.05%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 4.125% 08/15/2031 144A                                             | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    7585000 | PA      | $6998980.32    | 0.05%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 6% 08/01/2029 144A                                               | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9105000 | PA      | $8991187.50    | 0.06%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR CANADA INC                                                                   | AIR CANADA INC 3.875% 08/15/2026 144A                                                                | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    9105000 | PA      | $9070472.02    | 0.06%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9875000 | PA      | $9645927.65    | 0.06%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 3.875% 09/01/2031 144A                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   12130000 | PA      | $11078987.17   | 0.07%             | 2031-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                         | PREMIER ENTERTAINMENT SU 5.625% 09/01/2029 144A                                                      | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13730000 | PA      | $10138575.25   | 0.07%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                         | PREMIER ENTERTAINMENT SU 5.875% 09/01/2031 144A                                                      | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1347570.00    | 0.01%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                        | CROCS INC 4.125% 08/15/2031 144A                                                                     | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    6075000 | PA      | $5559799.30    | 0.04%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A                                                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   27335000 | PA      | $27223005.77   | 0.18%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.875% 02/15/2032 144A                                                                | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1254000 | PA      | $1174290.12    | 0.01%             | 2032-02-15      | Fixed         | 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        |    6075000 | PA      | $6084118.58    | 0.04%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP NEW                                                           | ELDORADO GOLD CORP NEW 6.25% 09/01/2029 144A                                                         | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |   13719000 | PA      | $13798535.90   | 0.09%             | 2029-09-01      | Fixed         | 0.06%                 | 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        |    3020000 | PA      | $7550.00       | 0.00%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                      | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11485000 | PA      | $11557562.23   | 0.08%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 5.375% 03/15/2030                                                                 | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   12145000 | PA      | $12361087.97   | 0.08%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAPA JOHNS INTERNATIONAL INC                                                     | PAPA JOHNS INTERNATIONAL INC 3.875% 09/15/2029 144A                                                  | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    5560000 | PA      | $5308980.46    | 0.04%             | 2029-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 4.875% 10/01/2029                                                                            | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    6080000 | PA      | $6061325.28    | 0.04%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 5.125% 10/01/2031                                                                            | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    5395000 | PA      | $5403518.71    | 0.04%             | 2031-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                   | ASHTON WOODS USA LLC/FIN CO 4.625% 04/01/2030 144A                                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8940000 | PA      | $8459378.45    | 0.06%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fidelity Private Credit Central Fund LLC                                         | Fidelity Private Credit Company LLC                                                                  | CUSIP: 316129105<br>LEI: 549300PS9IWJIDM28579 | Long             | EC               | RF                | US        |   38033001 | NS      | $357342864.78  | 2.38%             |  |  |  | Yes           |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A                                           | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   15305000 | PA      | $14875748.32   | 0.10%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.625% 10/01/2031 144A                                                           | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   18050000 | PA      | $15946563.11   | 0.11%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.375% 10/01/2028 144A                                                           | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   29675000 | PA      | $28333437.76   | 0.19%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                   | NISSAN MOTOR ACCEPTANCE CO LLC 2.45% 09/15/2028 144A                                                 | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3302108.68    | 0.02%             | 2028-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                        | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                      | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6435000 | PA      | $6251969.94    | 0.04%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 4.625% 01/15/2029                                                                      | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   38080000 | PA      | $37849821.63   | 0.25%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 4.875% 05/01/2029                                                                      | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24954240.00   | 0.17%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                     | SOMNIGROUP INTERNATIONAL INC 3.875% 10/15/2031 144A                                                  | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   15965000 | PA      | $14897711.01   | 0.10%             | 2031-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AMERICA                                                     | ROLLER BEARING CO OF AMERICA 4.375% 10/15/2029 144A                                                  | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4308264.19    | 0.03%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 3.75% 01/15/2032 144A                                                       | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    6075000 | PA      | $5591408.62    | 0.04%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                       | GRIFOLS SA 4.75% 10/15/2028 144A                                                                     | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    6075000 | PA      | $5985020.75    | 0.04%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                               | LSB INDUSTRIES INC 6.25% 10/15/2028 144A                                                             | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |   21105000 | PA      | $21127666.77   | 0.14%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                      | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                           | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7365000 | PA      | $7014609.39    | 0.05%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                                 | HEALTHEQUITY INC 4.5% 10/01/2029 144A                                                                | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    6410000 | PA      | $6248196.22    | 0.04%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                  | 180 MEDICAL INC 3.875% 10/15/2029 144A                                                               | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    6495000 | PA      | $6328511.07    | 0.04%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 3.875% 11/01/2029 144A                                                           | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    6075000 | PA      | $5833450.71    | 0.04%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 5.875% 11/01/2029 144A                        | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9115000 | PA      | $9086171.08    | 0.06%             | 2029-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A                                                      | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   12150000 | PA      | $11729554.11   | 0.08%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A                                                      | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    6075000 | PA      | $5787747.76    | 0.04%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                                      | ROBLOX CORP 3.875% 05/01/2030 144A                                                                   | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |    9120000 | PA      | $8725788.00    | 0.06%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 4.75% 05/09/2027                                                | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    3684000 | PA      | $3682207.73    | 0.02%             | 2027-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 5.125% 05/09/2029                                               | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    6085000 | PA      | $6143665.49    | 0.04%             | 2029-05-09      | Fixed         | 0.05%                 | 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        |   12160000 | PA      | $10942189.38   | 0.07%             | 2032-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A                                                         | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8740000 | PA      | $8604585.94    | 0.06%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A                                                   | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   10005000 | PA      | $9852727.90    | 0.07%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 5% 02/15/2032 144A                                                       | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   10800000 | PA      | $10495456.20   | 0.07%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 5%/VAR PERP                                                                     | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |    2595000 | PA      | $2571343.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                       | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                                     | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    7880000 | PA      | $7442080.82    | 0.05%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A                                                        | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5485000 | PA      | $4927557.26    | 0.03%             | 2031-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                               | KONTOOR BRANDS INC 4.125% 11/15/2029 144A                                                            | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    5320000 | PA      | $5046441.34    | 0.03%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                              | STATION CASINOS LLC 4.625% 12/01/2031 144A                                                           | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    9135000 | PA      | $8769610.05    | 0.06%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                         | DANA INC 4.5% 02/15/2032                                                                             | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    4918000 | PA      | $4651150.30    | 0.03%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                                | REWORLD HLDG CORP 4.875% 12/01/2029 144A                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   26475000 | PA      | $25629807.07   | 0.17%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.375% 01/15/2030                                                              | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   43755000 | PA      | $42995754.49   | 0.29%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 4.625% 06/01/2030 144A                                                                  | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    7520000 | PA      | $7407497.79    | 0.05%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 5.625% 12/01/2029 144A                                                         | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   36135000 | PA      | $36097112.45   | 0.24%             | 2029-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC                      | HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC 4.75% 01/15/2029 144A                    | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8760000 | PA      | $8668560.49    | 0.06%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                    | COHERENT CORP 5% 12/15/2029 144A                                                                     | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    9495000 | PA      | $9455734.38    | 0.06%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                                | IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 5% 07/15/2032 144A                                 | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9100000 | PA      | $8703118.06    | 0.06%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                     | TERAWULF INC                                                                                         | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |     952300 | NS      | $12732251.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| APOLLO GLOBAL MANAGEMENT, INC                                                    | APOLLO GLOBAL MANAGEMENT INC                                                                         | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     610300 | NS      | $82109762.00   | 0.55%             |  |  |  | No            |                  1 | 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        |    9125000 | PA      | $9194897.59    | 0.06%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                          | VZ SECURED FINANCING BV 5% 01/15/2032 144A                                                           | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   24310000 | PA      | $21950906.55   | 0.15%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC               | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A            | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25865000 | PA      | $25014745.03   | 0.17%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC               | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A             | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34295000 | PA      | $32431592.49   | 0.22%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MIWD HOLDCO II LLC / MIWD FINANCE CORP                                           | MIWD HOLDCO II LLC / MIWD FINANCE CORP 5.5% 02/01/2030 144A                                          | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4125000 | PA      | $4007396.66    | 0.03%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                          | SBA COMMUNICATIONS CORP 3.125% 02/01/2029                                                            | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   13305000 | PA      | $12707761.83   | 0.08%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                                        | CONSTELLATION ENERGY CORP                                                                            | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     172900 | NS      | $48529572.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   18245000 | PA      | $17203467.75   | 0.11%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                      | SCOTTS MIRACLE GRO CO (THE) 4% 04/01/2031                                                            | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   11945000 | PA      | $11244158.18   | 0.07%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                  | ERO COPPER CORP 6.5% 02/15/2030 144A                                                                 | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    9085000 | PA      | $9155863.00    | 0.06%             | 2030-02-15      | 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        |   28675492 | PA      | $28275182.07   | 0.19%             | 2029-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                         | JACOBS ENTERTAINMENT INC 6.75% 02/15/2029 144A                                                       | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    8585000 | PA      | $8476142.20    | 0.06%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PUREWEST ENERGY LLC                                                              | PUREWEST ENERGY LLC                                                                                  | CUSIP: N/A<br>LEI: 5493005THBS2A4IJDY87       | Long             | EC               | CORP              | US        |      17812 | NS      | $4004.14       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NEW COTAI LLC                                                                    | NEW COTAI LLC PIK CONV 5% 02/24/2027                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    4687074 | PA      | $4519745.56    | 0.03%             | 2027-02-24      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| Studio City International Holdings Ltd                                           | STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR 144A                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     631958 | NS      | $1921152.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                                                              | BELLRING BRANDS INC 7% 03/15/2030 144A                                                               | CUSIP: 07831CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14740000 | PA      | $15146067.10   | 0.10%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | NOVOLEX TERM 1LN 04/13/2029                                                                          | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   62363150 | PA      | $62015163.61   | 0.41%             | 2029-04-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A                                            | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   44650000 | PA      | $44681981.46   | 0.30%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A                                           | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    7185000 | PA      | $7248299.85    | 0.05%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                              | CHURCHILL DOWNS INC 5.75% 04/01/2030 144A                                                            | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   14970000 | PA      | $15051152.37   | 0.10%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.5% 10/15/2030 144A                                                      | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6060000 | PA      | $6123914.82    | 0.04%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 8% 11/01/2027 144A                                                             | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   10925000 | PA      | $11172136.06   | 0.07%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 8.5% 05/01/2030 144A                                                           | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   18940000 | PA      | $19633900.23   | 0.13%             | 2030-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 3.875% 02/15/2029 144A                                         | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11195000 | PA      | $11008460.96   | 0.07%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 6% 06/15/2030 144A                                                           | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   13885000 | PA      | $14069892.66   | 0.09%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | KINETIK HOLDINGS LP 5.875% 06/15/2030 144A                                                           | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    9060000 | PA      | $9168149.22    | 0.06%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 06/15/2030                                                              | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   30025000 | PA      | $30640002.08   | 0.20%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 6.375% 06/15/2030 144A                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    6050000 | PA      | $6185719.65    | 0.04%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                  | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   39140000 | PA      | $39652890.56   | 0.26%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | TELEVISAUNIVISION TERM 1LN 06/24/2029                                                                | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     728575 | PA      | $727664.28     | 0.00%             | 2029-06-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENHABIT HOME HEALTH and HOSPICE                                                  | ENHABIT HOME HEALTH and HOSPICE                                                                      | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |         17 | NS      | $180.71        | 0.00%             |  |  |  | No            |                  1 | 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        |    5205000 | PA      | $5548857.86    | 0.04%             | 2030-07-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 04/30/2030                                                          | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12185000 | PA      | $11897692.32   | 0.08%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                              | ALLEGIANT TRAVEL CO 7.25% 08/15/2027 144A                                                            | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    6840000 | PA      | $6917476.68    | 0.05%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC 6.5% 09/01/2030 144A                                                                       | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   17745000 | PA      | $19035858.78   | 0.13%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC 6.625% 09/15/2029                                                                  | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    6520000 | PA      | $6526924.24    | 0.04%             | 2029-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 7.375% 01/15/2031 144A                                                            | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    5930000 | PA      | $6141594.26    | 0.04%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 6.5% 03/31/2029 144A                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   67735000 | PA      | $67312845.00   | 0.45%             | 2029-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP 11.75% 11/15/2027 144A                                                             | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   59780000 | PA      | $61869789.24   | 0.41%             | 2027-11-15      | Fixed         | 0.12%                 | 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        |   62340000 | PA      | $63898500.00   | 0.43%             | 2029-04-15      | Fixed         | 0.09%                 | 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        |   15248800 | PA      | $15235076.08   | 0.10%             | 2029-04-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 6.9% 12/01/2027 144A                                                           | CUSIP: 683715AF3<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |   10610000 | PA      | $10955105.85   | 0.07%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIT CORP                                                                        | UNIT CORP ESCROW 0% 12/01/2029                                                                       | CUSIP: N/A<br>LEI: 549300XGK22FZCTN8B67       | Long             | DBT              | CORP              | US        |    2202000 | PA      | $0.22          | 0.00%             | 2029-12-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CHART INDUSTRIES INC                                                             | CHART INDUSTRIES INC 7.5% 01/01/2030 144A                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   15680000 | PA      | $16314491.20   | 0.11%             | 2030-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTPOWER INC                                                                    | NEXTPOWER INC                                                                                        | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     876300 | NS      | $102605967.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                                         | TRANSOCEAN TITAN FIN LTD 8.375% 02/01/2028 144A                                                      | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    8383113 | PA      | $8551680.79    | 0.06%             | 2028-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS INC                                                           | GTT COMMUNICATIONS INC                                                                               | CUSIP: 362393308<br>LEI: 549300ETSL7K1ZX05H30 | Long             | EC               | CORP              | US        |      85487 | NS      | $2861249.89    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 6.375% 02/01/2031 144A                                                             | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    4960000 | PA      | $5078727.52    | 0.03%             | 2031-02-01      | Fixed         | 0.06%                 | 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        |    5935000 | PA      | $6023585.81    | 0.04%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 8.75% 02/15/2030 144A                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   17726250 | PA      | $18478445.69   | 0.12%             | 2030-02-15      | Fixed         | 0.09%                 | 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        |    5000000 | PA      | $5189523.25    | 0.03%             | 2031-02-01      | Fixed         | 0.07%                 | 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        |   35177000 | PA      | $35759003.47   | 0.24%             | 2028-04-15      | Fixed         | 0.07%                 | 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        |   14880000 | PA      | $15549757.43   | 0.10%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 7.375% 03/01/2031 144A                                                          | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    5940000 | PA      | $6063207.48    | 0.04%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                            | AMERICAN AIRLINES INC 7.25% 02/15/2028 144A                                                          | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   19595000 | PA      | $19949179.63   | 0.13%             | 2028-02-15      | 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        |   27225000 | PA      | $27701437.50   | 0.18%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                       | ADIENT GLOBAL HOLDINGS LTD 7% 04/15/2028 144A                                                        | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    5935000 | PA      | $6069938.16    | 0.04%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                             | NOBLE FINANCE II LLC 8% 04/15/2030 144A                                                              | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5935000 | PA      | $6186970.13    | 0.04%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                      | VALARIS LTD 8.375% 04/30/2030 144A                                                                   | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |    5985000 | PA      | $6253786.35    | 0.04%             | 2030-04-30      | Fixed         | 0.08%                 | 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        |   11880000 | PA      | $12240367.92   | 0.08%             | 2031-05-01      | Fixed         | 0.07%                 | 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        |   11885000 | PA      | $12160755.77   | 0.08%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HLDGS INC                                                            | TRIDENT TPI HLDGS INC 12.75% 12/31/2028 144A                                                         | CUSIP: 89616RAC3<br>LEI: 549300CDIWH76BWR6804 | Long             | DBT              | CORP              | US        |    5870000 | PA      | $5877977.33    | 0.04%             | 2028-12-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY TERM TLB-EXIT 1LN 05/17/2030                                                     | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     545754 | PA      | $545458.94     | 0.00%             | 2030-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.75% 05/15/2031                                                               | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    6005000 | PA      | $6237111.27    | 0.04%             | 2031-05-15      | Fixed         | 0.07%                 | 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        |   11950000 | PA      | $12353193.00   | 0.08%             | 2031-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CARNELIAN POINT HOLDINGS LP                                                      | CARNELIAN POINT HOLDINGS LP WT 06/30/27                                                              | CUSIP: 155371529<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        931 | NS      | $2718.52       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| XPO INC                                                                          | XPO INC 6.25% 06/01/2028 144A                                                                        | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $6053083.75    | 0.04%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 8.625% 06/01/2031 144A                                                    | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   21965000 | PA      | $23030961.45   | 0.15%             | 2031-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 7.25% 06/15/2030 144A                                                          | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   38895000 | PA      | $40581253.83   | 0.27%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                         | WINDSOR HOLDINGS III LLC 8.5% 06/15/2030 144A                                                        | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    5960000 | PA      | $6280278.48    | 0.04%             | 2030-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                             | SEADRILL FINANCE LTD 8.375% 08/01/2030 144A                                                          | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |   11920000 | PA      | $12487237.04   | 0.08%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                                  | LCM INVESTMENTS HOLDINGS II LLC 8.25% 08/01/2031 144A                                                | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    7185000 | PA      | $7569088.55    | 0.05%             | 2031-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   44695000 | PA      | $42850870.89   | 0.29%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                           | ARSENAL AIC PARENT LLC 8% 10/01/2030 144A                                                            | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    7040000 | PA      | $7455676.80    | 0.05%             | 2030-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 7% 08/15/2029 144A                                                                     | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    6075000 | PA      | $6357492.06    | 0.04%             | 2029-08-15      | Fixed         | 0.07%                 | 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        |    5305000 | PA      | $5598854.56    | 0.04%             | 2030-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 7.25% 08/15/2030                                                                             | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    5985000 | PA      | $6274093.46    | 0.04%             | 2030-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.875% 12/15/2030 144A                                                                 | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   47905000 | PA      | $49897129.43   | 0.33%             | 2030-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIGHT and WONDER INTERNATIONAL INC                                               | LIGHT and WONDER INTERNATIONAL INC 7.5% 09/01/2031 144A                                              | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    5990000 | PA      | $6268211.54    | 0.04%             | 2031-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A                                                | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25400000 | PA      | $25434340.80   | 0.17%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 7.25% 01/15/2032 144A                                                                   | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    5990000 | PA      | $6284779.88    | 0.04%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                            | WILLIAMS SCOTSMAN INC 7.375% 10/01/2031 144A                                                         | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    5590000 | PA      | $5828094.87    | 0.04%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC                                   | DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC 8.5% 10/01/2030 144A                                  | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    5990000 | PA      | $6369346.70    | 0.04%             | 2030-10-01      | Fixed         | 0.09%                 | 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        |   11985000 | PA      | $12681580.19   | 0.08%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                               | BAUSCH + LOMB CORP 8.375% 10/01/2028 144A                                                            | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   11980000 | PA      | $12489150.00   | 0.08%             | 2028-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 7% 09/15/2028 144A                                                       | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5990000 | PA      | $6184231.74    | 0.04%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 8.375% 01/15/2029 144A                                                          | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   26350000 | PA      | $27384922.60   | 0.18%             | 2029-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                   | NISSAN MOTOR ACCEPTANCE CO LLC 7.05% 09/15/2028 144A                                                 | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1850828.91    | 0.01%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                  | NCR ATLEOS CORP 9.5% 04/01/2029 144A                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    8995000 | PA      | $9640085.42    | 0.06%             | 2029-04-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                              | SUNNOVA ENERGY CORP 11.75% 10/01/2028 144A                                                           | CUSIP: 86745GAG8<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |   18140000 | PA      | $90700.00      | 0.00%             | 2028-10-01      | Fixed         | 0.12%                 | No            |                  3 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 9.25% 10/01/2028 144A                                                          | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   20295000 | PA      | $21318057.15   | 0.14%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 8.625% 11/01/2030 144A                                                         | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   12020000 | PA      | $12712664.52   | 0.08%             | 2030-11-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                           | GRAN TIERRA ENERGY INC 9.5% 10/15/2029 144A                                                          | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    7555000 | PA      | $6025112.50    | 0.04%             | 2029-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FINANCE LLC                                                  | BORR IHC LTD / BORR FINANCE LLC 10% 11/15/2028 144A                                                  | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7695732 | PA      | $7868885.70    | 0.05%             | 2028-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FINANCE LLC                                                  | BORR IHC LTD / BORR FINANCE LLC 10.375% 11/15/2030 144A                                              | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2713252 | PA      | $2777692.18    | 0.02%             | 2030-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 8.75% 11/15/2030 144A                                                                 | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    9040000 | PA      | $9687869.68    | 0.06%             | 2030-11-15      | Fixed         | 0.09%                 | 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        |   98190000 | PA      | $106277804.25  | 0.71%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                    | SMYRNA READY MIX CONCRETE LLC 8.875% 11/15/2031 144A                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   24115000 | PA      | $25708880.93   | 0.17%             | 2031-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 8.5% 11/15/2028 144A                                                             | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    8160000 | PA      | $8523022.08    | 0.06%             | 2028-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 7.125% 12/01/2031 144A                                                                 | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   12085000 | PA      | $12673648.27   | 0.08%             | 2031-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 9.125% 01/31/2030 144A                                                         | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   12085000 | PA      | $12762122.55   | 0.08%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI HOMES INC 8.75% 12/15/2028 144A                                                                  | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    6060000 | PA      | $6315313.86    | 0.04%             | 2028-12-15      | Fixed         | 0.09%                 | 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        |    9065000 | PA      | $9611664.83    | 0.06%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                            | AMERICAN AIRLINES INC 8.5% 05/15/2029 144A                                                           | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   20045000 | PA      | $20916797.14   | 0.14%             | 2029-05-15      | Fixed         | 0.09%                 | 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        |    8975000 | PA      | $9389026.53    | 0.06%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7% 01/15/2031 144A                            | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10385000 | PA      | $10766721.86   | 0.07%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                         | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 7.5% 12/15/2033 144A                                        | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16090000 | PA      | $17296556.92   | 0.12%             | 2033-12-15      | Fixed         | 0.07%                 | 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        |    6060000 | PA      | $6253217.04    | 0.04%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 7.125% 02/01/2032 144A                                                                       | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    9085000 | PA      | $9550597.17    | 0.06%             | 2032-02-01      | Fixed         | 0.07%                 | 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        |   42375000 | PA      | $44165216.63   | 0.29%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 10.875% 01/15/2032 144A                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   17432000 | PA      | $18766210.42   | 0.12%             | 2032-01-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.875% 03/15/2030                                                               | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    6055000 | PA      | $6387189.41    | 0.04%             | 2030-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                          | USI INC 7.5% 01/15/2032 144A                                                                         | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    8005000 | PA      | $8380194.35    | 0.06%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PENHALL ACQUISITION COMPANY                                                      | PENHALL ACQUISITION CMPNY SHAREHOLDERS REPRESENTATIVE ESCROW LINE                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      34884 | NS      | $0.35          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 8.25% 01/15/2032 144A                                              | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7505000 | PA      | $7910660.26    | 0.05%             | 2032-01-15      | Fixed         | 0.08%                 | 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        |   28450000 | PA      | $29498467.85   | 0.20%             | 2029-02-01      | Fixed         | 0.08%                 | 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        |   12115000 | PA      | $12738292.52   | 0.08%             | 2032-01-30      | Fixed         | 0.08%                 | 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        |   33960000 | PA      | $35582099.40   | 0.24%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 7.375% 01/31/2032 144A                                                         | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   15140000 | PA      | $15859241.14   | 0.11%             | 2032-01-31      | Fixed         | 0.07%                 | 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        |    5340000 | PA      | $5564013.00    | 0.04%             | 2029-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | TALOS PRODUCTION INC 9.375% 02/01/2031 144A                                                          | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    6055000 | PA      | $6414370.31    | 0.04%             | 2031-02-01      | Fixed         | 0.09%                 | 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        |   28205000 | PA      | $22926349.64   | 0.15%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                              | ARTERA SERVICES TERM 1LN 2/15/2031                                                                   | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    6233962 | PA      | $5004999.13    | 0.03%             | 2031-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                          | UKG INC 6.875% 02/01/2031 144A                                                                       | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    9090000 | PA      | $9082672.55    | 0.06%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 12% 02/15/2031 144A                                                   | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    9700000 | PA      | $8147030.00    | 0.05%             | 2031-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY TERM B 1LN 11/15/2030                                                            | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |   11912812 | PA      | $10356760.93   | 0.07%             | 2030-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC 7.875% 03/01/2031 144A                                                          | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11455000 | PA      | $11781295.68   | 0.08%             | 2031-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| APPLIED SYS INC                                                                  | APPLIED SYSTEMS TERM 2LN 02/23/2032                                                                  | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     225000 | PA      | $227074.50     | 0.00%             | 2032-02-23      | Variable      | 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        |   15065000 | PA      | $15479287.50   | 0.10%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.625% 03/01/2032 144A                                                                 | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    6065000 | PA      | $6271046.25    | 0.04%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                                     | COTIVITI TERM B 1LN 5/1/2031                                                                         | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   34463149 | PA      | $31813966.51   | 0.21%             | 2031-05-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 9.375% 03/01/2029 144A                                                    | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   14250000 | PA      | $14944687.50   | 0.10%             | 2029-03-01      | Fixed         | 0.09%                 | 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        |   12110000 | PA      | $12557861.34   | 0.08%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 8.25% 04/15/2029                                                                       | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   34400000 | PA      | $36030800.80   | 0.24%             | 2029-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SOUTHEASTERN GROCERS INC                                                         | SOUTHEASTERN GROCERS INC CVR RT                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     793345 | NS      | $31083.26      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STS OPERATING INC                                                                | SUNSOURCE TERM 1LN 03/25/2031                                                                        | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |    6037462 | PA      | $6011078.79    | 0.04%             | 2031-03-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                                               | INMARSAT TERM B 1LN 9/27/2029                                                                        | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | LON              | CORP              | LU        |    8558189 | PA      | $8517537.68    | 0.06%             | 2029-09-27      | Variable      | 0.08%                 | 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        |    4970000 | PA      | $5257410.13    | 0.04%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                          | TRUIST INSURANCE TERM 2LN 05/06/2032                                                                 | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   13536842 | PA      | $13570684.21   | 0.09%             | 2032-05-06      | Variable      | 0.08%                 | 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        |    8566000 | PA      | $8342236.29    | 0.06%             | 2030-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                | MACQUARIE AIRFINANCE HOLDINGS LTD 6.5% 03/26/2031 144A                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    6430000 | PA      | $6875678.86    | 0.05%             | 2031-03-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                | MACQUARIE AIRFINANCE HOLDINGS LTD 6.4% 03/26/2029 144A                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    4205000 | PA      | $4418296.65    | 0.03%             | 2029-03-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC                          | MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC 6.75% 04/01/2032 144A                        | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9120000 | PA      | $9366814.56    | 0.06%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.25% 07/01/2031 144A                                                                 | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    6080000 | PA      | $6454917.12    | 0.04%             | 2031-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A                                              | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    8555000 | PA      | $8752902.82    | 0.06%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 6.125% 04/01/2032 144A                                              | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   11955000 | PA      | $12348702.06   | 0.08%             | 2032-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                        | PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21230000 | PA      | $21865328.98   | 0.15%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                         | AVENTIV TERM FLSO 1LN 03/25/2026                                                                     | CUSIP: 05358AAQ7<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |     210677 | PA      | $210677.28     | 0.00%             | 2026-03-25      | Variable      | 0.11%                 | No            |                  3 | 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        |    6785000 | PA      | $6831224.58    | 0.05%             | 2032-04-15      | Fixed         | 0.07%                 | 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        |   30825796 | PA      | $27159684.28   | 0.18%             | 2030-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                                                                 | EUC TERM 1LN 07/01/2031                                                                              | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |   29037438 | PA      | $27609666.70   | 0.18%             | 2031-07-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 8.25% 05/15/2029 144A                                                   | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    4565000 | PA      | $4651141.55    | 0.03%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 8.5% 05/15/2031 144A                                                    | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    4565000 | PA      | $4646681.55    | 0.03%             | 2031-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                     | VALLOUREC SA 7.5% 04/15/2032 144A                                                                    | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |   11205000 | PA      | $11907945.68   | 0.08%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                         | AVENTIV TERM 1LN FLSO 03/25/2026                                                                     | CUSIP: 05358AAP9<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |    7897021 | PA      | $4698727.60    | 0.03%             | 2026-03-25      | Variable      | 0.09%                 | 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        |    6045000 | PA      | $6358010.89    | 0.04%             | 2029-06-15      | Fixed         | 0.08%                 | 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        |  115492946 | PA      | $110940214.17  | 0.74%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A                                                    | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   21160000 | PA      | $22066854.12   | 0.15%             | 2031-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 7.5% 11/06/2030 144A                                             | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6065000 | PA      | $6279043.55    | 0.04%             | 2030-11-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                | CLARIOS TERM B 1LN 05/06/2030                                                                        | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |    2612004 | PA      | $2607119.17    | 0.02%             | 2030-05-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SABERT CORPORATION                                                               | SABERT TERM B 1LN 12/10/2026                                                                         | CUSIP: 78516EAD4<br>LEI: 54930029JPYBTHDWT603 | Long             | LON              | CORP              | US        |    4772251 | PA      | $4766285.62    | 0.03%             | 2026-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 12.625% 07/15/2029 144A                                                                   | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    2915000 | PA      | $2934206.94    | 0.02%             | 2029-07-15      | Fixed         | 0.13%                 | 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        |    1595980 | PA      | $1552090.45    | 0.01%             | 2031-10-09      | Variable      | 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        |    5636000 | PA      | $5992984.24    | 0.04%             | 2029-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC WT                                                                                   | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |      10791 | NS      | $38523.87      | 0.00%             |  |  |  | No            |                  3 | 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        |   15225000 | PA      | $16612164.98   | 0.11%             | 2031-04-15      | Fixed         | 0.10%                 | 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        |   21310000 | PA      | $22284565.12   | 0.15%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2017-14 LTD                                                              | OCP CLO 2017-14 LTD ER TSFR3M+655 07/20/2037 144A                                                    | CUSIP: 67097TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1291000 | PA      | $1300952.32    | 0.01%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                             | AMENTUM HOLDINGS TERM 1LN 09/29/2031                                                                 | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    4701262 | PA      | $4695385.92    | 0.03%             | 2031-09-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                              | LIGHTNING POWER TERM B 1LN 08/18/2031                                                                | CUSIP: N/A<br>LEI: 254900BWCHJ03XRL8K59       | Long             | LON              | CORP              | US        |    2923000 | PA      | $2925192.25    | 0.02%             | 2031-08-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS INC                                              | M2S GROUP TERM B 1LN 8/25/2031                                                                       | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   25842928 | PA      | $25519891.86   | 0.17%             | 2031-08-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAP CLO 7 LTD / DIAMETER CAP CLO 7 LLC                                  | DIAMETER CAP CLO 7 LTD / DIAMETER CAP CLO 7 LLC D TSFR3M+610 07/20/2037 144A                         | CUSIP: 25255XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2754000 | PA      | $2787370.22    | 0.02%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                              | LIGHTNING POWER LLC 7.25% 08/15/2032 144A                                                            | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |   11955000 | PA      | $12724830.27   | 0.08%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLUB CAP PARTNERS CLO 76 B LTD                                                  | GOLUB CAP PARTNERS CLO 76 B LTD E TSFR3M+575 10/25/2037 144A                                         | CUSIP: 38180CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1008541.00    | 0.01%             | 2037-10-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RES HLDGS INC                                                         | MOSS CREEK RES HLDGS INC 8.25% 09/01/2031 144A                                                       | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    6030000 | PA      | $5864282.33    | 0.04%             | 2031-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                            | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 6.75% 08/15/2032 144A                          | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4945000 | PA      | $5044849.44    | 0.03%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXIX LTD                                                               | MAGNETITE XXIX LTD ER TSFR3M+600 07/15/2037 144A                                                     | CUSIP: 55955JAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     914000 | PA      | $925879.26     | 0.01%             | 2037-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO XI-C LTD                                                              | CARVAL CLO XI-C LTD E TSFR3M+635 10/20/2037 144A                                                     | CUSIP: 14688TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     412000 | PA      | $418004.49     | 0.00%             | 2037-10-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS TERM 1LN 05/15/2028                                                                     | CUSIP: 87256FAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   26085029 | PA      | $26085028.93   | 0.17%             | 2028-05-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| RR 31 LTD                                                                        | RR 31 LTD D TSFR3M+600 10/15/2039 144A                                                               | CUSIP: 74988BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1275861.25    | 0.01%             | 2039-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ARES LOAN FUNDING VII LTD                                                        | ARES LOAN FUNDING VII LTD E TSFR3M+625 10/22/2037 144A                                               | CUSIP: 04021BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1152000 | PA      | $1152913.54    | 0.01%             | 2037-10-22      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ORCHARD PARK CLO LTD                                                             | ORCHARD PARK CLO LTD E TSFR3M+560 10/20/2037 144A                                                    | CUSIP: 68563KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2024000 | PA      | $2043667.21    | 0.01%             | 2037-10-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CROTON PK CLO LTD                                                                | CROTON PK CLO LTD E TSFR3M+555 10/15/2036 144A                                                       | CUSIP: 22779DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5156000 | PA      | $5196216.80    | 0.03%             | 2036-10-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM TERM L 1LN 1/19/2032                                                                       | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   10121875 | PA      | $10113777.50   | 0.07%             | 2032-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO IV LTD                                                              | 720 EAST CLO IV LTD E TSFR3M+650 04/15/2037 144A                                                     | CUSIP: 81785DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1228000 | PA      | $1233721.25    | 0.01%             | 2037-04-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF SINCLAIR CORP 5% 02/01/2028                                                                       | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    7615000 | PA      | $7613744.74    | 0.05%             | 2028-02-01      | Fixed         | 0.05%                 | 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        |    7330000 | PA      | $7414976.69    | 0.05%             | 2032-09-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                   | NISSAN MOTOR ACCEPTANCE CO LLC 5.55% 09/13/2029 144A                                                 | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    4005000 | PA      | $3981275.22    | 0.03%             | 2029-09-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 5 LLC                                                            | BIRCH GROVE CLO 5 LLC ER TSFR3M+675 10/20/2037 144A                                                  | CUSIP: 090985AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     903000 | PA      | $908151.62     | 0.01%             | 2037-10-20      | Variable      | 0.10%                 | 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        |    9035000 | PA      | $8532885.30    | 0.06%             | 2031-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                    | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13592644.00   | 0.09%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS, L.P.                                                           | ALLIANT HOLDINGS LP 10%/ 10.5% PIK PREF PERP                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |   47576998 | PA      | $48352503.07   | 0.32%             |  |  |  | No            |                  3 | On Loan: No      |
| MIDOCEAN CR CLO XVI                                                              | MIDOCEAN CR CLO XVI E TSFR3M+625 10/20/2037 144A                                                     | CUSIP: 597922AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1070000 | PA      | $1079442.75    | 0.01%             | 2037-10-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP 10.75% 11/30/2029                                                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  149905256 | PA      | $164329139.73  | 1.09%             | 2029-11-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP CPIK VAR 11/30/2030                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   40925070 | PA      | $141933258.39  | 0.95%             | 2030-11-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP PIPE                                                                                   | CUSIP: N/A<br>LEI: 549300EE20907QZ9GT38       | Long             | EC               | CORP              | US        |     472785 | NS      | $53528717.70   | 0.36%             |  |  |  | Yes           |                  1 | 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        |    1082000 | PA      | $1094266.63    | 0.01%             | 2037-10-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6% 02/01/2033 144A                                                                    | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4321357.12    | 0.03%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6.25% 11/01/2034 144A                                                                 | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    5090000 | PA      | $5225358.37    | 0.03%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC                                           | CITADEL TERM B 1LN 10/31/2031                                                                        | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    9409104 | PA      | $9416913.79    | 0.06%             | 2031-10-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES TERM B 1LN 2/22/2031                                                                 | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    2250912 | PA      | $2250439.76    | 0.01%             | 2031-02-22      | Variable      | 0.06%                 | 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        |    5960000 | PA      | $5891043.99    | 0.04%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 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        |    2485000 | PA      | $2485410.03    | 0.02%             | 2033-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| OBRA CLO 1 LTD / OBRA CLO 1 LLC                                                  | OBRA CLO 1 LTD / OBRA CLO 1 LLC D2 8.259% 01/20/2038 144A                                            | CUSIP: 67443AAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $759509.25     | 0.01%             | 2038-01-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OBRA CLO 1 LTD                                                                   | OBRA CLO 1 LTD E TSFR3M+675 01/20/2038 144A                                                          | CUSIP: 67443CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     864000 | PA      | $876959.14     | 0.01%             | 2038-01-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| SOUND PT CLO 40 LTD / SOUND PT CLO 40 LLC                                        | SOUND PT CLO 40 LTD / SOUND PT CLO 40 LLC E TSFR3M+670 10/20/2037 144A                               | CUSIP: 83617DAA0<br>LEI: 2549006N6CIHZ26VQC36 | Long             | ABS-CBDO         | CORP              | KY        |     757000 | PA      | $770327.74     | 0.01%             | 2037-10-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP PIK VAR 11/30/2030                                                                     | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   46281132 | PA      | $47102066.72   | 0.31%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PEX HOLDINGS LLC                                                                 | GEN II FUND SERVICES TERM 1LN 11/26/2031                                                             | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |    1726950 | PA      | $1724065.99    | 0.01%             | 2031-11-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 10% 11/15/2029 144A                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22675000 | PA      | $22788375.00   | 0.15%             | 2029-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KODIAK BP LLC                                                                    | KODIAK TERM B 1LN 12/4/2031                                                                          | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |    2719756 | PA      | $2669114.24    | 0.02%             | 2031-12-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS INC                                                              | ARISTA NETWORKS INC                                                                                  | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     384000 | NS      | $54428160.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                          | TRUIST INSURANCE TERM B 1LN 05/06/2031                                                               | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2254718 | PA      | $2245563.59    | 0.01%             | 2031-05-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                       | CVR ENERGY TERM B 1LN 12/30/2027                                                                     | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1352873 | PA      | $1349490.89    | 0.01%             | 2027-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                                | REWORLD TERM B 1LN 11/30/2028                                                                        | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    1717232 | PA      | $1717232.00    | 0.01%             | 2028-11-30      | Variable      | 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        |   11642661 | PA      | $11599000.54   | 0.08%             | 2030-11-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                              | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   17401872 | PA      | $17378205.55   | 0.12%             | 2028-12-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                         | AVENTIV TERM DEC FLSO 03/25/2026                                                                     | CUSIP: N/A<br>LEI: 549300EBCNNXVCJ2FW66       | Long             | LON              | CORP              | US        |     210242 | PA      | $219702.80     | 0.00%             | 2026-03-25      | Variable      | 0.14%                 | No            |                  3 | On Loan: No      |
| SOLENIS HOLDINGS LTD                                                             | SOLENIS TERM B6 1LN 6/20/2031                                                                        | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3308223 | PA      | $3256945.79    | 0.02%             | 2031-06-20      | Variable      | 0.07%                 | 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        |     490000 | PA      | $490782.53     | 0.00%             | 2037-01-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                 | CALIBER COLLISION TERM B 1LN 01/30/2031                                                              | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    2094256 | PA      | $2092015.56    | 0.01%             | 2031-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                                               | HUNTER DOUGLAS TERM B 1LN 1/17/2032                                                                  | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |   20017248 | PA      | $19937980.12   | 0.13%             | 2032-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORPORATION                                                  | ENVU TERM B 1LN 10/04/2029                                                                           | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |   61332263 | PA      | $57345665.80   | 0.38%             | 2029-10-04      | Variable      | 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        |    6607263 | PA      | $6599003.44    | 0.04%             | 2032-01-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL TERM B 1LN 06/20/2030                                                              | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    7753790 | PA      | $7747431.86    | 0.05%             | 2030-06-20      | Variable      | 0.06%                 | 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        |     956000 | PA      | $957425.40     | 0.01%             | 2038-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                              | ASCEND LEARNING TERM B 1LN 12/11/2028                                                                | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   17501902 | PA      | $17277702.43   | 0.12%             | 2028-12-11      | Variable      | 0.07%                 | 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        |    9100000 | PA      | $9749348.70    | 0.06%             | 2032-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 1                                                                 | PIKES PEAK CLO 1 D2R TSFR3M+380 04/20/2038 144A                                                      | CUSIP: 72133LAX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     640000 | PA      | $640207.36     | 0.00%             | 2038-04-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXXIX LTD                                            | BENEFIT STREET PARTNERS CLO XXXIX LTD D2 TSFR3M+365 04/15/2038 144A                                  | CUSIP: 081930AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1562000 | PA      | $1572013.98    | 0.01%             | 2038-04-15      | Variable      | 0.07%                 | 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        |    3000000 | PA      | $3165822.00    | 0.02%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                           | TWITTER TERM B1 1LN 10/26/2029                                                                       | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   61441582 | PA      | $61300880.42   | 0.41%             | 2029-10-26      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                  | WHP TERM B 1LN 02/20/2032                                                                            | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |   28591325 | PA      | $28619058.59   | 0.19%             | 2032-02-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B 1LN 2/13/2032                                                                | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   19105625 | PA      | $19029202.50   | 0.13%             | 2032-02-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                           | X TERM 1LN 10/26/2029                                                                                | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  117435000 | PA      | $121398431.25  | 0.81%             | 2029-10-26      | Fixed         | 0.10%                 | 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        |    1141000 | PA      | $1149406.89    | 0.01%             | 2038-03-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC                             | PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC 6.25% 04/01/2029 144A                           | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6360000 | PA      | $6365297.88    | 0.04%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 12 LTD                                                           | BIRCH GROVE CLO 12 LTD D1 TSFR3M+275 04/22/2038 144A                                                 | CUSIP: 09090MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1672000 | PA      | $1681189.31    | 0.01%             | 2038-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                            | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |   22084511 | PA      | $8585353.76    | 0.06%             | 2028-10-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                       | KASEYA TERM B 1LN 3/20/2032                                                                          | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    5607625 | PA      | $5390329.53    | 0.04%             | 2032-03-20      | Variable      | 0.07%                 | 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        |   14650000 | PA      | $15535870.85   | 0.10%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIATION HOLDINGS INC                                                     | SPIRIT AVIATION HOLDINGS INC                                                                         | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     265711 | NS      | $79713.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AVIATION HOLDINGS INC                                                     | SPIRIT AVIATION HOLDINGS INC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      57517 | NS      | $17255.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAKED JUICE LLC                                                                  | TROPICANA TERM EXCH FLSO FL20 01/24/2029                                                             | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    1786452 | PA      | $1140345.90    | 0.01%             | 2029-01-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                  | TROPICANA TERM FLFO 01/24/2029                                                                       | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    1165101 | PA      | $1157038.28    | 0.01%             | 2029-01-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                     | STRATEGY INC SER A 10% PERP PFD                                                                      | CUSIP: 594972879<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     303400 | NS      | $30340000.00   | 0.20%             |  |  |  | No            |                  1 | 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        |     726000 | PA      | $725482.36     | 0.00%             | 2038-02-15      | Variable      | 0.08%                 | 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        |   17220000 | PA      | $17954433.00   | 0.12%             | 2030-04-15      | Fixed         | 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        |   67915000 | PA      | $69698243.48   | 0.46%             | 2032-04-15      | Fixed         | 0.10%                 | 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        |   17974675 | PA      | $17504817.00   | 0.12%             | 2030-10-08      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FLAT 2025-30A                                                                    | FLAT 2025-30A D2 TSFR3M+410 04/15/2038 144A                                                          | CUSIP: 33882MAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1048000 | PA      | $1052746.39    | 0.01%             | 2038-04-15      | Variable      | 0.08%                 | 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        |    1608000 | PA      | $1623190.78    | 0.01%             | 2038-04-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS INC                                                           | GTT CMM TERM NEW $ HOLDCO 1LN 7/15/2031                                                              | CUSIP: 36250LAX2<br>LEI: 549300ETSL7K1ZX05H30 | Long             | LON              | CORP              | US        |    3712093 | PA      | $3039276.23    | 0.02%             | 2031-07-15      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                         | AVENTIV TERM FLSO 03/25/2026                                                                         | CUSIP: 05358AAV6<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |    1931635 | PA      | $2018558.29    | 0.01%             | 2026-03-25      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| BAYARD PK CLO LTD                                                                | BAYARD PK CLO LTD E TSFR3M+635 07/24/2038 144A                                                       | CUSIP: 072716AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1747000 | PA      | $1793171.46    | 0.01%             | 2038-07-24      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.5% 05/01/2033 144A                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   13130000 | PA      | $14395311.84   | 0.10%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.75% 05/01/2035 144A                                             | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   13420000 | PA      | $14964682.26   | 0.10%             | 2035-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2025-III LTD                                                            | CIFC FDG 2025-III LTD E TSFR3M+725 07/21/2038 144A                                                   | CUSIP: 12574PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2379000 | PA      | $2466673.29    | 0.02%             | 2038-07-21      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| ACRISURE HOLDINGS INC                                                            | ACRISURE HOLDINGS INC SER A-2 PC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    4942757 | NS      | $137013224.04  | 0.91%             |  |  |  | No            |                  3 | On Loan: No      |
| CARLYLE US CLO 2025-2 LTD                                                        | CARLYLE US CLO 2025-2 LTD E TSFR3M+675 07/25/2038 144A                                               | CUSIP: 14320DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1404000 | PA      | $1446353.06    | 0.01%             | 2038-07-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC                        | TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC 9.5% 05/15/2030 144A                       | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    8880000 | PA      | $8570008.44    | 0.06%             | 2030-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                        | AMERICAN AIRLINES TERM B 1LN 5/28/2032                                                               | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    1225738 | PA      | $1226963.24    | 0.01%             | 2032-05-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC 8.5% 06/01/2028 144A                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    7450000 | PA      | $7810915.25    | 0.05%             | 2028-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.875% 06/15/2031 144A                                                                 | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    8925000 | PA      | $9225533.31    | 0.06%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 05/31/2033 144A                                                                 | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $35630420.00   | 0.24%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORION US FINCO INC                                                               | OSTTRA TERM B 1LN 10/8/2032                                                                          | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1270000 | PA      | $1269212.60    | 0.01%             | 2032-10-08      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CR CLO XIX                                                              | MIDOCEAN CR CLO XIX E TSFR3M+625 07/20/2036 144A                                                     | CUSIP: 59803JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1120000 | PA      | $1128311.52    | 0.01%             | 2036-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 6% PERP                                                                                   | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | DBT              | CORP              | US        |   10285000 | PA      | $1.03          | 0.00%             | 2199-12-31      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| COREWEAVE INC                                                                    | COREWEAVE INC 9.25% 06/01/2030 144A                                                                  | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   44700000 | PA      | $44002597.75   | 0.29%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INTER HLDGS INC                                                      | ALERA TERM 1LN 05/31/2032                                                                            | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    3625912 | PA      | $3612315.33    | 0.02%             | 2032-05-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC 11.125% 07/15/2030 144A                                                               | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   30145000 | PA      | $24379768.75   | 0.16%             | 2030-07-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HOLDING 3 OY                                                            | AHLSTROM TERM B 1LN 5/23/2030                                                                        | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |    8875456 | PA      | $8877674.61    | 0.06%             | 2030-05-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXXII LTD                                                   | MADISON PARK FUNDING LXXII LTD D2 8.345% 07/23/2038 144A                                             | CUSIP: 55823DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     664000 | PA      | $678703.62     | 0.00%             | 2038-07-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GARNET CLO 2025-1 LTD                                                            | GARNET CLO 2025-1 LTD E TSFR3M+625 07/20/2037 144A                                                   | CUSIP: 36626BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     471000 | PA      | $478718.75     | 0.00%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CFC USA 2025 LLC                                                                 | CFC GROUP TERM B 1LN 07/01/2032                                                                      | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   13725000 | PA      | $13038750.00   | 0.09%             | 2032-07-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                     | ACRISURE TERM B 1LN 06/21/2032                                                                       | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   16284718 | PA      | $16264361.94   | 0.11%             | 2032-06-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 6.75% 07/01/2032 144A                                            | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6825000 | PA      | $6997003.65    | 0.05%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                         | X.AI TERM 1LN 06/28/2030                                                                             | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   29496775 | PA      | $31905776.61   | 0.21%             | 2030-06-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 7.125% 07/01/2033 144A                                             | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5326396.40    | 0.04%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 9.75% 04/15/2030 144A                                     | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11860000 | PA      | $12944656.30   | 0.09%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                   | PROOFPOINT TERM 1LN 08/31/2028                                                                       | CUSIP: N/A<br>LEI: 529900C5FODDK0WSR085       | Long             | LON              | CORP              | US        |   82779512 | PA      | $82107342.15   | 0.55%             | 2028-08-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                      | SKECHERS TERM B 1LN 09/13/2032                                                                       | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    1930000 | PA      | $1930000.00    | 0.01%             | 2032-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                         | SGUS LLC 11% 12/15/2029 144A                                                                         | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     177411 | PA      | $5322.33       | 0.00%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| X.AI LLC / X.AI CO ISSUER CO                                                     | X.AI LLC / X.AI CO ISSUER CO 12.5% 06/30/2030                                                        | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   83585000 | PA      | $92187735.37   | 0.61%             | 2030-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                      | BEACH ACQUISITION BIDCO LLC PIK VAR 07/15/2033 144A                                                  | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   18746254 | PA      | $20627261.37   | 0.14%             | 2033-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-2 LTD                                            | PALMER SQUARE LOAN FUNDING 2025-2A D LTD TSFR3M+450 07/15/2033 144A                                  | CUSIP: 69704EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1586000 | PA      | $1587095.93    | 0.01%             | 2033-07-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.5% 01/15/2034 144A                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   29640000 | PA      | $30760342.20   | 0.20%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.75% 01/15/2036 144A                                             | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   29645000 | PA      | $31075665.03   | 0.21%             | 2036-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.5% 07/15/2031 144A                                         | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   12720000 | PA      | $13460189.52   | 0.09%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.25% 12/15/2029 144A                                        | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   19590000 | PA      | $20692429.40   | 0.14%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LN FDG 2025-1 LTD / LLC                                               | BALBOA BAY LN FDG 2025-1 LTD / LLC D2 TSFR3M+415 07/20/2038 144A                                     | CUSIP: 05765FAJ9<br>LEI: 2549005WFJ6KJ4A4P984 | Long             | ABS-CBDO         | CORP              | KY        |    1078000 | PA      | $1102194.63    | 0.01%             | 2038-07-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING 2025-1 LTD                                               | BALBOA BAY LOAN FUNDING 2025-1A E LTD TSFR3M+575 07/20/2038 144A                                     | CUSIP: 05765KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     691000 | PA      | $703451.82     | 0.00%             | 2038-07-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| KNOWBE4 INC                                                                      | KNOWBE4 TERM 1LN 07/26/2032                                                                          | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |    1635000 | PA      | $1569600.00    | 0.01%             | 2032-07-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 9.375% 08/01/2032 144A                                                  | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   13620000 | PA      | $14664054.72   | 0.10%             | 2032-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                                          | BELRON TERM B 1LN 10/16/2031                                                                         | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4626613 | PA      | $4637023.06    | 0.03%             | 2031-10-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                                   | EG GROUP TERM B 1LN 02/07/2028                                                                       | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |   44541098 | PA      | $44504128.72   | 0.30%             | 2028-02-07      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ARINI US CLO II LTD                                                              | ARINI US CLO II LTD E TSFR3M+565 03/31/2038 144A                                                     | CUSIP: 04039DAA6<br>LEI: 2549001Z731V3ALGMH47 | Long             | ABS-CBDO         | CORP              | KY        |     721000 | PA      | $736345.76     | 0.00%             | 2038-03-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | COREWEAVE INC 9% 02/01/2031 144A                                                                     | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   24840000 | PA      | $24150893.69   | 0.16%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                    | GOLDEN NUGGET TERM B 1LN 01/29/2029                                                                  | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   28921209 | PA      | $28835891.73   | 0.19%             | 2029-01-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 6.25%/VAR PERP                                                           | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   17800000 | PA      | $18117742.99   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                     | STRATEGY INC 9%/VAR PERP PFD                                                                         | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     512660 | NS      | $50748213.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED SYS INC                                                                  | APPLIED SYSTEMS TERM B2 1LN 02/24/2031                                                               | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   11658361 | PA      | $11554485.14   | 0.08%             | 2031-02-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                          | UKG TERM B 1LN 02/10/2031                                                                            | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   83008061 | PA      | $80829099.45   | 0.54%             | 2031-02-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                       | AMNEAL PHARMACEUTICALS TERM B 1LN 08/02/2032                                                         | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    1306725 | PA      | $1309991.81    | 0.01%             | 2032-08-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                                                     | VEEAM SOFTWARE TERM B 1LN 04/14/2031                                                                 | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |   34824335 | PA      | $34389030.96   | 0.23%             | 2031-04-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE TERM B 1LN 10/23/2028                                                                        | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    4182719 | PA      | $4192673.40    | 0.03%             | 2028-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                             | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   25315000 | PA      | $26659707.49   | 0.18%             | 2031-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                   | ALLIANT HOLDINGS TERM B 1LN 09/19/2031                                                               | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   34071588 | PA      | $33954381.84   | 0.23%             | 2031-09-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | SHEARER'S FOODS TERM B 1LN 02/12/2031                                                                | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2117898 | PA      | $2052475.75    | 0.01%             | 2031-02-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RED PLANET BORROWER LLC                                                          | RED PLANET TERM B 1LN 9/8/2032                                                                       | CUSIP: 57165KAE6<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |    8940000 | PA      | $8889757.20    | 0.06%             | 2032-09-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 7% 03/31/2034 144A                                                             | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   39540000 | PA      | $40955729.70   | 0.27%             | 2034-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                         | LINDBLAD EXPEDITIONS LLC 7% 09/15/2030 144A                                                          | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    8075000 | PA      | $8429791.28    | 0.06%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                  | INTRAFI NETWORK TERM B 1LN 07/31/2031                                                                | CUSIP: 65343UAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   11855288 | PA      | $11647819.97   | 0.08%             | 2031-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 7.25% 02/15/2034 144A                                                     | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    7855000 | PA      | $8251630.37    | 0.05%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETSMART INC / PETSMART FINANCE CORP                                             | PETSMART INC / PETSMART FINANCE CORP 7.5% 09/15/2032 144A                                            | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14865000 | PA      | $15243477.77   | 0.10%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.25% 01/31/2034 144A                                                                  | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    4715000 | PA      | $4872806.34    | 0.03%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.75% 01/31/2034 144A                                                                  | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   17840000 | PA      | $18464685.44   | 0.12%             | 2034-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                                                              | TRANSDIGM TERM M 1LN 8/19/2032                                                                       | CUSIP: 89364MCE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   21590888 | PA      | $21572103.43   | 0.14%             | 2032-08-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 5.625% 08/15/2030 144A                                                                     | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   13300000 | PA      | $13537311.90   | 0.09%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 6% 08/15/2033 144A                                                                         | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   10515000 | PA      | $10740892.06   | 0.07%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYSTIMA CAPITAL MANAGEMENT LLC                                                   | US BANK C and L CREDIT-LINKED NOTES SERIES 25-SUP2 E TSFR1M+400 08/31/2032 144A                      | CUSIP: 90355PAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     315512 | PA      | $316917.76     | 0.00%             | 2032-09-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AVALARA INC                                                                      | AVALARA TERM B 1LN 03/29/2032                                                                        | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |   28044251 | PA      | $27436532.24   | 0.18%             | 2032-03-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP 5.625% 01/31/2034 144A                                                                 | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    8920000 | PA      | $9000351.36    | 0.06%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                       | WEBER BLACKSTONE TERM B 1LN 10/1/2032                                                                | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |   11890000 | PA      | $11875137.50   | 0.08%             | 2032-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ACCELYA LUX FINCO SARL                                                           | ACCELYA TERM B 1LN 10/1/2032                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   11885000 | PA      | $11706725.00   | 0.08%             | 2032-10-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                          | PARK RIVER HOLDINGS INC 8% 03/15/2031 144A                                                           | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    5455000 | PA      | $5621192.03    | 0.04%             | 2031-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 7% 04/01/2031 144A                                                             | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    7885000 | PA      | $8286785.06    | 0.06%             | 2031-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL AND GAS INC 7.875% 10/15/2033 144A                                                      | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   10995000 | PA      | $11100760.91   | 0.07%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                          | PRIMESOURCE TERM B 1LN 3/15/2031                                                                     | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |    1485000 | PA      | $1482683.40    | 0.01%             | 2031-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.75% 01/15/2034 144A                                                                 | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   11885000 | PA      | $11964249.18   | 0.08%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6% 01/15/2036 144A                                                                    | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   23775000 | PA      | $24023472.53   | 0.16%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 7.25% 02/15/2033 144A                                           | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   29715000 | PA      | $29599362.29   | 0.20%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO III LTD                                                              | BBAM US CLO III LTD DR TSFR3M+ 10/15/2038 144A                                                       | CUSIP: 054972AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     889000 | PA      | $884332.75     | 0.01%             | 2038-10-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                                         | SESI LLC 7.875% 09/30/2030 144A                                                                      | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |    5940000 | PA      | $5989450.50    | 0.04%             | 2030-09-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE                                                                                     | CUSIP: 97785W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     948540 | NS      | $14854136.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE PIK VAR 06/15/2031                                                                  | CUSIP: 977852AS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11459645 | PA      | $9282312.45    | 0.06%             | 2031-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE CONV 2.5% 06/15/2031                                                                | CUSIP: 977852AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9066000 | PA      | $12307095.00   | 0.08%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE PIK VAR 06/23/2030 144A                                                             | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6660020 | PA      | $7201146.63    | 0.05%             | 2030-06-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.125% 05/01/2029 144A                                                                 | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   11880000 | PA      | $12011369.04   | 0.08%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 7.875% 10/15/2032 144A                                                  | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    4035000 | PA      | $4256263.26    | 0.03%             | 2032-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.5% 04/15/2032 144A                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   63936793 | PA      | $62447737.06   | 0.42%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.875% 10/15/2030 144A                                                              | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    3612808 | PA      | $3547491.32    | 0.02%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.875% 07/15/2032 144A                                                              | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   84195958 | PA      | $82218674.02   | 0.55%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.5% 10/15/2031 144A                                                                | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    2244667 | PA      | $2187383.32    | 0.01%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                             | ALPHA GENERATION LLC 6.25% 01/15/2034 144A                                                           | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    8910000 | PA      | $8967816.99    | 0.06%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE CONV 2.5% 06/15/2031 144A                                                           | CUSIP: 977852AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10253000 | PA      | $13918447.50   | 0.09%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                         | LUXCO 3                                                                                              | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |    1010567 | NS      | $15368743.91   | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                          | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 5% 05/01/2028 144A                           | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9045000 | PA      | $8539099.58    | 0.06%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                          | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 5.75% 05/15/2028 144A                        | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12040000 | PA      | $11415921.05   | 0.08%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | SFR TERM B14 1LN 5/31/2031                                                                           | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |   16075275 | PA      | $16289558.04   | 0.11%             | 2031-05-31      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 6.25% 02/01/2034 144A                                                        | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    8920000 | PA      | $9040063.20    | 0.06%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 6.5% 02/01/2036 144A                                                         | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    8920000 | PA      | $9145172.02    | 0.06%             | 2036-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                 | WULF COMPUTE LLC 7.75% 10/15/2030 144A                                                               | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29235000 | PA      | $30492689.70   | 0.20%             | 2030-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PING IDENTITY HOLDING CORP                                                       | PING IDENTITY TERM 1LN 11/15/2032                                                                    | CUSIP: 72342MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1750000 | PA      | $1733235.00    | 0.01%             | 2032-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MEDLINE INC                                                                      | MEDLINE INC                                                                                          | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |      61700 | NS      | $2727140.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 10.375% 05/15/2031 144A                                                         | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    8935000 | PA      | $9446918.23    | 0.06%             | 2031-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 7.625% 11/15/2032 144A                                                         | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    5965000 | PA      | $6076569.36    | 0.04%             | 2032-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                               | CIPHER COMPUTE LLC 7.125% 11/15/2030 144A                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12955000 | PA      | $13348974.51   | 0.09%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 6.75% 11/15/2032 144A                                                                    | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    9375000 | PA      | $9689737.50    | 0.06%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 6.625% 08/15/2032 144A                                                                     | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    6030000 | PA      | $6218927.44    | 0.04%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 4.625% 05/01/2030 144A                                                                     | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   12175000 | PA      | $11871571.00   | 0.08%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 4.5% 10/01/2029 144A                                                                       | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    8995000 | PA      | $8802568.17    | 0.06%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                               | APLD COMPUTECO LLC 9.25% 12/15/2030 144A                                                             | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29800000 | PA      | $30954578.95   | 0.21%             | 2030-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 7.75% 04/15/2034 144A                                           | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   17040000 | PA      | $17369655.84   | 0.12%             | 2034-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS LLC                                              | SYNERGY INFRASTRUCTURE HOLDINGS LLC 7.875% 12/01/2030 144A                                           | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6975000 | PA      | $7275880.58    | 0.05%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                     | FOCUS FINANCIAL TERM B 1LN 09/15/2031                                                                | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   23844301 | PA      | $23679060.30   | 0.16%             | 2031-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6.25% 01/30/2031 144A      | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5945000 | PA      | $6109504.10    | 0.04%             | 2031-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING CO                                            | MAUSER PACKAGING SOLUTIONS HOLDING CO 7.875% 04/15/2030 144A                                         | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    5930000 | PA      | $6041187.50    | 0.04%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CSC SERVICEWORKS INC                                                             | SPIN HOLDCO INC TERM New $ FLFO TL 09/30/2030                                                        | CUSIP: N/A<br>LEI: 549300E80YXIB2PYUB51       | Long             | LON              | CORP              | US        |    4418522 | PA      | $4462706.78    | 0.03%             | 2030-09-30      | Variable      | 0.09%                 | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 5.5% 03/31/2034 144A                                                | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    8920000 | PA      | $8963030.08    | 0.06%             | 2034-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                                                     | NATIONAL MENTOR HOLDINGS INC 10.5% 12/15/2030 144A                                                   | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $12296081.98   | 0.08%             | 2030-12-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PAREXEL INTERNATIONAL CORP                                                       | PAREXEL TERM B 1LN 12/12/2031                                                                        | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |    6675842 | PA      | $6670300.71    | 0.04%             | 2031-12-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.5% 06/15/2034 144A                                              | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $9734920.87    | 0.06%             | 2034-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.125% 12/15/2030 144A                                            | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    8925000 | PA      | $9186520.35    | 0.06%             | 2030-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISSUER INC                                            | ASURION LLC AND ASURION CO-ISSUER INC 8% 12/31/2032 144A                                             | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14875000 | PA      | $15541466.79   | 0.10%             | 2032-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                               | BAUSCH and LOMB TERM B 1LN 01/15/2031                                                                | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |    3124300 | PA      | $3143826.88    | 0.02%             | 2031-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                        | CONVERGINT TECH TERM B 1LN 07/09/2032                                                                | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1948904 | PA      | $1951339.93    | 0.01%             | 2032-07-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC                                                  | INSTALLED BLDG PRODS INC 5.625% 02/01/2034 144A                                                      | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    8935000 | PA      | $8986359.63    | 0.06%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                         | SGUS LLC 10% 07/15/2026 First Out                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     278800 | PA      | $250920.00     | 0.00%             | 2026-07-15      | Variable      | 0.15%                 | No            |                  3 | On Loan: No      |
| SGUS LLC                                                                         | SGUS LLC 10% 07/15/2026 Second Out                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     181336 | PA      | $54400.75      | 0.00%             | 2026-07-15      | Variable      | 0.10%                 | No            |                  3 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 9.5% 02/15/2033 144A                                                            | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10182661.40   | 0.07%             | 2033-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                         | SGUS LLC TERM First Out DIP PIK 07/15/2026                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19516 | PA      | $17564.40      | 0.00%             | 2026-07-15      | Variable      | 0.15%                 | No            |                  3 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NIELSEN HOLDINGS TERM B 1LN 01/28/2033                                                               | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   15000000 | PA      | $14749950.00   | 0.10%             | 2033-01-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AMERICA INC                                              | KLOECKNER TERM EXIT LOAN 01/27/2031                                                                  | CUSIP: N/A<br>LEI: 529900H8J1B7UA1CG794       | Long             | LON              | CORP              | LU        |     936788 | PA      | $832177.29     | 0.01%             | 2031-01-27      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AMERICA INC                                              | KLOECKNER PENTAPLAST REORG NEW EQUITY                                                                | CUSIP: N/A<br>LEI: 529900H8J1B7UA1CG794       | Long             | EC               | CORP              | LU        |     122283 | NS      | $1.45          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HOWDEN UK REFINANCE PLC / HOWDEN UK REFINANCE 2 PLC / HOWDEN US REFINANCE LLC    | HOWDEN UK REFINANCE PLC / HOWDEN UK REFINANCE 2 PLC / HOWDEN US REFINANCE LLC 8.125% 02/15/2032 144A | CUSIP: 44287DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    8915000 | PA      | $9083823.36    | 0.06%             | 2032-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer