# EDGAR Filing Document

**Accession Number:** 0001949594
**File Stem:** 0000035402-25-002199
**Filing Date:** 2025-11
**Character Count:** 228043
**Document Hash:** d9942d0b1a6bd627c8ca95b541f44cb0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-002199.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000035402-25-002199

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23831
- **FILM NUMBER:** 251519640

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Multi-Strategy Credit Fund**

**September 30, 2025**

MSC-NPRT1-1125

1.9910150.102 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Alternative Funds - 44.9%** | &nbsp;&nbsp;**Alternative Funds - 44.9%** | &nbsp;&nbsp;**Alternative Funds - 44.9%** |
|  | Shares | Value ($)<br>|
| Fidelity Private Credit Fund Class I (b)<br>(Cost $23,955,876)<br>| 939328 | **23660357** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 1.0%** | &nbsp;&nbsp;**Asset-Backed Securities - 1.0%** | &nbsp;&nbsp;**Asset-Backed Securities - 1.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.5%  |  |  |
| Goldentree Ln Mgmt US Clo 21 Ltd Series 2024-21A Class E, CME Term SOFR 3 month Index + 5.7%, 10.0255% 7/20/2037 (c)(d)(e) | 250000 | 251634 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.5%  |  |  |
| Golub Capital Partners Clo 37b Ltd Series 2024-60A Class ER, CME Term SOFR 3 month Index + 6%, 10.3185% 10/25/2034 (c)(d)(e) | 250000 | 250361 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $500,000) |  | <br> **501995** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 6.3%** | &nbsp;&nbsp;**Bank Loan Obligations - 6.3%** | &nbsp;&nbsp;**Bank Loan Obligations - 6.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| FINLAND - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Paper & Forest Products - 0.1% |  |  |
| Ahlstrom Holding 3 Oy Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5131% 5/23/2030 (c)(d)(f) | 50000 | 49938 |
| SWEDEN - 0.1%  |  |  |
| Industrials - 0.1% |  |  |
| Commercial Services & Supplies - 0.1% |  |  |
| Anticimex Global AB Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.76% 11/16/2028 (c)(d)(f) | 49624 | 49698 |
| UNITED KINGDOM - 0.9%  |  |  |
| Communication Services - 0.2% |  |  |
| Entertainment - 0.2% |  |  |
| Crown Finance US Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.7802% 12/2/2031 (c)(d)(f) | 124064 | 123708 |
| Consumer Discretionary - 0.3% |  |  |
| Hotels, Restaurants & Leisure - 0.3% |  |  |
| City Football Group Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.7779% 7/21/2030 (c)(d)(f) | 167235 | 167097 |
| Energy - 0.4% |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| EG America LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.6989% 2/7/2028 (c)(d)(f) | 207799 | 208763 |
| TOTAL UNITED KINGDOM |  | 499568 |
| UNITED STATES - 5.2%  |  |  |
| Communication Services - 0.3% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| Lumen Technologies Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 6.6279% 4/15/2030 (c)(d)(f) | 99492 | 98759 |
| Media - 0.1% |  |  |
| CMG Media Corp Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.6015% 6/18/2029 (c)(d)(f) | 54723 | 52223 |
| TOTAL COMMUNICATION SERVICES |  | 150982 |
| Consumer Discretionary - 1.4% |  |  |
| Automobile Components - 0.1% |  |  |
| Power Stop LLC 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.1579% 1/26/2029 (c)(d)(f) | 68915 | 55648 |
| Broadline Retail - 0.4% |  |  |
| Great Outdoors Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.4134% 1/23/2032 (c)(d)(f) | 194672 | 194429 |
| Diversified Consumer Services - 0.4% |  |  |
| Spin Holdco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.3928% 3/4/2028 (c)(d)(f) | 169116 | 141031 |
| TKC Holdings Inc 1LN, term loan 13.5% 2/15/2027 (c)(f) | 56002 | 56282 |
|  |  | 197313 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| CE Intermediate I LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3764% 3/25/2032 (c)(d)(f) | 99250 | 99292 |
| Household Durables - 0.0% |  |  |
| TGP Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5134% 6/29/2028 (c)(d)(f) | 44973 | 41904 |
| Specialty Retail - 0.3% |  |  |
| Kodiak BP LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.7515% 12/4/2031 (c)(d)(f) | 4533 | 4507 |
| LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.9858% 6/6/2031 (c)(d)(f) | 57297 | 55819 |
| RVR Dealership Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0134% 2/8/2028 (c)(d)(f) | 118159 | 111200 |
|  |  | 171526 |
| TOTAL CONSUMER DISCRETIONARY |  | 760112 |
| Consumer Staples - 0.0% |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| C&S Wholesale Grocers Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 0% 8/6/2030 (c)(d)(f)(g) | 35000 | 34125 |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| New Fortress Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.5699% 10/30/2028 (c)(d)(f) | 184225 | 88595 |
| Financials - 0.5% |  |  |
| Financial Services - 0.2% |  |  |
| Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.6634% 7/31/2031 (c)(d)(f) | 109176 | 108864 |
| Insurance - 0.3% |  |  |
| Alera Group Intermediate Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.4134% 5/31/2032 (c)(d)(f) | 5000 | 5016 |
| Amynta Agency Borrower Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.9134% 12/29/2031 (c)(d)(f) | 129674 | 129142 |
|  |  | 134158 |
| TOTAL FINANCIALS |  | 243022 |
| Health Care - 0.2% |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Bausch + Lomb Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.4134% 1/15/2031 (c)(d)(f) | 4988 | 4983 |
| Pharmaceuticals - 0.2% |  |  |
| 1261229 BC Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.4134% 10/8/2030 (c)(d)(f) | 99750 | 98160 |
| TOTAL HEALTH CARE |  | 103143 |
| Industrials - 0.0% |  |  |
| Commercial Services & Supplies - 0.0% |  |  |
| Brand Industrial Services Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.7962% 8/1/2030 (c)(d)(f) | 4925 | 4452 |
| Information Technology - 2.4% |  |  |
| IT Services - 0.5% |  |  |
| Kaseya Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.4134% 3/20/2032 (c)(d)(f) | 64675 | 64734 |
| X Corp 1LN, term loan 9.5% 10/26/2029 (f) | 180000 | 180425 |
|  |  | 245159 |
| Software - 1.9% |  |  |
| Applied Systems Inc 2LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.5015% 2/23/2032 (c)(d)(f) | 5000 | 5107 |
| Applied Systems Inc Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.2515% 2/24/2031 (c)(d)(f) | 197510 | 197566 |
| Avalara Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.2515% 3/26/2032 (c)(d)(f) | 49875 | 49861 |
| Dcert Buyer Inc Tranche B 2LN, term loan CME Term SOFR 1 month Index + 7%, 11.1634% 2/19/2029 (c)(d)(f) | 30000 | 27225 |
| Ellucian Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.9134% 10/9/2029 (c)(d)(f) | 94741 | 94682 |
| KnowBe4 Inc 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0685% 7/26/2032 (c)(d)(f) | 5000 | 4999 |
| Modena Buyer LLC 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.8079% 7/1/2031 (c)(d)(f) | 99250 | 97903 |
| Polaris Newco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.5695% 6/2/2028 (c)(d)(f) | 108586 | 104529 |
| Proofpoint Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.1634% 8/31/2028 (c)(d)(f) | 64672 | 64841 |
| RealPage Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2631% 4/24/2028 (c)(d)(f) | 34198 | 34104 |
| UKG Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.81% 2/10/2031 (c)(d)(f) | 152473 | 152276 |
| VS Buyer LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.56% 4/14/2031 (c)(d)(f) | 64837 | 64655 |
| X.AI LLC 1LN, term loan 12.5% 6/28/2030 (f) | 79800 | 82550 |
|  |  | 980298 |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |
| Sandisk Corp/DE Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.1354% 2/20/2032 (c)(d)(f) | 37500 | 37524 |
| TOTAL INFORMATION TECHNOLOGY |  | 1262981 |
| Materials - 0.2% |  |  |
| Chemicals - 0.2% |  |  |
| M2S Group Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0579% 8/25/2031 (c)(d)(f) | 84310 | 83425 |
| TOTAL UNITED STATES |  | 2730837 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $3,349,621) |  | <br> **3330041** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 0.3%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.3%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.3%  |  |  |
| Hilton USA Trust Series 2016-HHV Class E, 4.3333% 11/5/2038 (c)(e) | 100000 | 98393 |
| MHC Commercial Mortgage Trust Series 2021-MHC Class F, CME Term SOFR 1 month Index + 2.7154%, 6.8654% 4/15/2038 (c)(d)(e) | 80000 | 80050 |
| TOTAL UNITED STATES |  | 178443 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $169,408) |  | <br> **178443** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 0.0%** | &nbsp;&nbsp;**Common Stocks - 0.0%** | &nbsp;&nbsp;**Common Stocks - 0.0%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Commercial Services & Supplies - 0.0% |  |  |
| GEO Group Inc/The (h)<br>(Cost $4,492)<br>| 354 | **7253** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 6.5%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 6.5%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 6.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CAMEROON - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Golar LNG Ltd 2.75% 12/15/2030 (e) | 30000 | 30300 |
| CHINA - 0.1%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Broadline Retail - 0.1% |  |  |
| Alibaba Group Holding Ltd 0.5% 6/1/2031  | 39000 | 71643 |
| INDIA - 0.1%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| MakeMyTrip Ltd 0% 7/1/2030 (e)(i) | 33000 | 34070 |
| ISRAEL - 0.2%  |  |  |
| Information Technology - 0.2% |  |  |
| IT Services - 0.2% |  |  |
| Wix.com Ltd 0% 9/15/2030 (e)(i) | 110000 | 120120 |
| UNITED STATES - 6.1%  |  |  |
| Communication Services - 0.6% |  |  |
| Entertainment - 0.2% |  |  |
| Liberty Media Corp-Liberty Formula One 2.25% 8/15/2027  | 40000 | 53040 |
| Live Nation Entertainment Inc 2.875% 1/15/2030 (e) | 50000 | 55425 |
|  |  | 108465 |
| Interactive Media & Services - 0.0% |  |  |
| Snap Inc 0.5% 5/1/2030  | 20000 | 17100 |
| Media - 0.4% |  |  |
| Cardlytics Inc 4.25% 4/1/2029  | 37000 | 19482 |
| EchoStar Corp 3.875% 11/30/2030 pay-in-kind  | 74548 | 183388 |
|  |  | 202870 |
| TOTAL COMMUNICATION SERVICES |  | 328435 |
| Consumer Discretionary - 0.8% |  |  |
| Automobile Components - 0.1% |  |  |
| LCI Industries 3% 3/1/2030 (e) | 50000 | 51050 |
| Automobiles - 0.0% |  |  |
| Lucid Group Inc 1.25% 12/15/2026 (e) | 12000 | 11160 |
| Broadline Retail - 0.1% |  |  |
| Etsy Inc 1% 6/15/2030 (e) | 32000 | 34880 |
| Hotels, Restaurants & Leisure - 0.5% |  |  |
| Cheesecake Factory Inc/The 2% 3/15/2030 (e) | 27000 | 27554 |
| Cracker Barrel Old Country Store Inc 1.75% 9/15/2030 (e) | 20000 | 18424 |
| DoorDash Inc 0% 5/15/2030 (e)(i) | 27000 | 30686 |
| NCL Corp Ltd 0.75% 9/15/2030 (e) | 40000 | 40350 |
| NCL Corp Ltd 1.125% 2/15/2027  | 25000 | 25588 |
| Penn Entertainment Inc 2.75% 5/15/2026  | 19000 | 19598 |
| Vail Resorts Inc 0% 1/1/2026 (i) | 124000 | 122264 |
|  |  | 284464 |
| Household Durables - 0.1% |  |  |
| Meritage Homes Corp 1.75% 5/15/2028  | 32000 | 32751 |
| TOTAL CONSUMER DISCRETIONARY |  | 414305 |
| Consumer Staples - 0.1% |  |  |
| Food Products - 0.1% |  |  |
| Freshpet Inc 3% 4/1/2028  | 53000 | 59572 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Centrus Energy Corp 2.25% 11/1/2030 (e) | 5000 | 16374 |
| Northern Oil & Gas Inc 3.625% 4/15/2029  | 27000 | 27041 |
|  |  | 43415 |
| Financials - 0.2% |  |  |
| Capital Markets - 0.0% |  |  |
| WisdomTree Inc 4.625% 8/15/2030 (e) | 20000 | 21183 |
| Consumer Finance - 0.0% |  |  |
| Upstart Holdings Inc 1% 11/15/2030 (e) | 11000 | 10290 |
| Financial Services - 0.1% |  |  |
| Redfin Corp 0.5% 4/1/2027  | 63000 | 58181 |
| Insurance - 0.1% |  |  |
| Oscar Health Inc 2.25% 9/1/2030 (e) | 30000 | 32995 |
| TOTAL FINANCIALS |  | 122649 |
| Health Care - 0.4% |  |  |
| Biotechnology - 0.4% |  |  |
| Alnylam Pharmaceuticals Inc 1% 9/15/2027  | 32000 | 52592 |
| Cytokinetics Inc 1.75% 10/1/2031 (e) | 58000 | 66374 |
| Cytokinetics Inc 3.5% 7/1/2027  | 38000 | 49257 |
|  |  | 168223 |
| Pharmaceuticals - 0.0% |  |  |
| Ligand Pharmaceuticals Inc 0.75% 10/1/2030 (e) | 21000 | 23637 |
| TOTAL HEALTH CARE |  | 191860 |
| Industrials - 0.8% |  |  |
| Aerospace & Defense - 0.1% |  |  |
| AeroVironment Inc 0% 7/15/2030 (j) | 33000 | 40887 |
| Commercial Services & Supplies - 0.0% |  |  |
| Pitney Bowes Inc 1.5% 8/15/2030 (e) | 20000 | 20730 |
| Construction & Engineering - 0.0% |  |  |
| Fluor Corp 1.125% 8/15/2029  | 11000 | 13052 |
| Electrical Equipment - 0.0% |  |  |
| Eos Energy Enterprises Inc 6.75% 6/15/2030 (e) | 10000 | 23715 |
| Ground Transportation - 0.2% |  |  |
| Hertz Corp/The 5.5% 10/1/2030 (e) | 40000 | 40303 |
| Lyft Inc 0% 9/15/2030 (e)(j) | 30000 | 36195 |
| Lyft Inc 0.625% 3/1/2029  | 23000 | 29670 |
|  |  | 106168 |
| Passenger Airlines - 0.0% |  |  |
| JetBlue Airways Corp 2.5% 9/1/2029  | 9000 | 9292 |
| Professional Services - 0.4% |  |  |
| BlackSky Technology Inc 8.25% 8/1/2033 (e) | 25000 | 28125 |
| Parsons Corp 2.625% 3/1/2029  | 106000 | 120840 |
| Planet Labs PBC 0.5% 10/15/2030 (e) | 21000 | 28298 |
|  |  | 177263 |
| Trading Companies & Distributors - 0.1% |  |  |
| Xometry Inc 0.75% 6/15/2030 (e) | 20000 | 28000 |
| TOTAL INDUSTRIALS |  | 419107 |
| Information Technology - 2.8% |  |  |
| Communications Equipment - 0.1% |  |  |
| Lumentum Holdings Inc 0.375% 3/15/2032 (e) | 30000 | 34440 |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Mirion Technologies Inc 0% 10/1/2031 (e)(i) | 30000 | 32190 |
| IT Services - 0.4% |  |  |
| Cloudflare Inc 0% 6/15/2030 (e)(j) | 57000 | 64724 |
| DigitalOcean Holdings Inc 0% 8/15/2030 (e)(i) | 84000 | 93608 |
| Snowflake Inc 0% 10/1/2029 (j) | 18000 | 28179 |
|  |  | 186511 |
| Semiconductors & Semiconductor Equipment - 0.7% |  |  |
| Cohu Inc 1.5% 1/15/2031 (e) | 82000 | 83868 |
| MKS Inc 1.25% 6/1/2030  | 73000 | 79935 |
| ON Semiconductor Corp 0% 5/1/2027 (i) | 83000 | 94454 |
| Semtech Corp 1.625% 11/1/2027  | 7000 | 13773 |
| Synaptics Inc 0.75% 12/1/2031 (e) | 24000 | 23628 |
| Veeco Instruments Inc 2.875% 6/1/2029  | 14000 | 17885 |
| Wolfspeed Inc 0.25% 2/15/2028 (k) | 28000 | 15364 |
| Wolfspeed Inc 1.875% (k)(l) | 34000 | 18765 |
| Wolfspeed Inc 2.5% 6/15/2031  | 9000 | 21410 |
|  |  | 369082 |
| Software - 1.3% |  |  |
| Alkami Technology Inc 1.5% 3/15/2030 (e) | 25000 | 26675 |
| BILL Holdings Inc 0% 4/1/2030 (e)(i) | 35000 | 31150 |
| BlackLine Inc 1% 6/1/2029  | 30000 | 31115 |
| Cipher Mining Inc 0% 10/1/2031 (e)(i) | 70000 | 77035 |
| Commvault Systems Inc 0% 9/15/2030 (e)(j) | 121000 | 124872 |
| Core Scientific Inc 0% 6/15/2031 (e)(i) | 41000 | 45818 |
| Life360 Inc 0% 6/1/2030 (e)(i) | 10000 | 14706 |
| Nutanix Inc 0.25% 10/1/2027  | 10000 | 13759 |
| Progress Software Corp 3.5% 3/1/2030  | 10000 | 10044 |
| Riot Platforms Inc 0.75% 1/15/2030 (e) | 50000 | 76338 |
| Rubrik Inc 0% 6/15/2030 (e)(i) | 25000 | 25288 |
| Terawulf Inc 1% 9/1/2031 (e) | 68000 | 80920 |
| Unity Software Inc 0% 3/15/2030 (e)(j) | 36000 | 48623 |
| Varonis Systems Inc 1% 9/15/2029  | 55000 | 59290 |
|  |  | 665633 |
| Technology Hardware, Storage & Peripherals - 0.3% |  |  |
| Seagate HDD Cayman 3.5% 6/1/2028  | 28000 | 80640 |
| Western Digital Corp 3% 11/15/2028  | 31000 | 99433 |
|  |  | 180073 |
| TOTAL INFORMATION TECHNOLOGY |  | 1467929 |
| Real Estate - 0.2% |  |  |
| Health Care REITs - 0.1% |  |  |
| Welltower OP LLC 2.75% 5/15/2028 (e) | 33000 | 61743 |
| Specialized REITs - 0.1% |  |  |
| Digital Realty Trust LP 1.875% 11/15/2029 (e) | 43000 | 45150 |
| TOTAL REAL ESTATE |  | 106893 |
| Utilities - 0.1% |  |  |
| Electric Utilities - 0.1% |  |  |
| PG&E Corp 4.25% 12/1/2027  | 45000 | 45509 |
| TOTAL UNITED STATES |  | 3199674 |
| <br> **TOTAL CONVERTIBLE CORPORATE BONDS**<br> (Cost $3,033,624) |  | <br> **3455807** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 0.5%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.5%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.5%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.5%  |  |  |
| Financials - 0.1% |  |  |
| Capital Markets - 0.0% |  |  |
| Ares Management Corp 6.75% Series B  | 200 | 9958 |
| KKR & Co Inc Series D 6.25%  | 200 | 10432 |
|  |  | 20390 |
| Financial Services - 0.1% |  |  |
| Apollo Global Management Inc Series A, 6.75%  | 600 | 42327 |
| TOTAL FINANCIALS |  | 62717 |
| Health Care - 0.0% |  |  |
| Life Sciences Tools & Services - 0.0% |  |  |
| Bruker Corp 6.375% Series A  | 100 | 27180 |
| Industrials - 0.2% |  |  |
| Aerospace & Defense - 0.2% |  |  |
| Boeing Co Series A, 6%  | 1200 | 83352 |
| Trading Companies & Distributors - 0.0% |  |  |
| QXO Inc Series B 5.5%  | 400 | 21968 |
| TOTAL INDUSTRIALS |  | 105320 |
| Information Technology - 0.1% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| Microchip Technology Inc Series A 7.5%  | 200 | 11806 |
| Software - 0.1% |  |  |
| Strategy Inc 8%  | 300 | 27510 |
| TOTAL INFORMATION TECHNOLOGY |  | 39316 |
| Utilities - 0.1% |  |  |
| Electric Utilities - 0.1% |  |  |
| PG&E Corp Series A, 6%  | 800 | 31664 |
| TOTAL UNITED STATES |  | 266197 |
| <br> **TOTAL CONVERTIBLE PREFERRED STOCKS**<br> (Cost $259,577) |  | <br> **266197** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.6%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.6%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.6%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.6%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BRAZIL - 0.6%  |  |  |  |
| Brazilian Federative Republic 10% 1/1/2027 <br> (Cost $316,521) | BRL | 1800000 | **323755** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 31.7%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 31.7%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 31.7%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.3%  |  |  |
| Materials - 0.3% |  |  |
| Metals & Mining - 0.3% |  |  |
| Mineral Resources Ltd 8% 11/1/2027 (e) | 125000 | 127412 |
| Mineral Resources Ltd 9.25% 10/1/2028 (e) | 10000 | 10478 |
| TOTAL AUSTRALIA |  | 137890 |
| BRAZIL - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| ERO Copper Corp 6.5% 2/15/2030 (e) | 70000 | 69591 |
| CANADA - 2.1%  |  |  |
| Consumer Discretionary - 0.3% |  |  |
| Hotels, Restaurants & Leisure - 0.3% |  |  |
| 1011778 BC ULC / New Red Finance Inc 3.5% 2/15/2029 (e) | 105000 | 100253 |
| Ontario Gaming GTA LP/OTG Co-Issuer Inc 8% 8/1/2030 (e) | 40000 | 39747 |
|  |  | 140000 |
| Consumer Staples - 0.1% |  |  |
| Household Products - 0.1% |  |  |
| Kronos Acquisition Holdings Inc 8.25% 6/30/2031 (e) | 65000 | 50386 |
| Energy - 1.4% |  |  |
| Oil, Gas & Consumable Fuels - 1.4% |  |  |
| Baytex Energy Corp 7.375% 3/15/2032 (e) | 30000 | 29373 |
| Enbridge Inc 8.5% 1/15/2084 (c) | 350000 | 400301 |
| Parkland Corp 6.625% 8/15/2032 (e) | 100000 | 102756 |
| South Bow Canadian Infrastructure Holdings Ltd 7.625% 3/1/2055 (c) | 125000 | 130598 |
| Transcanada Trust 5.6% 3/7/2082 (c) | 55000 | 54499 |
|  |  | 717527 |
| Industrials - 0.0% |  |  |
| Machinery - 0.0% |  |  |
| New Flyer Holdings Inc 9.25% 7/1/2030 (e) | 15000 | 16056 |
| Information Technology - 0.1% |  |  |
| Software - 0.1% |  |  |
| Open Text Corp 6.9% 12/1/2027 (e) | 60000 | 62425 |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| Methanex Corp 5.65% 12/1/2044  | 70000 | 59766 |
| Utilities - 0.1% |  |  |
| Gas Utilities - 0.1% |  |  |
| AltaGas Ltd 7.2% 10/15/2054 (c)(e) | 45000 | 46549 |
| TOTAL CANADA |  | 1092709 |
| FRANCE - 0.8%  |  |  |
| Communication Services - 0.7% |  |  |
| Diversified Telecommunication Services - 0.7% |  |  |
| Altice France SA 5.125% 7/15/2029 (e) | 60000 | 51240 |
| Altice France SA 5.5% 1/15/2028 (e) | 5000 | 4400 |
| Altice France SA 5.5% 10/15/2029 (e) | 175000 | 151364 |
| Altice France SA 8.125% 2/1/2027 (e) | 145000 | 137999 |
|  |  | 345003 |
| Energy - 0.1% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Vallourec SACA 7.5% 4/15/2032 (e) | 95000 | 101217 |
| TOTAL FRANCE |  | 446220 |
| GERMANY - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| Cerdia Finanz GmbH 9.375% 10/3/2031 (e) | 50000 | 52937 |
| IRELAND - 0.6%  |  |  |
| Financials - 0.6% |  |  |
| Consumer Finance - 0.3% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.5% 1/31/2056 (c) | 150000 | 154746 |
| Financial Services - 0.3% |  |  |
| GGAM Finance Ltd 5.875% 3/15/2030 (e) | 95000 | 96186 |
| GGAM Finance Ltd 6.875% 4/15/2029 (e) | 30000 | 31110 |
| GGAM Finance Ltd 8% 6/15/2028 (e) | 25000 | 26461 |
|  |  | 153757 |
| TOTAL IRELAND |  | 308503 |
| LUXEMBOURG - 0.2%  |  |  |
| Communication Services - 0.1% |  |  |
| Media - 0.1% |  |  |
| Altice Financing SA 5.75% 8/15/2029 (e) | 70000 | 52675 |
| Information Technology - 0.1% |  |  |
| Software - 0.1% |  |  |
| ION Trading Technologies Sarl 5.75% 5/15/2028 (e) | 60000 | 58880 |
| TOTAL LUXEMBOURG |  | 111555 |
| NORWAY - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Seadrill Finance Ltd 8.375% 8/1/2030 (e) | 50000 | 51912 |
| PANAMA - 0.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Wireless Telecommunication Services - 0.1% |  |  |
| C&W Senior Finance Ltd 9% 1/15/2033 (e) | 60000 | 62746 |
| UNITED KINGDOM - 0.6%  |  |  |
| Communication Services - 0.1% |  |  |
| Media - 0.1% |  |  |
| Virgin Media Secured Finance PLC 4.5% 8/15/2030 (e) | 85000 | 80141 |
| Consumer Discretionary - 0.5% |  |  |
| Automobile Components - 0.5% |  |  |
| Macquarie Airfinance Holdings Ltd 6.4% 3/26/2029 (e) | 200000 | 210624 |
| Macquarie Airfinance Holdings Ltd 6.5% 3/26/2031 (e) | 30000 | 32136 |
|  |  | 242760 |
| TOTAL UNITED KINGDOM |  | 322901 |
| UNITED STATES - 26.6%  |  |  |
| Communication Services - 3.9% |  |  |
| Diversified Telecommunication Services - 0.7% |  |  |
| Consolidated Communications Inc 5% 10/1/2028 (e) | 80000 | 81000 |
| Frontier Communications Holdings LLC 8.75% 5/15/2030 (e) | 65000 | 67902 |
| Level 3 Financing Inc 3.75% 7/15/2029 (e) | 30000 | 25572 |
| Level 3 Financing Inc 4% 4/15/2031 (e) | 125000 | 107470 |
| Level 3 Financing Inc 4.875% 6/15/2029 (e) | 75000 | 70508 |
| Zayo Group Holdings Inc 9.25% 3/9/2030 pay-in-kind (c)(e) | 37369 | 35781 |
|  |  | 388233 |
| Media - 3.2% |  |  |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.25% 1/15/2034 (e) | 335000 | 289630 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.7% 4/1/2051  | 198000 | 130622 |
| Clear Channel Outdoor Holdings Inc 7.125% 2/15/2031 (e) | 60000 | 62019 |
| Clear Channel Outdoor Holdings Inc 7.875% 4/1/2030 (e) | 50000 | 52501 |
| CSC Holdings LLC 3.375% 2/15/2031 (e) | 225000 | 145113 |
| CSC Holdings LLC 5% 11/15/2031 (e) | 125000 | 43750 |
| CSC Holdings LLC 6.5% 2/1/2029 (e) | 50000 | 36953 |
| DISH DBS Corp 5.125% 6/1/2029  | 255000 | 218068 |
| DISH Network Corp 11.75% 11/15/2027 (e) | 100000 | 105826 |
| EchoStar Corp 6.75% 11/30/2030 pay-in-kind (c) | 116640 | 120250 |
| EW Scripps Co/The 9.875% 8/15/2030 (e) | 75000 | 70398 |
| Gray Media Inc 9.625% 7/15/2032 (e) | 15000 | 15325 |
| Sirius XM Radio LLC 3.875% 9/1/2031 (e) | 50000 | 45313 |
| Univision Communications Inc 4.5% 5/1/2029 (e) | 50000 | 47161 |
| Univision Communications Inc 7.375% 6/30/2030 (e) | 200000 | 200957 |
| Warnermedia Holdings Inc 5.05% 3/15/2042  | 90000 | 71849 |
|  |  | 1655735 |
| TOTAL COMMUNICATION SERVICES |  | 2043968 |
| Consumer Discretionary - 4.1% |  |  |
| Automobile Components - 0.2% |  |  |
| Hertz Corp/The 4.625% 12/1/2026 (e) | 40000 | 39360 |
| Patrick Industries Inc 6.375% 11/1/2032 (e) | 40000 | 40584 |
|  |  | 79944 |
| Broadline Retail - 0.1% |  |  |
| Saks Global Enterprises LLC 11% 12/15/2029 (e) | 17880 | 9018 |
| Wayfair LLC 7.25% 10/31/2029 (e) | 20000 | 20621 |
|  |  | 29639 |
| Diversified Consumer Services - 0.1% |  |  |
| TKC Holdings Inc 6.875% 5/15/2028 (e) | 75000 | 75642 |
| Hotels, Restaurants & Leisure - 2.4% |  |  |
| Affinity Interactive 6.875% 12/15/2027 (e) | 80000 | 45600 |
| BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc 9.5% 7/1/2032 (e) | 70000 | 73264 |
| Boyd Gaming Corp 4.75% 6/15/2031 (e) | 185000 | 178341 |
| Caesars Entertainment Inc 6% 10/15/2032 (e) | 55000 | 54173 |
| Caesars Entertainment Inc 7% 2/15/2030 (e) | 110000 | 113147 |
| Carnival Corp 4% 8/1/2028 (e) | 175000 | 172498 |
| Churchill Downs Inc 5.5% 4/1/2027 (e) | 150000 | 149790 |
| Churchill Downs Inc 6.75% 5/1/2031 (e) | 60000 | 61491 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 4.625% 1/15/2029 (e) | 70000 | 66622 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 6.75% 1/15/2030 (e) | 30000 | 28153 |
| Hilton Domestic Operating Co Inc 3.75% 5/1/2029 (e) | 120000 | 115439 |
| Light & Wonder International Inc 7.5% 9/1/2031 (e) | 40000 | 41598 |
| Voyager Parent LLC 9.25% 7/1/2032 (e) | 80000 | 84599 |
| Yum! Brands Inc 3.625% 3/15/2031  | 100000 | 93371 |
|  |  | 1278086 |
| Household Durables - 0.2% |  |  |
| Newell Brands Inc 8.5% 6/1/2028 (e) | 80000 | 84619 |
| Specialty Retail - 1.0% |  |  |
| Bath & Body Works Inc 6.875% 11/1/2035  | 105000 | 109202 |
| Carvana Co 5.625% 10/1/2025 (e) | 175000 | 175000 |
| Hudson Automotive Group 8% 5/15/2032 (e) | 15000 | 15948 |
| LBM Acquisition LLC 6.25% 1/15/2029 (e) | 85000 | 78678 |
| LBM Acquisition LLC 9.5% 6/15/2031 (e) | 95000 | 99828 |
| LCM Investments Holdings II LLC 8.25% 8/1/2031 (e) | 25000 | 26440 |
| SGUS LLC 11% 12/15/2029 (e) | 7575 | 7141 |
| Wand NewCo 3 Inc 7.625% 1/30/2032 (e) | 25000 | 26341 |
|  |  | 538578 |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |
| Wolverine World Wide Inc 4% 8/15/2029 (e) | 45000 | 41170 |
| TOTAL CONSUMER DISCRETIONARY |  | 2127678 |
| Consumer Staples - 1.0% |  |  |
| Consumer Staples Distribution & Retail - 0.6% |  |  |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.875% 2/15/2030 (e) | 270000 | 265209 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 6.25% 3/15/2033 (e) | 25000 | 25567 |
|  |  | 290776 |
| Food Products - 0.4% |  |  |
| Fiesta Purchaser Inc 9.625% 9/15/2032 (e) | 75000 | 80969 |
| Post Holdings Inc 5.5% 12/15/2029 (e) | 135000 | 134462 |
|  |  | 215431 |
| TOTAL CONSUMER STAPLES |  | 506207 |
| Energy - 3.7% |  |  |
| Energy Equipment & Services - 0.5% |  |  |
| Diamond Foreign Asset Co / Diamond Finance LLC 8.5% 10/1/2030 (e) | 50000 | 52986 |
| Nabors Industries Inc 9.125% 1/31/2030 (e) | 40000 | 41600 |
| Transocean International Ltd 8% 2/1/2027 (e) | 18000 | 17975 |
| Transocean International Ltd 8.5% 5/15/2031 (e) | 100000 | 98003 |
| Transocean International Ltd 8.75% 2/15/2030 (e) | 48750 | 51293 |
|  |  | 261857 |
| Oil, Gas & Consumable Fuels - 3.2% |  |  |
| Civitas Resources Inc 8.75% 7/1/2031 (e) | 55000 | 56348 |
| Comstock Resources Inc 5.875% 1/15/2030 (e) | 50000 | 48153 |
| Crescent Energy Finance LLC 7.375% 1/15/2033 (e) | 70000 | 68157 |
| CVR Energy Inc 8.5% 1/15/2029 (e) | 15000 | 15330 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp 7.125% 6/1/2028 (e) | 140000 | 140453 |
| Energy Transfer LP 6% 2/1/2029 (e) | 205000 | 207916 |
| Energy Transfer LP 8% 5/15/2054 (c) | 20000 | 21372 |
| EQT Corp 4.5% 1/15/2029  | 107000 | 107015 |
| Harvest Midstream I LP 7.5% 5/15/2032 (e) | 100000 | 102151 |
| Hess Midstream Operations LP 5.125% 6/15/2028 (e) | 130000 | 129853 |
| Hilcorp Energy I LP / Hilcorp Finance Co 6.25% 4/15/2032 (e) | 70000 | 67154 |
| Northern Oil & Gas Inc 8.75% 6/15/2031 (e) | 70000 | 72317 |
| PBF Holding Co LLC / PBF Finance Corp 6% 2/15/2028  | 20000 | 19877 |
| PBF Holding Co LLC / PBF Finance Corp 7.875% 9/15/2030 (e) | 35000 | 34556 |
| PBF Holding Co LLC / PBF Finance Corp 9.875% 3/15/2030 (e) | 55000 | 57644 |
| Sunoco LP / Sunoco Finance Corp 4.5% 5/15/2029  | 75000 | 73166 |
| Sunoco LP 6.25% 7/1/2033 (e) | 35000 | 35625 |
| Sunoco LP 7.25% 5/1/2032 (e) | 25000 | 26237 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 9/1/2031 (e) | 115000 | 112519 |
| Venture Global LNG Inc 8.375% 6/1/2031 (e) | 50000 | 52498 |
| Venture Global LNG Inc 9.5% 2/1/2029 (e) | 60000 | 66122 |
| Venture Global Plaquemines LNG LLC 7.5% 5/1/2033 (e) | 65000 | 71826 |
| Venture Global Plaquemines LNG LLC 7.75% 5/1/2035 (e) | 65000 | 73366 |
| Vital Energy Inc 7.875% 4/15/2032 (e) | 35000 | 33975 |
|  |  | 1693630 |
| TOTAL ENERGY |  | 1955487 |
| Financials - 2.3% |  |  |
| Capital Markets - 0.2% |  |  |
| Broadstreet Partners Group LLC 5.875% 4/15/2029 (e) | 55000 | 54840 |
| Coinbase Global Inc 3.375% 10/1/2028 (e) | 20000 | 18982 |
| Coinbase Global Inc 3.625% 10/1/2031 (e) | 25000 | 22309 |
|  |  | 96131 |
| Consumer Finance - 0.3% |  |  |
| OneMain Finance Corp 4% 9/15/2030  | 185000 | 171968 |
| Financial Services - 0.5% |  |  |
| Block Inc 3.5% 6/1/2031  | 155000 | 144247 |
| Freedom Mortgage Holdings LLC 8.375% 4/1/2032 (e) | 50000 | 52407 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 10% 11/15/2029 (e) | 10000 | 10044 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 4.375% 2/1/2029  | 60000 | 51793 |
|  |  | 258491 |
| Insurance - 1.3% |  |  |
| Acrisure LLC / Acrisure Finance Inc 6.75% 7/1/2032 (e) | 135000 | 139007 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.5% 10/1/2031 (e) | 60000 | 61346 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 7.375% 10/1/2032 (e) | 185000 | 190631 |
| HUB International Ltd 5.625% 12/1/2029 (e) | 105000 | 104894 |
| Panther Escrow Issuer LLC 7.125% 6/1/2031 (e) | 110000 | 114413 |
| USI Inc/NY 7.5% 1/15/2032 (e) | 90000 | 94381 |
|  |  | 704672 |
| TOTAL FINANCIALS |  | 1231262 |
| Health Care - 2.0% |  |  |
| Health Care Equipment & Supplies - 0.2% |  |  |
| Medline Borrower LP 3.875% 4/1/2029 (e) | 125000 | 120556 |
| Health Care Providers & Services - 1.1% |  |  |
| CHS/Community Health Systems Inc 4.75% 2/15/2031 (e) | 55000 | 47561 |
| CHS/Community Health Systems Inc 5.25% 5/15/2030 (e) | 165000 | 149267 |
| DaVita Inc 4.625% 6/1/2030 (e) | 85000 | 81463 |
| DaVita Inc 6.875% 9/1/2032 (e) | 60000 | 61982 |
| HAH Group Holding Co LLC 9.75% 10/1/2031 (e) | 25000 | 23752 |
| LifePoint Health Inc 8.375% 2/15/2032 (e) | 50000 | 53285 |
| Tenet Healthcare Corp 4.25% 6/1/2029  | 145000 | 141611 |
|  |  | 558921 |
| Pharmaceuticals - 0.7% |  |  |
| 1261229 BC Ltd 10% 4/15/2032 (e) | 100000 | 102505 |
| Bausch Health Cos Inc 4.875% 6/1/2028 (e) | 70000 | 62650 |
| Bausch Health Cos Inc 6.25% 2/15/2029 (e) | 70000 | 54633 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 4.125% 4/30/2028 (e) | 140000 | 135260 |
|  |  | 355048 |
| TOTAL HEALTH CARE |  | 1034525 |
| Industrials - 3.1% |  |  |
| Aerospace & Defense - 1.0% |  |  |
| ATI Inc 5.875% 12/1/2027  | 85000 | 85098 |
| Axon Enterprise Inc 6.125% 3/15/2030 (e) | 50000 | 51351 |
| Axon Enterprise Inc 6.25% 3/15/2033 (e) | 30000 | 30879 |
| TransDigm Inc 4.625% 1/15/2029  | 210000 | 205795 |
| TransDigm Inc 6.75% 8/15/2028 (e) | 135000 | 137531 |
| TransDigm Inc 7.125% 12/1/2031 (e) | 15000 | 15646 |
|  |  | 526300 |
| Building Products - 0.2% |  |  |
| Builders FirstSource Inc 4.25% 2/1/2032 (e) | 70000 | 65831 |
| Masterbrand Inc 7% 7/15/2032 (e) | 20000 | 20668 |
|  |  | 86499 |
| Commercial Services & Supplies - 1.4% |  |  |
| Allied Universal Holdco LLC 7.875% 2/15/2031 (e) | 100000 | 104850 |
| Artera Services LLC 8.5% 2/15/2031 (e) | 160000 | 141387 |
| Brand Industrial Services Inc 10.375% 8/1/2030 (e) | 50000 | 49841 |
| Brink's Co/The 6.5% 6/15/2029 (e) | 120000 | 123492 |
| GEO Group Inc/The 10.25% 4/15/2031  | 45000 | 49514 |
| GEO Group Inc/The 8.625% 4/15/2029  | 50000 | 52935 |
| GFL Environmental Inc 3.5% 9/1/2028 (e) | 95000 | 92662 |
| Neptune Bidco US Inc 9.29% 4/15/2029 (e) | 55000 | 53763 |
| OT Midco Inc 10% 2/15/2030 (e) | 20000 | 13511 |
| Reworld Holding Corp 4.875% 12/1/2029 (e) | 51000 | 47964 |
|  |  | 729919 |
| Ground Transportation - 0.1% |  |  |
| Uber Technologies Inc 4.5% 8/15/2029 (e) | 70000 | 69801 |
| Machinery - 0.0% |  |  |
| Chart Industries Inc 7.5% 1/1/2030 (e) | 25000 | 26018 |
| Passenger Airlines - 0.0% |  |  |
| American Airlines Inc 8.5% 5/15/2029 (e) | 30000 | 31295 |
| Professional Services - 0.1% |  |  |
| Amentum Holdings Inc 7.25% 8/1/2032 (e) | 30000 | 31151 |
| KBR Inc 4.75% 9/30/2028 (e) | 10000 | 9890 |
|  |  | 41041 |
| Trading Companies & Distributors - 0.3% |  |  |
| United Rentals North America Inc 3.75% 1/15/2032  | 50000 | 46317 |
| United Rentals North America Inc 3.875% 11/15/2027  | 90000 | 88432 |
|  |  | 134749 |
| TOTAL INDUSTRIALS |  | 1645622 |
| Information Technology - 2.5% |  |  |
| Communications Equipment - 0.2% |  |  |
| CommScope LLC 4.75% 9/1/2029 (e) | 61000 | 60609 |
| CommScope LLC 9.5% 12/15/2031 (e) | 42000 | 43474 |
|  |  | 104083 |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| CPI CG Inc 10% 7/15/2029 (e) | 15000 | 15728 |
| Insight Enterprises Inc 6.625% 5/15/2032 (e) | 20000 | 20506 |
| Lightning Power LLC 7.25% 8/15/2032 (e) | 25000 | 26468 |
|  |  | 62702 |
| IT Services - 0.8% |  |  |
| CoreWeave Inc 9% 2/1/2031 (e) | 90000 | 92239 |
| CoreWeave Inc 9.25% 6/1/2030 (e) | 50000 | 51640 |
| Go Daddy Operating Co LLC / GD Finance Co Inc 3.5% 3/1/2029 (e) | 145000 | 137384 |
| Sabre GLBL Inc 11.125% 7/15/2030 (e) | 100000 | 96845 |
| Sabre GLBL Inc 8.625% 6/1/2027 (e) | 26000 | 26372 |
|  |  | 404480 |
| Semiconductors & Semiconductor Equipment - 0.3% |  |  |
| Entegris Inc 4.375% 4/15/2028 (e) | 130000 | 127199 |
| Wolfspeed Inc 9.875% 6/23/2030 pay-in-kind (c)(e) | 11184 | 11743 |
|  |  | 138942 |
| Software - 1.1% |  |  |
| Cloud Software Group Inc 6.5% 3/31/2029 (e) | 145000 | 146308 |
| Cloud Software Group Inc 9% 9/30/2029 (e) | 60000 | 62232 |
| Elastic NV 4.125% 7/15/2029 (e) | 70000 | 67193 |
| Gen Digital Inc 6.25% 4/1/2033 (e) | 80000 | 81670 |
| Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl 8.75% 5/1/2029 (e) | 100000 | 103519 |
| UKG Inc 6.875% 2/1/2031 (e) | 100000 | 103184 |
|  |  | 564106 |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |
| Seagate Data Storage Technology Pte Ltd 8.25% 12/15/2029 (e) | 40000 | 42344 |
| TOTAL INFORMATION TECHNOLOGY |  | 1316657 |
| Materials - 1.8% |  |  |
| Chemicals - 0.5% |  |  |
| Celanese US Holdings LLC 6.5% 4/15/2030  | 50000 | 50318 |
| Chemours Co/The 5.75% 11/15/2028 (e) | 105000 | 102414 |
| LSB Industries Inc 6.25% 10/15/2028 (e) | 50000 | 49324 |
| Olympus Water US Holding Corp 4.25% 10/1/2028 (e) | 50000 | 48082 |
| Scih Salt Hldgs Inc 4.875% 5/1/2028 (e) | 30000 | 29316 |
|  |  | 279454 |
| Containers & Packaging - 0.7% |  |  |
| Ball Corp 6% 6/15/2029  | 185000 | 189378 |
| Graphic Packaging International LLC 3.75% 2/1/2030 (e) | 140000 | 130863 |
|  |  | 320241 |
| Metals & Mining - 0.5% |  |  |
| Alcoa Nederland Holding BV 4.125% 3/31/2029 (e) | 55000 | 53185 |
| Carpenter Technology Corp 6.375% 7/15/2028  | 55000 | 55117 |
| Carpenter Technology Corp 7.625% 3/15/2030  | 40000 | 41105 |
| Cleveland-Cliffs Inc 4.625% 3/1/2029 (e) | 140000 | 134884 |
|  |  | 284291 |
| Paper & Forest Products - 0.1% |  |  |
| LABL Inc 9.5% 11/1/2028 (e) | 60000 | 50972 |
| TOTAL MATERIALS |  | 934958 |
| Real Estate - 0.8% |  |  |
| Diversified REITs - 0.2% |  |  |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC 6% 1/15/2030 (e) | 30000 | 27162 |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 10.5% 2/15/2028 (e) | 51000 | 53713 |
|  |  | 80875 |
| Health Care REITs - 0.3% |  |  |
| MPT Operating Partnership LP / MPT Finance Corp 5% 10/15/2027  | 155000 | 150153 |
| MPT Operating Partnership LP / MPT Finance Corp 8.5% 2/15/2032 (e) | 30000 | 31877 |
|  |  | 182030 |
| Specialized REITs - 0.3% |  |  |
| Iron Mountain Inc 4.5% 2/15/2031 (e) | 50000 | 47726 |
| Iron Mountain Inc 4.875% 9/15/2029 (e) | 125000 | 123056 |
|  |  | 170782 |
| TOTAL REAL ESTATE |  | 433687 |
| Utilities - 1.4% |  |  |
| Electric Utilities - 0.8% |  |  |
| NRG Energy Inc 5.25% 6/15/2029 (e) | 50000 | 49838 |
| NRG Energy Inc 6% 2/1/2033 (e) | 110000 | 111713 |
| PG&E Corp 7.375% 3/15/2055 (c) | 50000 | 51367 |
| Southern Co/The 4% 1/15/2051 (c) | 65000 | 64764 |
| Vistra Operations Co LLC 5% 7/31/2027 (e) | 100000 | 99669 |
| Vistra Operations Co LLC 7.75% 10/15/2031 (e) | 50000 | 52910 |
|  |  | 430261 |
| Multi-Utilities - 0.6% |  |  |
| CMS Energy Corp 3.75% 12/1/2050 (c) | 125000 | 115402 |
| Dominion Energy Inc 6% 2/15/2056 (c) | 148000 | 149059 |
| Sempra 4.125% 4/1/2052 (c) | 65000 | 63243 |
|  |  | 327704 |
| TOTAL UTILITIES |  | 757965 |
| TOTAL UNITED STATES |  | 13988016 |
| ZAMBIA - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| First Quantum Minerals Ltd 8.625% 6/1/2031 (e) | 75000 | 78773 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $16,162,295) |  | <br> **16723753** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.6%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.6%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.6%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.6%  |  |  |
| Financials - 0.1% |  |  |
| Capital Markets - 0.1% |  |  |
| Morgan Stanley 6.625%  | 1300 | 33618 |
| Information Technology - 0.5% |  |  |
| Software - 0.5% |  |  |
| Strategy Inc 10%  | 2300 | 223215 |
| Strategy Inc Series A, 10%  | 500 | 56115 |
|  |  | 279330 |
| TOTAL UNITED STATES |  | 312948 |
| <br> **TOTAL NON-CONVERTIBLE PREFERRED STOCKS**<br> (Cost $289,773) |  | <br> **312948** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 6.1%** | &nbsp;&nbsp;**Preferred Securities - 6.1%** | &nbsp;&nbsp;**Preferred Securities - 6.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 6.1%  |  |  |
| Energy - 2.2% |  |  |
| Oil, Gas & Consumable Fuels - 2.2% |  |  |
| BP Capital Markets PLC 6.45% (c)(m) | 100000 | 107310 |
| Energy Transfer LP 6.625% (c)(m) | 335000 | 337194 |
| Energy Transfer LP Series G, 7.125% (c)(m) | 275000 | 291559 |
| Plains All American Pipeline LP CME Term SOFR 3 month Index + 4.3716%, 8.583% (c)(d)(m) | 100000 | 101270 |
| Sunoco LP 7.875% (c)(e)(m) | 325000 | 331025 |
|  |  | 1168358 |
| Financials - 3.6% |  |  |
| Banks - 2.8% |  |  |
| Bank of America Corp 6.25% (c)(m) | 275000 | 281738 |
| Citigroup Inc 6.95% (c)(m) | 115000 | 119127 |
| JPMorgan Chase & Co 6.5% (c)(m) | 405000 | 425811 |
| JPMorgan Chase & Co 6.875% (c)(m) | 135000 | 142954 |
| JPMorgan Chase & Co CME Term SOFR 3 month Index + 2.745%, 7.0356% (c)(d)(m) | 395000 | 403390 |
| Wells Fargo & Co 3.9% (c)(m) | 115000 | 114080 |
|  |  | 1487100 |
| Capital Markets - 0.3% |  |  |
| Bank of New York Mellon Corp/The 5.95% (c)(m) | 95000 | 96388 |
| Goldman Sachs Group Inc/The 6.85% (c)(m) | 60000 | 62904 |
|  |  | 159292 |
| Consumer Finance - 0.4% |  |  |
| Ally Financial Inc 4.7% (c)(m) | 125000 | 115953 |
| Capital One Financial Corp 5.5% (c)(m) | 105000 | 107598 |
|  |  | 223551 |
| Insurance - 0.1% |  |  |
| Alliant Holdings LP 10.5% (c)(k)(m) | 42159 | 42684 |
| TOTAL FINANCIALS |  | 1912627 |
| Industrials - 0.3% |  |  |
| Trading Companies & Distributors - 0.3% |  |  |
| Air Lease Corp 6% (c)(m) | 35000 | 34049 |
| Aircastle Ltd 5.25% (c)(e)(m) | 100000 | 99683 |
|  |  | 133732 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| Edison International 5.375% (c)(m) | 15000 | 14599 |
| TOTAL UNITED STATES |  | 3229316 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $3,098,857) |  | <br> **3229316** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.8%** | &nbsp;&nbsp;**Money Market Funds - 0.8%** | &nbsp;&nbsp;**Money Market Funds - 0.8%** | &nbsp;&nbsp;**Money Market Funds - 0.8%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (n)<br>(Cost $443,355)<br>| 4.21 | 443266 | **443355** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.3%**<br> (Cost $51,583,399)<br>| <br>**52433220** |
| **NET OTHER ASSETS (LIABILITIES) - 0.7%**  | **396207** |
| **NET ASSETS - 100.0%** | **52829427** |

---

**Currency Abbreviations**

BRL - Brazilian Real

**Legend**

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

(b) Affiliated fund.

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

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

(e) 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 $15,923,595 or 30.1% of net assets.

(f) 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.

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

(h) Non-income producing.

(i) Zero coupon bond which is issued at a discount.

(j) Principal Only Strips represent the right to receive the monthly principal payments.

(k) Level 3 security.

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

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

(n) 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.

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 2069968 | 7338618 | 8965236 | 19114 | 5 | - | 443355 | 443266 | 0.0% |
| Total | 2069968 | 7338618 | 8965236 | 19114 | 5 | - | 443355 |  |  |

---

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

**Affiliated Underlying Funds**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period |
| Fidelity Private Credit Fund Class I | 20164130 | 3700000 | - | 500796 | - | (203773) | 23660357 | 939328 |
|  | 20164130 | 3700000 | - | 500796 | - | (203773) | 23660357 |  |

---

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.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Bank Loan Obligations, Convertible Corporate Bonds, Foreign Government and Government Agency Obligations, Non-Convertible Corporate Bonds and Preferred Securities are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset-Backed Securities and Commercial Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. For foreign debt securities, when significant market or security specific events arise, valuations may be determined in good faith in accordance with procedures adopted by the Board. 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 Fund is valued at its net asset value (NAV) each month end and is categorized as Level 2 in the hierarchy.<br>

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 Multi-Strategy Credit Fund

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $54644393.96

**Total Liabilities:** $2075546.22

**Net Assets:** $52568847.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 122.98036465 | **1-Year:** 398.54324625 | **5-Year:** 934.60219125 | **10-Year:** 388.88193090 | **30-Year:** 236.29109580

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

- **3-Month:** 1174.77642901 | **1-Year:** 2981.12345494 | **5-Year:** 3654.06775328 | **10-Year:** 502.95708762 | **30-Year:** 151.63993571

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.57%                | 0.95%                | 1.06%                |
| Class ID N/A | 0.55%                | 0.93%                | 1.04%                |
| Class ID N/A | 0.51%                | 0.89%                | 1.00%                |
| Class ID N/A | 0.59%                | 0.97%                | 1.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $30399.30                | $17274.39                                  |
| Month 2  | $19166.39                | $168775.20                                 |
| Month 3  | $44013.68                | $241001.48                                 |

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TRANSCANADA TRUST                                                               | TRANSCANADA TRUST 5.6%/VAR 03/07/2082                                                           | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $54499.43     | 0.10%             | 2082-03-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                | VIRGIN MEDIA SECD FIN PLC 4.5% 08/15/2030 144A                                                  | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $80141.02     | 0.15%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KKR and CO INC                                                                  | KKR and CO INC SER D 6.25% PC                                                                   | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |       200 | NS      | $10432.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                   | EW SCRIPPS CO 9.875% 08/15/2030 144A                                                            | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70397.86     | 0.13%             | 2030-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                             | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                        | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141386.83    | 0.27%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| POWER STOP LLC                                                                  | POWER STOP TERM 1LN 01/26/2029                                                                  | CUSIP: 73931HAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68915 | PA      | $55648.49     | 0.11%             | 2029-01-26      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                                              | RIOT PLATFORMS INC CONV 0.75% 01/15/2030 144A                                                   | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $76337.76     | 0.15%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                    | STRATEGY INC 9%/VAR PERP PFD                                                                    | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      2300 | NS      | $223215.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                   | UNITED RENTALS NORTH AMER INC 3.75% 01/15/2032                                                  | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46317.37     | 0.09%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS, L.P.                                                          | ALLIANT HOLDINGS LP 10%/ 10.5% PIK PREF PERP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     42159 | PA      | $42635.40     | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 5.95%/VAR PERP                                                        | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96060.68     | 0.18%             | 2199-12-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                | GGAM FINANCE LTD 5.875% 03/15/2030 144A                                                         | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     95000 | PA      | $96185.76     | 0.18%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | ALTICE FRANCE SA 8.125% 02/01/2027 144A                                                         | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    145000 | PA      | $137998.71    | 0.26%             | 2027-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                          | BP CAPITAL MARKETS PLC 6.45%/VAR PERP                                                           | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | EP               | CORP              | GB        |    100000 | PA      | $106775.90    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 7.875%/VAR PERP 144A                                                                  | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330105.75    | 0.63%             | 2199-12-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                  | CVR ENERGY INC 8.5% 01/15/2029 144A                                                             | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15330.87     | 0.03%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                        | X.AI TERM 1LN 06/28/2030                                                                        | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $82756.80     | 0.16%             | 2030-06-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                 | ERO COPPER CORP 6.5% 02/15/2030 144A                                                            | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $69590.50     | 0.13%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                  | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.625%/VAR 03/01/2055                            | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $130598.13    | 0.25%             | 2055-03-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                | WOLFSPEED INC CONV 1.875% 12/01/2029                                                            | CUSIP: 977852AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $18764.94     | 0.04%             | 2029-12-01      | Fixed         | 0.02%                 | No            |                  3 | On Loan: No      |
| COMMSCOPE INC                                                                   | COMMSCOPE INC 4.75% 09/01/2029 144A                                                             | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60608.38     | 0.12%             | 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        |    140000 | PA      | $140453.18    | 0.27%             | 2028-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AFFINITY GAMING LLC                                                             | AFFINITY GAMING LLC 6.875% 12/15/2027 144A                                                      | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $45600.00     | 0.09%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                               | GEO GROUP INC/THE 8.625% 04/15/2029                                                             | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52934.95     | 0.10%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                | WOLFSPEED INC CONV 0.25% 02/15/2028                                                             | CUSIP: 977852AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $15364.16     | 0.03%             | 2028-02-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| X CORP                                                                          | X TERM 1LN 10/26/2029                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    180000 | PA      | $180424.80    | 0.34%             | 2029-10-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                     | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                     | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73165.69     | 0.14%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                           | ELLUCIAN TERM B 1LN 10/9/2029                                                                   | CUSIP: N/A<br>LEI: 549300RP8NIJ7FY7OS79       | Long             | LON              | CORP              | US        |     94741 | PA      | $94681.92     | 0.18%             | 2029-10-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.125% 02/15/2031 144A                                       | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62019.12     | 0.12%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 4% 08/01/2028 144A                                                                | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    175000 | PA      | $172498.48    | 0.33%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INTER HLDGS INC                                                     | ALERA TERM 1LN 05/31/2032                                                                       | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |      5000 | PA      | $5016.35      | 0.01%             | 2032-05-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 4% 04/15/2031 144A                                                        | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107470.00    | 0.20%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS INC                                                          | NEW FLYER HOLDINGS INC 9.25% 07/01/2030 144A                                                    | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $16055.53     | 0.03%             | 2030-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                             | CHURCHILL DOWNS INC 6.75% 05/01/2031 144A                                                       | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61491.31     | 0.12%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5%/VAR 01/31/2056                          | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $154745.85    | 0.29%             | 2056-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | VENTURE GLOBAL PLAQUE 7.5% 05/01/2033 144A                                                      | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $71825.65     | 0.14%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP 4.25% 06/01/2029                                                          | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141611.39    | 0.27%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                    | VALLOUREC SA 7.5% 04/15/2032 144A                                                               | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     95000 | PA      | $101217.28    | 0.19%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS INC                                             | M2S GROUP TERM B 1LN 8/25/2031                                                                  | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84310 | PA      | $83425.08     | 0.16%             | 2031-08-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| OSCAR HEALTH INC                                                                | OSCAR HEALTH INC CONV 2.25% 09/01/2030 144A                                                     | CUSIP: 687793AD1<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32994.92     | 0.06%             | 2030-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 7.125%/VAR PERP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    275000 | PA      | $284156.68    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                           | BAUSCH HEALTH COS INC 4.875% 06/01/2028 144A                                                    | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $62650.00     | 0.12%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 9.25% 10/01/2028 144A                                                     | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $10478.09     | 0.02%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                                    | PARSONS CORP CONV 2.625% 03/01/2029                                                             | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    106000 | PA      | $120840.00    | 0.23%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                    | STRATEGY INC 8% PC PERP                                                                         | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |       300 | NS      | $27510.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                                                            | UPSTART HOLDINGS INC CONV 1% 11/15/2030 144A                                                    | CUSIP: 91680MAE7<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10290.50     | 0.02%             | 2030-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                            | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                      | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53762.50     | 0.10%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                      | ALCOA NEDERLAND HOLDING BV 4.125% 03/31/2029 144A                                               | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     55000 | PA      | $53184.74     | 0.10%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                   | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                           | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49840.65     | 0.09%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6% SER A PC                                                                           | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      1200 | NS      | $83352.00     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                      | HILCORP ENERGY I LP/FIN CO 6.25% 04/15/2032 144A                                                | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $67154.41     | 0.13%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                  | TRANSOCEAN INC 8.5% 05/15/2031 144A                                                             | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $98003.07     | 0.19%             | 2031-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                    | STRATEGY INC SER A 10% PERP PFD                                                                 | CUSIP: 594972879<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |       500 | NS      | $56115.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS NEWCO LLC                                                               | SOLERA TERM B 1LN 06/02/2028                                                                    | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    108869 | PA      | $104801.54    | 0.20%             | 2028-06-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC                                  | DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC 8.5% 10/01/2030 144A                             | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     50000 | PA      | $52986.13     | 0.10%             | 2030-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                             | COINBASE GLOBAL INC 3.375% 10/01/2028 144A                                                      | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18982.06     | 0.04%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                                                            | REGAL CINEWORLD TERM B 1LN 12/02/2031                                                           | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    124064 | PA      | $123708.00    | 0.24%             | 2031-12-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                                                | CYTOKINETICS INC CONV 3.5% 07/01/2027                                                           | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |     38000 | PA      | $49257.50     | 0.09%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                    | TERAWULF INC CONV 1% 09/01/2031 144A                                                            | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     68000 | PA      | $80920.00     | 0.15%             | 2031-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                        | CLOUD SOFTWARE GROUP INC 6.5% 03/31/2029 144A                                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146307.94    | 0.28%             | 2029-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                   | LIVE NATION ENTERTAINMENT INC CONV 2.875% 01/15/2030 144A                                       | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55425.00     | 0.11%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                                                     | NUTANIX INC CONV 0.25% 10/01/2027                                                               | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $13760.00     | 0.03%             | 2027-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                               | GEO GROUP INC                                                                                   | CUSIP: 36162J106<br>LEI: 5493003VOR6NTY465495 | Long             | EC               | CORP              | US        |       354 | NS      | $7253.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC                                                           | VEECO INSTRUMENTS INC CONV 2.875% 06/01/2029                                                    | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |     14000 | PA      | $17885.00     | 0.03%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVALARA INC                                                                     | AVALARA TERM B 1LN 3/26/2032                                                                    | CUSIP: 05338KAB3<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |     49875 | PA      | $49861.04     | 0.09%             | 2032-03-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COHU INC                                                                        | COHU INC CONV 1.5% 01/15/2031 144A                                                              | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83868.17     | 0.16%             | 2031-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                          | VENTURE GLOBAL LNG INC 8.375% 06/01/2031 144A                                                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52498.52     | 0.10%             | 2031-06-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                 | INTRAFI TERM B 1LN 07/31/2031                                                                   | CUSIP: 65343UAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109176 | PA      | $108864.14    | 0.21%             | 2031-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP CONV 2% 10/01/2030 144A                                            | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54780.00     | 0.10%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                      | FIRST QUANTUM MINERALS LTD 8.625% 06/01/2031 144A                                               | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $78773.25     | 0.15%             | 2031-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                             | ACRISURE LLC / ACRISURE FINANCE INC 6.75% 07/01/2032 144A                                       | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $139007.34    | 0.26%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                                   | C and S WHOLESALE GROCERS TERM B 1LN 08/06/2030                                                 | CUSIP: N/A<br>LEI: 54930093F8X1FEZBGJ91       | Long             | LON              | CORP              | US        |     35000 | PA      | $34125.00     | 0.06%             | 2030-08-06      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WIX.COM LTD                                                                     | WIX.COM LTD CONV 0% 09/15/2030 144A                                                             | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |    110000 | PA      | $120120.00    | 0.23%             | 2030-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRUKER CORP                                                                     | BRUKER CORP SER A PC                                                                            | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |       100 | NS      | $27180.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A                                                     | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134884.15    | 0.26%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                          | VENTURE GLOBAL LNG INC 9.5% 02/01/2029 144A                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $66121.50     | 0.13%             | 2029-02-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                            | ZAYO GROUP HLDGS INC PIK VAR 03/09/2030 144A                                                    | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     37369 | PA      | $35780.82     | 0.07%             | 2030-03-09      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                               | MACQUARIE AIRFINANCE HOLDINGS LTD 6.4% 03/26/2029 144A                                          | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210623.35    | 0.40%             | 2029-03-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                       | PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A                                                | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $114412.98    | 0.22%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                                             | CORE SCIENTIFIC INC CONV 0% 06/15/2031 144A                                                     | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |     41000 | PA      | $45817.50     | 0.09%             | 2031-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 4.7%/VAR PERP                                                                     | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |    125000 | PA      | $115201.48    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 6.25%/VAR PERP                                                      | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    275000 | PA      | $278513.55    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                             | US LBM TERM B 1LN 06/06/2031                                                                    | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     57297 | PA      | $55818.92     | 0.11%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                                                    | DOORDASH INC CONV 0% 05/15/2030 144A                                                            | CUSIP: 25809KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $30685.50     | 0.06%             | 2030-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                         | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $145112.67    | 0.28%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                      | HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A                                               | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129853.14    | 0.25%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP T5Y+NA 05/15/2054                                                            | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21372.44     | 0.04%             | 2054-05-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE LP                                                    | PLAINS ALL AMERN PIPELINE LP FRN TSFR3M+437.161 PERP                                            | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |    100000 | PA      | $100149.90    | 0.19%             |  |  |  | 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        |     80000 | PA      | $81000.00     | 0.15%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                          | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.5% 10/01/2031 144A                     | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61345.96     | 0.12%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CPI ACQUISITION INC                                                             | CPI ACQUISITION INC 10% 07/15/2029 144A                                                         | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15727.67     | 0.03%             | 2029-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC          | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A   | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $265208.95    | 0.50%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP 4% 09/15/2030                                                              | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $171967.89    | 0.33%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                                                | CYTOKINETICS INC CONV 1.75% 10/01/2031 144A                                                     | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |     58000 | PA      | $66373.50     | 0.13%             | 2031-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP/DE                                                                 | SANDISK TERM B 1LN 2/20/2032                                                                    | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37500 | PA      | $37523.63     | 0.07%             | 2032-02-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A                                                  | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52909.60     | 0.10%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                              | REDFIN CORP CONV 0.5% 04/01/2027                                                                | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58180.50     | 0.11%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                                   | APOLLO GLOBAL MANAGEMENT INC SER A PC 6.75% 07/31/2026                                          | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       600 | NS      | $42326.68     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                               | DISH NETWORK CORP 11.75% 11/15/2027 144A                                                        | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105825.70    | 0.20%             | 2027-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                              | VOYAGER PARENT LLC 9.25% 07/01/2032 144A                                                        | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84599.21     | 0.16%             | 2032-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| KODIAK BP LLC                                                                   | KODIAK TERM B 1LN 12/4/2031                                                                     | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |      4533 | PA      | $4506.50      | 0.01%             | 2031-12-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                   | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                              | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $137384.10    | 0.26%             | 2029-03-01      | Fixed         | 0.04%                 | 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        |     70000 | PA      | $52675.00     | 0.10%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                                     | ALTAGAS LTD 7.2%/VAR 10/15/2054 144A                                                            | CUSIP: 021361AD2<br>LEI: DR5LKEURSR8SXLM64266 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $46548.59     | 0.09%             | 2054-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                    | CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A                                              | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    165000 | PA      | $149266.29    | 0.28%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                   | BRANDSAFWAY TERM B 1LN 08/01/2030                                                               | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |      4925 | PA      | $4452.20      | 0.01%             | 2030-08-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                   | PG and E CORP 7.375%/VAR 03/15/2055                                                             | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51367.50     | 0.10%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                             | MERITAGE HOMES CORP CONV 1.75% 05/15/2028                                                       | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32750.79     | 0.06%             | 2028-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.625%/VAR PERP                                                              | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    335000 | PA      | $334358.14    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 6.625% PFD PERP Q                                                                | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      1300 | NS      | $33618.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                                                 | GEN DIGITAL INC 6.25% 04/01/2033 144A                                                           | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81670.33     | 0.16%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                  | YUM BRANDS INC 3.625% 03/15/2031                                                                | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93370.61     | 0.18%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                | HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A                                          | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115439.35    | 0.22%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                       | BALL CORP 6% 06/15/2029                                                                         | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189377.84    | 0.36%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 4.625% 01/15/2029                                                                 | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205794.29    | 0.39%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                            | OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A                                      | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48081.95     | 0.09%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                           | GFL ENVIRONMENTAL INC 3.5% 09/01/2028 144A                                                      | CUSIP: 36168QAM6<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $92662.35     | 0.18%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                             | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200957.00    | 0.38%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMMVAULT SYSTEMS INC                                                           | COMMVAULT SYSTEMS INC CONV 0% 09/15/2030 144A                                                   | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |    121000 | PA      | $124872.00    | 0.24%             | 2030-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                            | CHART INDUSTRIES INC 7.5% 01/01/2030 144A                                                       | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26018.38     | 0.05%             | 2030-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                   | COMMSCOPE INC 9.5% 12/15/2031 144A                                                              | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43474.24     | 0.08%             | 2031-12-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                      | CARVANA CO 5.625% 10/01/2025 144A                                                               | CUSIP: 146869AB8<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175000.00    | 0.33%             | 2025-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CE INTERMEDIATE I LLC                                                           | CLUBESSENTIAL TERM B 1LN 03/25/2032                                                             | CUSIP: 12523EAD4<br>LEI: 2549000GTXAQSR1SRO50 | Long             | LON              | CORP              | US        |     99250 | PA      | $99291.69     | 0.19%             | 2032-03-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP NEW                                                                  | FLUOR CORP NEW CONV 1.125% 08/15/2029                                                           | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     11000 | PA      | $13051.50     | 0.02%             | 2029-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 6%/VAR 02/15/2056                                                           | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    148000 | PA      | $149058.82    | 0.28%             | 2056-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                          | MPT OPER PARTNERSHIP LP/CORP 8.5% 02/15/2032 144A                                               | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31876.86     | 0.06%             | 2032-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A                                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47161.36     | 0.09%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A                                                     | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25572.85     | 0.05%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                            | SEADRILL FINANCE LTD 8.375% 08/01/2030 144A                                                     | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $51913.20     | 0.10%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG ENERGY INC 5.25% 06/15/2029 144A                                                            | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49838.15     | 0.09%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                         | UKG TERM B 1LN 02/10/2031                                                                       | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |    152473 | PA      | $152275.85    | 0.29%             | 2031-02-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                      | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                   | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |     60000 | PA      | $62745.66     | 0.12%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                                                 | DIGICERT TERM B 2LN 02/19/2029                                                                  | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |     30000 | PA      | $27225.00     | 0.05%             | 2029-02-19      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                        | CLOUD SOFTWARE GROUP INC 9% 09/30/2029 144A                                                     | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62232.38     | 0.12%             | 2029-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 4.625% 06/01/2030 144A                                                               | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81463.06     | 0.15%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                          | HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A                                                     | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102150.50    | 0.19%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 4.875% 06/15/2029 144A                                                    | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70507.50     | 0.13%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | VENTURE GLOBAL PLAQUE 7.75% 05/01/2035 144A                                                     | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $73366.04     | 0.14%             | 2035-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                               | REWORLD HLDG CORP 4.875% 12/01/2029 144A                                                        | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47963.85     | 0.09%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                                        | LABL INC 9.5% 11/01/2028 144A                                                                   | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50972.28     | 0.10%             | 2028-11-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                          | PENN ENTERTAINMENT INC CONV 2.75% 05/15/2026                                                    | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19598.50     | 0.04%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                                                               | BILL HOLDINGS INC CONV 0% 04/01/2030 144A                                                       | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31150.00     | 0.06%             | 2030-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                     | SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 144A                                                 | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     17880 | PA      | $9018.23      | 0.02%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                   | PARKLAND CORP 6.625% 08/15/2032 144A                                                            | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102756.20    | 0.20%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                         | MKS INC CONV 1.25% 06/01/2030                                                                   | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     73000 | PA      | $79935.00     | 0.15%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                                                   | SNOWFLAKE INC CONV 0% 10/01/2029                                                                | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     18000 | PA      | $28179.00     | 0.05%             | 2029-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                            | WESTERN DIGITAL CORP CONV 3% 11/15/2028                                                         | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     31000 | PA      | $99432.50     | 0.19%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                        | BUILDERS FIRSTSOURCE INC 4.25% 02/01/2032 144A                                                  | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65830.60     | 0.13%             | 2032-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                         | INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A                                                  | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20506.00     | 0.04%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD CONV 0.5% 06/01/2031                                                  | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     39000 | PA      | $71643.00     | 0.14%             | 2031-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC                                                      | AMYNTA TERM B 1LN 12/29/2031                                                                    | CUSIP: 57810JAM0<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    129674 | PA      | $129141.22    | 0.25%             | 2031-12-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                      | HERTZ CORP 4.625% 12/01/2026 144A                                                               | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39360.06     | 0.07%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                              | BAYTEX ENERGY CORP 7.375% 03/15/2032 144A                                                       | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29373.21     | 0.06%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69801.43     | 0.13%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                       | CARPENTER TECHNOLOGY CORP 6.375% 07/15/2028                                                     | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55117.15     | 0.10%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                 | KRONOS ACQUISITION HOLDINGS INC 8.25% 06/30/2031 144A                                           | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $50386.31     | 0.10%             | 2031-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                             | MEDLINE BORROWER LP 3.875% 04/01/2029 144A                                                      | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120555.50    | 0.23%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                                                    | SEMTECH CORP CONV 1.625% 11/01/2027                                                             | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |      7000 | PA      | $13772.50     | 0.03%             | 2027-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6% 02/01/2029 144A                                                           | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207916.00    | 0.40%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC SER A 7.5% PC 03/15/2028                                               | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |       200 | NS      | $11806.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                                          | PROGRESS SOFTWARE CORP CONV 3.5% 03/01/2030                                                     | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10045.00     | 0.02%             | 2030-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACCELYA LUX FINCO SARL                                                          | ACCELYA TERM B 1LN 09/29/2032                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1750000 | PA      | $1715000.00   | 3.26%             | 2032-09-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                        | HAH GROUP HOLDING CO LLC 9.75% 10/01/2031 144A                                                  | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23751.96     | 0.05%             | 2031-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                   | DISH DBS CORP 5.125% 06/01/2029                                                                 | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $218068.32    | 0.41%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC / ION CORPORATE SOLUTIONS FINANCE SARL             | HELIOS SOFTWARE HOLDINGS INC / ION CORPORATE SOLUTIONS FINANCE SARL 8.75% 05/01/2029 144A       | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103519.00    | 0.20%             | 2029-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                | GGAM FINANCE LTD 8% 06/15/2028 144A                                                             | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     25000 | PA      | $26461.35     | 0.05%             | 2028-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                              | LUMEN TECHNOLOGIES TERM B2 1LN SUPER_PRIORITY 04/15/2030                                        | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     99746 | PA      | $99011.66     | 0.19%             | 2030-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MHC COML MTG TR 2021-MHC                                                        | MHC COML MTG TR 2021-MHC TSFR1M+271.544 096 04/15/2038 144A                                     | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $80050.00     | 0.15%             | 2038-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                       | CARPENTER TECHNOLOGY CORP 7.625% 03/15/2030                                                     | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41105.04     | 0.08%             | 2030-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                       | CAESARS ENTERTAINMENT INC 6% 10/15/2032 144A                                                    | CUSIP: 12769GAD2<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54172.79     | 0.10%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                                                                | EUC TERM 1LN 07/01/2031                                                                         | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |     99250 | PA      | $97903.18     | 0.19%             | 2031-07-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CIPHER MINING INC                                                               | CIPHER MINING INC CONV 0% 10/01/2031 144A                                                       | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |     70000 | PA      | $77035.00     | 0.15%             | 2031-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                  | SABRE GLBL INC 8.625% 06/01/2027 144A                                                           | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26372.33     | 0.05%             | 2027-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                         | BATH and BODY WORKS INC 6.875% 11/01/2035                                                       | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109202.31    | 0.21%             | 2035-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                              | BAUSCH and LOMB TERM B 1LN 1/15/2031                                                            | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |      4988 | PA      | $4983.36      | 0.01%             | 2031-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                  | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                           | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57643.41     | 0.11%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                        | SNAP INC CONV 0.5% 05/01/2030                                                                   | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17100.00     | 0.03%             | 2030-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                | TKC HOLDINGS INC 6.875% 05/15/2028 144A                                                         | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75642.44     | 0.14%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 6.875% 09/01/2032 144A                                                               | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61982.16     | 0.12%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | WELLTOWER OP LLC CONV 2.75% 05/15/2028 144A                                                     | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     33000 | PA      | $61743.00     | 0.12%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                  | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     99750 | PA      | $98159.99     | 0.19%             | 2030-10-08      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                    | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                 | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $112518.55    | 0.21%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 7.25% 05/01/2032 144A                                                                 | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26237.03     | 0.05%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                                                               | AEROVIRONMENT INC CONV 0% 07/15/2030                                                            | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |     33000 | PA      | $40887.00     | 0.08%             | 2030-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042                                                       | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     90000 | PA      | $71848.80     | 0.14%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 6.85%/VAR PERP                                                    | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     60000 | PA      | $62323.68     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                      | ELASTIC NV 4.125% 07/15/2029 144A                                                               | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $67193.24     | 0.13%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO FRN TSFR3M+274.5 PERP                                                     | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    395000 | PA      | $396288.10    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| VARONIS SYS INC                                                                 | VARONIS SYS INC CONV 1% 09/15/2029                                                              | CUSIP: 922280AD4<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |     55000 | PA      | $59290.00     | 0.11%             | 2029-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                     | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99669.07     | 0.19%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRINKS CO                                                                       | BRINKS CO 6.5% 06/15/2029 144A                                                                  | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123491.88    | 0.23%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LL                                                      | CRESCENT ENERGY FINANCE LLC 7.375% 01/15/2033 144A                                              | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68156.52     | 0.13%             | 2033-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                    | NCL CORP LTD CONV 0.75% 09/15/2030 144A                                                         | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     40000 | PA      | $40350.00     | 0.08%             | 2030-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                   | PG and E CORP CONV 4.25% 12/01/2027                                                             | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45508.50     | 0.09%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                                                | VITAL ENERGY INC 7.875% 04/15/2032 144A                                                         | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33975.81     | 0.06%             | 2032-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                               | NEWELL BRANDS INC 8.5% 06/01/2028 144A                                                          | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84618.88     | 0.16%             | 2028-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                       | CAESARS ENTERTAINMENT INC 7% 02/15/2030 144A                                                    | CUSIP: 12769GAB6<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113146.82    | 0.22%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 21 LTD                                                | GOLDENTREE LN MGMT US CLO 21 LTD E TSFR3M+570 07/20/2037 144A                                   | CUSIP: 38139DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $251634.25    | 0.48%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                  | TRANSOCEAN INC 8% 02/01/2027 144A                                                               | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     18000 | PA      | $17974.97     | 0.03%             | 2027-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                                  | EG GROUP TERM B 1LN 02/07/2028                                                                  | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |    207799 | PA      | $208763.14    | 0.40%             | 2028-02-07      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                             | COINBASE GLOBAL INC 3.625% 10/01/2031 144A                                                      | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22309.37     | 0.04%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                          | PATRICK INDUSTRIES INC 6.375% 11/01/2032 144A                                                   | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40584.32     | 0.08%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                   | SYNAPTICS INC CONV 0.75% 12/01/2031 144A                                                        | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23628.00     | 0.04%             | 2031-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                                                  | CLOUDFLARE INC CONV 0% 06/15/2030 144A                                                          | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     57000 | PA      | $64723.50     | 0.12%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                     | CHEMOURS CO 5.75% 11/15/2028 144A                                                               | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102414.34    | 0.19%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                                                    | VEEAM SOFTWARE TERM B 1LN 04/14/2031                                                            | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |     64837 | PA      | $64654.90     | 0.12%             | 2031-04-14      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                             | SCIH SALT HLDGS INC 4.875% 05/01/2028 144A                                                      | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29316.25     | 0.06%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                | BOYD GAMING CORP 4.75% 06/15/2031 144A                                                          | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    185000 | PA      | $178341.13    | 0.34%             | 2031-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                        | LCM INVESTMENTS HOLDINGS 8.25% 08/01/2031 144A                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26440.10     | 0.05%             | 2031-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                              | SEAGATE HDD CAYMAN CONV 3.5% 06/01/2028                                                         | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     28000 | PA      | $80640.00     | 0.15%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                        | NORTHERN OIL AND GAS INC 8.75% 06/15/2031 144A                                                  | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72316.65     | 0.14%             | 2031-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                        | NOTA DO TESOURO NACIONAL 10% 01/01/2027                                                         | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |   1800000 | PA      | $323755.21    | 0.62%             | 2027-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                             | SIRIUS XM RADIO INC 3.875% 09/01/2031 144A                                                      | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45313.43     | 0.09%             | 2031-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                  | PROOFPOINT TERM B 1LN 08/31/2028                                                                | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     64672 | PA      | $64840.51     | 0.12%             | 2028-08-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                             | CHURCHILL DOWNS INC 5.5% 04/01/2027 144A                                                        | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149789.30    | 0.28%             | 2027-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                                                              | MAKEMYTRIP LIMITED CONV 0% 07/01/2030 144A                                                      | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |     33000 | PA      | $34070.19     | 0.06%             | 2030-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                   | UNITED RENTALS NORTH AMER INC 3.875% 11/15/2027                                                 | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88431.22     | 0.17%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                            | ARES MANAGEMENT CORP 6.75% SER B PC                                                             | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       200 | NS      | $9958.00      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                                                                  | WISDOMTREE INC CONV 4.625% 08/15/2030 144A                                                      | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21183.17     | 0.04%             | 2030-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 4%/VAR 01/15/2051                                                              | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64763.98     | 0.12%             | 2051-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                             | AXON ENTERPRISE INC 6.125% 03/15/2030 144A                                                      | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51351.37     | 0.10%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | FRONTIER COMMUNICATIONS HOLDINGS LLC 8.75% 05/15/2030 144A                                      | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67901.93     | 0.13%             | 2030-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                         | DIGITAL REALTY TRUST LP CONV 1.875% 11/15/2029 144A                                             | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45150.00     | 0.09%             | 2029-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                            | 1011778 BC ULC/NEW RED FIN INC 3.5% 02/15/2029 144A                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    105000 | PA      | $100252.87    | 0.19%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 8.5%/VAR 01/15/2084                                                                | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $400300.25    | 0.76%             | 2084-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                           | BAUSCH HEALTH COS INC 6.25% 02/15/2029 144A                                                     | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $54633.26     | 0.10%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                  | PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028                                                    | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19877.10     | 0.04%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC              | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A       | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66621.67     | 0.13%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                   | ECHOSTAR CORP CPIK 3.875% 11/30/2030                                                            | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     74548 | PA      | $183388.08    | 0.35%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                               | MACQUARIE AIRFINANCE HOLDINGS LTD 6.5% 03/26/2031 144A                                          | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $32136.13     | 0.06%             | 2031-03-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                   | ECHOSTAR CORP PIK VAR 11/30/2030                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    116640 | PA      | $120250.01    | 0.23%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                | VAIL RESORTS INC CONV 0% 01/01/2026                                                             | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    124000 | PA      | $122264.00    | 0.23%             | 2026-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                      | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    443266 | NS      | $443354.84    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 6%/VAR PERP                                                                      | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |     35000 | PA      | $33956.64     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                                                   | BLACKLINE INC CONV 1% 06/01/2029                                                                | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31114.80     | 0.06%             | 2029-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                        | COUGAR JV SUBSIDIARY LLC 8% 05/15/2032 144A                                                     | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15947.97     | 0.03%             | 2032-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | ALTICE FRANCE SA 5.125% 07/15/2029 144A                                                         | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     60000 | PA      | $51240.00     | 0.10%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KBR INC                                                                         | KBR INC 4.75% 09/30/2028 144A                                                                   | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9889.70      | 0.02%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 5.5%/VAR PERP                                                        | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |    105000 | PA      | $105168.42    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP 4.5% 01/15/2029                                                                        | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107015.36    | 0.20%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 6.95%/VAR PERP                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    115000 | PA      | $118105.81    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                        | BASS PRO TERM B 1LN 01/23/2032                                                                  | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    194672 | PA      | $194428.93    | 0.37%             | 2032-01-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                 | MASTERBRAND INC 7% 07/15/2032 144A                                                              | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20668.52     | 0.04%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                                              | UNITY SOFTWARE INC CONV 0% 03/15/2030 144A                                                      | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |     36000 | PA      | $48622.50     | 0.09%             | 2030-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                  | COX MEDIA GROUP TERM B2 1LN 06/18/2029                                                          | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54723 | PA      | $52222.76     | 0.10%             | 2029-06-18      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| APPLIED SYS INC                                                                 | APPLIED SYSTEMS TERM 2LN 02/23/2032                                                             | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |      5000 | PA      | $5107.30      | 0.01%             | 2032-02-23      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                             | GRAY TELEVISION INC 9.625% 07/15/2032 144A                                                      | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15324.57     | 0.03%             | 2032-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                         | USI INC 7.5% 01/15/2032 144A                                                                    | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94381.05     | 0.18%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                      | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                                | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130863.12    | 0.25%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                                                      | RUBRIK INC CONV 0% 06/15/2030 144A                                                              | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25287.50     | 0.05%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                                                                 | LUCID GROUP INC CONV 1.25% 12/15/2026 144A                                                      | CUSIP: 549498AA1<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11160.00     | 0.02%             | 2026-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APPLIED SYS INC                                                                 | APPLIED SYSTEMS TERM B2 1LN 02/24/2031                                                          | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    197510 | PA      | $197565.29    | 0.38%             | 2031-02-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                   | AIRCASTLE LTD 5.25%/VAR PERP 144A                                                               | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | BM        |    100000 | PA      | $99451.43     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                     | WAYFAIR LLC 7.25% 10/31/2029 144A                                                               | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20620.81     | 0.04%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                  | SABRE GLBL INC 11.125% 07/15/2030 144A                                                          | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96845.00     | 0.18%             | 2030-07-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                              | LSB INDUSTRIES INC 6.25% 10/15/2028 144A                                                        | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49323.61     | 0.09%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                           | CIVITAS RESOURCES INC 8.75% 07/01/2031 144A                                                     | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56348.11     | 0.11%             | 2031-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                        | NORTHERN OIL AND GAS INC CONV 3.625% 04/15/2029                                                 | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27040.50     | 0.05%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                                                             | CENTRUS ENERGY CORP CONV 2.25% 11/01/2030 144A                                                  | CUSIP: 15643UAD6<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |      5000 | PA      | $16375.00     | 0.03%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIFE360 INC                                                                     | LIFE360 INC CONV 0% 06/01/2030 144A                                                             | CUSIP: 532206AB5<br>LEI: 254900VO9VDOQBQAHF07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $14706.25     | 0.03%             | 2030-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HOLDING 3 OY                                                           | AHLSTROM TERM B 1LN 5/23/2030                                                                   | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |     50000 | PA      | $49937.50     | 0.09%             | 2030-05-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                   | COREWEAVE INC 9.25% 06/01/2030 144A                                                             | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51639.70     | 0.10%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                    | OT MIDCO INC 10% 02/15/2030 144A                                                                | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $13512.10     | 0.03%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                | CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A                                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $289628.59    | 0.55%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                | GGAM FINANCE LTD 6.875% 04/15/2029 144A                                                         | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     30000 | PA      | $31110.33     | 0.06%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                        | SGUS LLC 11% 12/15/2029 144A                                                                    | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7575 | PA      | $7140.77      | 0.01%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                                                  | LCI INDUSTRIES CONV 3% 03/01/2030 144A                                                          | CUSIP: 501812AC5<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51050.00     | 0.10%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 4.125%/VAR 04/01/2052                                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63243.23     | 0.12%             | 2052-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC          | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.25% 03/15/2033 144A    | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25567.50     | 0.05%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                                                       | DIGITALOCEAN HOLDINGS INC CONV 0% 08/15/2030 144A                                               | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |     84000 | PA      | $93608.00     | 0.18%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 5.375%/VAR PERP                                                            | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |     15000 | PA      | $14563.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                               | IRON MTN INC 4.5% 02/15/2031 144A                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47726.30     | 0.09%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                 | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                          | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    169298 | PA      | $141182.93    | 0.27%             | 2028-03-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                | TKC HOLDINGS TERM 1LN 2/15/2027                                                                 | CUSIP: 87256KAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     56002 | PA      | $56282.31     | 0.11%             | 2027-02-15      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                   | GOLAR LNG LTD CONV 2.75% 12/15/2030 144A                                                        | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $30300.00     | 0.06%             | 2030-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                                                     | ALNYLAM PHARMACEUTICALS INC CONV 1% 09/15/2027                                                  | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     32000 | PA      | $52592.00     | 0.10%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC              | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A        | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28152.98     | 0.05%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                               | GEO GROUP INC/THE 10.25% 04/15/2031                                                             | CUSIP: 36162JAH9<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49514.31     | 0.09%             | 2031-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                    | ENTEGRIS INC 4.375% 04/15/2028 144A                                                             | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127199.06    | 0.24%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LTD                                                         | CITY FOOTBALL GROUP TERM B 1LN 7/21/2030                                                        | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    167659 | PA      | $167519.72    | 0.32%             | 2030-07-21      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                                        | WOLVERINE WORLD WIDE INC 4% 08/15/2029 144A                                                     | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41169.57     | 0.08%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARDLYTICS INC                                                                  | CARDLYTICS INC CONV 4.25% 04/01/2029                                                            | CUSIP: 14161WAD7<br>LEI: 549300JETJBH94EIPC66 | Long             | DBT              | CORP              | US        |     37000 | PA      | $19482.37     | 0.04%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                     | ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A                                              | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104849.57    | 0.20%             | 2031-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 37B LTD                                              | GOLUB CAPITAL PARTNERS CLO 37B LTD ER TSFR3M+600 10/25/2034 144A                                | CUSIP: 381734AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250361.00    | 0.48%             | 2034-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                             | AXON ENTERPRISE INC 6.25% 03/15/2033 144A                                                       | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30878.88     | 0.06%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON USA TR 2016-HHV                                                          | HILTON USA TR 2016-HHV VAR 11/05/2038 144A                                                      | CUSIP: 43300LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98393.36     | 0.19%             | 2038-11-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                    | NCL CORP LTD CONV 1.125% 02/15/2027                                                             | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $25587.50     | 0.05%             | 2027-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                                                                     | XOMETRY INC CONV 0.75% 06/15/2030 144A                                                          | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |     20000 | PA      | $28000.00     | 0.05%             | 2030-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                            | LIFEPOINT HEALTH INC 8.375% 02/15/2032 144A                                                     | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53285.41     | 0.10%             | 2032-02-15      | Fixed         | 0.08%                 | 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        |    135000 | PA      | $134461.11    | 0.26%             | 2029-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                | CSC HOLDINGS LLC 6.5% 02/01/2029 144A                                                           | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36953.77     | 0.07%             | 2029-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                          | COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A                                                   | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48152.77     | 0.09%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                                                        | CHEESECAKE FACTORY INC CONV 2% 03/15/2030 144A                                                  | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27553.50     | 0.05%             | 2030-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                          | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7.375% 10/01/2032 144A                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $190629.99    | 0.36%             | 2032-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PLANET LABS PBC                                                                 | PLANET LABS PBC CONV 0.5% 10/15/2030 144A                                                       | CUSIP: 72703XAA4<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | DBT              | CORP              | US        |     21000 | PA      | $28297.50     | 0.05%             | 2030-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                   | COREWEAVE INC 9% 02/01/2031 144A                                                                | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92239.11     | 0.18%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                                            | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                            | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |     44973 | PA      | $41904.40     | 0.08%             | 2028-06-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                                                        | LYFT INC CONV 0% 09/15/2030 144A                                                                | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $36195.00     | 0.07%             | 2030-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 6.75% 08/15/2028 144A                                                             | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137531.25    | 0.26%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                  | TRANSOCEAN INC 8.75% 02/15/2030 144A                                                            | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     48750 | PA      | $51293.34     | 0.10%             | 2030-02-15      | Fixed         | 0.09%                 | 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        |     60000 | PA      | $51792.57     | 0.10%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                                                        | ETSY INC CONV 1% 06/15/2030 144A                                                                | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |     32000 | PA      | $34880.00     | 0.07%             | 2030-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC                                            | CRACKER BARREL OLD CTRY ST INC CONV 1.75% 09/15/2030 144A                                       | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18425.00     | 0.04%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                           | OPEN TEXT CORPORATION 6.9% 12/01/2027 144A                                                      | CUSIP: 683715AF3<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $62425.01     | 0.12%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                                         | MIRION TECHNOLOGIES INC CONV 0% 10/01/2031 144A                                                 | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32190.63     | 0.06%             | 2031-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051 | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $130622.49    | 0.25%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS INC                                                      | LIGAND PHARMACEUTICALS INC CONV 0.75% 10/01/2030 144A                                           | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |     21000 | PA      | $23636.63     | 0.04%             | 2030-10-01      | Fixed         | 0.01%                 | 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        |      5000 | PA      | $4400.00      | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                             | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                        | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99827.78     | 0.19%             | 2031-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                               | IRON MTN INC 4.875% 09/15/2029 144A                                                             | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123055.99    | 0.23%             | 2029-09-15      | 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        |     60000 | PA      | $58879.69     | 0.11%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 8% 11/01/2027 144A                                                        | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $127411.76    | 0.24%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                | CSC HOLDINGS LLC 5% 11/15/2031 144A                                                             | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    125000 | PA      | $43750.00     | 0.08%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RVR DEALERSHIP HOLDINGS LLC                                                     | RV RETAILER TERM B 1LN 02/08/2028                                                               | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118159 | PA      | $111200.18    | 0.21%             | 2028-02-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                           | NABORS INDUSTRIES INC 9.125% 01/31/2030 144A                                                    | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41600.00     | 0.08%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP T5Y+NA 12/01/2050                                                               | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115401.83    | 0.22%             | 2050-12-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.9%/VAR PERP                                                            | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    115000 | PA      | $113883.18    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 6.5%/VAR PERP                                                             | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    405000 | PA      | $419229.27    | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 6.25% 07/01/2033 144A                                                                 | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35624.48     | 0.07%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                            | AMENTUM HOLDINGS INC 7.25% 08/01/2032 144A                                                      | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31150.98     | 0.06%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                      | HERTZ CORP CONV 5.5% 10/01/2030 144A                                                            | CUSIP: 428040DG1<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40303.28     | 0.08%             | 2030-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                | WOLFSPEED INC STEP 06/23/2030 144A                                                              | CUSIP: 977852AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13650 | PA      | $14452.62     | 0.03%             | 2030-06-23      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| EOS ENERGY ENTERPRISES INC                                                      | EOS ENERGY ENTERPRISES INC CONV 6.75% 06/15/2030 144A                                           | CUSIP: 29415CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $23715.00     | 0.05%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.875% 04/01/2030 144A                                       | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52501.30     | 0.10%             | 2030-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                           | LUMENTUM HLDGS INC CONV 0.375% 03/15/2032 144A                                                  | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34440.00     | 0.07%             | 2032-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                   | METHANEX CORP 5.65% 12/01/2044                                                                  | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $59766.41     | 0.11%             | 2044-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                      | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 10.5% 02/15/2028 144A                | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $53713.20     | 0.10%             | 2028-02-15      | Fixed         | 0.10%                 | 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        |    140000 | PA      | $135259.94    | 0.26%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 7.125% 12/01/2031 144A                                                            | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15646.35     | 0.03%             | 2031-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANTICIMEX GLOBAL AB                                                             | ANTICIMEX TERM B6 1LN 11/16/2028                                                                | CUSIP: 03703HAB2<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |     49624 | PA      | $49698.22     | 0.09%             | 2028-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                  | 1261229 BC LTD 10% 04/15/2032 144A                                                              | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102505.20    | 0.19%             | 2032-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                     | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                      | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27162.17     | 0.05%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                  | PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A                                           | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34556.16     | 0.07%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                      | KASEYA TERM B 1LN 3/20/2032                                                                     | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     64675 | PA      | $64733.85     | 0.12%             | 2032-03-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                           | FREEDOM MORTGAGE HOLD 8.375% 04/01/2032 144A                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52407.50     | 0.10%             | 2032-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP/OTG CO-ISSUER INC                                         | ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 8% 08/01/2030 144A                                      | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     40000 | PA      | $39746.76     | 0.08%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                         | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.25% 12/15/2029 144A                                   | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     40000 | PA      | $42344.08     | 0.08%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                           | AMERICAN AIRLINES INC 8.5% 05/15/2029 144A                                                      | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31294.59     | 0.06%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                         | UKG INC 6.875% 02/01/2031 144A                                                                  | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103183.50    | 0.20%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALKAMI TECHNOLOGY INC                                                           | ALKAMI TECHNOLOGY INC CONV 1.5% 03/15/2030 144A                                                 | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26675.00     | 0.05%             | 2030-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIGHT and WONDER INTERNATIONAL INC                                              | LIGHT and WONDER INTERNATIONAL INC 7.5% 09/01/2031 144A                                         | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41598.32     | 0.08%             | 2031-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLACKSKY TECHNOLOGY INC                                                         | BLACKSKY TECHNOLOGY INC CONV 8.25% 08/01/2033 144A                                              | CUSIP: 09263BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $28125.00     | 0.05%             | 2033-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Fidelity Private Credit Fund                                                    | Fidelity Private Credit Fund Class I                                                            | CUSIP: 31634E306<br>LEI: N/A                  | Long             | EC               | RF                | US        |    939328 | NS      | $23660356.26  | 45.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                          | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                      | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $150152.79    | 0.29%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                              | CERDIA FINANZ GMBH 9.375% 10/03/2031 144A                                                       | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     50000 | PA      | $52937.50     | 0.10%             | 2031-10-03      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                               | ICAHN ENTERPRISES LP/FIN CORP 10% 11/15/2029 144A                                               | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10044.18     | 0.02%             | 2029-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                        | BROADSTREET PARTNERS INC 5.875% 04/15/2029 144A                                                 | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54839.81     | 0.10%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                                         | QXO INC 5.5% SER B PC                                                                           | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       400 | NS      | $21968.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC                      | BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC 9.5% 07/01/2032 144A                 | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $73263.62     | 0.14%             | 2032-07-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                                                        | LYFT INC CONV 0.625% 03/01/2029                                                                 | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |     23000 | PA      | $29670.00     | 0.06%             | 2029-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                           | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                                                        | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     83000 | PA      | $94454.00     | 0.18%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                           | CELANESE US HLDGS LLC 6.5% 04/15/2030                                                           | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50317.74     | 0.10%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                             | LIGHTNING POWER LLC 7.25% 08/15/2032 144A                                                       | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26467.90     | 0.05%             | 2032-08-15      | 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        |     55000 | PA      | $47561.15     | 0.09%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                   | PG and E CORP SER A PC 6% 12/01/2027                                                            | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       800 | NS      | $31664.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                             | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                       | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78678.11     | 0.15%             | 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        |    175000 | PA      | $151363.86    | 0.29%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                           | HUB INTERNATIONAL LTD 5.625% 12/01/2029 144A                                                    | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104894.40    | 0.20%             | 2029-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                         | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                       | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |    184688 | PA      | $88818.07     | 0.17%             | 2028-10-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                | WAND NEWCO 3 INC 7.625% 01/30/2032 144A                                                         | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26340.50     | 0.05%             | 2032-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                         | ATI INC 5.875% 12/01/2027                                                                       | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85097.75     | 0.16%             | 2027-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG ENERGY INC 6% 02/01/2033 144A                                                               | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111712.81    | 0.21%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                            | JETBLUE AIRWAYS CORP CONV 2.5% 09/01/2029                                                       | CUSIP: 477143AR2<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9292.50      | 0.02%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC 3.5% 06/01/2031                                                                       | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144246.52    | 0.27%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                                    | REALPAGE TERM B 1LN 4/24/2028                                                                   | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     34198 | PA      | $34104.07     | 0.06%             | 2028-04-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KNOWBE4 INC                                                                     | KNOWBE4 TERM 1LN 07/26/2032                                                                     | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |      5000 | PA      | $5000.00      | 0.01%             | 2032-07-26      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PITNEY-BOWES INC                                                                | PITNEY-BOWES INC CONV 1.5% 08/15/2030 144A                                                      | CUSIP: 724479AR1<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20730.00     | 0.04%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 6.875%/VAR PERP                                                           | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    135000 | PA      | $142189.70    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                            | FIESTA PURCHASER INC 9.625% 09/15/2032 144A                                                     | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $80969.40     | 0.15%             | 2032-09-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE                                          | LIBERTY MEDIA CORP LIBERTY FORMULA ONE CONV 2.25% 08/15/2027                                    | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $53040.00     | 0.10%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer