# EDGAR Filing Document

**Accession Number:** 0000225322
**File Stem:** 0001752724-23-067513
**Filing Date:** 2023-3
**Character Count:** 292667
**Document Hash:** 5b49bf2089b0db99464aa81250db93c4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067513.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067513

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SUMMER STREET TRUST
- **CENTRAL INDEX KEY:** 0000225322
- **IRS NUMBER:** 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:** 23763611

**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 High Income Fund (Series ID: S000017690)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000048886 | Fidelity High Income Fund                  | SPHIX           |
| C000206223 | Fidelity Advisor High Income Fund: Class M | FGRMX           |
| C000206224 | Fidelity Advisor High Income Fund: Class C | FGSMX           |
| C000206225 | Fidelity Advisor High Income Fund: Class I | FGTMX           |
| C000206226 | Fidelity Advisor High Income Fund: Class Z | FGUMX           |
| C000206227 | Fidelity Advisor High Income Fund: Class A | FGQMX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **High Income Fund**

**January 31, 2023**

SPH-NPRT3-0423

1.813069.118 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds - 86.5%** | &nbsp;&nbsp;**Corporate Bonds - 86.5%** | &nbsp;&nbsp;**Corporate Bonds - 86.5%** |
|  | Principal<br> Amount (a)<br> (000s) <br>| Value ($)<br> (000s) <br>|
| Convertible Bonds - 2.3%  |  |  |
| Broadcasting - 1.3% |  |  |
| DISH Network Corp.: |  |  |
|  2.375% 3/15/24  | 20230  | 18743  |
|  3.375% 8/15/26  | 33458  | 21891  |
|  |  | 40634 |
| Energy - 1.0% |  |  |
| Mesquite Energy, Inc. 15% 7/15/23 (b)(c) | 1681 | 10769 |
| Mesquite Energy, Inc. 15% 7/15/23 (b)(c) | 2898 | 18562 |
|  |  | 29331 |
| TOTAL CONVERTIBLE BONDS |  | 69965 |
| Nonconvertible Bonds - 84.2%  |  |  |
| Aerospace - 3.0% |  |  |
| ATI, Inc.: |  |  |
|  4.875% 10/1/29  | 2320  | 2123  |
|  5.875% 12/1/27  | 7585  | 7318  |
| Bombardier, Inc. 7.875% 4/15/27 (d) | 9547 | 9510 |
| BWX Technologies, Inc. 4.125% 6/30/28 (d) | 13223 | 11934 |
| Howmet Aerospace, Inc.: |  |  |
|  5.9% 2/1/27  | 1380  | 1404  |
|  6.875% 5/1/25  | 1380  | 1418  |
| Kaiser Aluminum Corp.: |  |  |
|  4.5% 6/1/31 (d) | 2155  | 1822  |
|  4.625% 3/1/28 (d) | 9665  | 8824  |
| TransDigm, Inc.: |  |  |
|  4.625% 1/15/29  | 5930  | 5350  |
|  5.5% 11/15/27  | 23422  | 22368  |
|  6.25% 3/15/26 (d) | 10225  | 10221  |
|  6.375% 6/15/26  | 2760  | 2725  |
|  7.5% 3/15/27  | 1582  | 1594  |
|  8% 12/15/25 (d) | 3605  | 3676  |
|  |  | 90287 |
| Air Transportation - 0.5% |  |  |
| Air Canada 3.875% 8/15/26 (d) | 2030 | 1878 |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd. 5.5% 4/20/26 (d) | 9205 | 9024 |
| Mileage Plus Holdings LLC 6.5% 6/20/27 (d) | 1242 | 1255 |
| Spirit Loyalty Cayman Ltd. / Spirit IP Cayman Ltd. 8% 9/20/25 (d) | 4155 | 4248 |
|  |  | 16405 |
| Automotive - 0.2% |  |  |
| Ford Motor Co. 6.1% 8/19/32  | 3105 | 3045 |
| Ford Motor Credit Co. LLC 3.625% 6/17/31  | 3945 | 3281 |
|  |  | 6326 |
| Automotive & Auto Parts - 1.8% |  |  |
| Dana, Inc.: |  |  |
|  4.25% 9/1/30  | 1115  | 944  |
|  5.375% 11/15/27  | 745  | 708  |
| Ford Motor Credit Co. LLC: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 2.950% 7.2657% 3/6/26 (e)(f) | 3910  | 3941  |
|  2.3% 2/10/25  | 12405  | 11502  |
|  2.9% 2/10/29  | 6905  | 5759  |
|  3.375% 11/13/25  | 1380  | 1285  |
|  3.815% 11/2/27  | 4080  | 3682  |
|  4% 11/13/30  | 1415  | 1235  |
|  4.389% 1/8/26  | 2765  | 2654  |
|  4.95% 5/28/27  | 5655  | 5396  |
|  5.125% 6/16/25  | 1385  | 1361  |
|  6.95% 3/6/26  | 11030  | 11282  |
| ZF North America Capital, Inc. 4.75% 4/29/25 (d) | 3320 | 3202 |
|  |  | 52951 |
| Banks & Thrifts - 0.1% |  |  |
| Jane Street Group LLC/JSG Finance, Inc. 4.5% 11/15/29 (d) | 2430 | 2169 |
| Broadcasting - 1.6% |  |  |
| Diamond Sports Group LLC/Diamond Sports Finance Co. 5.375% 8/15/26 (d) | 22770 | 1679 |
| DISH Network Corp. 11.75% 11/15/27 (d) | 7125 | 7404 |
| Gray Escrow II, Inc. 5.375% 11/15/31 (d) | 1650 | 1269 |
| Sinclair Television Group, Inc. 5.5% 3/1/30 (d) | 4065 | 3242 |
| Sirius XM Radio, Inc.: |  |  |
|  4% 7/15/28 (d) | 5800  | 5163  |
|  4.125% 7/1/30 (d) | 9180  | 7873  |
|  5.5% 7/1/29 (d) | 6685  | 6265  |
| TEGNA, Inc.: |  |  |
|  4.625% 3/15/28  | 4880  | 4580  |
|  5% 9/15/29  | 1775  | 1672  |
| Univision Communications, Inc.: |  |  |
|  4.5% 5/1/29 (d) | 5615  | 4831  |
|  6.625% 6/1/27 (d) | 3655  | 3582  |
|  |  | 47560 |
| Building Materials - 0.4% |  |  |
| Advanced Drain Systems, Inc. 5% 9/30/27 (d) | 1486 | 1414 |
| Builders FirstSource, Inc. 4.25% 2/1/32 (d) | 5595 | 4813 |
| SRS Distribution, Inc.: |  |  |
|  4.625% 7/1/28 (d) | 3455  | 3156  |
|  6% 12/1/29 (d) | 3095  | 2644  |
|  |  | 12027 |
| Cable/Satellite TV - 4.8% |  |  |
| CCO Holdings LLC/CCO Holdings Capital Corp.: |  |  |
|  4.25% 2/1/31 (d) | 11784  | 9817  |
|  4.25% 1/15/34 (d) | 5535  | 4315  |
|  4.5% 8/15/30 (d) | 14630  | 12501  |
|  4.5% 5/1/32  | 12236  | 10125  |
|  4.5% 6/1/33 (d) | 19465  | 15815  |
|  4.75% 3/1/30 (d) | 5630  | 4919  |
|  4.75% 2/1/32 (d) | 7980  | 6783  |
|  5% 2/1/28 (d) | 3840  | 3586  |
|  5.375% 6/1/29 (d) | 4390  | 4061  |
| CSC Holdings LLC: |  |  |
|  3.375% 2/15/31 (d) | 5000  | 3488  |
|  4.125% 12/1/30 (d) | 2939  | 2173  |
|  4.5% 11/15/31 (d) | 1430  | 1053  |
|  4.625% 12/1/30 (d) | 17824  | 10539  |
|  5.375% 2/1/28 (d) | 15430  | 13019  |
|  5.75% 1/15/30 (d) | 3475  | 2189  |
|  7.5% 4/1/28 (d) | 2935  | 2146  |
| DIRECTV Financing LLC / DIRECTV Financing Co-Obligor, Inc. 5.875% 8/15/27 (d) | 1355 | 1227 |
| DISH DBS Corp. 5.75% 12/1/28 (d) | 7065 | 5780 |
| Dolya Holdco 18 DAC 5% 7/15/28 (d) | 4188 | 3801 |
| Radiate Holdco LLC/Radiate Financial Service Ltd.: |  |  |
|  4.5% 9/15/26 (d) | 4479  | 3430  |
|  6.5% 9/15/28 (d) | 19428  | 10122  |
| Telenet Finance Luxembourg Notes SARL 5.5% 3/1/28 (d) | 7800 | 7246 |
| Ziggo BV 4.875% 1/15/30 (d) | 5505 | 4795 |
|  |  | 142930 |
| Capital Goods - 1.0% |  |  |
| Mueller Water Products, Inc. 4% 6/15/29 (d) | 4685 | 4155 |
| Regal Rexnord Corp.: |  |  |
|  6.05% 2/15/26 (d) | 4150  | 4217  |
|  6.05% 4/15/28 (d) | 2765  | 2807  |
|  6.3% 2/15/30 (d) | 2765  | 2819  |
| Vertical Holdco GmbH 7.625% 7/15/28 (d) | 5610 | 4989 |
| Vertical U.S. Newco, Inc. 5.25% 7/15/27 (d) | 12934 | 11971 |
|  |  | 30958 |
| Chemicals - 3.5% |  |  |
| CVR Partners LP 6.125% 6/15/28 (d) | 5120 | 4634 |
| Element Solutions, Inc. 3.875% 9/1/28 (d) | 6534 | 5783 |
| Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.: |  |  |
|  5% 12/31/26 (d) | 4440  | 4030  |
|  7% 12/31/27 (d) | 1080  | 941  |
| LSB Industries, Inc. 6.25% 10/15/28 (d) | 4980 | 4487 |
| Methanex Corp.: |  |  |
|  5.125% 10/15/27  | 11101  | 10574  |
|  5.65% 12/1/44  | 6414  | 5271  |
| NOVA Chemicals Corp.: |  |  |
|  4.25% 5/15/29 (d) | 5020  | 4315  |
|  4.875% 6/1/24 (d) | 4330  | 4265  |
|  5% 5/1/25 (d) | 2270  | 2183  |
|  5.25% 6/1/27 (d) | 9500  | 8836  |
| Nufarm Australia Ltd. 5% 1/27/30 (d) | 6520 | 5916 |
| Olympus Water U.S. Holding Corp.: |  |  |
|  4.25% 10/1/28 (d) | 5155  | 4324  |
|  6.25% 10/1/29 (d) | 5435  | 4511  |
| SCIL IV LLC / SCIL U.S.A. Holdings LLC 5.375% 11/1/26 (d) | 3935 | 3634 |
| The Chemours Co. LLC: |  |  |
|  4.625% 11/15/29 (d) | 1785  | 1491  |
|  5.375% 5/15/27  | 10144  | 9378  |
|  5.75% 11/15/28 (d) | 13025  | 11869  |
| W.R. Grace Holding LLC 5.625% 8/15/29 (d) | 9670 | 8060 |
|  |  | 104502 |
| Consumer Products - 0.4% |  |  |
| Ferrellgas LP/Ferrellgas Finance Corp. 5.375% 4/1/26 (d) | 740 | 681 |
| Mattel, Inc.: |  |  |
|  3.375% 4/1/26 (d) | 2870  | 2676  |
|  3.75% 4/1/29 (d) | 8300  | 7457  |
| Newell Brands, Inc.: |  |  |
|  4.45% 4/1/26  | 1380  | 1311  |
|  6.375% 9/15/27  | 1380  | 1387  |
|  |  | 13512 |
| Containers - 0.9% |  |  |
| Ball Corp. 4.875% 3/15/26  | 4150 | 4088 |
| Berry Global, Inc. 4.875% 7/15/26 (d) | 2210 | 2153 |
| BWAY Holding Co. 7.875% 8/15/26 (d)(g) | 4120 | 4156 |
| Graphic Packaging International, Inc. 3.75% 2/1/30 (d) | 2160 | 1870 |
| Sealed Air Corp.: |  |  |
|  5% 4/15/29 (d) | 5450  | 5230  |
|  6.125% 2/1/28 (d) | 1655  | 1670  |
| Trivium Packaging Finance BV: |  |  |
|  5.5% 8/15/26 (d) | 6287  | 6030  |
|  8.5% 8/15/27 (d) | 3156  | 3034  |
|  |  | 28231 |
| Diversified Financial Services - 4.1% |  |  |
| Coinbase Global, Inc.: |  |  |
|  3.375% 10/1/28 (d) | 11430  | 7372  |
|  3.625% 10/1/31 (d) | 12385  | 7214  |
| Hightower Holding LLC 6.75% 4/15/29 (d) | 4500 | 3874 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp.: |  |  |
|  4.375% 2/1/29  | 10765  | 9374  |
|  5.25% 5/15/27  | 30900  | 28853  |
|  6.25% 5/15/26  | 16461  | 16171  |
|  6.375% 12/15/25  | 3120  | 3093  |
| Jefferies Finance LLC/JFIN Co-Issuer Corp. 5% 8/15/28 (d) | 980 | 831 |
| Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp. 4.75% 6/15/29 (d) | 3635 | 3020 |
| MSCI, Inc.: |  |  |
|  3.25% 8/15/33 (d) | 2825  | 2317  |
|  3.625% 9/1/30 (d) | 5655  | 4922  |
| OneMain Finance Corp.: |  |  |
|  3.5% 1/15/27  | 8300  | 7221  |
|  3.875% 9/15/28  | 14215  | 11941  |
|  6.875% 3/15/25  | 4965  | 4949  |
|  7.125% 3/15/26  | 11800  | 11723  |
|  |  | 122875 |
| Diversified Media - 0.3% |  |  |
| Advantage Sales & Marketing, Inc. 6.5% 11/15/28 (d) | 9443 | 7177 |
| Terrier Media Buyer, Inc. 8.875% 12/15/27 (d) | 1827 | 1425 |
|  |  | 8602 |
| Energy - 13.1% |  |  |
| Altus Midstream LP 5.875% 6/15/30 (d) | 3635 | 3453 |
| Antero Midstream Partners LP/Antero Midstream Finance Corp.: |  |  |
|  5.75% 3/1/27 (d) | 1375  | 1334  |
|  7.875% 5/15/26 (d) | 1375  | 1411  |
| Apache Corp. 4.25% 1/15/30  | 1960 | 1793 |
| Atlantica Sustainable Infrastructure PLC 4.125% 6/15/28 (d) | 6465 | 5754 |
| California Resources Corp. 7.125% 2/1/26 (d) | 1930 | 1878 |
| Centennial Resource Production LLC: |  |  |
|  5.875% 7/1/29 (d) | 7855  | 7344  |
|  7.75% 2/15/26 (d) | 660  | 660  |
| Cheniere Energy Partners LP: |  |  |
|  3.25% 1/31/32  | 5655  | 4721  |
|  4% 3/1/31  | 2745  | 2463  |
| Citgo Petroleum Corp. 6.375% 6/15/26 (d) | 6098 | 5975 |
| CNX Resources Corp. 7.375% 1/15/31 (d) | 1580 | 1537 |
| Comstock Resources, Inc.: |  |  |
|  5.875% 1/15/30 (d) | 6180  | 5299  |
|  6.75% 3/1/29 (d) | 8655  | 7984  |
| Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.: |  |  |
|  5.625% 5/1/27 (d) | 27398  | 26185  |
|  5.75% 4/1/25  | 9692  | 9555  |
|  6% 2/1/29 (d) | 12181  | 11556  |
|  7.375% 2/1/31 (d) | 2760  | 2777  |
| CrownRock LP/CrownRock Finance, Inc.: |  |  |
|  5% 5/1/29 (d) | 2510  | 2299  |
|  5.625% 10/15/25 (d) | 560  | 546  |
| CVR Energy, Inc.: |  |  |
|  5.25% 2/15/25 (d) | 9749  | 9408  |
|  5.75% 2/15/28 (d) | 5483  | 5017  |
| Delek Logistics Partners LP 7.125% 6/1/28 (d) | 7880 | 7228 |
| DT Midstream, Inc.: |  |  |
|  4.125% 6/15/29 (d) | 4090  | 3589  |
|  4.375% 6/15/31 (d) | 1375  | 1203  |
| EnLink Midstream LLC 5.625% 1/15/28 (d) | 1630 | 1593 |
| EnLink Midstream Partners LP 4.85% 7/15/26  | 2485 | 2409 |
| EQM Midstream Partners LP: |  |  |
|  4% 8/1/24  | 2745  | 2656  |
|  6% 7/1/25 (d) | 355  | 350  |
|  6.5% 7/1/27 (d) | 4947  | 4858  |
|  7.5% 6/1/27 (d) | 1735  | 1735  |
|  7.5% 6/1/30 (d) | 1735  | 1733  |
| Global Partners LP/GLP Finance Corp. 6.875% 1/15/29  | 4610 | 4350 |
| Harvest Midstream I LP 7.5% 9/1/28 (d) | 2365 | 2327 |
| Hess Midstream Partners LP: |  |  |
|  4.25% 2/15/30 (d) | 1880  | 1647  |
|  5.125% 6/15/28 (d) | 7610  | 7167  |
|  5.625% 2/15/26 (d) | 4705  | 4659  |
| Hilcorp Energy I LP/Hilcorp Finance Co.: |  |  |
|  5.75% 2/1/29 (d) | 1960  | 1823  |
|  6.25% 11/1/28 (d) | 1960  | 1883  |
| Holly Energy Partners LP/Holly Energy Finance Corp. 5% 2/1/28 (d) | 4080 | 3800 |
| Mesquite Energy, Inc. 7.25% 12/31/49 (c)(d)(h) | 28768 | 0 |
| New Fortress Energy, Inc.: |  |  |
|  6.5% 9/30/26 (d) | 34475  | 31723  |
|  6.75% 9/15/25 (d) | 35507  | 33967  |
| NGL Energy Operating LLC/NGL Energy Finance Corp. 7.5% 2/1/26 (d) | 4350 | 4131 |
| Occidental Petroleum Corp.: |  |  |
|  5.5% 12/1/25  | 6915  | 6962  |
|  5.55% 3/15/26  | 830  | 838  |
|  5.875% 9/1/25  | 4195  | 4246  |
|  6.125% 1/1/31  | 4795  | 5004  |
|  6.625% 9/1/30  | 6440  | 6837  |
|  7.5% 5/1/31  | 6195  | 6892  |
|  7.875% 9/15/31  | 1135  | 1285  |
|  8.875% 7/15/30  | 4715  | 5552  |
| Rockies Express Pipeline LLC: |  |  |
|  4.8% 5/15/30 (d) | 1900  | 1691  |
|  4.95% 7/15/29 (d) | 4294  | 3881  |
|  6.875% 4/15/40 (d) | 1598  | 1354  |
| SM Energy Co. 5.625% 6/1/25  | 5210 | 5106 |
| Southwestern Energy Co. 4.75% 2/1/32  | 3580 | 3156 |
| Suburban Propane Partners LP/Suburban Energy Finance Corp. 5.875% 3/1/27  | 525 | 507 |
| Sunoco LP/Sunoco Finance Corp.: |  |  |
|  4.5% 5/15/29  | 5094  | 4608  |
|  5.875% 3/15/28  | 4990  | 4890  |
| Superior Plus LP / Superior General Partner, Inc. 4.5% 3/15/29 (d) | 2990 | 2642 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp.: |  |  |
|  5.5% 1/15/28 (d) | 9865  | 9085  |
|  6% 3/1/27 (d) | 20467  | 19405  |
|  6% 12/31/30 (d) | 9160  | 8343  |
|  6% 9/1/31 (d) | 9425  | 8483  |
|  7.5% 10/1/25 (d) | 4360  | 4414  |
| Teine Energy Ltd. 6.875% 4/15/29 (d) | 745 | 696 |
| Transocean Guardian Ltd. 5.875% 1/15/24 (d) | 2365 | 2398 |
| Transocean Phoenix 2 Ltd. 7.75% 10/15/24 (d) | 494 | 500 |
| Transocean Pontus Ltd. 6.125% 8/1/25 (d) | 1380 | 1422 |
| Transocean Poseidon Ltd. 6.875% 2/1/27 (d) | 2157 | 2141 |
| Transocean Proteus Ltd. 6.25% 12/1/24 (d) | 544 | 549 |
| Transocean Sentry Ltd. 5.375% 5/15/23 (d) | 2550 | 2531 |
| Transocean, Inc. 8.75% 2/15/30 (d) | 3585 | 3696 |
| Venture Global Calcasieu Pass LLC: |  |  |
|  3.875% 8/15/29 (d) | 6215  | 5531  |
|  4.125% 8/15/31 (d) | 5475  | 4854  |
|  6.25% 1/15/30 (d) | 4150  | 4228  |
| Western Gas Partners LP 3.35% 2/1/25  | 4945 | 4722 |
|  |  | 392229 |
| Environmental - 1.1% |  |  |
| Clean Harbors, Inc. 6.375% 2/1/31 (d) | 1305 | 1329 |
| Covanta Holding Corp. 4.875% 12/1/29 (d) | 5180 | 4526 |
| Darling Ingredients, Inc. 6% 6/15/30 (d) | 2155 | 2144 |
| GFL Environmental, Inc.: |  |  |
|  3.75% 8/1/25 (d) | 2765  | 2627  |
|  5.125% 12/15/26 (d) | 2765  | 2690  |
| Madison IAQ LLC: |  |  |
|  4.125% 6/30/28 (d) | 6715  | 5911  |
|  5.875% 6/30/29 (d) | 10130  | 8036  |
| Stericycle, Inc.: |  |  |
|  3.875% 1/15/29 (d) | 6570  | 5829  |
|  5.375% 7/15/24 (d) | 1385  | 1372  |
|  |  | 34464 |
| Food & Drug Retail - 0.9% |  |  |
| Albertsons Companies LLC/Safeway, Inc./New Albertson's, Inc./Albertson's LLC: |  |  |
|  3.5% 3/15/29 (d) | 18658  | 16093  |
|  4.875% 2/15/30 (d) | 6320  | 5813  |
| Emergent BioSolutions, Inc. 3.875% 8/15/28 (d) | 10274 | 4469 |
| Murphy Oil U.S.A., Inc. 3.75% 2/15/31 (d) | 1435 | 1201 |
|  |  | 27576 |
| Food/Beverage/Tobacco - 1.8% |  |  |
| C&S Group Enterprises LLC 5% 12/15/28 (d) | 7875 | 6074 |
| Lamb Weston Holdings, Inc. 4.125% 1/31/30 (d) | 11855 | 10684 |
| Performance Food Group, Inc. 5.5% 10/15/27 (d) | 542 | 522 |
| Post Holdings, Inc.: |  |  |
|  4.625% 4/15/30 (d) | 3666  | 3226  |
|  5.5% 12/15/29 (d) | 3587  | 3326  |
| Primo Water Holdings, Inc. 4.375% 4/30/29 (d) | 11870 | 10353 |
| TreeHouse Foods, Inc. 4% 9/1/28  | 2065 | 1722 |
| Triton Water Holdings, Inc. 6.25% 4/1/29 (d) | 16125 | 12799 |
| U.S. Foods, Inc.: |  |  |
|  4.625% 6/1/30 (d) | 2045  | 1831  |
|  4.75% 2/15/29 (d) | 2520  | 2305  |
|  |  | 52842 |
| Gaming - 1.3% |  |  |
| Affinity Gaming LLC 6.875% 12/15/27 (d) | 10355 | 9270 |
| Caesars Entertainment, Inc.: |  |  |
|  7% 2/15/30 (d)(g) | 3300  | 3358  |
|  8.125% 7/1/27 (d) | 6319  | 6414  |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc. 6.75% 1/15/30 (d) | 5390 | 4474 |
| Golden Entertainment, Inc. 7.625% 4/15/26 (d) | 3921 | 3946 |
| Jacobs Entertainment, Inc. 6.75% 2/15/29 (d) | 2400 | 2232 |
| Station Casinos LLC 4.5% 2/15/28 (d) | 4745 | 4272 |
| Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp. 5.25% 5/15/27 (d) | 5156 | 4871 |
|  |  | 38837 |
| Healthcare - 7.2% |  |  |
| 1375209 BC Ltd. 9% 1/30/28 (d) | 3606 | 3593 |
| 180 Medical, Inc. 3.875% 10/15/29 (d) | 5715 | 5065 |
| AMN Healthcare 4% 4/15/29 (d) | 8354 | 7247 |
| Avantor Funding, Inc.: |  |  |
|  3.875% 11/1/29 (d) | 10440  | 9177  |
|  4.625% 7/15/28 (d) | 3355  | 3162  |
| Bausch Health Companies, Inc.: |  |  |
|  11% 9/30/28 (d) | 4151  | 3248  |
|  14% 10/15/30 (d) | 1272  | 794  |
| Catalent Pharma Solutions 3.5% 4/1/30 (d) | 2900 | 2399 |
| Charles River Laboratories International, Inc.: |  |  |
|  3.75% 3/15/29 (d) | 2975  | 2650  |
|  4% 3/15/31 (d) | 2475  | 2184  |
|  4.25% 5/1/28 (d) | 768  | 711  |
| Community Health Systems, Inc.: |  |  |
|  4.75% 2/15/31 (d) | 10365  | 7929  |
|  5.25% 5/15/30 (d) | 19665  | 15868  |
|  5.625% 3/15/27 (d) | 13825  | 12238  |
|  6% 1/15/29 (d) | 6140  | 5389  |
|  6.125% 4/1/30 (d) | 7445  | 4475  |
|  6.875% 4/15/29 (d) | 9010  | 5699  |
|  8% 3/15/26 (d) | 3135  | 3026  |
| CTR Partnership LP/CareTrust Capital Corp. 3.875% 6/30/28 (d) | 5375 | 4813 |
| DaVita HealthCare Partners, Inc.: |  |  |
|  3.75% 2/15/31 (d) | 2170  | 1687  |
|  4.625% 6/1/30 (d) | 17405  | 14664  |
| Embecta Corp. 5% 2/15/30 (d) | 2745 | 2261 |
| Grifols Escrow Issuer SA 4.75% 10/15/28 (d) | 7652 | 6654 |
| HealthEquity, Inc. 4.5% 10/1/29 (d) | 3705 | 3317 |
| Hologic, Inc.: |  |  |
|  3.25% 2/15/29 (d) | 6190  | 5446  |
|  4.625% 2/1/28 (d) | 134  | 128  |
| Jazz Securities DAC 4.375% 1/15/29 (d) | 4925 | 4493 |
| ModivCare Escrow Issuer, Inc. 5% 10/1/29 (d) | 2030 | 1759 |
| Molina Healthcare, Inc. 3.875% 11/15/30 (d) | 3370 | 2899 |
| Mozart Borrower LP 3.875% 4/1/29 (d) | 1375 | 1176 |
| Option Care Health, Inc. 4.375% 10/31/29 (d) | 2765 | 2388 |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV: |  |  |
|  4.125% 4/30/28 (d) | 17765  | 16068  |
|  5.125% 4/30/31 (d) | 820  | 740  |
| Owens & Minor, Inc. 4.5% 3/31/29 (d) | 2610 | 2126 |
| Pediatrix Medical Group, Inc. 5.375% 2/15/30 (d) | 5590 | 4947 |
| RP Escrow Issuer LLC 5.25% 12/15/25 (d) | 3955 | 3227 |
| Teleflex, Inc. 4.25% 6/1/28 (d) | 1540 | 1421 |
| Tenet Healthcare Corp.: |  |  |
|  4.25% 6/1/29  | 10395  | 9256  |
|  4.375% 1/15/30  | 4965  | 4414  |
|  4.625% 6/15/28  | 8758  | 8122  |
|  6.125% 10/1/28  | 11765  | 11001  |
|  6.125% 6/15/30 (d) | 6675  | 6479  |
|  6.25% 2/1/27 (d) | 3134  | 3016  |
|  |  | 217356 |
| Homebuilders/Real Estate - 4.0% |  |  |
| Ashton Woods U.S.A. LLC/Ashton Woods Finance Co. 4.625% 8/1/29 (d) | 2515 | 2100 |
| Howard Hughes Corp.: |  |  |
|  4.125% 2/1/29 (d) | 3300  | 2850  |
|  4.375% 2/1/31 (d) | 3300  | 2742  |
| Kennedy-Wilson, Inc. 4.75% 2/1/30  | 7345 | 6025 |
| MPT Operating Partnership LP/MPT Finance Corp.: |  |  |
|  3.5% 3/15/31  | 10750  | 7525  |
|  4.625% 8/1/29  | 7355  | 5719  |
|  5% 10/15/27  | 28110  | 23762  |
| Railworks Holdings LP 8.25% 11/15/28 (d) | 5035 | 4662 |
| Taylor Morrison Communities, Inc./Monarch Communities, Inc.: |  |  |
|  5.125% 8/1/30 (d) | 1005  | 919  |
|  5.625% 3/1/24 (d) | 1375  | 1370  |
| TopBuild Corp. 4.125% 2/15/32 (d) | 9350 | 7933 |
| Uniti Group LP / Uniti Group Finance, Inc.: |  |  |
|  4.75% 4/15/28 (d) | 19235  | 15729  |
|  6.5% 2/15/29 (d) | 54180  | 37655  |
|  |  | 118991 |
| Hotels - 0.7% |  |  |
| Hilton Domestic Operating Co., Inc.: |  |  |
|  3.625% 2/15/32 (d) | 11850  | 9951  |
|  3.75% 5/1/29 (d) | 215  | 191  |
|  4% 5/1/31 (d) | 6635  | 5749  |
| Wyndham Hotels & Resorts, Inc. 4.375% 8/15/28 (d) | 4395 | 4054 |
|  |  | 19945 |
| Insurance - 0.8% |  |  |
| Alliant Holdings Intermediate LLC 4.25% 10/15/27 (d) | 12485 | 11442 |
| AmWINS Group, Inc. 4.875% 6/30/29 (d) | 9780 | 8579 |
| AssuredPartners, Inc. 5.625% 1/15/29 (d) | 3295 | 2818 |
|  |  | 22839 |
| Leisure - 2.5% |  |  |
| Carnival Corp.: |  |  |
|  5.75% 3/1/27 (d) | 9300  | 7719  |
|  6% 5/1/29 (d) | 9830  | 7766  |
|  6.65% 1/15/28  | 750  | 577  |
|  7.625% 3/1/26 (d) | 11060  | 10065  |
| MajorDrive Holdings IV LLC 6.375% 6/1/29 (d) | 3585 | 2833 |
| NCL Corp. Ltd.: |  |  |
|  5.875% 3/15/26 (d) | 2175  | 1881  |
|  7.75% 2/15/29 (d) | 4840  | 4152  |
| NCL Finance Ltd. 6.125% 3/15/28 (d) | 1660 | 1349 |
| Royal Caribbean Cruises Ltd.: |  |  |
|  4.25% 7/1/26 (d) | 10620  | 9213  |
|  5.375% 7/15/27 (d) | 3900  | 3393  |
|  5.5% 8/31/26 (d) | 10740  | 9612  |
|  5.5% 4/1/28 (d) | 12495  | 10746  |
| Viking Ocean Cruises Ship VII Ltd. 5.625% 2/15/29 (d) | 1605 | 1372 |
| Voc Escrow Ltd. 5% 2/15/28 (d) | 3550 | 3121 |
|  |  | 73799 |
| Metals/Mining - 1.2% |  |  |
| Arconic Corp. 6% 5/15/25 (d) | 1380 | 1366 |
| Cleveland-Cliffs, Inc. 4.875% 3/1/31 (d) | 550 | 514 |
| Constellium NV 5.875% 2/15/26 (d) | 610 | 602 |
| Eldorado Gold Corp. 6.25% 9/1/29 (d) | 1505 | 1358 |
| ERO Copper Corp. 6.5% 2/15/30 (d) | 7950 | 6762 |
| First Quantum Minerals Ltd.: |  |  |
|  6.875% 3/1/26 (d) | 2210  | 2124  |
|  6.875% 10/15/27 (d) | 9420  | 9085  |
|  7.5% 4/1/25 (d) | 2205  | 2172  |
| FMG Resources Pty Ltd.: |  |  |
|  4.375% 4/1/31 (d) | 1375  | 1209  |
|  4.5% 9/15/27 (d) | 1595  | 1523  |
|  5.125% 5/15/24 (d) | 1115  | 1107  |
| HudBay Minerals, Inc. 4.5% 4/1/26 (d) | 2225 | 2050 |
| Mineral Resources Ltd. 8.5% 5/1/30 (d) | 3355 | 3466 |
| PMHC II, Inc. 9% 2/15/30 (d) | 5155 | 3973 |
|  |  | 37311 |
| Paper - 0.6% |  |  |
| Ardagh Metal Packaging Finance U.S.A. LLC/Ardagh Metal Packaging Finance PLC: |  |  |
|  4% 9/1/29 (d) | 3020  | 2497  |
|  6% 6/15/27 (d) | 4690  | 4684  |
| Clydesdale Acquisition Holdings, Inc. 6.625% 4/15/29 (d) | 1950 | 1917 |
| Enviva Partners LP / Enviva Partners Finance Corp. 6.5% 1/15/26 (d) | 1010 | 943 |
| Glatfelter Corp. 4.75% 11/15/29 (d) | 3520 | 2464 |
| SPA Holdings 3 OY 4.875% 2/4/28 (d) | 5695 | 4871 |
|  |  | 17376 |
| Publishing/Printing - 0.1% |  |  |
| News Corp. 5.125% 2/15/32 (d) | 4070 | 3832 |
| Railroad - 0.1% |  |  |
| First Student Bidco, Inc./First Transit Parent, Inc. 4% 7/31/29 (d) | 3940 | 3280 |
| Restaurants - 0.5% |  |  |
| 1011778 BC Unlimited Liability Co./New Red Finance, Inc. 4% 10/15/30 (d) | 7316 | 6228 |
| Garden SpinCo Corp. 8.625% 7/20/30 (d) | 1415 | 1514 |
| Yum! Brands, Inc. 4.625% 1/31/32  | 8980 | 8194 |
|  |  | 15936 |
| Services - 5.5% |  |  |
| ADT Corp. 4.125% 8/1/29 (d) | 3320 | 2956 |
| Adtalem Global Education, Inc. 5.5% 3/1/28 (d) | 7028 | 6542 |
| AECOM 5.125% 3/15/27  | 1845 | 1813 |
| APX Group, Inc. 6.75% 2/15/27 (d) | 2720 | 2666 |
| Aramark Services, Inc. 6.375% 5/1/25 (d) | 6350 | 6352 |
| ASGN, Inc. 4.625% 5/15/28 (d) | 4615 | 4210 |
| Booz Allen Hamilton, Inc. 3.875% 9/1/28 (d) | 8250 | 7464 |
| Brand Energy & Infrastructure Services, Inc. 8.5% 7/15/25 (d) | 20855 | 17044 |
| CoreCivic, Inc.: |  |  |
|  4.75% 10/15/27  | 12799  | 11190  |
|  8.25% 4/15/26  | 24050  | 24590  |
| Fair Isaac Corp. 4% 6/15/28 (d) | 5065 | 4703 |
| Gartner, Inc.: |  |  |
|  3.625% 6/15/29 (d) | 2550  | 2290  |
|  3.75% 10/1/30 (d) | 1885  | 1671  |
| GEMS MENASA Cayman Ltd. 7.125% 7/31/26 (d) | 19014 | 18703 |
| Korn Ferry 4.625% 12/15/27 (d) | 1015 | 954 |
| Legends Hospitality Holding Co. LLC/Legends Hospitality Co-Issuer, Inc. 5% 2/1/26 (d) | 6665 | 6141 |
| Neptune BidCo U.S., Inc. 9.29% 4/15/29 (d) | 5640 | 5482 |
| Prime Securities Services Borrower LLC/Prime Finance, Inc. 5.75% 4/15/26 (d) | 2770 | 2715 |
| Service Corp. International: |  |  |
|  4% 5/15/31  | 6490  | 5675  |
|  5.125% 6/1/29  | 5213  | 4992  |
| Sotheby's 7.375% 10/15/27 (d) | 6685 | 6421 |
| The GEO Group, Inc. 9.5% 12/31/28 (d) | 3435 | 3323 |
| TriNet Group, Inc. 3.5% 3/1/29 (d) | 8560 | 7188 |
| Uber Technologies, Inc. 4.5% 8/15/29 (d) | 680 | 605 |
| United Rentals North America, Inc. 6% 12/15/29 (d) | 1375 | 1396 |
| WASH Multifamily Acquisition, Inc. 5.75% 4/15/26 (d) | 9077 | 8376 |
|  |  | 165462 |
| Steel - 0.4% |  |  |
| Commercial Metals Co.: |  |  |
|  3.875% 2/15/31  | 1655  | 1433  |
|  4.125% 1/15/30  | 4160  | 3723  |
| Roller Bearing Co. of America, Inc. 4.375% 10/15/29 (d) | 7505 | 6763 |
|  |  | 11919 |
| Super Retail - 1.8% |  |  |
| Bath & Body Works, Inc. 6.694% 1/15/27  | 1315 | 1318 |
| Carvana Co.: |  |  |
|  4.875% 9/1/29 (d) | 3820  | 1700  |
|  5.5% 4/15/27 (d) | 4845  | 2180  |
|  5.875% 10/1/28 (d) | 2535  | 1103  |
|  10.25% 5/1/30 (d) | 715  | 383  |
| EG Global Finance PLC: |  |  |
|  6.75% 2/7/25 (d) | 8108  | 7515  |
|  8.5% 10/30/25 (d) | 9878  | 9310  |
| Hanesbrands, Inc. 4.875% 5/15/26 (d) | 740 | 689 |
| LBM Acquisition LLC 6.25% 1/15/29 (d) | 5580 | 4241 |
| Levi Strauss & Co. 3.5% 3/1/31 (d) | 5730 | 4785 |
| Michaels Companies, Inc.: |  |  |
|  5.25% 5/1/28 (d) | 3550  | 2960  |
|  7.875% 5/1/29 (d) | 2730  | 2075  |
| Nordstrom, Inc.: |  |  |
|  4.25% 8/1/31  | 4150  | 3116  |
|  4.375% 4/1/30  | 2760  | 2214  |
| Sally Holdings LLC 5.625% 12/1/25  | 3045 | 2999 |
| Wolverine World Wide, Inc. 4% 8/15/29 (d) | 8395 | 6768 |
|  |  | 53356 |
| Technology - 5.8% |  |  |
| Acuris Finance U.S. 5% 5/1/28 (d) | 11710 | 9566 |
| Athenahealth Group, Inc. 6.5% 2/15/30 (d) | 1845 | 1529 |
| Black Knight InfoServ LLC 3.625% 9/1/28 (d) | 8405 | 7459 |
| Block, Inc.: |  |  |
|  2.75% 6/1/26  | 1375  | 1250  |
|  3.5% 6/1/31  | 1115  | 931  |
| Broadcom, Inc.: |  |  |
|  2.45% 2/15/31 (d) | 5210  | 4277  |
|  2.6% 2/15/33 (d) | 4040  | 3174  |
| Clarivate Science Holdings Corp.: |  |  |
|  3.875% 7/1/28 (d) | 1955  | 1744  |
|  4.875% 7/1/29 (d) | 1975  | 1738  |
| Coherent Corp. 5% 12/15/29 (d) | 6960 | 6321 |
| CommScope, Inc. 4.75% 9/1/29 (d) | 3600 | 2996 |
| Crowdstrike Holdings, Inc. 3% 2/15/29  | 1360 | 1167 |
| Elastic NV 4.125% 7/15/29 (d) | 4275 | 3658 |
| Entegris Escrow Corp.: |  |  |
|  4.75% 4/15/29 (d) | 11185  | 10483  |
|  5.95% 6/15/30 (d) | 8335  | 8004  |
| Entegris, Inc. 3.625% 5/1/29 (d) | 2550 | 2175 |
| Gartner, Inc. 4.5% 7/1/28 (d) | 4490 | 4265 |
| Go Daddy Operating Co. LLC / GD Finance Co., Inc. 3.5% 3/1/29 (d) | 3615 | 3126 |
| ION Trading Technologies Ltd. 5.75% 5/15/28 (d) | 9345 | 8002 |
| Match Group Holdings II LLC 4.125% 8/1/30 (d) | 360 | 310 |
| MicroStrategy, Inc. 6.125% 6/15/28 (d) | 11700 | 9874 |
| onsemi 3.875% 9/1/28 (d) | 3675 | 3353 |
| Open Text Corp. 3.875% 12/1/29 (d) | 10960 | 9115 |
| Open Text Holdings, Inc.: |  |  |
|  4.125% 2/15/30 (d) | 3385  | 2850  |
|  4.125% 12/1/31 (d) | 1040  | 845  |
| Rackspace Hosting, Inc.: |  |  |
|  3.5% 2/15/28 (d) | 7610  | 4576  |
|  5.375% 12/1/28 (d) | 51444  | 18954  |
| Roblox Corp. 3.875% 5/1/30 (d) | 4035 | 3407 |
| Sensata Technologies BV 4% 4/15/29 (d) | 3440 | 3083 |
| TTM Technologies, Inc. 4% 3/1/29 (d) | 18640 | 16287 |
| Twilio, Inc. 3.875% 3/15/31  | 3285 | 2711 |
| Uber Technologies, Inc.: |  |  |
|  7.5% 5/15/25 (d) | 7195  | 7298  |
|  8% 11/1/26 (d) | 9595  | 9822  |
|  |  | 174350 |
| Telecommunications - 8.5% |  |  |
| Altice Financing SA: |  |  |
|  5% 1/15/28 (d) | 7363  | 6261  |
|  5.75% 8/15/29 (d) | 16745  | 14067  |
| Altice France Holding SA 6% 2/15/28 (d) | 15943 | 10722 |
| Altice France SA: |  |  |
|  5.125% 1/15/29 (d) | 16614  | 13021  |
|  5.125% 7/15/29 (d) | 5655  | 4421  |
|  5.5% 1/15/28 (d) | 5700  | 4734  |
|  5.5% 10/15/29 (d) | 50  | 39  |
| C&W Senior Financing Designated Activity Co. 6.875% 9/15/27 (d) | 47522 | 45201 |
| Cablevision Lightpath LLC: |  |  |
|  3.875% 9/15/27 (d) | 2199  | 1869  |
|  5.625% 9/15/28 (d) | 1290  | 990  |
| Consolidated Communications, Inc. 5% 10/1/28 (d) | 2395 | 1797 |
| Frontier Communications Holdings LLC: |  |  |
|  5% 5/1/28 (d) | 5510  | 5009  |
|  5.875% 10/15/27 (d) | 3283  | 3135  |
|  5.875% 11/1/29  | 6414  | 5229  |
|  8.75% 5/15/30 (d) | 4055  | 4202  |
| Intelsat Jackson Holdings SA 6.5% 3/15/30 (d) | 8320 | 7555 |
| LCPR Senior Secured Financing DAC 5.125% 7/15/29 (d) | 2555 | 2224 |
| Level 3 Financing, Inc.: |  |  |
|  3.625% 1/15/29 (d) | 4904  | 3649  |
|  4.25% 7/1/28 (d) | 12615  | 9997  |
| Lumen Technologies, Inc. 4.5% 1/15/29 (d) | 17340 | 11661 |
| Millicom International Cellular SA: |  |  |
|  4.5% 4/27/31 (d) | 7907  | 6693  |
|  5.125% 1/15/28 (d) | 3560  | 3179  |
| Sable International Finance Ltd. 5.75% 9/7/27 (d) | 1577 | 1490 |
| SBA Communications Corp. 3.125% 2/1/29  | 4140 | 3507 |
| Sprint Corp.: |  |  |
|  7.125% 6/15/24  | 11040  | 11274  |
|  7.625% 2/15/25  | 4140  | 4297  |
|  7.625% 3/1/26  | 9410  | 9953  |
|  7.875% 9/15/23  | 2745  | 2786  |
| Telecom Italia Capital SA: |  |  |
|  6% 9/30/34  | 3477  | 2773  |
|  7.2% 7/18/36  | 5009  | 4255  |
|  7.721% 6/4/38  | 995  | 858  |
| Uniti Group, Inc. 6% 1/15/30 (d) | 17315 | 11477 |
| Virgin Media Secured Finance PLC 4.5% 8/15/30 (d) | 12830 | 11066 |
| VMED O2 UK Financing I PLC 4.25% 1/31/31 (d) | 1079 | 902 |
| Windstream Escrow LLC 7.75% 8/15/28 (d) | 22945 | 18575 |
| Zayo Group Holdings, Inc.: |  |  |
|  4% 3/1/27 (d) | 4245  | 3375  |
|  6.125% 3/1/28 (d) | 3438  | 2364  |
|  |  | 254607 |
| Textiles/Apparel - 0.3% |  |  |
| Foot Locker, Inc. 4% 10/1/29 (d) | 9010 | 7618 |
| Kontoor Brands, Inc. 4.125% 11/15/29 (d) | 1460 | 1263 |
|  |  | 8881 |
| Transportation Ex Air/Rail - 0.6% |  |  |
| Golar LNG Ltd. 7% 10/20/25 (d) | 4050 | 4028 |
| Great Lakes Dredge & Dock Corp. 5.25% 6/1/29 (d) | 2635 | 2221 |
| Seaspan Corp. 5.5% 8/1/29 (d) | 14205 | 10791 |
|  |  | 17040 |
| Utilities - 2.8% |  |  |
| Clearway Energy Operating LLC: |  |  |
|  3.75% 2/15/31 (d) | 4505  | 3806  |
|  4.75% 3/15/28 (d) | 1540  | 1453  |
| DPL, Inc. 4.125% 7/1/25  | 2430 | 2314 |
| EnLink Midstream Partners LP 4.15% 6/1/25  | 1385 | 1334 |
| Global Partners LP/GLP Finance Corp. 7% 8/1/27  | 7411 | 7116 |
| NRG Energy, Inc.: |  |  |
|  3.375% 2/15/29 (d) | 6240  | 5159  |
|  5.25% 6/15/29 (d) | 5350  | 4828  |
| PG&E Corp.: |  |  |
|  5% 7/1/28  | 14760  | 13831  |
|  5.25% 7/1/30  | 23760  | 21859  |
| Pike Corp. 5.5% 9/1/28 (d) | 8587 | 7579 |
| Vertiv Group Corp. 4.125% 11/15/28 (d) | 585 | 507 |
| Vistra Operations Co. LLC: |  |  |
|  5% 7/31/27 (d) | 8646  | 8137  |
|  5.625% 2/15/27 (d) | 6375  | 6157  |
|  |  | 84080 |
| TOTAL NONCONVERTIBLE BONDS |  | 2525643 |
| <br> **TOTAL CORPORATE BONDS**<br> (Cost $2,970,927) |  | <br> **2595608** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 2.5%** | &nbsp;&nbsp;**Common Stocks - 2.5%** | &nbsp;&nbsp;**Common Stocks - 2.5%** |
|  | Shares | Value ($)<br> (000s) <br>|
| Automotive & Auto Parts - 0.1%  |  |  |
| Aptiv PLC (i) | 31300 | 3540 |
| Cable/Satellite TV - 0.2%  |  |  |
| Altice U.S.A., Inc. Class A (i) | 267294 | 1310 |
| Charter Communications, Inc. Class A (i) | 9200 | 3536 |
| TOTAL CABLE/SATELLITE TV |  | 4846 |
| Capital Goods - 0.1%  |  |  |
| Regal Rexnord Corp.  | 22700 | 3160 |
| Energy - 0.8%  |  |  |
| California Resources Corp. warrants 10/27/24 (i) | 4683 | 51 |
| Forbes Energy Services Ltd. (c)(i) | 47062 | 0 |
| Jonah Energy Parent LLC (c)(i) | 212612 | 11976 |
| Mesquite Energy, Inc. (c)(i) | 213506 | 12787 |
| TOTAL ENERGY |  | 24814 |
| Food & Drug Retail - 1.0%  |  |  |
| Southeastern Grocers, Inc. (b)(c)(i) | 1235303 | 28696 |
| Gaming - 0.1%  |  |  |
| Caesars Entertainment, Inc. (i) | 87086 | 4534 |
| Telecommunications - 0.0%  |  |  |
| CUI Acquisition Corp. Class E (c)(i) | 1 | 0 |
| GTT Communications, Inc. (c) | 113281 | 1399 |
| TOTAL TELECOMMUNICATIONS |  | 1399 |
| Utilities - 0.2%  |  |  |
| EQT Corp.  | 167700 | 5479 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $45,049) |  | <br> **76468** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 4.9%** | &nbsp;&nbsp;**Bank Loan Obligations - 4.9%** | &nbsp;&nbsp;**Bank Loan Obligations - 4.9%** |
|  | Principal<br> Amount (a)<br> (000s) <br>| Value ($)<br> (000s) <br>|
| Broadcasting - 0.2%  |  |  |
| Diamond Sports Group LLC: |  |  |
|  1LN, term loan CME Term SOFR 1 Month Index + 8.000% 12.7755% 5/25/26 (e)(f)(j) | 4991 | 4489 |
|  2LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.0255% 8/24/26 (e)(f)(j) | 11482 | 866 |
| Gray Television, Inc. Tranche B, term loan 3 month U.S. LIBOR + 2.500% 6.8687% 1/2/26 (e)(f)(j) | 1375 | 1368 |
| TOTAL BROADCASTING |  | 6723 |
| Building Materials - 0.2%  |  |  |
| Acproducts Holdings, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 8.9799% 5/17/28 (e)(f)(j) | 5429 | 4364 |
| Chemicals - 0.4%  |  |  |
| Consolidated Energy Finance SA Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.500% 8.0697% 5/7/25 (c)(e)(f)(j) | 6597 | 6366 |
| Discovery Purchaser Corp. 1LN, term loan CME Term SOFR 1 Month Index + 4.370% 8.9625% 10/4/29 (e)(f)(j) | 4955 | 4733 |
| TOTAL CHEMICALS |  | 11099 |
| Energy - 0.3%  |  |  |
| EG America LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 4.000% 8.7299% 2/6/25 (e)(f)(j) | 5990 | 5759 |
| EG Finco Ltd. Tranche B, term loan 3 month U.S. LIBOR + 4.000% 9.1511% 2/6/25 (e)(f)(j) | 4106 | 3948 |
| Mesquite Energy, Inc.: |  |  |
|  1LN, term loan 3 month U.S. LIBOR + 8.000% 0% (c)(f)(h)(j) | 3958 | 0 |
|  term loan 3 month U.S. LIBOR + 0.000% 0% (c)(f)(h)(j) | 1690 | 0 |
| TOTAL ENERGY |  | 9707 |
| Healthcare - 0.3%  |  |  |
| Cano Health, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 8.6614% 11/23/27 (e)(f)(j) | 9181 | 7150 |
| Da Vinci Purchaser Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 8.5697% 12/13/26 (e)(f)(j) | 346 | 333 |
| Gainwell Acquisition Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 8.7299% 10/1/27 (e)(f)(j) | 2015 | 1964 |
| TOTAL HEALTHCARE |  | 9447 |
| Insurance - 0.2%  |  |  |
| Alliant Holdings Intermediate LLC Tranche B, term loan 1 month U.S. LIBOR + 3.250% 7.8197% 5/10/25 (e)(f)(j) | 830 | 829 |
| HUB International Ltd. Tranche B, term loan 3 month U.S. LIBOR + 3.000% 7.8174% 4/25/25 (e)(f)(j) | 4592 | 4584 |
| TOTAL INSURANCE |  | 5413 |
| Leisure - 0.5%  |  |  |
| City Football Group Ltd. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 7.5697% 7/21/28 (e)(f)(j) | 14797 | 14205 |
| Paper - 0.2%  |  |  |
| Clydesdale Acquisition Holdings, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 4.170% 8.8364% 4/13/29 (e)(f)(j) | 5099 | 5003 |
| Services - 1.0%  |  |  |
| Ascend Learning LLC: |  |  |
|  2LN, term loan 1 month U.S. LIBOR + 5.750% 10.1336% 12/10/29 (e)(f)(j) | 610 | 527 |
|  Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 8.0697% 12/10/28 (e)(f)(j) | 5602 | 5334 |
| Brand Energy & Infrastructure Services, Inc. Tranche B, term loan 3 month U.S. LIBOR + 4.250% 9.0646% 6/21/24 (e)(f)(j) | 11695 | 10896 |
| Neptune BidCo U.S., Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 9.735% 4/11/29 (e)(f)(j) | 6865 | 6281 |
| Spin Holdco, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 8.765% 3/4/28 (e)(f)(j) | 8745 | 6870 |
| TOTAL SERVICES |  | 29908 |
| Super Retail - 0.6%  |  |  |
| Bass Pro Group LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.3197% 3/5/28 (e)(f)(j) | 6664 | 6543 |
| LBM Acquisition LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 7.1207% 12/18/27 (e)(f)(j) | 13564 | 12222 |
| TOTAL SUPER RETAIL |  | 18765 |
| Technology - 0.5%  |  |  |
| Athenahealth Group, Inc.: |  |  |
|  Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.0116% 2/15/29 (e)(f)(j) | 7420 | 7018 |
|  Tranche DD 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 2/15/29 (f)(j)(k) | 909 | 860 |
| Sophia LP Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 8.2299% 10/7/27 (e)(f)(j) | 1575 | 1551 |
| Ultimate Software Group, Inc. 1LN, term loan 1 month U.S. LIBOR + 3.250% 8.0319% 5/3/26 (e)(f)(j) | 4393 | 4317 |
| Verscend Holding Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 8.5697% 8/27/25 (e)(f)(j) | 1954 | 1948 |
| TOTAL TECHNOLOGY |  | 15694 |
| Telecommunications - 0.2%  |  |  |
| GTT Communications BV 1LN, term loan: |  |  |
|  11.423% 1/3/28 (e)(j) | 5419 | 4263 |
|  13.6802% 6/3/28 (e)(j) | 4296 | 1933 |
| TOTAL TELECOMMUNICATIONS |  | 6196 |
| Utilities - 0.3%  |  |  |
| PG&E Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 8.5797% 6/23/25 (e)(f)(j) | 10302 | 10282 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $160,221) |  | <br> **146806** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Other - 1.4%** | &nbsp;&nbsp;**Other - 1.4%** | &nbsp;&nbsp;**Other - 1.4%** |
|  | Shares | Value ($)<br> (000s) <br>|
| Other - 1.4%  |  |  |
| Fidelity Private Credit Central Fund LLC (b)(l)<br> (Cost $40,612) | 4092622 | **40640** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 3.7%** | &nbsp;&nbsp;**Money Market Funds - 3.7%** | &nbsp;&nbsp;**Money Market Funds - 3.7%** |
|  | Shares | Value ($)<br> (000s) <br>|
| Fidelity Cash Central Fund 4.38% (m) <br>(Cost $112,431) <br>| 112408105 | **112431** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.0%**<br> (Cost $3,329,240)<br>| <br>**2971953** |
| **NET OTHER ASSETS (LIABILITIES) - 1.0%**  | **29407** |
| **NET ASSETS - 100.0%** | **3001360** |

---

*Any values shown as $0 in the Schedule of Investments may reflect amounts less than $500.*

**Legend**

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

(b) 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 $98,667,000 or 3.3% of net assets.

(c) Level 3 security

(d) 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 $1,948,180,000 or 64.9% of net assets.

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

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

(g) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

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

(i) Non-income producing

(j) 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.

(k) Position or a portion of the position represents an unfunded loan commitment. At period end, the total principal amount and market value of unfunded commitments totaled $1,592,000 and $1,506,000, respectively.

(l) Affiliated Fund

(m) 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.

---

| | | |
|:---|:---|:---|
| 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> (000s) |
| Fidelity Private Credit Central Fund LLC | 12/09/21 - 1/31/23 | 40666 |
| Mesquite Energy, Inc. 15% 7/15/23 | 7/10/20 - 1/18/22 | 1682 |
| Mesquite Energy, Inc. 15% 7/15/23 | 11/05/20 - 1/18/22 | 2899 |
| Southeastern Grocers, Inc. | 6/01/18 | 8689 |

---

**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 (Amounts in thousands) | 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 ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 4.38% | 69623 | 742171 | 699363 | 2360 | - | - | 112431 | 0.2% |
| Fidelity Securities Lending Cash Central Fund 4.38% | - | 562 | 562 | - | - | - | - | 0.0% |
| Total | 69623 | 742733 | 699925 | 2360 | - | - | 112431 |  |

---

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

Amount 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 payments 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 Funds changes its name, the name presented below is the name in effect at period end.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate (Amounts in thousands) | 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 ($) |
| Fidelity Private Credit Central Fund LLC | 14951 | 30466 | 4674 | 1809 | (117) | 14 | 40640 |
|  | 14951 | 30466 | 4674 | 1809 | (117) | 14 | 40640 |

---

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. Corporate Bonds and Bank Loan Obligations 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. 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 Central Fund LLC is valued using NAV as a practical expedient in accordance with the specialized accounting guidance for investment companies.

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 High Income Fund

- **b. EDGAR series identifier (if any):** S000017690

- **c. LEI of Series:** 1RLTE40CDYTXJXZCX581

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

- **a. Date of fiscal year-end:** 2023-04-30

- **b. Date as of which information is reported:** 2023-01-31

**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:** $3030051189.40

**Total Liabilities:** $37158082.76

**Net Assets:** $2992893106.64

**Delayed Delivery Securities:** $7420000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8983.17058810 | **1-Year:** 30067.31511940 | **5-Year:** 33670.80341270 | **10-Year:** 5249.43031850 | **30-Year:** 0.79128250

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

- **3-Month:** 153380.21570871 | **1-Year:** 469745.43322696 | **5-Year:** 511007.55483087 | **10-Year:** 45642.43250304 | **30-Year:** 1533.14767560

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000206227 | -2.17%               | -5.27%               | -0.55%               |
| Class ID C000048886 | 1.93%                | -1.29%               | 3.61%                |
| Class ID C000206226 | 1.93%                | -1.29%               | 3.62%                |
| Class ID C000206224 | 0.98%                | -2.50%               | 2.52%                |
| Class ID C000206223 | -2.17%               | -5.27%               | -0.56%               |
| Class ID C000206225 | 2.06%                | -1.43%               | 3.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2805843.83             | $48029329.37                               |
| Month 2  | $-8649394.29             | $-45725779.48                              |
| Month 3  | $-57625243.34            | $148793584.49                              |

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| RADIATE HOLDCO LLC / RADIATE FIN INC                                      | RADIATE HOLDCO LLC / RADIATE FIN INC 6.5% 09/15/2028 144A                                     | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19428000 | PA      | $10121793.72  | 0.34%             | 2028-09-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                              | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                             | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2649787.13   | 0.09%             | 2029-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                | HILCORP ENERGY I LP/FIN CO 6.25% 11/01/2028 144A                                              | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1882599.60   | 0.06%             | 2028-11-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| PG and E CORP                                                             | PG and E TERM B 1LN 06/23/2025                                                                | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |  10302299 | PA      | $10281694.21  | 0.34%             | 2025-06-23      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS INC                                                | CHARTER COMMUNICATIONS INC A                                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      9200 | NS      | $3535652.00   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                          | VIRGIN MEDIA SECD FIN PLC 4.5% 08/15/2030 144A                                                | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |  12830000 | PA      | $11066003.30  | 0.37%             | 2030-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                  | VENTURE GLOBAL CALCASIEU 6.25% 01/15/2030 144A                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4227937.00   | 0.14%             | 2030-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                             | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                              | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7875000 | PA      | $6073593.75   | 0.20%             | 2028-12-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS ESCROW CORPORATION                                               | ENTEGRIS ESCROW CORPORATION 5.95% 06/15/2030 144A                                             | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8335000 | PA      | $8004350.55   | 0.27%             | 2030-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| GTT COMMUNICATIONS BV                                                     | GTT COMMUNICATIONS TERM HOLDCO 1LN 06/03/2028                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   4295785 | PA      | $1933103.19   | 0.06%             | 2028-06-03      | Variable      | 0.14%                 | 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        |   1580000 | PA      | $1536534.20   | 0.05%             | 2031-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CORECIVIC INC                                                             | CORECIVIC INC 8.25% 04/15/2026                                                                | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |  24050000 | PA      | $24589527.60  | 0.82%             | 2026-04-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS ESCROW CORPORATION                                               | ENTEGRIS ESCROW CORPORATION 4.75% 04/15/2029 144A                                             | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11185000 | PA      | $10483013.41  | 0.35%             | 2029-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                       | MESQUITE ENERGY INC CONV 15% 07/15/2023                                                       | CUSIP: 59073XAB1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   1681219 | PA      | $10768880.18  | 0.36%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           | 3                  | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                   | NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A                                                  | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  34475000 | PA      | $31722511.52  | 1.06%             | 2026-09-30      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| AMWINS GROUP INC                                                          | AMWINS GROUP INC 4.875% 06/30/2029 144A                                                       | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   9780000 | PA      | $8578665.09   | 0.29%             | 2029-06-30      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DANA INC                                                                  | DANA INC 4.25% 09/01/2030                                                                     | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $943629.09    | 0.03%             | 2030-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                | HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A                                             | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4705000 | PA      | $4658514.60   | 0.16%             | 2026-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                                      | WR GRACE HOLDING LLC 5.625% 08/15/2029 144A                                                   | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   9670000 | PA      | $8059945.00   | 0.27%             | 2029-08-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP              | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A             | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9865000 | PA      | $9084530.53   | 0.30%             | 2028-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| RACKSPACE HOSTING INC                                                     | RACKSPACE HOSTING INC 3.5% 02/15/2028 144A                                                    | CUSIP: 750098AB1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |   7610000 | PA      | $4575512.50   | 0.15%             | 2028-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PRIME SEC SVCS BORROWER LLC / PRIME FIN INC                               | PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 5.75% 04/15/2026 144A                             | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2714709.44   | 0.09%             | 2026-04-15      | Fixed         | 0.06%                 | 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        |   1655000 | PA      | $1432513.83   | 0.05%             | 2031-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC                                                          | MICHAELS COS INC 5.25% 05/01/2028 144A                                                        | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $2960380.50   | 0.10%             | 2028-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CROWNROCK L P / CROWNROCK FIN INC                                         | CROWNROCK LP / CROWNROCK FIN INC 5.625% 10/15/2025 144A                                       | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $546000.00    | 0.02%             | 2025-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| DANA INC                                                                  | DANA INC 5.375% 11/15/2027                                                                    | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    745000 | PA      | $707910.20    | 0.02%             | 2027-11-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SRS DISTRIBUTION INC                                                      | SRS DISTRIBUTION INC 6% 12/01/2029 144A                                                       | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $2643934.70   | 0.09%             | 2029-12-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A                                                 | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4390000 | PA      | $4060750.00   | 0.14%             | 2029-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                     | LEVEL 3 FINANCING INC 4.25% 07/01/2028 144A                                                   | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |  12615000 | PA      | $9997261.35   | 0.33%             | 2028-07-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GAINWELL ACQUISITION CORP                                                 | GAINWELL TERM B 1LN 10/01/2027                                                                | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2015000 | PA      | $1964463.80   | 0.07%             | 2027-10-01      | Variable      | 0.09%                 | 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        |   2045000 | PA      | $1830697.03   | 0.06%             | 2030-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 6.125% 01/01/2031                                                   | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   4795000 | PA      | $5004493.55   | 0.17%             | 2031-01-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| PIKE CORP                                                                 | PIKE CORP 5.5% 09/01/2028 144A                                                                | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   8587000 | PA      | $7579370.94   | 0.25%             | 2028-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| STERICYCLE INC                                                            | STERICYCLE INC 3.875% 01/15/2029 144A                                                         | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |   6570000 | PA      | $5829298.20   | 0.19%             | 2029-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CATALENT PHARMA SOLUTIONS                                                 | CATALENT PHARMA SOLUTIONS 3.5% 04/01/2030 144A                                                | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2399489.00   | 0.08%             | 2030-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A                                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3840000 | PA      | $3585600.00   | 0.12%             | 2028-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| 180 MEDICAL INC                                                           | 180 MEDICAL INC 3.875% 10/15/2029 144A                                                        | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   5715000 | PA      | $5064984.19   | 0.17%             | 2029-10-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD                          | SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 8% 09/20/2025 144A                           | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4155000 | PA      | $4248404.40   | 0.14%             | 2025-09-20      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| ZIGGO BV                                                                  | ZIGGO BV 4.875% 01/15/2030 144A                                                               | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |   5505000 | PA      | $4795075.20   | 0.16%             | 2030-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SOTHEBYS                                                                  | SOTHEBYS 7.375% 10/15/2027 144A                                                               | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   6685000 | PA      | $6420760.33   | 0.21%             | 2027-10-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS INC                                                              | ENTEGRIS INC 3.625% 05/01/2029 144A                                                           | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2174688.32   | 0.07%             | 2029-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ERO COPPER CORP                                                           | ERO COPPER CORP 6.5% 02/15/2030 144A                                                          | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |   7950000 | PA      | $6762468.75   | 0.23%             | 2030-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 4.625% 12/01/2030 144A                                                       | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  17824000 | PA      | $10539375.76  | 0.35%             | 2030-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TTM TECHNOLOGIES INC                                                      | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                       | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |  18640000 | PA      | $16286700.00  | 0.54%             | 2029-03-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                          | WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A                                        | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   9077000 | PA      | $8375515.01   | 0.28%             | 2026-04-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| COMMSCOPE INC                                                             | COMMSCOPE INC 4.75% 09/01/2029 144A                                                           | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $2996496.00   | 0.10%             | 2029-09-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                    | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 7.125% 06/01/2028 144A                 | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7880000 | PA      | $7227855.61   | 0.24%             | 2028-06-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| AFFINITY GAMING LLC                                                       | AFFINITY GAMING LLC 6.875% 12/15/2027 144A                                                    | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10355000 | PA      | $9270313.75   | 0.31%             | 2027-12-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ASSUREDPARTNERS INC                                                       | ASSUREDPARTNERS INC 5.625% 01/15/2029 144A                                                    | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $2818477.10   | 0.09%             | 2029-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                  | VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A                                               | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $6156540.29   | 0.21%             | 2027-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAP                                                        | TELECOM ITALIA CAP 7.2% 07/18/2036                                                            | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   5009000 | PA      | $4255345.86   | 0.14%             | 2036-07-18      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                               | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                   | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5094000 | PA      | $4608490.86   | 0.15%             | 2029-05-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                | ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A                                                 | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1414476.59   | 0.05%             | 2027-09-30      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GOLAR LNG LTD                                                             | GOLAR LNG LTD 7% 10/20/2025 144A                                                              | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | BM        |   4050000 | PA      | $4027978.13   | 0.13%             | 2025-10-20      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                       | SIRIUS XM RADIO INC 4% 07/15/2028 144A                                                        | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5162580.00   | 0.17%             | 2028-07-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                                               | GARTNER INC 4.5% 07/01/2028 144A                                                              | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4265455.10   | 0.14%             | 2028-07-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                       | SIRIUS XM RADIO INC 5.5% 07/01/2029 144A                                                      | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   6685000 | PA      | $6264847.75   | 0.21%             | 2029-07-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                              | CHS/CMNTY HEALTH SYSTEMS INC 6.875% 04/15/2029 144A                                           | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   9010000 | PA      | $5698825.00   | 0.19%             | 2029-04-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                               | BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A                                            | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $7464022.50   | 0.25%             | 2028-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6% 06/15/2027 144A  | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4690000 | PA      | $4683621.60   | 0.16%             | 2027-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                        | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                     | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $740287.80    | 0.02%             | 2031-04-30      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | ONEMAIN FINANCE CORP 7.125% 03/15/2026                                                        | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  11800000 | PA      | $11722769.00  | 0.39%             | 2026-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                             | CARNIVAL CORP 6% 05/01/2029 144A                                                              | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   9830000 | PA      | $7765700.00   | 0.26%             | 2029-05-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                | FIRST QUANTUM MINERALS LTD 6.875% 03/01/2026 144A                                             | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2210000 | PA      | $2124390.13   | 0.07%             | 2026-03-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| EG FINCO LTD                                                              | EG GROUP TERM B 02/06/2025                                                                    | CUSIP: N/A<br>LEI: 2138003OUK4UQHRJLT65       | Long             | LON              | CORP              | GB        |   4105968 | PA      | $3947519.18   | 0.13%             | 2025-02-06      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| VERTICAL US NEWCO INC                                                     | VERTICAL US NEWCO INC 5.25% 07/15/2027 144A                                                   | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |  12934000 | PA      | $11971322.38  | 0.40%             | 2027-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TEINE ENERGY LTD                                                          | TEINE ENERGY LTD 6.875% 04/15/2029 144A                                                       | CUSIP: 879068AB0<br>LEI: 5493002EE80G6ER7SM91 | Long             | DBT              | CORP              | CA        |    745000 | PA      | $695643.75    | 0.02%             | 2029-04-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SPA HOLDINGS 3 OY                                                         | SPA HOLDINGS 3 OY 4.875% 02/04/2028 144A                                                      | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |   5695000 | PA      | $4871167.45   | 0.16%             | 2028-02-04      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MODIVCARE ESCROW ISSUER INC                                               | MODIVCARE ESCROW ISSUER INC 5% 10/01/2029 144A                                                | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1759360.75   | 0.06%             | 2029-10-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                                         | DISH NETWORK CORP CONV 2.375% 03/15/2024                                                      | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  16940000 | PA      | $15694910.00  | 0.52%             | 2024-03-15      | Fixed         | 0.02%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN PROTEUS LTD                                                    | TRANSOCEAN PROTEUS LTD 6.25% 12/01/2024 144A                                                  | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |    544000 | PA      | $549456.43    | 0.02%             | 2024-12-01      | Fixed         | 0.06%                 | 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        |  10395000 | PA      | $9255759.98   | 0.31%             | 2029-06-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                                               | GARTNER INC 3.75% 10/01/2030 144A                                                             | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1670581.25   | 0.06%             | 2030-10-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                     | TENET HEALTHCARE CORP 6.125% 10/01/2028                                                       | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  11765000 | PA      | $11001216.20  | 0.37%             | 2028-10-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SPRINT CORP                                                               | SPRINT CORP 7.875% 09/15/2023                                                                 | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2785826.39   | 0.09%             | 2023-09-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN PHOENIX 2 LTD                                                  | TRANSOCEAN PHOENIX 2 LTD 7.75% 10/15/2024 144A                                                | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    494000 | PA      | $500150.30    | 0.02%             | 2024-10-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| ASCEND LEARNING LLC                                                       | ASCEND LEARNING TERM B 1LN 12/10/2028                                                         | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   5602246 | PA      | $5333506.47   | 0.18%             | 2028-12-10      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                                     | UBER TECHNOLOGIES INC 7.5% 05/15/2025 144A                                                    | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   7195000 | PA      | $7297694.24   | 0.24%             | 2025-05-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| FOOT LOCKER INC                                                           | FOOT LOCKER INC 4% 10/01/2029 144A                                                            | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |   9010000 | PA      | $7617774.80   | 0.25%             | 2029-10-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 2.9% 02/10/2029                                                            | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6905000 | PA      | $5758854.59   | 0.19%             | 2029-02-10      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                                               | PEDIATRIX MEDICAL GROUP INC 5.375% 02/15/2030 144A                                            | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5590000 | PA      | $4947150.00   | 0.17%             | 2030-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GRAY ESCROW II INC                                                        | GRAY ESCROW II INC 5.375% 11/15/2031 144A                                                     | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1268891.25   | 0.04%             | 2031-11-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ARCONIC CORP                                                              | ARCONIC CORP 6% 05/15/2025 144A                                                               | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1366305.60   | 0.05%             | 2025-05-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                | HILCORP ENERGY I LP/FIN CO 5.75% 02/01/2029 144A                                              | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1822800.00   | 0.06%             | 2029-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| STATION CASINOS LLC                                                       | STATION CASINOS LLC 4.5% 02/15/2028 144A                                                      | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   4745000 | PA      | $4271686.25   | 0.14%             | 2028-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                                      | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                    | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $5482249.20   | 0.18%             | 2029-04-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 4% 11/13/2030                                                              | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1235493.10   | 0.04%             | 2030-11-13      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                    | ATHENAHEALTH TERM B 1LN 02/15/2029                                                            | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   7419565 | PA      | $7017647.11   | 0.23%             | 2029-02-15      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                                  | EQT CORPORATION                                                                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    167700 | NS      | $5478759.00   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSDIGM INC                                                             | TRANSDIGM INC 7.5% 03/15/2027                                                                 | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1582000 | PA      | $1594315.87   | 0.05%             | 2027-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                          | ALTICE FRANCE SA 5.125% 01/15/2029 144A                                                       | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |  16614000 | PA      | $13021388.64  | 0.44%             | 2029-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                              | ROCKIES EXPRESS PIPELINE LLC 4.8% 05/15/2030 144A                                             | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1691000.00   | 0.06%             | 2030-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 5.75% 01/15/2030 144A                                                        | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $2189250.00   | 0.07%             | 2030-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                            | CONSOLIDATED ENERGY TERM INCR B 1LN 05/07/2025                                                | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |   6596931 | PA      | $6366037.99   | 0.21%             | 2025-05-07      | Variable      | 0.08%                 | No            | 3                  | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                               | MATCH GROUP HLD II LLC 4.125% 08/01/2030 144A                                                 | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $309600.00    | 0.01%             | 2030-08-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SOPHIA LP                                                                 | ELLUCIAN TERM B 1LN 10/07/2027                                                                | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   1575000 | PA      | $1551217.50   | 0.05%             | 2027-10-07      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                      | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 10/15/2027 144A                                   | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3283000 | PA      | $3135002.36   | 0.10%             | 2027-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| COINBASE GLOBAL INC                                                       | COINBASE GLOBAL INC 3.375% 10/01/2028 144A                                                    | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |  11430000 | PA      | $7372350.00   | 0.25%             | 2028-10-01      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                 | CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A                                              | CUSIP: 28470RAK8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |   6319000 | PA      | $6413785.00   | 0.21%             | 2027-07-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC                                | NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC 5% 01/27/2030 144A                                 | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   6520000 | PA      | $5915695.50   | 0.20%             | 2030-01-27      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                | PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A                                               | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    542000 | PA      | $521672.38    | 0.02%             | 2027-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                                   | KRONOS ACQ / KIK CUSTOM 7% 12/31/2027 144A                                                    | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $941220.00    | 0.03%             | 2027-12-31      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| METHANEX CORP                                                             | METHANEX CORP 5.125% 10/15/2027                                                               | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |  11101000 | PA      | $10573702.50  | 0.35%             | 2027-10-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                  | GREAT OUTDOORS TERM B2 1LN 03/05/2028                                                         | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   6664384 | PA      | $6542759.40   | 0.22%             | 2028-03-05      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP              | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 03/01/2027 144A               | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20467000 | PA      | $19404821.64  | 0.65%             | 2027-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MADISON IAQ LLC                                                           | MADISON IAQ LLC 5.875% 06/30/2029 144A                                                        | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |  10130000 | PA      | $8035521.20   | 0.27%             | 2029-06-30      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ALTUS MIDSTREAM LP                                                        | ALTUS MIDSTREAM LP 5.875% 06/15/2030 144A                                                     | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   3635000 | PA      | $3453250.00   | 0.12%             | 2030-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                                        | REGAL REXNORD CORP 6.05% 02/15/2026 144A                                                      | CUSIP: 758750AC7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4217330.64   | 0.14%             | 2026-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| DISCOVERY PURCHASER CORP                                                  | BAYER ENVIRONMENTAL SCIENCE TERM 1LN 10/04/2029                                               | CUSIP: N/A<br>LEI: 2549001LSO1ZBIPA5D65       | Long             | LON              | CORP              | US        |   4955000 | PA      | $4733065.55   | 0.16%             | 2029-10-04      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTRM PRTNRS LP                                                  | ENLINK MIDSTRM PRTNRS LP 4.15% 06/01/2025                                                     | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1334419.80   | 0.04%             | 2025-06-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 7.875% 09/15/2031                                                   | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1285489.65   | 0.04%             | 2031-09-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| BWX TECHNOLOGIES INC                                                      | BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A                                                   | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |  13223000 | PA      | $11933833.40  | 0.40%             | 2028-06-30      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                            | ALLIANT INSURANCE TERM B EXT 5/10/2025                                                        | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    830000 | PA      | $828788.20    | 0.03%             | 2025-05-10      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| OPTION CARE HEALTH INC                                                    | OPTION CARE HEALTH INC 4.375% 10/31/2029 144A                                                 | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2388467.14   | 0.08%             | 2029-10-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                                        | KENNEDY-WILSON INC 4.75% 02/01/2030                                                           | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   7345000 | PA      | $6024626.08   | 0.20%             | 2030-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | ONEMAIN FINANCE CORP 3.875% 09/15/2028                                                        | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  14215000 | PA      | $11940600.00  | 0.40%             | 2028-09-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GLATFELTER CORP                                                           | GLATFELTER CORP 4.75% 11/15/2029 144A                                                         | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $2464000.00   | 0.08%             | 2029-11-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                 | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                                | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   7907000 | PA      | $6693275.50   | 0.22%             | 2031-04-27      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| RADIATE HOLDCO LLC / RADIATE FIN INC                                      | RADIATE HOLDCO LLC / RADIATE FIN INC 4.5% 09/15/2026 144A                                     | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4479000 | PA      | $3429883.83   | 0.11%             | 2026-09-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                             | BRAND ENERGY TERM B 1LN 06/21/2024                                                            | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |  11695480 | PA      | $10895625.82  | 0.36%             | 2024-06-21      | Variable      | 0.09%                 | 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        |   4090000 | PA      | $3588975.00   | 0.12%             | 2029-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SEASPAN CORPORATION                                                       | SEASPAN CORPORATION 5.5% 08/01/2029 144A                                                      | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |  14205000 | PA      | $10790970.30  | 0.36%             | 2029-08-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| KAISER ALUMINUM CORP                                                      | KAISER ALUMINUM CORP 4.625% 03/01/2028 144A                                                   | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9665000 | PA      | $8824145.00   | 0.29%             | 2028-03-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                              | BROADCOM INC 2.6% 02/15/2033 144A                                                             | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $3173734.27   | 0.11%             | 2033-02-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| FERRELLGAS L P /FERRELLGAS FIN                                            | FERRELLGAS L P /FERRELLGAS FIN 5.375% 04/01/2026 144A                                         | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $680800.00    | 0.02%             | 2026-04-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HOLOGIC INC                                                               | HOLOGIC INC 4.625% 02/01/2028 144A                                                            | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    134000 | PA      | $127696.69    | 0.00%             | 2028-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CVR PARTNERS LP / CVR NITROGEN FIN CORP                                   | CVR PARTNERS LP / CVR NITROGEN FIN CORP 6.125% 06/15/2028 144A                                | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5120000 | PA      | $4633772.19   | 0.15%             | 2028-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A              | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19235000 | PA      | $15728703.98  | 0.53%             | 2028-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| PMHC II INC                                                               | PMHC II INC 9% 02/15/2030 144A                                                                | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   5155000 | PA      | $3972773.95   | 0.13%             | 2030-02-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| VERSCEND HLDG CORP                                                        | COTIVITI TERM B 1LN 08/27/2025                                                                | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1954043 | PA      | $1948454.39   | 0.07%             | 2025-08-27      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                                 | BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A                                              | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |   8405000 | PA      | $7459437.50   | 0.25%             | 2028-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                     | BAUSCH HEALTH COS INC 11% 09/30/2028 144A                                                     | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   4151000 | PA      | $3247742.40   | 0.11%             | 2028-09-30      | Fixed         | 0.11%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 5.5% 12/01/2025                                                     | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   6915000 | PA      | $6961607.10   | 0.23%             | 2025-12-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                                        | REGAL REXNORD CORP                                                                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     22700 | NS      | $3159840.00   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CANO HEALTH LLC                                                           | CANO HEALTH TERM B 1LN 11/23/2027                                                             | CUSIP: 13781HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9180907 | PA      | $7149631.17   | 0.24%             | 2027-11-23      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                         | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A                        | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9205000 | PA      | $9023890.70   | 0.30%             | 2026-04-20      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                       | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3487500.00   | 0.12%             | 2031-02-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| STERICYCLE INC                                                            | STERICYCLE INC 5.375% 07/15/2024 144A                                                         | CUSIP: 858912AF5<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1371662.45   | 0.05%             | 2024-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                     | GFL ENVIRONMENTAL INC 5.125% 12/15/2026 144A                                                  | CUSIP: 36168QAF1<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |   2765000 | PA      | $2689653.75   | 0.09%             | 2026-12-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                          | CALIFORNIA RES CORP WT 10/27/24                                                               | CUSIP: 13057Q123<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      4683 | NS      | $51278.85     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                | HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A                                             | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7610000 | PA      | $7166577.63   | 0.24%             | 2028-06-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN PONTUS LTD                                                     | TRANSOCEAN PONTUS LTD 6.125% 08/01/2025 144A                                                  | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1380400 | PA      | $1421993.58   | 0.05%             | 2025-08-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| LEGENDS HOSPITALITY HOLDING CO LLC / LEGENDS HOSPITALITY CO-ISSUER INC    | LEGENDS HOSPITALITY HOLDING CO LLC / LEGENDS HOSPITALITY CO-ISSUER INC 5% 02/01/2026 144A     | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6665000 | PA      | $6141397.60   | 0.21%             | 2026-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                 | CAESARS ENTERTAINMENT INC                                                                     | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |     97286 | NS      | $5064709.16   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| CARNIVAL CORP                                                             | CARNIVAL CORP 6.65% 01/15/2028                                                                | CUSIP: 143658AH5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    750000 | PA      | $576967.50    | 0.02%             | 2028-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SPRINT CORP                                                               | SPRINT CORP 7.625% 02/15/2025                                                                 | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   4140000 | PA      | $4297096.44   | 0.14%             | 2025-02-15      | Fixed         | 0.08%                 | 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        |  10440000 | PA      | $9177384.21   | 0.31%             | 2029-11-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                           | CONSOLIDATED COMMUNICATIONS INC 5% 10/01/2028 144A                                            | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $1796721.89   | 0.06%             | 2028-10-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| JAZZ SECURITIES DAC                                                       | JAZZ SECURITIES DAC 4.375% 01/15/2029 144A                                                    | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   4925000 | PA      | $4493274.50   | 0.15%             | 2029-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NOVA CHEMICALS CORP                                                       | NOVA CHEMICALS CORP 4.25% 05/15/2029 144A                                                     | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   5020000 | PA      | $4314539.40   | 0.14%             | 2029-05-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                    | JEFFERIES FIN LLC/JFIN 5% 08/15/2028 144A                                                     | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $831182.71    | 0.03%             | 2028-08-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                              | CLARIVATE SCIENCE HLDGS CORP 4.875% 07/01/2029 144A                                           | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1737851.88   | 0.06%             | 2029-07-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CARVANA CO                                                                | CARVANA CO 10.25% 05/01/2030 144A                                                             | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    715000 | PA      | $383383.64    | 0.01%             | 2030-05-01      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC    | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6320000 | PA      | $5813364.47   | 0.19%             | 2030-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | ONEMAIN FINANCE CORP 3.5% 01/15/2027                                                          | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $7220648.66   | 0.24%             | 2027-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC FRN SOFR+295 03/06/2026                                                    | CUSIP: 345397C50<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3941203.60   | 0.13%             | 2026-03-06      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                                                           | SEALED AIR CORP 6.125% 02/01/2028 144A                                                        | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1669729.50   | 0.06%             | 2028-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                              | FMG RES AUGUST 2006 PTY LTD 5.125% 05/15/2024 144A                                            | CUSIP: 30251GAW7<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1115000 | PA      | $1107328.80   | 0.04%             | 2024-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| APACHE CORP                                                               | APACHE CORP 4.25% 01/15/2030                                                                  | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1793086.40   | 0.06%             | 2030-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FORBES ENERGY SVCS LTD                                                    | FORBES ENERGY SVCS LTD NEW                                                                    | CUSIP: 345143200<br>LEI: 5493000KNGZL65YWY755 | Long             | EC               | CORP              | US        |     47062 | NS      | $0.47         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP                           | LADDER CAP FIN HLDGS LLLP/CORP 4.75% 06/15/2029 144A                                          | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3635000 | PA      | $3020067.05   | 0.10%             | 2029-06-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TELENET FINANCE LUXEMBOURG NOTES SARL                                     | TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A                                    | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |   7800000 | PA      | $7246200.00   | 0.24%             | 2028-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| BALL CORP                                                                 | BALL CORP 4.875% 03/15/2026                                                                   | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4087853.75   | 0.14%             | 2026-03-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                                                       | AVANTOR FUNDING INC 4.625% 07/15/2028 144A                                                    | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $3162389.45   | 0.11%             | 2028-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                                         | DISH NETWORK CORP 11.75% 11/15/2027 144A                                                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   7125000 | PA      | $7404300.00   | 0.25%             | 2027-11-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 6.95% 03/06/2026                                                           | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  11030000 | PA      | $11282476.70  | 0.38%             | 2026-03-06      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                               | CHENIERE ENERGY PARTNERS LP 3.25% 01/31/2032                                                  | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   5655000 | PA      | $4720963.65   | 0.16%             | 2032-01-31      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                               | ROYAL CARIBBEAN CRUISES LTD 5.5% 08/31/2026 144A                                              | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  10740000 | PA      | $9611886.51   | 0.32%             | 2026-08-31      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| HANESBRANDS INC                                                           | HANESBRANDS INC 4.875% 05/15/2026 144A                                                        | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    740000 | PA      | $689125.00    | 0.02%             | 2026-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HOLOGIC INC                                                               | HOLOGIC INC 3.25% 02/15/2029 144A                                                             | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   6190000 | PA      | $5446023.90   | 0.18%             | 2029-02-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| VERTIV GROUP CORP                                                         | VERTIV GROUP CORP 4.125% 11/15/2028 144A                                                      | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    585000 | PA      | $507276.88    | 0.02%             | 2028-11-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NCL FINANCE LTD                                                           | NCL FINANCE LTD 6.125% 03/15/2028 144A                                                        | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1660000 | PA      | $1348750.00   | 0.05%             | 2028-03-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                             | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                            | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3126252.00   | 0.10%             | 2029-03-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CARVANA CO                                                                | CARVANA CO 4.875% 09/01/2029 144A                                                             | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   3820000 | PA      | $1699900.00   | 0.06%             | 2029-09-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALTICE FING SA                                                            | ALTICE FING SA 5.75% 08/15/2029 144A                                                          | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |  16745000 | PA      | $14067129.55  | 0.47%             | 2029-08-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| C and W SENIOR FINANCING DAC                                              | C and W SENIOR FINANCING DAC 6.875% 09/15/2027 144A                                           | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |  47522000 | PA      | $45206728.16  | 1.51%             | 2027-09-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                              | CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A                                            | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  19665000 | PA      | $15868081.80  | 0.53%             | 2030-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                          | HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A                                           | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   6635000 | PA      | $5749227.50   | 0.19%             | 2031-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                                  | CROWDSTRIKE HOLDINGS INC 3% 02/15/2029                                                        | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1166987.98   | 0.04%             | 2029-02-15      | Fixed         | 0.03%                 | 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        |  11855000 | PA      | $10684318.75  | 0.36%             | 2030-01-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| RACKSPACE HOSTING INC                                                     | RACKSPACE HOSTING INC 5.375% 12/01/2028 144A                                                  | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |  51444000 | PA      | $18954027.36  | 0.63%             | 2028-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TEGNA INC                                                                 | TEGNA INC 4.625% 03/15/2028                                                                   | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $4580111.80   | 0.15%             | 2028-03-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 5.55% 03/15/2026                                                    | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    830000 | PA      | $838341.50    | 0.03%             | 2026-03-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP              | CRESTWOOD MIDSTRM PTN/FIN CORP 5.75% 04/01/2025                                               | CUSIP: 226373AP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9692000 | PA      | $9554858.20   | 0.32%             | 2025-04-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                    | ATHENAHEALTH TERM DD 1LN 02/15/2029                                                           | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    909186 | PA      | $859935.52    | 0.03%             | 2029-02-15      | Variable      | 0.05%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                         | ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026                                                | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16461000 | PA      | $16171162.94  | 0.54%             | 2026-05-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                          | HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A                                        | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    215000 | PA      | $190943.65    | 0.01%             | 2029-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                     | TENET HEALTHCARE CORP 4.625% 06/15/2028                                                       | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   8758000 | PA      | $8122169.20   | 0.27%             | 2028-06-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                             | TRANSDIGM INC 4.625% 01/15/2029                                                               | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   5930000 | PA      | $5349808.80   | 0.18%             | 2029-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ZF NORTH AMER CAP INC                                                     | ZF NORTH AMER CAP INC 4.75% 04/29/2025 144A                                                   | CUSIP: 98877DAC9<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   3320000 | PA      | $3202007.20   | 0.11%             | 2025-04-29      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                      | OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   5155000 | PA      | $4324078.44   | 0.14%             | 2028-10-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                                  | PRIMO WATER HOLDINGS INC 4.375% 04/30/2029 144A                                               | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |  11870000 | PA      | $10353488.80  | 0.35%             | 2029-04-30      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                                   | TRANSOCEAN POSEIDON LTD 6.875% 02/01/2027 144A                                                | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2156875 | PA      | $2140698.44   | 0.07%             | 2027-02-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ADT SECURITY CORP/THE                                                     | ADT SECURITY CORP/THE 4.125% 08/01/2029 144A                                                  | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   3320000 | PA      | $2955630.00   | 0.10%             | 2029-08-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                       | SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2049                                                    | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |   1690000 | PA      | $0.17         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| LBM ACQUISITION LLC                                                       | US LBM TERM B 1LN 12/18/2027                                                                  | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |  13564377 | PA      | $12222046.19  | 0.41%             | 2027-12-18      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| EMBECTA CORP                                                              | EMBECTA CORP 5% 02/15/2030 144A                                                               | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2261193.75   | 0.08%             | 2030-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAP                                                        | TELECOM ITALIA CAP 6% 09/30/2034                                                              | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   3477000 | PA      | $2772539.56   | 0.09%             | 2034-09-30      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NOVA CHEMICALS CORP                                                       | NOVA CHEMICALS CORP 5.25% 06/01/2027 144A                                                     | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   9500000 | PA      | $8835760.00   | 0.30%             | 2027-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC                                                          | MICHAELS COS INC 7.875% 05/01/2029 144A                                                       | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2074800.00   | 0.07%             | 2029-05-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| EG AMERICA LLC                                                            | EG AMERICA LLC TERM B 1LN 02/06/2025                                                          | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |   5989813 | PA      | $5758666.33   | 0.19%             | 2025-02-06      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                  | VENTURE GLOBAL CALCASIEU 4.125% 08/15/2031 144A                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   5475000 | PA      | $4853916.00   | 0.16%             | 2031-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                                                   | DARLING INGREDIENTS INC 6% 06/15/2030 144A                                                    | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2144225.00   | 0.07%             | 2030-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                                                  | MSCI INC 3.25% 08/15/2033 144A                                                                | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2316500.00   | 0.08%             | 2033-08-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                              | UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A                                             | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   5615000 | PA      | $4831258.30   | 0.16%             | 2029-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CTR PARTNERSHIP LP / CARETRUST CAP CORP                                   | CTR PARTNERSHIP LP / CARETRUST CAP CORP 3.875% 06/30/2028 144A                                | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5375000 | PA      | $4812828.75   | 0.16%             | 2028-06-30      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MATTEL INC                                                                | MATTEL INC 3.75% 04/01/2029 144A                                                              | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $7456720.00   | 0.25%             | 2029-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PG and E CORP                                                             | PG and E CORP 5.25% 07/01/2030                                                                | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |  23760000 | PA      | $21859200.00  | 0.73%             | 2030-07-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                       | SIRIUS XM RADIO INC 4.125% 07/01/2030 144A                                                    | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   9180000 | PA      | $7873043.40   | 0.26%             | 2030-07-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ROBLOX CORP                                                               | ROBLOX CORP 3.875% 05/01/2030 144A                                                            | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4035000 | PA      | $3407355.75   | 0.11%             | 2030-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                             | TRANSDIGM INC 5.5% 11/15/2027                                                                 | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  23422000 | PA      | $22368010.00  | 0.75%             | 2027-11-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                            | NRG ENERGY INC 5.25% 06/15/2029 144A                                                          | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   5350000 | PA      | $4828375.00   | 0.16%             | 2029-06-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                               | ROYAL CARIBBEAN CRUISES LTD 5.5% 04/01/2028 144A                                              | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  12495000 | PA      | $10745700.00  | 0.36%             | 2028-04-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                     | EG GLOBAL FINANCE PLC 8.5% 10/30/2025 144A                                                    | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   9878000 | PA      | $9310015.00   | 0.31%             | 2025-10-30      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A                                                  | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7980000 | PA      | $6783000.00   | 0.23%             | 2032-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 2.3% 02/10/2025                                                            | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  12405000 | PA      | $11502332.68  | 0.38%             | 2025-02-10      | Fixed         | 0.02%                 | No            | 2                  | On Loan: No      |
| DAVITA INC                                                                | DAVITA INC 4.625% 06/01/2030 144A                                                             | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |  17405000 | PA      | $14663712.50  | 0.49%             | 2030-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                                                  | GOLDEN ENTERTAINMENT INC 7.625% 04/15/2026 144A                                               | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |   3921000 | PA      | $3945506.25   | 0.13%             | 2026-04-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A                                                  | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11784000 | PA      | $9816661.20   | 0.33%             | 2031-02-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SM ENERGY CO                                                              | SM ENERGY CO 5.625% 06/01/2025                                                                | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   5210000 | PA      | $5105800.00   | 0.17%             | 2025-06-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| COVANTA HLDG CORP                                                         | COVANTA HLDG CORP 4.875% 12/01/2029 144A                                                      | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   5180000 | PA      | $4526025.00   | 0.15%             | 2029-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                 | EQM MIDSTREAM PARTNERS LP 4% 08/01/2024                                                       | CUSIP: 26885BAA8<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2655787.50   | 0.09%             | 2024-08-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                             | NORDSTROM INC 4.375% 04/01/2030                                                               | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2214430.80   | 0.07%             | 2030-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                                   | KRONOS ACQ / KIK CUSTOM 5% 12/31/2026 144A                                                    | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4440000 | PA      | $4030410.00   | 0.13%             | 2026-12-31      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                      | OLYMPUS WATER US HOLDING CORPORATION 6.25% 10/01/2029 144A                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   5435000 | PA      | $4510886.95   | 0.15%             | 2029-10-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| APTIV PLC                                                                 | APTIV PLC                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |     31300 | NS      | $3539717.00   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| MESQUITE ENERGY INC                                                       | MESQUITE ENERGY INC 7.25% 12/31/2049 144A                                                     | CUSIP: 79970YAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |  28768000 | PA      | $2.88         | 0.00%             | 2049-12-31      | Fixed         | 0.07%                 | No            | 3                  | On Loan: No      |
| REGAL REXNORD CORP                                                        | REGAL REXNORD CORP 6.3% 02/15/2030 144A                                                       | CUSIP: 758750AE3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2819368.20   | 0.09%             | 2030-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                             | TRANSDIGM INC 8% 12/15/2025 144A                                                              | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3675621.95   | 0.12%             | 2025-12-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| HOLLY EN PART LP/ HOL FIN CORP                                            | HOLLY EN PART LP/ HOL FIN CORP 5% 02/01/2028 144A                                             | CUSIP: 435765AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4080000 | PA      | $3799500.00   | 0.13%             | 2028-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                     | TENET HEALTHCARE CORP 6.25% 02/01/2027 144A                                                   | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3134000 | PA      | $3016475.00   | 0.10%             | 2027-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                  | BUILDERS FIRSTSOURCE INC 4.25% 02/01/2032 144A                                                | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   5595000 | PA      | $4813085.32   | 0.16%             | 2032-02-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                                                      | HOWMET AEROSPACE INC 6.875% 05/01/2025                                                        | CUSIP: 443201AA6<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1417950.00   | 0.05%             | 2025-05-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 4.95% 05/28/2027                                                           | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5655000 | PA      | $5396384.01   | 0.18%             | 2027-05-28      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                             | UNITED RENTALS NORTH AMER INC 6% 12/15/2029 144A                                              | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1395625.00   | 0.05%             | 2029-12-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                     | EG GLOBAL FINANCE PLC 6.75% 02/07/2025 144A                                                   | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   8108000 | PA      | $7514656.56   | 0.25%             | 2025-02-07      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| AECOM                                                                     | AECOM 5.125% 03/15/2027                                                                       | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1812897.00   | 0.06%             | 2027-03-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                               | CHENIERE ENERGY PARTNERS LP 4% 03/01/2031                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1231800.68   | 0.04%             | 2031-03-01      | 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        |    680000 | PA      | $605412.50    | 0.02%             | 2029-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GTT COMMUNICATIONS BV                                                     | GTT COMMUNICATIONS TERM OPCO 1LN 01/03/2028                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   5364036 | PA      | $4219725.82   | 0.14%             | 2028-01-03      | Variable      | 0.11%                 | No            | 2                  | On Loan: No      |
| TWILIO INC                                                                | TWILIO INC 3.875% 03/15/2031                                                                  | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |   3285000 | PA      | $2710962.18   | 0.09%             | 2031-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                                       | MEDLINE BORROWER LP 3.875% 04/01/2029 144A                                                    | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1175645.63   | 0.04%             | 2029-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TRITON WATER HOLDINGS                                                     | TRITON WATER HOLDINGS 6.25% 04/01/2029 144A                                                   | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |  16125000 | PA      | $12799359.36  | 0.43%             | 2029-04-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                     | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                   | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3873690.00   | 0.13%             | 2029-04-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                  | ALTICE FRANCE HOLDING SA 6% 02/15/2028 144A                                                   | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |  15943000 | PA      | $10721667.50  | 0.36%             | 2028-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP              | CRESTWOOD MIDSTRM PTN/FIN CORP 6% 02/01/2029 144A                                             | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12181000 | PA      | $11555718.82  | 0.39%             | 2029-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| KONTOOR BRANDS INC                                                        | KONTOOR BRANDS INC 4.125% 11/15/2029 144A                                                     | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1262856.20   | 0.04%             | 2029-11-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                              | CHS/CMNTY HEALTH SYSTEMS INC 6% 01/15/2029 144A                                               | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   6140000 | PA      | $5389385.00   | 0.18%             | 2029-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                | INTELSAT JACKSON HLDGS SA 6.5% 03/15/2030 144A                                                | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   8320000 | PA      | $7554560.00   | 0.25%             | 2030-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP              | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A               | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9160000 | PA      | $8342744.80   | 0.28%             | 2030-12-31      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| APX GROUP INC                                                             | APX GROUP INC 6.75% 02/15/2027 144A                                                           | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2665627.20   | 0.09%             | 2027-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| NOVA CHEMICALS CORP                                                       | NOVA CHEMICALS CORP 5% 05/01/2025 144A                                                        | CUSIP: 66977WAP4<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   2270000 | PA      | $2182965.52   | 0.07%             | 2025-05-01      | Fixed         | 0.05%                 | 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        |   1375000 | PA      | $1202742.75   | 0.04%             | 2031-06-15      | Fixed         | 0.04%                 | 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        |   1595000 | PA      | $1523225.00   | 0.05%             | 2027-09-15      | Fixed         | 0.04%                 | 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        |   5065000 | PA      | $4702877.83   | 0.16%             | 2028-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                  | SINCLAIR BROADCASTING TERM 1LN 05/25/2026                                                     | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |   4991296 | PA      | $4488622.89   | 0.15%             | 2026-05-25      | Variable      | 0.13%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 8.875% 07/15/2030                                                   | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   4715000 | PA      | $5551912.50   | 0.19%             | 2030-07-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 3.625% 06/17/2031                                                          | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3945000 | PA      | $3280936.57   | 0.11%             | 2031-06-17      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                              | TRIVIUM PACKAGING FINANCE BV 8.5% 08/15/2027 144A                                             | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   3156000 | PA      | $3033705.00   | 0.10%             | 2027-08-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                   | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                    | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   3440000 | PA      | $3083289.20   | 0.10%             | 2029-04-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                                                  | MSCI INC 3.625% 09/01/2030 144A                                                               | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   5655000 | PA      | $4922200.10   | 0.16%             | 2030-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A                                                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14630000 | PA      | $12500749.80  | 0.42%             | 2030-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                      | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                       | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5510000 | PA      | $5009416.50   | 0.17%             | 2028-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                                        | HOWARD HUGHES CORP 4.125% 02/01/2029 144A                                                     | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2849616.00   | 0.10%             | 2029-02-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NOVA CHEMICALS CORP                                                       | NOVA CHEMICALS CORP 4.875% 06/01/2024 144A                                                    | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   4330000 | PA      | $4265050.00   | 0.14%             | 2024-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                    | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                 | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3385000 | PA      | $2850429.70   | 0.10%             | 2030-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                                     | HUB INTL TERM B 04/25/2025                                                                    | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   4592429 | PA      | $4584437.71   | 0.15%             | 2025-04-25      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                                         | DISH NETWORK CORP CONV 3.375% 08/15/2026                                                      | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  30171000 | PA      | $19740649.06  | 0.66%             | 2026-08-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAP                                                        | TELECOM ITALIA CAP 7.721% 06/04/2038                                                          | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    995000 | PA      | $858068.10    | 0.03%             | 2038-06-04      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP              | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A               | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9425000 | PA      | $8482500.00   | 0.28%             | 2031-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                  | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                               | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |   6465000 | PA      | $5753850.00   | 0.19%             | 2028-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CITY FOOTBALL GROUP LTD                                                   | CITY FOOTBALL GROUP TERM B 1LN 07/21/2028                                                     | CUSIP: 17781XAB2<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |  14797026 | PA      | $14205145.26  | 0.47%             | 2028-07-21      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                     | TENET HEALTHCARE CORP 6.125% 06/15/2030 144A                                                  | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   6675000 | PA      | $6479489.25   | 0.22%             | 2030-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP              | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 7.5% 10/01/2025 144A             | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4360000 | PA      | $4413785.05   | 0.15%             | 2025-10-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031                                                     | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   6195000 | PA      | $6891937.50   | 0.23%             | 2031-05-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                      | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   7316000 | PA      | $6227745.00   | 0.21%             | 2030-10-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SPRINT CORP                                                               | SPRINT CORP 7.125% 06/15/2024                                                                 | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |  11040000 | PA      | $11273628.48  | 0.38%             | 2024-06-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ELASTIC NV                                                                | ELASTIC NV 4.125% 07/15/2029 144A                                                             | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   4275000 | PA      | $3658406.06   | 0.12%             | 2029-07-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                      | ZAYO GROUP HLDGS INC 4% 03/01/2027 144A                                                       | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $3375199.50   | 0.11%             | 2027-03-01      | Fixed         | 0.04%                 | 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        |   4965000 | PA      | $4413537.45   | 0.15%             | 2030-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TELEFLEX INC                                                              | TELEFLEX INC 4.25% 06/01/2028 144A                                                            | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1420574.11   | 0.05%             | 2028-06-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                 | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                              | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |   2199000 | PA      | $1869105.60   | 0.06%             | 2027-09-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MICROSTRATEGY INC                                                         | MICROSTRATEGY INC 6.125% 06/15/2028 144A                                                      | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |  11700000 | PA      | $9873677.15   | 0.33%             | 2028-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CARVANA CO                                                                | CARVANA CO 5.5% 04/15/2027 144A                                                               | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   4845000 | PA      | $2180250.00   | 0.07%             | 2027-04-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                              | ROCKIES EXPRESS PIPELINE LLC 6.875% 04/15/2040 144A                                           | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1354203.54   | 0.05%             | 2040-04-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                                         | POST HLDGS INC 4.625% 04/15/2030 144A                                                         | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3666000 | PA      | $3226080.00   | 0.11%             | 2030-04-15      | Fixed         | 0.05%                 | 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        |   8646000 | PA      | $8136577.68   | 0.27%             | 2027-07-31      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                                               | CHEMOURS CO 5.375% 05/15/2027                                                                 | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |  10144000 | PA      | $9377969.14   | 0.31%             | 2027-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                                                      | HOWMET AEROSPACE INC 5.9% 02/01/2027                                                          | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1404150.00   | 0.05%             | 2027-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                  | VENTURE GLOBAL CALCASIEU 3.875% 08/15/2029 144A                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   6215000 | PA      | $5531350.00   | 0.18%             | 2029-08-15      | 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        |   2475000 | PA      | $2183543.58   | 0.07%             | 2031-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                | MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A                                             | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |   3585000 | PA      | $2832687.75   | 0.09%             | 2029-06-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                                              | ADTALEM GLOBAL EDUCATION INC 5.5% 03/01/2028 144A                                             | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   7028000 | PA      | $6541521.84   | 0.22%             | 2028-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| COHERENT CORP                                                             | COHERENT CORP 5% 12/15/2029 144A                                                              | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   6960000 | PA      | $6320750.10   | 0.21%             | 2029-12-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| WYNN LAS VEGAS LLC/ WYNN LAS V                                            | WYNN LAS VEGAS LLC/ WYNN LAS V 5.25% 05/15/2027 144A                                          | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5156000 | PA      | $4870770.08   | 0.16%             | 2027-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                                              | US FOODS INC 4.75% 02/15/2029 144A                                                            | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2305281.74   | 0.08%             | 2029-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 5.125% 06/16/2025                                                          | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1361274.40   | 0.05%             | 2025-06-16      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| VIRGIN MEDIA VENDOR FINANCING NOTES IV DAC                                | VIRGIN MEDIA VENDOR FINANCING NOTES IV DAC 5% 07/15/2028 144A                                 | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |   4188000 | PA      | $3801028.80   | 0.13%             | 2028-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                 | CAESARS ENTERTAINMENT INC 7% 02/15/2030 144A                                                  | CUSIP: 12769GAB6<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3357750.00   | 0.11%             | 2030-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                             | TRANSDIGM INC 6.375% 06/15/2026                                                               | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2725458.60   | 0.09%             | 2026-06-15      | 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        |   3705000 | PA      | $3317086.50   | 0.11%             | 2029-10-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC                          | FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC 4% 07/31/2029 144A                           | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3940000 | PA      | $3280458.14   | 0.11%             | 2029-07-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| COINBASE GLOBAL INC                                                       | COINBASE GLOBAL INC 3.625% 10/01/2031 144A                                                    | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |  12385000 | PA      | $7214262.50   | 0.24%             | 2031-10-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GRAY TELEVISION INC                                                       | GRAY TELEVISION TERM C 1/2/2026                                                               | CUSIP: 389376AY0<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |   1375000 | PA      | $1367836.25   | 0.05%             | 2026-01-02      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                             | TRANSDIGM INC 6.25% 03/15/2026 144A                                                           | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  10225000 | PA      | $10221398.14  | 0.34%             | 2026-03-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                     | LEVEL 3 FINANCING INC 3.625% 01/15/2029 144A                                                  | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   4904000 | PA      | $3648576.00   | 0.12%             | 2029-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                              | BROADCOM INC 2.45% 02/15/2031 144A                                                            | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5210000 | PA      | $4276822.10   | 0.14%             | 2031-02-15      | Fixed         | 0.02%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                       | MESQUITE ENERGY INC 15% PIK CONV 07/15/2023 PP                                                | CUSIP: 59073XAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   2897830 | PA      | $18561760.28  | 0.62%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           | 3                  | On Loan: No      |
| ELDORADO GOLD CORP NEW                                                    | ELDORADO GOLD CORP NEW 6.25% 09/01/2029 144A                                                  | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |   1505000 | PA      | $1357792.19   | 0.05%             | 2029-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                                               | CHEMOURS CO 5.75% 11/15/2028 144A                                                             | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |  15980000 | PA      | $14561775.00  | 0.49%             | 2028-11-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                                                 | BLOCK INC 2.75% 06/01/2026                                                                    | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1249655.00   | 0.04%             | 2026-06-01      | 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        |  54180000 | PA      | $37655100.00  | 1.26%             | 2029-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                            | ASHTON WOODS USA LLC/FIN CO 4.625% 08/01/2029 144A                                            | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2100025.00   | 0.07%             | 2029-08-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                             | CARNIVAL CORP 5.75% 03/01/2027 144A                                                           | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   9300000 | PA      | $7719000.00   | 0.26%             | 2027-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SPRINT CORP                                                               | SPRINT CORP 7.625% 03/01/2026                                                                 | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   9410000 | PA      | $9952641.86   | 0.33%             | 2026-03-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| WINDSTREAM ESCROW LLC                                                     | WINDSTREAM ESCROW LLC 7.75% 08/15/2028 144A                                                   | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22945000 | PA      | $18574665.85  | 0.62%             | 2028-08-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| HUDBAY MINERALS INC                                                       | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                      | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   2225000 | PA      | $2049781.25   | 0.07%             | 2026-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                                     | UBER TECHNOLOGIES INC 8% 11/01/2026 144A                                                      | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   9595000 | PA      | $9821825.80   | 0.33%             | 2026-11-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| GRIFOLS ESCROW ISSUER SA                                                  | GRIFOLS ESCROW ISSUER SA 4.75% 10/15/2028 144A                                                | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |   7652000 | PA      | $6654332.24   | 0.22%             | 2028-10-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MATTEL INC                                                                | MATTEL INC 3.375% 04/01/2026 144A                                                             | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2676288.72   | 0.09%             | 2026-04-01      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                                            | BOMBARDIER INC 7.875% 04/15/2027 144A                                                         | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   9547000 | PA      | $9509613.76   | 0.32%             | 2027-04-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 4.5% 11/15/2031 144A                                                         | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1053166.40   | 0.04%             | 2031-11-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MADISON IAQ LLC                                                           | MADISON IAQ LLC 4.125% 06/30/2028 144A                                                        | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   6715000 | PA      | $5910610.15   | 0.20%             | 2028-06-30      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                              | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                           | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   7445000 | PA      | $4475471.96   | 0.15%             | 2030-04-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP              | CRESTWOOD MIDSTRM PTN/FIN CORP 5.625% 05/01/2027 144A                                         | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27398000 | PA      | $26184542.58  | 0.87%             | 2027-05-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| BERRY GLOBAL INC                                                          | BERRY GLOBAL INC 4.875% 07/15/2026 144A                                                       | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2152540.00   | 0.07%             | 2026-07-15      | 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        |   3675000 | PA      | $3353474.25   | 0.11%             | 2028-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                             | NORDSTROM INC 4.25% 08/01/2031                                                                | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3116276.50   | 0.10%             | 2031-08-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NCL CORP LTD                                                              | NCL CORP LTD 5.875% 03/15/2026 144A                                                           | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2175000 | PA      | $1881331.50   | 0.06%             | 2026-03-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| PG and E CORP                                                             | PG and E CORP 5% 07/01/2028                                                                   | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |  14760000 | PA      | $13830858.00  | 0.46%             | 2028-07-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                                   | RAILWORKS HOLDINGS LP/R 8.25% 11/15/2028 144A                                                 | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5035000 | PA      | $4662184.94   | 0.16%             | 2028-11-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| GREAT LAKES DREDGE and DOCK CORP                                          | GREAT LAKES DREDGE and DOCK CORP 5.25% 06/01/2029 144A                                        | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2220646.25   | 0.07%             | 2029-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SABLE INTL FINANCE LTD                                                    | SABLE INTL FIN LTD 5.75% 09/07/2027 144A                                                      | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |   1577000 | PA      | $1490265.00   | 0.05%             | 2027-09-07      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                 | EQM MIDSTREAM PARTNERS LP 6.5% 07/01/2027 144A                                                | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   4947000 | PA      | $4858003.47   | 0.16%             | 2027-07-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                      | FRONTIER COMMUNICATIONS HOLDINGS LLC 8.75% 05/15/2030 144A                                    | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4055000 | PA      | $4201993.75   | 0.14%             | 2030-05-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                             | CARNIVAL CORP 7.625% 03/01/2026 144A                                                          | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  11060000 | PA      | $10064600.00  | 0.34%             | 2026-03-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| COMMERCIAL METALS CO                                                      | COMMERCIAL METALS CO 4.125% 01/15/2030                                                        | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   4160000 | PA      | $3723200.00   | 0.12%             | 2030-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| Fidelity Direct Lending Fund, LP                                          | Fidelity Direct Lending Fund, LP                                                              | CUSIP: 316129105<br>LEI: N/A                  | Long             | EC               | RF                | US        |   4059606 | NS      | $40311890.51  | 1.35%             |  |  |  | Yes           | N/A                | On Loan: No      |
| MURPHY OIL USA INC                                                        | MURPHY OIL USA INC 3.75% 02/15/2031 144A                                                      | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1200626.85   | 0.04%             | 2031-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                | HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A                                              | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1646518.10   | 0.06%             | 2030-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                                               | CHEMOURS CO 4.625% 11/15/2029 144A                                                            | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1491403.02   | 0.05%             | 2029-11-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                     | ELEMENT SOLUTIONS INC 3.875% 09/01/2028 144A                                                  | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   6534000 | PA      | $5782590.00   | 0.19%             | 2028-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| DPL INC                                                                   | DPL INC 4.125% 07/01/2025                                                                     | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2313634.32   | 0.08%             | 2025-07-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CO                                                             | FORD MOTOR CO 6.1% 08/19/2032                                                                 | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $3045458.43   | 0.10%             | 2032-08-19      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| Fidelity Revere Street Trust                                              | Fidelity Cash Central Fund                                                                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 112408105 | NS      | $112430586.49 | 3.76%             |  |  |  | No            | 1                  | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                         | ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027                                                | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30900000 | PA      | $28852875.00  | 0.96%             | 2027-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DAVITA INC                                                                | DAVITA INC 3.75% 02/15/2031 144A                                                              | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $1687175.00   | 0.06%             | 2031-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                | FIRST QUANTUM MINERALS LTD 7.5% 04/01/2025 144A                                               | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2205000 | PA      | $2172035.25   | 0.07%             | 2025-04-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 4.389% 01/08/2026                                                          | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2653929.95   | 0.09%             | 2026-01-08      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                     | BAUSCH HEALTH COS INC 14% 10/15/2030 144A                                                     | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1272000 | PA      | $794007.14    | 0.03%             | 2030-10-15      | Fixed         | 0.14%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                     | MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A                                                  | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $2898638.10   | 0.10%             | 2030-11-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                             | BRAND INDUSTRIAL SERVICES INC 8.5% 07/15/2025 144A                                            | CUSIP: 10524PAB6<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |  20855000 | PA      | $17043748.75  | 0.57%             | 2025-07-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| ARAMARK SERVICES INC                                                      | ARAMARK SERVICES INC 6.375% 05/01/2025 144A                                                   | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6351587.50   | 0.21%             | 2025-05-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                              | CHS/CMNTY HEALTH SYSTEMS INC 8% 03/15/2026 144A                                               | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3026382.81   | 0.10%             | 2026-03-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                 | EQM MIDSTREAM PARTNERS LP 6% 07/01/2025 144A                                                  | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    355000 | PA      | $349501.05    | 0.01%             | 2025-07-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 5.875% 09/01/2025                                                   | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $3092255.73   | 0.10%             | 2025-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CITGO PETROLEUM CORP                                                      | CITGO PETROLEUM CORP 6.375% 06/15/2026 144A                                                   | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   6098000 | PA      | $5975216.77   | 0.20%             | 2026-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A  | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2497117.20   | 0.08%             | 2029-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                       | CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A                                    | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1917075.24   | 0.06%             | 2029-04-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| NCL CORP LTD                                                              | NCL CORP LTD 7.75% 02/15/2029 144A                                                            | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   4840000 | PA      | $4152381.20   | 0.14%             | 2029-02-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                 | CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A                                              | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $990075.00    | 0.03%             | 2028-09-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                          | ALTICE FRANCE SA 5.125% 07/15/2029 144A                                                       | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   5655000 | PA      | $4421079.00   | 0.15%             | 2029-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORPORATION                                                     | OPEN TEXT CORPORATION 3.875% 12/01/2029 144A                                                  | CUSIP: 683715AD8<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |  10960000 | PA      | $9114885.10   | 0.30%             | 2029-12-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                     | GFL ENVIRONMENTAL INC 3.75% 08/01/2025 144A                                                   | CUSIP: 36168QAK0<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |   2765000 | PA      | $2627441.25   | 0.09%             | 2025-08-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                         | ICAHN ENTERPRISES LP/FIN CORP 6.375% 12/15/2025                                               | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3092731.20   | 0.10%             | 2025-12-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CVR ENERGY INC                                                            | CVR ENERGY INC 5.25% 02/15/2025 144A                                                          | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   9749000 | PA      | $9407785.00   | 0.31%             | 2025-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP              | CRESTWOOD MIDSTRM PTN/FIN CORP 7.375% 02/01/2031 144A                                         | CUSIP: 226373AT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2777250.00   | 0.09%             | 2031-02-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                         | GLOBAL PARTNERS LP / GLP FIN CORP 7% 08/01/2027                                               | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7411000 | PA      | $7115503.42   | 0.24%             | 2027-08-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| MUELLER WTR PRODS INC                                                     | MUELLER WTR PRODS INC 4% 06/15/2029 144A                                                      | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |   4685000 | PA      | $4155227.93   | 0.14%             | 2029-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BATH and BODY WORKS INC                                                   | BATH and BODY WORKS INC 6.694% 01/15/2027                                                     | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1318131.17   | 0.04%             | 2027-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TEGNA INC                                                                 | TEGNA INC 5% 09/15/2029                                                                       | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1672067.75   | 0.06%             | 2029-09-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                   | WESTERN GAS PARTNERS LP STEP 02/01/2025                                                       | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   4945000 | PA      | $4722475.00   | 0.16%             | 2025-02-01      | Variable      | 0.03%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 3.375% 11/13/2025                                                          | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1285125.00   | 0.04%             | 2025-11-13      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                                     | MINERAL RES LTD 8.5% 05/01/2030 144A                                                          | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   3355000 | PA      | $3466117.60   | 0.12%             | 2030-05-01      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| GARDEN SPINCO CORP                                                        | GARDEN SPINCO CORP 8.625% 07/20/2030 144A                                                     | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1514053.57   | 0.05%             | 2030-07-20      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                              | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $1870054.41   | 0.06%             | 2030-02-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN GUARDIAN LTD                                                   | TRANSOCEAN GUARDIAN LTD 5.875% 01/15/2024 144A                                                | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2364810 | PA      | $2398108.77   | 0.08%             | 2024-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                    | OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A                                                 | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $844937.60    | 0.03%             | 2031-12-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ULTIMATE SOFTWARE GROUP INC                                               | UKG TERM 1LN 05/03/2026                                                                       | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |   4392814 | PA      | $4316510.88   | 0.14%             | 2026-05-03      | Variable      | 0.08%                 | 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        |   4980000 | PA      | $4487029.80   | 0.15%             | 2028-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TRINET GROUP INC                                                          | TRINET GROUP INC 3.5% 03/01/2029 144A                                                         | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   8560000 | PA      | $7188088.80   | 0.24%             | 2029-03-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ROLLER BEARING CO OF AMERICA                                              | ROLLER BEARING CO OF AMERICA 4.375% 10/15/2029 144A                                           | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |   7505000 | PA      | $6762530.35   | 0.23%             | 2029-10-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                           | PERMIAN RESOURCES OPERATING LLC 7.75% 02/15/2026 144A                                         | CUSIP: 19416MAA7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    660000 | PA      | $659604.00    | 0.02%             | 2026-02-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| SCIL IV LLC / SCIL USA HOLDINGS LLC                                       | SCIL IV LLC / SCIL USA HOLDINGS LLC 5.375% 11/01/2026 144A                                    | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3935000 | PA      | $3633972.50   | 0.12%             | 2026-11-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                            | NRG ENERGY INC 3.375% 02/15/2029 144A                                                         | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   6240000 | PA      | $5158806.68   | 0.17%             | 2029-02-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                              | TRIVIUM PACKAGING FINANCE BV 5.5% 08/15/2026 144A                                             | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   6287000 | PA      | $6030113.18   | 0.20%             | 2026-08-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                 | EQM MIDSTREAM PARTNERS LP 7.5% 06/01/2027 144A                                                | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1734961.33   | 0.06%             | 2027-06-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP              | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 03/01/2027 144A                | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1333750.00   | 0.04%             | 2027-03-01      | 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        |   2030000 | PA      | $1877744.23   | 0.06%             | 2026-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTRM PRTNRS LP                                                  | ENLINK MIDSTRM PRTNRS LP 4.85% 07/15/2026                                                     | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2409390.40   | 0.08%             | 2026-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A                                                  | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5535000 | PA      | $4314809.25   | 0.14%             | 2034-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                   | JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A                                                  | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2169330.11   | 0.07%             | 2029-11-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 4.75% 03/01/2030 144A                                                  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5630000 | PA      | $4919437.70   | 0.16%             | 2030-03-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CARVANA CO                                                                | CARVANA CO 5.875% 10/01/2028 144A                                                             | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $1102725.00   | 0.04%             | 2028-10-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| WYNDHAM HOTELS and RESORTS INC                                            | WYNDHAM HOTELS and RESORTS INC 4.375% 08/15/2028 144A                                         | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   4395000 | PA      | $4053533.16   | 0.14%             | 2028-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                      | ENLINK MIDSTREAM LLC 5.625% 01/15/2028 144A                                                   | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1593325.00   | 0.05%             | 2028-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| YUM BRANDS INC                                                            | YUM BRANDS INC 4.625% 01/31/2032                                                              | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   8980000 | PA      | $8194250.00   | 0.27%             | 2032-01-31      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                         | NEWELL BRANDS INC 6.375% 09/15/2027                                                           | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1387162.20   | 0.05%             | 2027-09-15      | Fixed         | 0.06%                 | 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        |   5483000 | PA      | $5016945.00   | 0.17%             | 2028-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                 | EQM MIDSTREAM PARTNERS LP 7.5% 06/01/2030 144A                                                | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1732831.25   | 0.06%             | 2030-06-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                              | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                             | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    768000 | PA      | $710653.44    | 0.02%             | 2028-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                              | ROCKIES EXPRESS PIPELINE LLC 4.95% 07/15/2029 144A                                            | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   4294000 | PA      | $3881249.99   | 0.13%             | 2029-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SPIN HOLDCO INC                                                           | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                        | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   8745000 | PA      | $6870334.35   | 0.23%             | 2028-03-04      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                  | DIRECTV FINANCING LLC / CO-OBLIGOR INC 5.875% 08/15/2027 144A                                 | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1227365.78   | 0.04%             | 2027-08-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                               | SUNOCO LP / SUNOCO FIN CORP 5.875% 03/15/2028                                                 | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4990000 | PA      | $4890200.00   | 0.16%             | 2028-03-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                  | DIAMOND SPORTS GROUP TERM 2LN 08/24/2026                                                      | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |  11482399 | PA      | $866002.51    | 0.03%             | 2026-08-24      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| AMN HEALTHCARE                                                            | AMN HEALTHCARE 4% 04/15/2029 144A                                                             | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |   8354000 | PA      | $7246510.22   | 0.24%             | 2029-04-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC        | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A      | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5390000 | PA      | $4473700.00   | 0.15%             | 2030-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINANCING I                                                    | VMED O2 UK FINANCING I 4.25% 01/31/2031 144A                                                  | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1079000 | PA      | $902076.37    | 0.03%             | 2031-01-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                          | CALIFORNIA RES CORP 7.125% 02/01/2026 144A                                                    | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1878372.50   | 0.06%             | 2026-02-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                            | SERVICE CORP INTERNATIONAL INC 5.125% 06/01/2029                                              | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   5213000 | PA      | $4991990.38   | 0.17%             | 2029-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                         | NEWELL BRANDS INC STEP 04/01/2026                                                             | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1311055.20   | 0.04%             | 2026-04-01      | Variable      | 0.04%                 | No            | 2                  | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                                  | WOLVERINE WORLD WIDE INC 4% 08/15/2029 144A                                                   | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |   8395000 | PA      | $6768468.75   | 0.23%             | 2029-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| VIKING OCEAN CRUISES SHIP VII LTD                                         | VIKING OCEAN CRUISES SHIP VII LTD 5.625% 02/15/2029 144A                                      | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1605000 | PA      | $1372275.00   | 0.05%             | 2029-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032                                                        | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12236000 | PA      | $10125290.00  | 0.34%             | 2032-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| OWENS and MINOR INC                                                       | OWENS and MINOR INC 4.5% 03/31/2029 144A                                                      | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2126079.90   | 0.07%             | 2029-03-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NEWS CORP NEW                                                             | NEWS CORP NEW 5.125% 02/15/2032 144A                                                          | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   4070000 | PA      | $3831905.00   | 0.13%             | 2032-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                   | NEW FORTRESS ENERGY INC 6.75% 09/15/2025 144A                                                 | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35507000 | PA      | $33967267.71  | 1.13%             | 2025-09-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                            | SERVICE CORP INTERNATIONAL INC 4% 05/15/2031                                                  | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   6490000 | PA      | $5675375.20   | 0.19%             | 2031-05-15      | Fixed         | 0.04%                 | 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        |    550000 | PA      | $513766.00    | 0.02%             | 2031-03-01      | 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        |  10750000 | PA      | $7524867.45   | 0.25%             | 2031-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                                        | HOWARD HUGHES CORP 4.375% 02/01/2031 144A                                                     | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2742080.95   | 0.09%             | 2031-02-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP              | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 7.875% 05/15/2026 144A               | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1411093.75   | 0.05%             | 2026-05-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| KORN FERRY                                                                | KORN FERRY 4.625% 12/15/2027 144A                                                             | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $954100.00    | 0.03%             | 2027-12-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 3.815% 11/02/2027                                                          | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4080000 | PA      | $3682200.00   | 0.12%             | 2027-11-02      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                                         | POST HLDGS INC 5.5% 12/15/2029 144A                                                           | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3587000 | PA      | $3326488.57   | 0.11%             | 2029-12-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN SENTRY LTD                                                     | TRANSOCEAN SENTRY LTD 5.375% 05/15/2023 144A                                                  | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2550207 | PA      | $2531080.17   | 0.08%             | 2023-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| COMSTOCK RESOURCES INC                                                    | COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A                                                 | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   6180000 | PA      | $5299350.00   | 0.18%             | 2030-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                 | MILLICOM INTL CELLULAR SA 5.125% 01/15/2028 144A                                              | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   3560400 | PA      | $3179437.20   | 0.11%             | 2028-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC                               | SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC 4.5% 03/15/2029 144A                              | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2990000 | PA      | $2642412.50   | 0.09%             | 2029-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                                             | DISH DBS CORP 5.75% 12/01/2028 144A                                                           | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7065000 | PA      | $5780461.06   | 0.19%             | 2028-12-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TOPBUILD CORP                                                             | TOPBUILD CORP 4.125% 02/15/2032 144A                                                          | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   9350000 | PA      | $7932633.50   | 0.27%             | 2032-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                  | ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A                                                   | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11710000 | PA      | $9565995.96   | 0.32%             | 2028-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                             | CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A                                                | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1452528.00   | 0.05%             | 2028-03-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                   | SBA COMMUNICATIONS CORP 3.125% 02/01/2029                                                     | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   4140000 | PA      | $3507335.55   | 0.12%             | 2029-02-01      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 7.5% 04/01/2028 144A                                                         | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2146248.10   | 0.07%             | 2028-04-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN INC                                                            | TRANSOCEAN INC 8.75% 02/15/2030 144A                                                          | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   3585000 | PA      | $3696135.00   | 0.12%             | 2030-02-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP                              | JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    212612 | NS      | $11976433.96  | 0.40%             |  |  |  | No            | 3                  | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                      | ZAYO GROUP HLDGS INC 6.125% 03/01/2028 144A                                                   | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   3438000 | PA      | $2363625.00   | 0.08%             | 2028-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                         | ICAHN ENTERPRISES LP/FIN CORP 4.375% 02/01/2029                                               | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10765000 | PA      | $9374296.56   | 0.31%             | 2029-02-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                    | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A                  | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12485000 | PA      | $11441940.68  | 0.38%             | 2027-10-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| KAISER ALUMINUM CORP                                                      | KAISER ALUMINUM CORP 4.5% 06/01/2031 144A                                                     | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2155000 | PA      | $1822289.55   | 0.06%             | 2031-06-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | ONEMAIN FINANCE CORP 6.875% 03/15/2025                                                        | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   4965000 | PA      | $4949409.90   | 0.17%             | 2025-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ASGN INC                                                                  | ASGN INC 4.625% 05/15/2028 144A                                                               | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $4210287.11   | 0.14%             | 2028-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                          | ALTICE FRANCE SA 5.5% 01/15/2028 144A                                                         | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   5700000 | PA      | $4733964.00   | 0.16%             | 2028-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TREEHOUSE FOODS INC                                                       | TREEHOUSE FOODS INC 4% 09/01/2028                                                             | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1722210.00   | 0.06%             | 2028-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                       | SANCHEZ TERM 1LN DIP 12/31/2049                                                               | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |   3958463 | PA      | $0.40         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| CORECIVIC INC                                                             | CORECIVIC INC 4.75% 10/15/2027                                                                | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |  12799000 | PA      | $11189709.16  | 0.37%             | 2027-10-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                          | HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A                                       | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  11850000 | PA      | $9951037.50   | 0.33%             | 2032-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| RP ESCROW ISSUER LLC                                                      | RP ESCROW ISSUER LLC 5.25% 12/15/2025 144A                                                    | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3955000 | PA      | $3227280.00   | 0.11%             | 2025-12-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ASCEND LEARNING LLC                                                       | ASCEND LEARNING TERM 2LN 12/10/2029                                                           | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    610000 | PA      | $527430.40    | 0.02%             | 2029-12-10      | Variable      | 0.10%                 | No            | 2                  | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                      | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO 5.375% 08/15/2026 144A                   | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22770000 | PA      | $1679287.50   | 0.06%             | 2026-08-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                             | ION TRADING TECHNOLOGIES SARL 5.75% 05/15/2028 144A                                           | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |   9345000 | PA      | $8001656.25   | 0.27%             | 2028-05-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                    | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7355000 | PA      | $5718512.50   | 0.19%             | 2029-08-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 4.5% 06/01/2033 144A                                                   | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19465000 | PA      | $15815312.50  | 0.53%             | 2033-06-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                                      | NIELSEN HOLDINGS TERM B 1LN 04/11/2029                                                        | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   6865000 | PA      | $6281475.00   | 0.21%             | 2029-04-11      | Variable      | 0.10%                 | 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        |   2400000 | PA      | $2232096.00   | 0.07%             | 2029-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                             | SINCLAIR TELEVISION GROUP INC 5.5% 03/01/2030 144A                                            | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   4065000 | PA      | $3241837.50   | 0.11%             | 2030-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                      | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 11/01/2029                                        | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6413785 | PA      | $5228902.36   | 0.17%             | 2029-11-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                                         | LCPR SENIOR SECURED FINANCING DAC 5.125% 07/15/2029 144A                                      | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   2555000 | PA      | $2224497.98   | 0.07%             | 2029-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ATI INC                                                                   | ATI INC 4.875% 10/01/2029                                                                     | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2123101.60   | 0.07%             | 2029-10-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| VERTICAL HOLDCO GMBH                                                      | VERTICAL HOLDCO GMBH 7.625% 07/15/2028 144A                                                   | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |   5610000 | PA      | $4988668.38   | 0.17%             | 2028-07-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                               | ROYAL CARIBBEAN CRUISES LTD 4.25% 07/01/2026 144A                                             | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  10620000 | PA      | $9212850.00   | 0.31%             | 2026-07-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| METHANEX CORP                                                             | METHANEX CORP 5.65% 12/01/2044                                                                | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   6414000 | PA      | $5271489.00   | 0.18%             | 2044-12-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                                   | CABINETWORKS TERM B 1LN 05/17/2028                                                            | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |   5428814 | PA      | $4364006.60   | 0.15%             | 2028-05-17      | Variable      | 0.09%                 | 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        |   1005000 | PA      | $919072.50    | 0.03%             | 2030-08-01      | 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 4.125% 04/30/2028 144A                     | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17765000 | PA      | $16067554.25  | 0.54%             | 2028-04-30      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GEO GROUP INC/THE                                                         | GEO GROUP INC/THE 9.5% 12/31/2028 144A                                                        | CUSIP: 36162JAD8<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $3323362.50   | 0.11%             | 2028-12-31      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                             | CLEARWAY ENERGY OPER LLC 3.75% 02/15/2031 144A                                                | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   4505000 | PA      | $3805959.15   | 0.13%             | 2031-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC               | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                    | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17315000 | PA      | $11477117.89  | 0.38%             | 2030-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| LEVI STRAUSS and CO                                                       | LEVI STRAUSS and CO 3.5% 03/01/2031 144A                                                      | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |   5730000 | PA      | $4784550.00   | 0.16%             | 2031-03-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                                                   | GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A                                                | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |  19014000 | PA      | $18702645.75  | 0.62%             | 2026-07-31      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SALLY HOLDINGS LLC / SALLY CAP INC                                        | SALLY HOLDINGS LLC / CAP INC 5.625% 12/01/2025                                                | CUSIP: 79546VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3045000 | PA      | $2999347.78   | 0.10%             | 2025-12-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                  | MILEAGE PLUS HLDINGS LLC 6.5% 06/20/2027 144A                                                 | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1254805.02   | 0.04%             | 2027-06-20      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                               | ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A                                            | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3900000 | PA      | $3392539.80   | 0.11%             | 2027-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SOUTHEASTERN GROCERS INC                                                  | SOUTHEASTERN GROCERS INC                                                                      | CUSIP: 84169Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1235303 | NS      | $28696088.69  | 0.96%             |  |  |  | Yes           | 3                  | 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        |  18658000 | PA      | $16092525.00  | 0.54%             | 2029-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 5.375% 02/01/2028 144A                                                       | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  15430000 | PA      | $13019062.50  | 0.43%             | 2028-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                    | HARVEST MIDSTREAM I LP 7.5% 09/01/2028 144A                                                   | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2326568.75   | 0.08%             | 2028-09-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CROWNROCK L P / CROWNROCK FIN INC                                         | CROWNROCK LP / CROWNROCK FIN INC 5% 05/01/2029 144A                                           | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2299032.74   | 0.08%             | 2029-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALTICE FING SA                                                            | ALTICE FING SA 5% 01/15/2028 144A                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   7363000 | PA      | $6260685.27   | 0.21%             | 2028-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 4.125% 12/01/2030 144A                                                       | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2939000 | PA      | $2172714.53   | 0.07%             | 2030-12-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC DEL                                     | ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A                                    | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |  14463000 | PA      | $10991880.00  | 0.37%             | 2028-11-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES                                                        | LUMEN TECHNOLOGIES 4.5% 01/15/2029 144A                                                       | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |  17340000 | PA      | $11661150.00  | 0.39%             | 2029-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CLEAN HARBORS INC                                                         | CLEAN HARBORS INC 6.375% 02/01/2031 144A                                                      | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1329403.50   | 0.04%             | 2031-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                                 | EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A                                              | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |  10274000 | PA      | $4468676.30   | 0.15%             | 2028-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP                         | ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP 6.5% 01/15/2026 144A                        | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $942744.10    | 0.03%             | 2026-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                       | MESQUITE ENERGY INC                                                                           | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |    213506 | NS      | $12786904.05  | 0.43%             |  |  |  | No            | 3                  | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                              | UNIVISION COMMUNICATIONS INC 6.625% 06/01/2027 144A                                           | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3581900.00   | 0.12%             | 2027-06-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                    | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                    | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  28110000 | PA      | $23762366.85  | 0.79%             | 2027-10-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON CMNTYS INC / TAYLOR MORRISON HLDGS II INC                 | TAYLOR MORRISON CMNTYS INC / TAYLOR MORRISON HLDGS II INC 5.625% 03/01/2024 144A              | CUSIP: 877249AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1369830.00   | 0.05%             | 2024-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| VOC ESCROW LTD                                                            | VOC ESCROW LTD 5% 02/15/2028 144A                                                             | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3550000 | PA      | $3120982.50   | 0.10%             | 2028-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DA VINCI PURCHASER CORP                                                   | WIRB-COPERNICUS GROUP TERM B 1LN 12/13/2026                                                   | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |    345570 | PA      | $332828.45    | 0.01%             | 2026-12-13      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030                                                   | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   6440000 | PA      | $6837009.90   | 0.23%             | 2030-09-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                              | CLARIVATE SCIENCE HLDGS CORP 3.875% 07/01/2028 144A                                           | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1744451.19   | 0.06%             | 2028-07-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                    | ATHENAHEALTH GROUP INC 6.5% 02/15/2030 144A                                                   | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1528605.01   | 0.05%             | 2030-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                         | GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029                                           | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4610000 | PA      | $4350457.00   | 0.15%             | 2029-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                              | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                            | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  10365000 | PA      | $7929148.40   | 0.26%             | 2031-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING CO                                     | MAUSER PACKAGING SOLUTIONS HOLDING CO 7.875% 08/15/2026 144A                                  | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   4120000 | PA      | $4156050.00   | 0.14%             | 2026-08-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                                               | GARTNER INC 3.625% 06/15/2029 144A                                                            | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2289900.00   | 0.08%             | 2029-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| LBM ACQUISITION LLC                                                       | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                     | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   5580000 | PA      | $4240800.00   | 0.14%             | 2029-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                          | ALTICE FRANCE SA 5.5% 10/15/2029 144A                                                         | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $39362.08     | 0.00%             | 2029-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| 1375209 BC LTD                                                            | 1375209 BC LTD 9% 01/30/2028 144A                                                             | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3606000 | PA      | $3592513.56   | 0.12%             | 2028-01-30      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                    | SOUTHWESTERN ENERGY CO 4.75% 02/01/2032                                                       | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $3155841.60   | 0.11%             | 2032-02-01      | Fixed         | 0.05%                 | 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        |   1375000 | PA      | $1209161.25   | 0.04%             | 2031-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ATI INC                                                                   | ATI INC 5.875% 12/01/2027                                                                     | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   7585000 | PA      | $7318116.39   | 0.24%             | 2027-12-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NGL ENERGY OPER LLC/NGL ENERGY FIN CORP                                   | NGL ENERGY OPER LLC/FIN CORP 7.5% 02/01/2026 144A                                             | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4131018.30   | 0.14%             | 2026-02-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TERRIER MEDIA BUYER INC                                                   | TERRIER MEDIA BUYER INC 8.875% 12/15/2027 144A                                                | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1827000 | PA      | $1425060.00   | 0.05%             | 2027-12-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                              | CHS/CMNTY HEALTH SYSTEMS INC 5.625% 03/15/2027 144A                                           | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  13825000 | PA      | $12237890.00  | 0.41%             | 2027-03-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                       | NOVOLEX TERM 1LN 04/13/2029                                                                   | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   5099375 | PA      | $5002894.83   | 0.17%             | 2029-04-13      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| GTT COMMUNICATIONS INC                                                    | GTT COMMUNICATIONS INC                                                                        | CUSIP: 362393308<br>LEI: 549300ETSL7K1ZX05H30 | Long             | EC               | CORP              | US        |    113281 | NS      | $1399065.66   | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                | FIRST QUANTUM MINERALS LTD 6.875% 10/15/2027 144A                                             | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   9420000 | PA      | $9085354.50   | 0.30%             | 2027-10-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SRS DISTRIBUTION INC                                                      | SRS DISTRIBUTION INC 4.625% 07/01/2028 144A                                                   | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3156283.08   | 0.11%             | 2028-07-01      | Fixed         | 0.05%                 | 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        |   7855000 | PA      | $7344425.00   | 0.25%             | 2029-07-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                                                 | BLOCK INC 3.5% 06/01/2031                                                                     | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $931042.62    | 0.03%             | 2031-06-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                                                           | SEALED AIR CORP 5% 04/15/2029 144A                                                            | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5230256.00   | 0.17%             | 2029-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALTICE USA INC                                                            | ALTICE USA INC A                                                                              | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    267294 | NS      | $1309740.60   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| COMSTOCK RESOURCES INC                                                    | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                  | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   8655000 | PA      | $7984237.50   | 0.27%             | 2029-03-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                                        | REGAL REXNORD CORP 6.05% 04/15/2028 144A                                                      | CUSIP: 758750AD5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2807071.02   | 0.09%             | 2028-04-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SUBURBAN PROPANE LP/ENGY FIN C                                            | SUBURBAN PROPANE LP/ENGY FIN C 5.875% 03/01/2027                                              | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $507360.00    | 0.02%             | 2027-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer