# EDGAR Filing Document

**Accession Number:** 0001303459
**File Stem:** 0001752724-23-014686
**Filing Date:** 2023-1
**Character Count:** 163648
**Document Hash:** 54b9cbecebdc7c556eaac83b57773db3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014686.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014686

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Central Investment Portfolios LLC
- **CENTRAL INDEX KEY:** 0001303459
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21667
- **FILM NUMBER:** 23556534

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

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

## Series and Classes Contracts Data

### Fidelity Specialized High Income Central Fund (Series ID: S000008406)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000023057 | Fidelity Specialized High Income Central Fund |  |

## Nport-Ex

**Quarterly Holdings Report**

**for**

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

**November 30, 2022**

SHI-NPRT1-0123

1.824030.117 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds - 87.5%** | &nbsp;&nbsp;**Corporate Bonds - 87.5%** | &nbsp;&nbsp;**Corporate Bonds - 87.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Convertible Bonds - 0.5%  |  |  |
| Broadcasting - 0.5% |  |  |
| DISH Network Corp. 3.375% 8/15/26  | 2658000 | 1721055 |
| Nonconvertible Bonds - 87.0%  |  |  |
| Aerospace - 3.5% |  |  |
| BWX Technologies, Inc. 4.125% 6/30/28 (b) | 995000 | 885550 |
| Howmet Aerospace, Inc. 6.75% 1/15/28  | 755000 | 762550 |
| Kaiser Aluminum Corp. 4.625% 3/1/28 (b) | 2085000 | 1833570 |
| Moog, Inc. 4.25% 12/15/27 (b) | 1460000 | 1310350 |
| Rolls-Royce PLC 5.75% 10/15/27 (b) | 1270000 | 1208329 |
| TransDigm, Inc. 6.25% 3/15/26 (b) | 5853000 | 5824554 |
|  |  | 11824903 |
| Air Transportation - 0.2% |  |  |
| United Airlines, Inc. 4.375% 4/15/26 (b) | 670000 | 623787 |
| Automotive & Auto Parts - 1.8% |  |  |
| Allison Transmission, Inc. 3.75% 1/30/31 (b) | 1270000 | 1063511 |
| Dana, Inc. 4.5% 2/15/32  | 365000 | 285841 |
| Ford Motor Credit Co. LLC: |  |  |
|  2.3% 2/10/25  | 360000  | 330300  |
|  2.9% 2/10/29  | 360000  | 294952  |
|  4% 11/13/30  | 1710000  | 1446404  |
|  4.687% 6/9/25  | 1005000  | 966998  |
|  5.113% 5/3/29  | 650000  | 605989  |
|  5.125% 6/16/25  | 660000  | 639086  |
| LCM Investments Holdings 4.875% 5/1/29 (b) | 160000 | 133776 |
| Thor Industries, Inc. 4% 10/15/29 (b) | 475000 | 377560 |
|  |  | 6144417 |
| Banks & Thrifts - 0.4% |  |  |
| Jane Street Group LLC/JSG Finance, Inc. 4.5% 11/15/29 (b) | 205000 | 179976 |
| Quicken Loans LLC/Quicken Loans Co-Issuer, Inc. 3.625% 3/1/29 (b) | 1360000 | 1094800 |
|  |  | 1274776 |
| Broadcasting - 1.8% |  |  |
| Diamond Sports Group LLC/Diamond Sports Finance Co. 5.375% 8/15/26 (b) | 650000 | 105647 |
| Scripps Escrow II, Inc. 3.875% 1/15/29 (b) | 465000 | 390867 |
| Sirius XM Radio, Inc.: |  |  |
|  3.875% 9/1/31 (b) | 365000  | 298388  |
|  5% 8/1/27 (b) | 1160000  | 1082558  |
|  5.5% 7/1/29 (b) | 2845000  | 2648980  |
| TEGNA, Inc.: |  |  |
|  4.625% 3/15/28  | 1270000  | 1197750  |
|  5% 9/15/29  | 240000  | 224409  |
|  |  | 5948599 |
| Building Materials - 1.0% |  |  |
| Advanced Drain Systems, Inc. 5% 9/30/27 (b) | 1880000 | 1752301 |
| Builders FirstSource, Inc. 4.25% 2/1/32 (b) | 350000 | 283731 |
| Standard Industries, Inc./New Jersey 4.375% 7/15/30 (b) | 1485000 | 1217700 |
|  |  | 3253732 |
| Cable/Satellite TV - 4.5% |  |  |
| CCO Holdings LLC/CCO Holdings Capital Corp.: |  |  |
|  4.25% 2/1/31 (b) | 200000  | 162360  |
|  4.5% 8/15/30 (b) | 1995000  | 1680788  |
|  4.5% 5/1/32  | 2370000  | 1955878  |
|  4.5% 6/1/33 (b) | 730000  | 579335  |
|  5% 2/1/28 (b) | 4914000  | 4517244  |
| CSC Holdings LLC: |  |  |
|  3.375% 2/15/31 (b) | 2495000  | 1799444  |
|  4.125% 12/1/30 (b) | 5000  | 3838  |
|  4.625% 12/1/30 (b) | 930000  | 589766  |
|  5.375% 2/1/28 (b) | 700000  | 626600  |
|  5.5% 4/15/27 (b) | 1961000  | 1796766  |
| VZ Secured Financing BV 5% 1/15/32 (b) | 1805000 | 1493638 |
|  |  | 15205657 |
| Chemicals - 4.8% |  |  |
| Axalta Coating Systems/Dutch Holding BV 4.75% 6/15/27 (b) | 1200000 | 1100484 |
| Methanex Corp.: |  |  |
|  5.125% 10/15/27  | 1585000  | 1454238  |
|  5.25% 12/15/29  | 130000  | 116108  |
|  5.65% 12/1/44  | 1034000  | 775500  |
| NOVA Chemicals Corp. 5.25% 6/1/27 (b) | 1960000 | 1759251 |
| Nufarm Australia Ltd. 5% 1/27/30 (b) | 895000 | 766344 |
| Olin Corp.: |  |  |
|  5% 2/1/30  | 1944000  | 1764219  |
|  5.125% 9/15/27  | 2525000  | 2367188  |
| SPCM SA 3.125% 3/15/27 (b) | 360000 | 308700 |
| The Chemours Co. LLC 5.375% 5/15/27  | 2885000 | 2610925 |
| Valvoline, Inc. 4.25% 2/15/30 (b) | 1410000 | 1370392 |
| W.R. Grace Holding LLC: |  |  |
|  4.875% 6/15/27 (b) | 630000  | 564449  |
|  5.625% 10/1/24 (b) | 1246000  | 1218040  |
|  |  | 16175838 |
| Consumer Products - 0.4% |  |  |
| Mattel, Inc. 3.75% 4/1/29 (b) | 630000 | 551672 |
| Newell Brands, Inc. 5.625% 4/1/36 (c) | 565000 | 483612 |
| Tempur Sealy International, Inc. 3.875% 10/15/31 (b) | 375000 | 291116 |
|  |  | 1326400 |
| Containers - 0.7% |  |  |
| Ardagh Packaging Finance PLC/Ardagh MP Holdings U.S.A., Inc. 4.125% 8/15/26 (b) | 1155000 | 1016400 |
| Ball Corp. 3.125% 9/15/31  | 1280000 | 1016959 |
| Graphic Packaging International, Inc. 3.75% 2/1/30 (b) | 180000 | 152806 |
| OI European Group BV 4.75% 2/15/30 (b) | 370000 | 319451 |
|  |  | 2505616 |
| Diversified Financial Services - 5.0% |  |  |
| Coinbase Global, Inc.: |  |  |
|  3.375% 10/1/28 (b) | 905000  | 528954  |
|  3.625% 10/1/31 (b) | 975000  | 526500  |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp.: |  |  |
|  5.25% 5/15/27  | 6705000  | 6151838  |
|  6.25% 5/15/26  | 3149000  | 3083060  |
| Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp. 4.25% 2/1/27 (b) | 1005000 | 876863 |
| LPL Holdings, Inc. 4% 3/15/29 (b) | 1420000 | 1238716 |
| MSCI, Inc. 3.25% 8/15/33 (b) | 285000 | 223905 |
| OneMain Finance Corp.: |  |  |
|  3.5% 1/15/27  | 2475000  | 2026863  |
|  6.875% 3/15/25  | 1585000  | 1539503  |
|  7.125% 3/15/26  | 624000  | 604528  |
|  |  | 16800730 |
| Diversified Media - 0.4% |  |  |
| Advantage Sales & Marketing, Inc. 6.5% 11/15/28 (b) | 1765000 | 1381677 |
| Energy - 14.5% |  |  |
| Altus Midstream LP 5.875% 6/15/30 (b) | 340000 | 319501 |
| Apache Corp.: |  |  |
|  4.25% 1/15/30  | 244000  | 219273  |
|  5.1% 9/1/40  | 686000  | 564235  |
|  5.25% 2/1/42  | 1030000  | 835807  |
|  5.35% 7/1/49  | 170000  | 134504  |
| Cheniere Energy Partners LP: |  |  |
|  3.25% 1/31/32  | 365000  | 297019  |
|  4% 3/1/31  | 1355000  | 1183931  |
| Cheniere Energy, Inc. 4.625% 10/15/28  | 1233000 | 1137911 |
| CNX Midstream Partners LP 4.75% 4/15/30 (b) | 150000 | 125099 |
| Colgate Energy Partners III LLC 5.875% 7/1/29 (b) | 190000 | 174800 |
| Continental Resources, Inc. 5.75% 1/15/31 (b) | 1860000 | 1741531 |
| Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.: |  |  |
|  5.625% 5/1/27 (b) | 2198000  | 2068248  |
|  5.75% 4/1/25  | 3871000  | 3773745  |
|  6% 2/1/29 (b) | 1910000  | 1761975  |
| CVR Energy, Inc.: |  |  |
|  5.25% 2/15/25 (b) | 840000  | 805157  |
|  5.75% 2/15/28 (b) | 175000  | 157437  |
| DCP Midstream Operating LP: |  |  |
|  5.6% 4/1/44  | 100000  | 94050  |
|  6.45% 11/3/36 (b) | 435000  | 432363  |
|  8.125% 8/16/30  | 30000  | 33276  |
| Endeavor Energy Resources LP/EER Finance, Inc. 5.75% 1/30/28 (b) | 905000 | 890701 |
| EnLink Midstream LLC 5.625% 1/15/28 (b) | 220000 | 214500 |
| EnLink Midstream Partners LP: |  |  |
|  5.05% 4/1/45  | 290000  | 220270  |
|  5.45% 6/1/47  | 605000  | 490050  |
|  5.6% 4/1/44  | 1018000  | 844940  |
| EQM Midstream Partners LP: |  |  |
|  4.75% 1/15/31 (b) | 1140000  | 959698  |
|  5.5% 7/15/28  | 905000  | 838555  |
|  6.5% 7/15/48  | 550000  | 426062  |
|  7.5% 6/1/27 (b) | 710000  | 717533  |
| EQT Corp. 3.9% 10/1/27  | 1654000 | 1531127 |
| Hess Midstream Partners LP: |  |  |
|  5.125% 6/15/28 (b) | 1130000  | 1063850  |
|  5.625% 2/15/26 (b) | 592000  | 581930  |
| Hilcorp Energy I LP/Hilcorp Finance Co. 6.25% 11/1/28 (b) | 380000 | 361879 |
| Holly Energy Partners LP/Holly Energy Finance Corp.: |  |  |
|  5% 2/1/28 (b) | 365000  | 332574  |
|  6.375% 4/15/27 (b) | 300000  | 293516  |
| New Fortress Energy, Inc. 6.5% 9/30/26 (b) | 3570000 | 3450244 |
| Occidental Petroleum Corp.: |  |  |
|  4.2% 3/15/48  | 645000  | 496650  |
|  4.3% 8/15/39  | 340000  | 275400  |
|  4.4% 4/15/46  | 995000  | 786050  |
|  4.4% 8/15/49  | 1140000  | 889638  |
|  5.55% 3/15/26  | 1660000  | 1660000  |
|  6.125% 1/1/31  | 765000  | 776165  |
|  6.2% 3/15/40  | 330000  | 322565  |
|  6.45% 9/15/36  | 1745000  | 1749363  |
|  7.5% 5/1/31  | 330000  | 358050  |
|  7.875% 9/15/31  | 210000  | 229950  |
|  8.875% 7/15/30  | 715000  | 819569  |
| Rockies Express Pipeline LLC: |  |  |
|  4.8% 5/15/30 (b) | 1095000  | 931331  |
|  4.95% 7/15/29 (b) | 570000  | 512551  |
|  6.875% 4/15/40 (b) | 220000  | 182600  |
| Sunoco LP/Sunoco Finance Corp.: |  |  |
|  4.5% 5/15/29  | 1295000  | 1121324  |
|  5.875% 3/15/28  | 215000  | 204776  |
|  6% 4/15/27  | 1405000  | 1385170  |
| Superior Plus LP / Superior General Partner, Inc. 4.5% 3/15/29 (b) | 265000 | 226297 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp.: |  |  |
|  5.5% 1/15/28 (b) | 255000  | 231413  |
|  6% 3/1/27 (b) | 1111000  | 1056155  |
|  6% 12/31/30 (b) | 1360000  | 1230786  |
| Targa Resources Partners LP/Targa Resources Partners Finance Corp. 5.5% 3/1/30  | 280000 | 267708 |
| Venture Global Calcasieu Pass LLC: |  |  |
|  3.875% 8/15/29 (b) | 445000  | 384369  |
|  3.875% 11/1/33 (b) | 365000  | 296834  |
|  4.125% 8/15/31 (b) | 430000  | 370875  |
| Western Gas Partners LP: |  |  |
|  4.3% 2/1/30  | 2950000  | 2628716  |
|  4.65% 7/1/26  | 122000  | 118649  |
|  |  | 48590245 |
| Environmental - 0.7% |  |  |
| Darling Ingredients, Inc.: |  |  |
|  5.25% 4/15/27 (b) | 1275000  | 1234009  |
|  6% 6/15/30 (b) | 220000  | 214542  |
| Stericycle, Inc. 3.875% 1/15/29 (b) | 925000 | 804750 |
|  |  | 2253301 |
| Food & Drug Retail - 1.6% |  |  |
| Albertsons Companies LLC/Safeway, Inc./New Albertson's, Inc./Albertson's LLC: |  |  |
|  3.5% 3/15/29 (b) | 3770000  | 3140495  |
|  4.625% 1/15/27 (b) | 1400000  | 1295126  |
| Emergent BioSolutions, Inc. 3.875% 8/15/28 (b) | 1585000 | 713250 |
| Murphy Oil U.S.A., Inc. 3.75% 2/15/31 (b) | 165000 | 134997 |
|  |  | 5283868 |
| Food/Beverage/Tobacco - 1.6% |  |  |
| JBS U.S.A. Lux SA / JBS Food Co. 5.5% 1/15/30 (b) | 1660000 | 1592206 |
| Post Holdings, Inc. 5.625% 1/15/28 (b) | 2000000 | 1908060 |
| U.S. Foods, Inc.: |  |  |
|  4.625% 6/1/30 (b) | 175000  | 155297  |
|  6.25% 4/15/25 (b) | 1660000  | 1675504  |
|  |  | 5331067 |
| Gaming - 1.9% |  |  |
| Melco Resorts Finance Ltd.: |  |  |
|  5.375% 12/4/29 (b) | 535000  | 419975  |
|  5.75% 7/21/28 (b) | 805000  | 654063  |
| MGM Resorts International 5.75% 6/15/25  | 620000 | 605114 |
| VICI Properties LP / VICI Note Co.: |  |  |
|  4.25% 12/1/26 (b) | 725000  | 674381  |
|  4.5% 9/1/26 (b) | 2592000  | 2427201  |
|  4.625% 6/15/25 (b) | 315000  | 301443  |
| Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp. 5.5% 3/1/25 (b) | 1330000 | 1276707 |
|  |  | 6358884 |
| Healthcare - 8.7% |  |  |
| 180 Medical, Inc. 3.875% 10/15/29 (b) | 200000 | 169982 |
| Avantor Funding, Inc. 4.625% 7/15/28 (b) | 1215000 | 1117800 |
| Catalent Pharma Solutions: |  |  |
|  3.125% 2/15/29 (b) | 1100000  | 899250  |
|  3.5% 4/1/30 (b) | 1625000  | 1324375  |
| Centene Corp.: |  |  |
|  2.45% 7/15/28  | 70000  | 58868  |
|  2.5% 3/1/31  | 1390000  | 1094370  |
|  3.375% 2/15/30  | 2000000  | 1703626  |
|  4.25% 12/15/27  | 1425000  | 1337334  |
| Charles River Laboratories International, Inc.: |  |  |
|  3.75% 3/15/29 (b) | 265000  | 230582  |
|  4.25% 5/1/28 (b) | 150000  | 136875  |
| Community Health Systems, Inc. 4.75% 2/15/31 (b) | 1720000 | 1260227 |
| DaVita HealthCare Partners, Inc. 4.625% 6/1/30 (b) | 640000 | 518067 |
| HCA Holdings, Inc.: |  |  |
|  5.375% 2/1/25  | 1600000  | 1596112  |
|  5.375% 9/1/26  | 5515000  | 5483360  |
| Hologic, Inc.: |  |  |
|  3.25% 2/15/29 (b) | 1125000  | 988436  |
|  4.625% 2/1/28 (b) | 170000  | 162755  |
| IQVIA, Inc. 5% 5/15/27 (b) | 630000 | 601593 |
| Jazz Securities DAC 4.375% 1/15/29 (b) | 305000 | 276794 |
| Molina Healthcare, Inc. 3.875% 5/15/32 (b) | 485000 | 409219 |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV: |  |  |
|  4.125% 4/30/28 (b) | 1550000  | 1394969  |
|  5.125% 4/30/31 (b) | 1050000  | 931781  |
| Teleflex, Inc. 4.25% 6/1/28 (b) | 305000 | 283193 |
| Tenet Healthcare Corp.: |  |  |
|  4.625% 6/15/28 (b) | 5745000  | 5141885  |
|  4.875% 1/1/26 (b) | 690000  | 654796  |
|  5.125% 11/1/27 (b) | 1500000  | 1412085  |
|  |  | 29188334 |
| Homebuilders/Real Estate - 2.5% |  |  |
| Century Communities, Inc. 3.875% 8/15/29 (b) | 430000 | 347010 |
| HAT Holdings I LLC/HAT Holdings II LLC 3.375% 6/15/26 (b) | 460000 | 400113 |
| Howard Hughes Corp. 4.375% 2/1/31 (b) | 675000 | 554344 |
| Kennedy-Wilson, Inc. 4.75% 2/1/30  | 715000 | 566638 |
| MPT Operating Partnership LP/MPT Finance Corp. 5% 10/15/27  | 3516000 | 3001961 |
| Ryan Specialty Group LLC 4.375% 2/1/30 (b) | 530000 | 453150 |
| Service Properties Trust: |  |  |
|  3.95% 1/15/28  | 85000  | 62812  |
|  4.375% 2/15/30  | 605000  | 424516  |
|  4.95% 10/1/29  | 515000  | 374422  |
|  5.5% 12/15/27  | 480000  | 417600  |
| TopBuild Corp. 4.125% 2/15/32 (b) | 765000 | 612228 |
| Uniti Group LP / Uniti Group Finance, Inc. 4.75% 4/15/28 (b) | 1630000 | 1361392 |
|  |  | 8576186 |
| Hotels - 1.4% |  |  |
| Hilton Domestic Operating Co., Inc.: |  |  |
|  3.625% 2/15/32 (b) | 1130000  | 930340  |
|  4% 5/1/31 (b) | 3185000  | 2679114  |
| Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp. 4.875% 4/1/27  | 426000 | 409757 |
| Wyndham Hotels & Resorts, Inc. 4.375% 8/15/28 (b) | 592000 | 529403 |
|  |  | 4548614 |
| Leisure - 1.1% |  |  |
| Carnival Corp.: |  |  |
|  7.625% 3/1/26 (b) | 1465000  | 1234263  |
|  10.5% 2/1/26 (b) | 2290000  | 2317709  |
| Royal Caribbean Cruises Ltd. 5.375% 7/15/27 (b) | 325000 | 269295 |
|  |  | 3821267 |
| Metals/Mining - 0.2% |  |  |
| FMG Resources Pty Ltd. 4.5% 9/15/27 (b) | 20000 | 18300 |
| Howmet Aerospace, Inc. 5.95% 2/1/37  | 55000 | 51983 |
| Mineral Resources Ltd. 8% 11/1/27 (b) | 495000 | 508563 |
|  |  | 578846 |
| Paper - 0.2% |  |  |
| Ardagh Metal Packaging Finance U.S.A. LLC/Ardagh Metal Packaging Finance PLC 6% 6/15/27 (b) | 475000 | 463700 |
| Glatfelter Corp. 4.75% 11/15/29 (b) | 290000 | 189225 |
|  |  | 652925 |
| Restaurants - 0.2% |  |  |
| Garden SpinCo Corp. 8.625% 7/20/30 (b) | 150000 | 159246 |
| Yum! Brands, Inc. 3.625% 3/15/31  | 470000 | 391863 |
|  |  | 551109 |
| Services - 5.1% |  |  |
| ADT Corp.: |  |  |
|  4.125% 8/1/29 (b) | 360000  | 314212  |
|  4.875% 7/15/32 (b) | 355000  | 307150  |
| Adtalem Global Education, Inc. 5.5% 3/1/28 (b) | 196000 | 182280 |
| AECOM 5.125% 3/15/27  | 2030000 | 1974946 |
| Aramark Services, Inc. 5% 2/1/28 (b) | 3660000 | 3422722 |
| ASGN, Inc. 4.625% 5/15/28 (b) | 3400000 | 3034500 |
| Booz Allen Hamilton, Inc.: |  |  |
|  3.875% 9/1/28 (b) | 1595000  | 1437478  |
|  4% 7/1/29 (b) | 140000  | 124128  |
| Fair Isaac Corp. 4% 6/15/28 (b) | 435000 | 398025 |
| Gartner, Inc.: |  |  |
|  3.625% 6/15/29 (b) | 205000  | 179557  |
|  3.75% 10/1/30 (b) | 530000  | 458450  |
| GEMS MENASA Cayman Ltd. 7.125% 7/31/26 (b) | 800000 | 760650 |
| Iron Mountain, Inc. 4.875% 9/15/29 (b) | 1270000 | 1116676 |
| Prime Securities Services Borrower LLC/Prime Finance, Inc. 3.375% 8/31/27 (b) | 2545000 | 2239269 |
| Service Corp. International 5.125% 6/1/29  | 695000 | 658294 |
| TriNet Group, Inc. 3.5% 3/1/29 (b) | 595000 | 494594 |
|  |  | 17102931 |
| Steel - 0.2% |  |  |
| Commercial Metals Co. 3.875% 2/15/31  | 755000 | 625305 |
| Super Retail - 1.3% |  |  |
| Asbury Automotive Group, Inc.: |  |  |
|  4.625% 11/15/29 (b) | 230000  | 200675  |
|  5% 2/15/32 (b) | 250000  | 211222  |
| Bath & Body Works, Inc. 6.625% 10/1/30 (b) | 1095000 | 1025117 |
| Gap, Inc. 3.875% 10/1/31 (b) | 360000 | 271800 |
| Hanesbrands, Inc. 4.875% 5/15/26 (b) | 1270000 | 1155700 |
| Levi Strauss & Co. 3.5% 3/1/31 (b) | 525000 | 430716 |
| The William Carter Co. 5.625% 3/15/27 (b) | 1154000 | 1106678 |
|  |  | 4401908 |
| Technology - 4.6% |  |  |
| Block, Inc. 2.75% 6/1/26  | 360000 | 321732 |
| Central Parent, Inc./Central Merger Sub, Inc. 7.25% 6/15/29 (b) | 440000 | 424598 |
| Coherent Corp. 5% 12/15/29 (b) | 1385000 | 1222263 |
| Crowdstrike Holdings, Inc. 3% 2/15/29  | 610000 | 507752 |
| Entegris, Inc. 4.375% 4/15/28 (b) | 2100000 | 1855750 |
| Gartner, Inc. 4.5% 7/1/28 (b) | 820000 | 771964 |
| Go Daddy Operating Co. LLC / GD Finance Co., Inc. 5.25% 12/1/27 (b) | 1400000 | 1326819 |
| Match Group Holdings II LLC: |  |  |
|  3.625% 10/1/31 (b) | 575000  | 439399  |
|  4.125% 8/1/30 (b) | 305000  | 254675  |
| MicroStrategy, Inc. 6.125% 6/15/28 (b) | 545000 | 403109 |
| onsemi 3.875% 9/1/28 (b) | 620000 | 549748 |
| Open Text Corp.: |  |  |
|  3.875% 2/15/28 (b) | 2760000  | 2327922  |
|  3.875% 12/1/29 (b) | 180000  | 143700  |
| Roblox Corp. 3.875% 5/1/30 (b) | 890000 | 728269 |
| Sensata Technologies BV: |  |  |
|  4% 4/15/29 (b) | 1115000  | 969637  |
|  5.625% 11/1/24 (b) | 1000000  | 997840  |
| Sensata Technologies, Inc. 3.75% 2/15/31 (b) | 1335000 | 1110393 |
| TTM Technologies, Inc. 4% 3/1/29 (b) | 460000 | 390238 |
| Twilio, Inc. 3.875% 3/15/31  | 295000 | 239345 |
| Viavi Solutions, Inc. 3.75% 10/1/29 (b) | 725000 | 598125 |
|  |  | 15583278 |
| Telecommunications - 9.2% |  |  |
| Altice Financing SA 5% 1/15/28 (b) | 1660000 | 1354361 |
| C&W Senior Financing Designated Activity Co. 6.875% 9/15/27 (b) | 2719000 | 2416511 |
| Cogent Communications Group, Inc. 7% 6/15/27 (b) | 830000 | 809250 |
| Level 3 Financing, Inc. 4.25% 7/1/28 (b) | 7105000 | 5563139 |
| Millicom International Cellular SA: |  |  |
|  4.5% 4/27/31 (b) | 200000  | 163575  |
|  5.125% 1/15/28 (b) | 1800000  | 1624500  |
| Sable International Finance Ltd. 5.75% 9/7/27 (b) | 2404000 | 2187880 |
| SBA Communications Corp. 3.875% 2/15/27  | 705000 | 650886 |
| Sprint Capital Corp.: |  |  |
|  6.875% 11/15/28  | 7935000  | 8407986  |
|  8.75% 3/15/32  | 1720000  | 2056518  |
| Telecom Italia Capital SA: |  |  |
|  6% 9/30/34  | 739000  | 570722  |
|  7.2% 7/18/36  | 855000  | 708710  |
| Virgin Media Secured Finance PLC 4.5% 8/15/30 (b) | 3700000 | 3089932 |
| Windstream Escrow LLC 7.75% 8/15/28 (b) | 1585000 | 1386875 |
|  |  | 30990845 |
| Textiles/Apparel - 0.1% |  |  |
| Foot Locker, Inc. 4% 10/1/29 (b) | 190000 | 156666 |
| Kontoor Brands, Inc. 4.125% 11/15/29 (b) | 125000 | 101788 |
|  |  | 258454 |
| Transportation Ex Air/Rail - 0.1% |  |  |
| Seaspan Corp. 5.5% 8/1/29 (b) | 360000 | 277150 |
| XPO Logistics, Inc. 6.25% 5/1/25 (b) | 168000 | 169710 |
|  |  | 446860 |
| Utilities - 7.3% |  |  |
| Clearway Energy Operating LLC: |  |  |
|  3.75% 2/15/31 (b) | 1355000  | 1147942  |
|  4.75% 3/15/28 (b) | 290000  | 267892  |
| DCP Midstream Operating LP 5.125% 5/15/29  | 3305000 | 3204514 |
| InterGen NV 7% 6/30/23 (b) | 1496000 | 1463482 |
| NextEra Energy Partners LP 4.25% 9/15/24 (b) | 146000 | 137390 |
| NRG Energy, Inc.: |  |  |
|  3.625% 2/15/31 (b) | 1710000  | 1367402  |
|  5.25% 6/15/29 (b) | 1251000  | 1152990  |
|  5.75% 1/15/28  | 1319000  | 1262943  |
|  6.625% 1/15/27  | 339000  | 341610  |
| PG&E Corp.: |  |  |
|  5% 7/1/28  | 5555000  | 5125099  |
|  5.25% 7/1/30  | 2395000  | 2168637  |
| TerraForm Power Operating LLC 5% 1/31/28 (b) | 624000 | 578760 |
| Vertiv Group Corp. 4.125% 11/15/28 (b) | 895000 | 769700 |
| Vistra Operations Co. LLC: |  |  |
|  5% 7/31/27 (b) | 2705000  | 2539113  |
|  5.5% 9/1/26 (b) | 2052000  | 1985780  |
|  5.625% 2/15/27 (b) | 960000  | 928755  |
|  |  | 24442009 |
| TOTAL NONCONVERTIBLE BONDS |  | 292052368 |
| <br> **TOTAL CORPORATE BONDS**<br> (Cost $325,950,683) |  | <br> **293773423** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 0.1%** | &nbsp;&nbsp;**Bank Loan Obligations - 0.1%** | &nbsp;&nbsp;**Bank Loan Obligations - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Services - 0.0%  |  |  |
| ABG Intermediate Holdings 2 LLC Tranche B1 LN, term loan CME Term SOFR 1 Month Index + 3.500% 7.3287% 12/21/28 (d)(e)(f) | 129675 | 125191 |
| Utilities - 0.1%  |  |  |
| Brookfield WEC Holdings, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 7.8365% 8/1/25 (d)(e)(f) | 330000 | 327423 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $447,265) |  | <br> **452614** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.8%** | &nbsp;&nbsp;**Preferred Securities - 0.8%** | &nbsp;&nbsp;**Preferred Securities - 0.8%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Banks & Thrifts - 0.8%  |  |  |
| Ally Financial, Inc. 4.7% (d)(g)<br> (Cost $3,800,000) | 3800000 | **2752625** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 10.3%** | &nbsp;&nbsp;**Money Market Funds - 10.3%** | &nbsp;&nbsp;**Money Market Funds - 10.3%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 3.86% (h) <br>(Cost $34,494,816) <br>| 34489857 | **34496755** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 98.7%**<br> (Cost $364,692,764)<br>| <br>**331475417** |
| **NET OTHER ASSETS (LIABILITIES) - 1.3%**  | **4420410** |
| **NET ASSETS - 100.0%** | **335895827** |

---

**Legend**

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

(b) 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 $186,227,837 or 55.4% of net assets.

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

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

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

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

(h) 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 ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 3.86% | 33916027 | 9359583 | 8778855 | 271887 | - | - | 34496755 | 0.1% |
| Total | 33916027 | 9359583 | 8778855 | 271887 | - | - | 34496755 |  |

---

Amounts in the 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 Directors (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:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Corporate Bonds, Bank Loan Obligations 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. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

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

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

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 Central Investment Portfolios LLC

- **b. Investment Company Act file number:** 811-21667

- **c. CIK number of Registrant:** 0001303459

- **d. LEI of Registrant:** S2V1M15I679NQK6BNY65

- **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 Specialized High Income Central Fund

- **b. EDGAR series identifier (if any):** S000008406

- **c. LEI of Series:** BPD67BWGRUL0ETYN1041

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $335891413.18

**Total Liabilities:** $1192779.26

**Net Assets:** $334698633.92

**Cash Not Reported:** $3283.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2328.44290720 | **1-Year:** 8128.16513710 | **5-Year:** 12760.11060870 | **10-Year:** 3463.54988680 | **30-Year:** 205.82023830

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

- **3-Month:** 14851.09658615 | **1-Year:** 47459.55340252 | **5-Year:** 52271.91271976 | **10-Year:** 9860.98158854 | **30-Year:** 2213.75107450

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023057 | -3.20%               | 2.73%                | 1.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $82054.73                | $-12106762.62                              |
| Month 2  | $-393180.53              | $7694804.54                                |
| Month 3  | $-459964.72              | $4079259.63                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                              | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                             | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    265000 | PA      | $230582.07    | 0.07%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                | HILCORP ENERGY I LP/FIN CO 6.25% 11/01/2028 144A                                              | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $361878.75    | 0.11%             | 2028-11-01      | Fixed         | 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        |   3700000 | PA      | $3089931.83   | 0.92%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                 | EQM MIDSTREAM PARTNERS LP 6.5% 07/15/2048                                                     | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    550000 | PA      | $426062.20    | 0.13%             | 2048-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                 | OLIN CORP 5% 02/01/2030                                                                       | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   1944000 | PA      | $1764218.88   | 0.53%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                             | VALVOLINE INC 4.25% 02/15/2030 144A                                                           | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1370391.53   | 0.41%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                | DCP MIDSTREAM OPER LP 8.125% 08/16/2030                                                       | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33276.39     | 0.01%             | 2030-08-16      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                   | NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A                                                  | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3450244.35   | 1.03%             | 2026-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                       | SPRINT CAPITAL CORP 6.875% 11/15/2028                                                         | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   7935000 | PA      | $8408005.35   | 2.51%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                | HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A                                             | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    592000 | PA      | $581930.08    | 0.17%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                       | UNITED AIRLINES INC 4.375% 04/15/2026 144A                                                    | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    670000 | PA      | $623786.88    | 0.19%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP              | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A             | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $231412.50    | 0.07%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                      | COMMERCIAL METALS CO 3.875% 02/15/2031                                                        | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    755000 | PA      | $625305.23    | 0.19%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                              | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                       | CUSIP: 00076VAZ3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    129675 | PA      | $125190.84    | 0.04%             | 2028-12-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PRIME SEC SVCS BORROWER LLC / PRIME FIN INC                               | PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 3.375% 08/31/2027 144A                            | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2239269.15   | 0.67%             | 2027-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                     | LEVEL 3 FINANCING INC 4.25% 07/01/2028 144A                                                   | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   7105000 | PA      | $5563138.83   | 1.66%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                              | US FOODS INC 4.625% 06/01/2030 144A                                                           | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    175000 | PA      | $155296.75    | 0.05%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 6.125% 01/01/2031                                                   | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    765000 | PA      | $776165.18    | 0.23%             | 2031-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                     | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                  | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |   2760000 | PA      | $2327922.00   | 0.70%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                   | DARLING INGREDIENTS INC 5.25% 04/15/2027 144A                                                 | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1234008.75   | 0.37%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                                            | STERICYCLE INC 3.875% 01/15/2029 144A                                                         | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    925000 | PA      | $804750.00    | 0.24%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS                                                 | CATALENT PHARMA SOLUTIONS 3.5% 04/01/2030 144A                                                | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1324375.00   | 0.40%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A                                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4914000 | PA      | $4517243.64   | 1.35%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                           | 180 MEDICAL INC 3.875% 10/15/2029 144A                                                        | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169981.57    | 0.05%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                      | WR GRACE HOLDING LLC 5.625% 10/01/2024 144A                                                   | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1218039.76   | 0.36%             | 2024-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 4.625% 12/01/2030 144A                                                       | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    930000 | PA      | $589766.48    | 0.18%             | 2030-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                      | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                       | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    460000 | PA      | $390237.51    | 0.12%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                      | HOWMET AEROSPACE INC 5.95% 02/01/2037                                                         | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51982.80     | 0.02%             | 2037-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                | DCP MIDSTREAM OPER LP 5.125% 05/15/2029                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3204513.79   | 0.96%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| XPO LOGISTICS INC                                                         | XPO LOGISTICS INC 6.25% 05/01/2025 144A                                                       | CUSIP: 983793AH3<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    168000 | PA      | $169709.79    | 0.05%             | 2025-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                  | VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A                                               | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    960000 | PA      | $928755.00    | 0.28%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                 | MGM RESORTS INTERNATIONAL 5.75% 06/15/2025                                                    | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    620000 | PA      | $605113.61    | 0.18%             | 2025-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAP                                                        | TELECOM ITALIA CAP 7.2% 07/18/2036                                                            | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    855000 | PA      | $708709.50    | 0.21%             | 2036-07-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                               | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                   | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1121323.92   | 0.34%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                | ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A                                                 | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1752301.00   | 0.52%             | 2027-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                               | GARTNER INC 4.5% 07/01/2028 144A                                                              | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    820000 | PA      | $771964.40    | 0.23%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                       | SIRIUS XM RADIO INC 5.5% 07/01/2029 144A                                                      | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2648979.50   | 0.79%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                   | SENSATA TECHNOLOGIES BV 5.625% 11/01/2024 144A                                                | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $997840.00    | 0.30%             | 2024-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                               | BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A                                            | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1437477.80   | 0.43%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6% 06/15/2027 144A  | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $463699.75    | 0.14%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                        | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                     | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $931780.50    | 0.28%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | ONEMAIN FINANCE CORP 7.125% 03/15/2026                                                        | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    624000 | PA      | $604528.08    | 0.18%             | 2026-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                        | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.5% 01/15/2030 144A                       | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1592205.60   | 0.48%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTURY CMNTYS INC                                                        | CENTURY COMMUNITIES INC 3.875% 08/15/2029 144A                                                | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    430000 | PA      | $347010.00    | 0.10%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                  | SERVICE PPTYS TR 4.375% 02/15/2030                                                            | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    605000 | PA      | $424516.40    | 0.13%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                 | OLIN CORP 5.125% 09/15/2027                                                                   | CUSIP: 680665AJ5<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2367187.50   | 0.71%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                 | BALL CORP 3.125% 09/15/2031                                                                   | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1016958.86   | 0.30%             | 2031-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                               | GARTNER INC 3.75% 10/01/2030 144A                                                             | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    530000 | PA      | $458450.00    | 0.14%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 4.3% 08/15/2039                                                     | CUSIP: 674599CX1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    340000 | PA      | $275400.00    | 0.08%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                  | DANA INC 4.5% 02/15/2032                                                                      | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    365000 | PA      | $285840.97    | 0.09%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                     | MELCO RESORTS FIN LTD 5.375% 12/04/2029 144A                                                  | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    535000 | PA      | $419975.00    | 0.13%             | 2029-12-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOOT LOCKER INC                                                           | FOOT LOCKER INC 4% 10/01/2029 144A                                                            | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |    190000 | PA      | $156666.40    | 0.05%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 2.9% 02/10/2029                                                            | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    360000 | PA      | $294951.60    | 0.09%             | 2029-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 5.5% 04/15/2027 144A                                                         | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1961000 | PA      | $1796766.25   | 0.54%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                   | SBA COMMUNICATIONS CORP 3.875% 02/15/2027                                                     | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    705000 | PA      | $650885.92    | 0.19%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 4% 11/13/2030                                                              | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1446403.50   | 0.43%             | 2030-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC/CENTRAL MERGER SUB INC                                 | CENTRAL PARENT INC/CENTRAL MERGER SUB INC 7.25% 06/15/2029 144A                               | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $424597.62    | 0.13%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                              | ROCKIES EXPRESS PIPELINE LLC 4.8% 05/15/2030 144A                                             | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $931330.58    | 0.28%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                               | MATCH GROUP HLD II LLC 4.125% 08/01/2030 144A                                                 | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $254675.00    | 0.08%             | 2030-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                       | COINBASE GLOBAL INC 3.375% 10/01/2028 144A                                                    | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    905000 | PA      | $528954.40    | 0.16%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                 | IQVIA INC 5% 05/15/2027 144A                                                                  | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    630000 | PA      | $601592.81    | 0.18%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC                                | NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC 5% 01/27/2030 144A                                 | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    895000 | PA      | $766343.75    | 0.23%             | 2030-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                  | MOOG INC 4.25% 12/15/2027 144A                                                                | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1310350.00   | 0.39%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                             | METHANEX CORP 5.125% 10/15/2027                                                               | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   1585000 | PA      | $1454237.50   | 0.43%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP              | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 03/01/2027 144A               | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1056155.49   | 0.32%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTUS MIDSTREAM LP                                                        | ALTUS MIDSTREAM LP 5.875% 06/15/2030 144A                                                     | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    340000 | PA      | $319501.40    | 0.10%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 7.875% 09/15/2031                                                   | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    210000 | PA      | $229950.00    | 0.07%             | 2031-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                      | BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A                                                   | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    995000 | PA      | $885550.00    | 0.26%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                  | VENTURE GLOBAL CALCASIEU 3.875% 11/01/2033 144A                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    365000 | PA      | $296834.43    | 0.09%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC                                           | COGENT COMMUNICATIONS GROUP INC 7% 06/15/2027 144A                                            | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    830000 | PA      | $809250.00    | 0.24%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                        | KENNEDY-WILSON INC 4.75% 02/01/2030                                                           | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    715000 | PA      | $566637.50    | 0.17%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAM (CARTER) CO                                                       | WILLIAM (CARTER) CO 5.625% 03/15/2027 144A                                                    | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1106678.07   | 0.33%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLATFELTER CORP                                                           | GLATFELTER CORP 4.75% 11/15/2029 144A                                                         | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    290000 | PA      | $189225.00    | 0.06%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                 | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                                | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $163575.00    | 0.05%             | 2031-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS INC                                               | WESTINGHOUSE TERM 1LN 08/01/2025                                                              | CUSIP: 11284EAP8<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    330000 | PA      | $327422.70    | 0.10%             | 2025-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORPORATION                                                       | SEASPAN CORPORATION 5.5% 08/01/2029 144A                                                      | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    360000 | PA      | $277149.60    | 0.08%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                      | KAISER ALUMINUM CORP 4.625% 03/01/2028 144A                                                   | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2085000 | PA      | $1833569.85   | 0.55%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                 | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                               | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $125099.02    | 0.04%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                               | HOLOGIC INC 4.625% 02/01/2028 144A                                                            | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162754.60    | 0.05%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                          | LPL HOLDINGS INC 4% 03/15/2029 144A                                                           | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1238715.70   | 0.37%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                            | NRG ENERGY INC 6.625% 01/15/2027                                                              | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    339000 | PA      | $341610.30    | 0.10%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A              | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1361392.30   | 0.41%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040                                                     | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    330000 | PA      | $322565.10    | 0.10%             | 2040-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                       | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $1799443.90   | 0.54%             | 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        |   1130000 | PA      | $1063849.80   | 0.32%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                       | JAZZ SECURITIES DAC 4.375% 01/15/2029 144A                                                    | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    305000 | PA      | $276793.60    | 0.08%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                            | TEMPUR SEALY INTERNATIONAL INC 3.875% 10/15/2031 144A                                         | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    375000 | PA      | $291116.25    | 0.09%             | 2031-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | ONEMAIN FINANCE CORP 3.5% 01/15/2027                                                          | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2026862.91   | 0.61%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                               | APACHE CORP 4.25% 01/15/2030                                                                  | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    244000 | PA      | $219273.04    | 0.07%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES INC                                                       | THOR INDUSTRIES INC 4% 10/15/2029 144A                                                        | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |    475000 | PA      | $377559.82    | 0.11%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                   | WESTERN GAS PARTNERS LP STEP 02/01/2030                                                       | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2628715.50   | 0.79%             | 2030-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                   | WESTERN GAS PARTNERS LP 4.65% 07/01/2026                                                      | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    122000 | PA      | $118649.27    | 0.04%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                       | AVANTOR FUNDING INC 4.625% 07/15/2028 144A                                                    | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1117800.00   | 0.33%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                               | CHENIERE ENERGY PARTNERS LP 3.25% 01/31/2032                                                  | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    365000 | PA      | $297018.75    | 0.09%             | 2032-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                           | HANESBRANDS INC 4.875% 05/15/2026 144A                                                        | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1155700.00   | 0.35%             | 2026-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                 | EQM MIDSTREAM PARTNERS LP 5.5% 07/15/2028                                                     | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    905000 | PA      | $838554.90    | 0.25%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                               | HOLOGIC INC 3.25% 02/15/2029 144A                                                             | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $988436.25    | 0.30%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                         | VERTIV GROUP CORP 4.125% 11/15/2028 144A                                                      | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    895000 | PA      | $769700.00    | 0.23%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCING DAC                                              | C and W SENIOR FINANCING DAC 6.875% 09/15/2027 144A                                           | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |   2719000 | PA      | $2416511.25   | 0.72%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                          | HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A                                           | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $2679113.55   | 0.80%             | 2031-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                                  | CROWDSTRIKE HOLDINGS INC 3% 02/15/2029                                                        | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    610000 | PA      | $507751.80    | 0.15%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                             | CARNIVAL CORP 10.5% 02/01/2026 144A                                                           | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2290000 | PA      | $2317709.00   | 0.69%             | 2026-02-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                 | TEGNA INC 4.625% 03/15/2028                                                                   | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1197749.70   | 0.36%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 5.55% 03/15/2026                                                    | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1660000.00   | 0.50%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP              | CRESTWOOD MIDSTRM PTN/FIN CORP 5.75% 04/01/2025                                               | CUSIP: 226373AP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3871000 | PA      | $3773745.11   | 1.13%             | 2025-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                         | ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026                                                | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3149000 | PA      | $3083059.94   | 0.92%             | 2026-05-15      | 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        |    470000 | PA      | $391862.50    | 0.12%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                     | TENET HEALTHCARE CORP 4.625% 06/15/2028 144A                                                  | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   5745000 | PA      | $5141885.13   | 1.54%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP/THE                                                     | ADT SECURITY CORP/THE 4.125% 08/01/2029 144A                                                  | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    360000 | PA      | $314211.60    | 0.09%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAP                                                        | TELECOM ITALIA CAP 6% 09/30/2034                                                              | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    739000 | PA      | $570722.31    | 0.17%             | 2034-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                       | NOVA CHEMICALS CORP 5.25% 06/01/2027 144A                                                     | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1960000 | PA      | $1759250.86   | 0.53%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                  | VENTURE GLOBAL CALCASIEU 4.125% 08/15/2031 144A                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    430000 | PA      | $370875.00    | 0.11%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                   | DARLING INGREDIENTS INC 6% 06/15/2030 144A                                                    | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214541.80    | 0.06%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                  | MSCI INC 3.25% 08/15/2033 144A                                                                | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    285000 | PA      | $223904.88    | 0.07%             | 2033-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                            | NRG ENERGY INC 3.625% 02/15/2031 144A                                                         | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1367401.50   | 0.41%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                | MATTEL INC 3.75% 04/01/2029 144A                                                              | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    630000 | PA      | $551672.10    | 0.16%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                             | PG and E CORP 5.25% 07/01/2030                                                                | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2168636.58   | 0.65%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                  | LCM INVESTMENTS HOLDINGS 4.875% 05/01/2029 144A                                               | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    160000 | PA      | $133775.98    | 0.04%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                  | VISTRA OPERATIONS CO LLC 5.5% 09/01/2026 144A                                                 | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2052000 | PA      | $1985780.42   | 0.59%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                               | ROBLOX CORP 3.875% 05/01/2030 144A                                                            | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $728269.20    | 0.22%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                     | TENET HEALTHCARE CORP 5.125% 11/01/2027 144A                                                  | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1412085.00   | 0.42%             | 2027-11-01      | Fixed         | 0.05%                 | 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        |   1251000 | PA      | $1152990.41   | 0.34%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                   | GAP INC 3.875% 10/01/2031 144A                                                                | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    360000 | PA      | $271800.00    | 0.08%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 4.4% 04/15/2046                                                     | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    995000 | PA      | $786050.00    | 0.23%             | 2046-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 2.3% 02/10/2025                                                            | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    360000 | PA      | $330300.00    | 0.10%             | 2025-02-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                | DAVITA INC 4.625% 06/01/2030 144A                                                             | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    640000 | PA      | $518067.20    | 0.15%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A                                                  | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $162360.00    | 0.05%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 4.687% 06/09/2025                                                          | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $966997.95    | 0.29%             | 2025-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOLLY EN PART LP/ HOL FIN CORP                                            | HOLLY EN PART LP/ HOL FIN CORP 5% 02/01/2028 144A                                             | CUSIP: 435765AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $332574.19    | 0.10%             | 2028-02-01      | Fixed         | 0.05%                 | 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        |    350000 | PA      | $283731.14    | 0.08%             | 2032-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                     | MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A                                                  | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    485000 | PA      | $409218.75    | 0.12%             | 2032-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                     | AECOM 5.125% 03/15/2027                                                                       | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1974946.40   | 0.59%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036                                                    | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1749362.50   | 0.52%             | 2036-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                               | CHENIERE ENERGY PARTNERS LP 4% 03/01/2031                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1183931.25   | 0.35%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS                                                 | CATALENT PHARMA SOLUTIONS 3.125% 02/15/2029 144A                                              | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $899250.00    | 0.27%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                                                | TWILIO INC 3.875% 03/15/2031                                                                  | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    295000 | PA      | $239345.30    | 0.07%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                      | WR GRACE HOLDING LLC 4.875% 06/15/2027 144A                                                   | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $564448.50    | 0.17%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP              | CRESTWOOD MIDSTRM PTN/FIN CORP 6% 02/01/2029 144A                                             | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1761975.00   | 0.53%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                        | KONTOOR BRANDS INC 4.125% 11/15/2029 144A                                                     | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101787.58    | 0.03%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP                           | LADDER CAP FIN HLDGS LLLP/CORP 4.25% 02/01/2027 144A                                          | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1005000 | PA      | $876862.50    | 0.26%             | 2027-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP              | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A               | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1230786.40   | 0.37%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                                      | RYAN SPECIALTY GROUP 4.375% 02/01/2030 144A                                                   | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    530000 | PA      | $453150.00    | 0.14%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                              | FMG RES AUGUST 2006 PTY LTD 4.5% 09/15/2027 144A                                              | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $18300.00     | 0.01%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                  | ALLISON TRANSMISSION INC 3.75% 01/30/2031 144A                                                | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1063510.70   | 0.32%             | 2031-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                    | FAIR ISAAC CORPORATION 4% 06/15/2028 144A                                                     | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    435000 | PA      | $398025.00    | 0.12%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 8.875% 07/15/2030                                                   | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    715000 | PA      | $819568.75    | 0.24%             | 2030-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NJ                                                | Standard Industries Inc/NJ 4.375% 07/15/2030 144A                                             | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1217700.00   | 0.36%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                   | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                    | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1115000 | PA      | $969637.49    | 0.29%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A                                                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1680787.50   | 0.50%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                     | VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 06/15/2025 144A                                  | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $301443.23    | 0.09%             | 2025-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                         | DISH NETWORK CORP CONV 3.375% 08/15/2026                                                      | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $1721055.00   | 0.51%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                     | TENET HEALTHCARE CORP 4.875% 01/01/2026 144A                                                  | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    690000 | PA      | $654796.20    | 0.20%             | 2026-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031                                                     | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    330000 | PA      | $358050.00    | 0.11%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTRM PRTNRS LP                                                  | ENLINK MIDSTRM PRTNRS LP 5.05% 04/01/2045                                                     | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    290000 | PA      | $220269.50    | 0.07%             | 2045-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                               | APACHE CORP 5.35% 07/01/2049                                                                  | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    170000 | PA      | $134504.00    | 0.04%             | 2049-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                          | CENTENE CORP 2.45% 07/15/2028                                                                 | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58868.47     | 0.02%             | 2028-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                      | NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 09/15/2024 144A                                    | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    146000 | PA      | $137390.38    | 0.04%             | 2024-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                              | TELEFLEX INC 4.25% 06/01/2028 144A                                                            | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    305000 | PA      | $283192.50    | 0.08%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                 | EQM MIDSTREAM PARTNERS LP 4.75% 01/15/2031 144A                                               | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $959697.67    | 0.29%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                                         | MICROSTRATEGY INC 6.125% 06/15/2028 144A                                                      | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    545000 | PA      | $403109.28    | 0.12%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                     | MELCO RESORTS FIN LTD 5.75% 07/21/2028 144A                                                   | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    805000 | PA      | $654062.50    | 0.20%             | 2028-07-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                     | VICI PROPERTIES LP / VICI NOTE CO INC 4.5% 09/01/2026 144A                                    | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2592000 | PA      | $2427200.64   | 0.73%             | 2026-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                               | MATCH GROUP HLD II LLC 3.625% 10/01/2031 144A                                                 | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $439398.82    | 0.13%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                              | ROCKIES EXPRESS PIPELINE LLC 6.875% 04/15/2040 144A                                           | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    220000 | PA      | $182600.00    | 0.05%             | 2040-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                  | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                   | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2539113.41   | 0.76%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                               | CHEMOURS CO 5.375% 05/15/2027                                                                 | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2610925.00   | 0.78%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC                           | ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 4.125% 08/15/2026 144A                        | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1155000 | PA      | $1016400.00   | 0.30%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                  | VENTURE GLOBAL CALCASIEU 3.875% 08/15/2029 144A                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    445000 | PA      | $384368.75    | 0.11%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                               | ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A                                            | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $200675.00    | 0.06%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                                              | ADTALEM GLOBAL EDUCATION INC 5.5% 03/01/2028 144A                                             | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    196000 | PA      | $182280.00    | 0.05%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                             | COHERENT CORP 5% 12/15/2029 144A                                                              | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1222262.50   | 0.37%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                          | CENTENE CORP 3.375% 02/15/2030                                                                | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1703626.12   | 0.51%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA INC 5.375% 02/01/2025                                                                     | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1596111.58   | 0.48%             | 2025-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 5.125% 06/16/2025                                                          | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    660000 | PA      | $639085.79    | 0.19%             | 2025-06-16      | Fixed         | 0.05%                 | 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        |    975000 | PA      | $526500.00    | 0.16%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                             | TRANSDIGM INC 6.25% 03/15/2026 144A                                                           | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   5853000 | PA      | $5824554.42   | 1.74%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                                                  | ROCKETMTGE C0-ISSUER INC 3.625% 03/01/2029 144A                                               | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1094800.00   | 0.33%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                       | SPRINT CAPITAL CORP 8.75% 03/15/2032                                                          | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $2056518.00   | 0.61%             | 2032-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 4.2% 03/15/2048                                                     | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    645000 | PA      | $496650.00    | 0.15%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                 | BLOCK INC 2.75% 06/01/2026                                                                    | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    360000 | PA      | $321732.00    | 0.10%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM ESCROW LLC                                                     | WINDSTREAM ESCROW LLC 7.75% 08/15/2028 144A                                                   | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1386875.00   | 0.41%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                                      | OI EUROPEAN GROUP BV 4.75% 02/15/2030 144A                                                    | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $319450.60    | 0.10%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                     | VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A                                   | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $674381.02    | 0.20%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                            | NRG ENERGY INC 5.75% 01/15/2028                                                               | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1262942.50   | 0.38%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP              | CRESTWOOD MIDSTRM PTN/FIN CORP 5.625% 05/01/2027 144A                                         | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2198000 | PA      | $2068248.30   | 0.62%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                     | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                  | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    620000 | PA      | $549747.80    | 0.16%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                   | VZ SECURED FINANCING BV 5% 01/15/2032 144A                                                    | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1805000 | PA      | $1493637.50   | 0.45%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                 | TARGA RES P LP/TARGA RES P FIN 5.5% 03/01/2030                                                | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $267708.00    | 0.08%             | 2030-03-01      | Fixed         | 0.06%                 | 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        |    365000 | PA      | $298387.50    | 0.09%             | 2031-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                               | APACHE CORP 5.25% 02/01/2042                                                                  | CUSIP: 037411AY1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $835806.98    | 0.25%             | 2042-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                             | PG and E CORP 5% 07/01/2028                                                                   | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   5555000 | PA      | $5125098.55   | 1.53%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/ WYNN LAS V                                            | WYNN LAS VEGAS LLC/ WYNN LAS V 5.5% 03/01/2025 144A                                           | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1276706.90   | 0.38%             | 2025-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                    | SABLE INTL FIN LTD 5.75% 09/07/2027 144A                                                      | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |   2404000 | PA      | $2187880.40   | 0.65%             | 2027-09-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                  | SERVICE PPTYS TR 5.5% 12/15/2027                                                              | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    480000 | PA      | $417600.00    | 0.12%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                             | CARNIVAL CORP 7.625% 03/01/2026 144A                                                          | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1465000 | PA      | $1234262.50   | 0.37%             | 2026-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                             | TERRAFORM POWER OPERATING LLC 5% 01/31/2028 144A                                              | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    624000 | PA      | $578760.00    | 0.17%             | 2028-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                  | SERVICE PPTYS TR 4.95% 10/01/2029                                                             | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    515000 | PA      | $374422.00    | 0.11%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                        | MURPHY OIL USA INC 3.75% 02/15/2031 144A                                                      | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    165000 | PA      | $134996.57    | 0.04%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                              | Fidelity Cash Central Fund                                                                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  34489857 | NS      | $34496754.65  | 10.31%            |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                         | ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027                                                | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6705000 | PA      | $6151837.50   | 1.84%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                         | NEWELL BRANDS INC STEP 04/01/2036                                                             | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    565000 | PA      | $483611.75    | 0.14%             | 2036-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                               | SUNOCO LP / SUNOCO FIN CORP 6% 04/15/2027                                                     | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1385169.86   | 0.41%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                     | OPEN TEXT CORPORATION 3.875% 12/01/2029 144A                                                  | CUSIP: 683715AD8<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $143700.07    | 0.04%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                            | CVR ENERGY INC 5.25% 02/15/2025 144A                                                          | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    840000 | PA      | $805156.80    | 0.24%             | 2025-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                 | TEGNA INC 5% 09/15/2029                                                                       | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    240000 | PA      | $224408.87    | 0.07%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOLLY EN PART LP/ HOL FIN CORP                                            | HOLLY EN PART LP/ HOL FIN CORP 6.375% 04/15/2027 144A                                         | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $293515.84    | 0.09%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                | DCP MIDSTREAM OPER LP 5.6% 04/01/2044                                                         | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94050.27     | 0.03%             | 2044-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GARDEN SPINCO CORP                                                        | GARDEN SPINCO CORP 8.625% 07/20/2030 144A                                                     | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $159246.42    | 0.05%             | 2030-07-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTRM PRTNRS LP                                                  | ENLINK MIDSTRM PRTNRS LP 5.6% 04/01/2044                                                      | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $844940.00    | 0.25%             | 2044-04-01      | Fixed         | 0.06%                 | 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        |    180000 | PA      | $152805.60    | 0.05%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                       | VIAVI SOLUTIONS INC 3.75% 10/01/2029 144A                                                     | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    725000 | PA      | $598125.00    | 0.18%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                     | SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A                                                  | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $390867.38    | 0.12%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OCCIDENTAL PETROLEUM CORP 4.4% 08/15/2049                                                     | CUSIP: 674599CY9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $889638.01    | 0.27%             | 2049-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                          | TRINET GROUP INC 3.5% 03/01/2029 144A                                                         | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    595000 | PA      | $494593.75    | 0.15%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RES L P / EER FIN INC                                     | ENDEAVOR ENERGY RES L P / EER FIN INC 5.75% 01/30/2028 144A                                   | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $890701.00    | 0.27%             | 2028-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                  | SERVICE PPTYS TR 3.95% 01/15/2028                                                             | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     85000 | PA      | $62812.14     | 0.02%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                 | EQM MIDSTREAM PARTNERS LP 7.5% 06/01/2027 144A                                                | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    710000 | PA      | $717533.10    | 0.21%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC    | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.625% 01/15/2027 144A | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1295126.00   | 0.39%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                   | JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A                                                  | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $179975.65    | 0.05%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS and RESORTS INC                                            | WYNDHAM HOTELS and RESORTS INC 4.375% 08/15/2028 144A                                         | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    592000 | PA      | $529402.78    | 0.16%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                      | ENLINK MIDSTREAM LLC 5.625% 01/15/2028 144A                                                   | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214500.00    | 0.06%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                            | CVR ENERGY INC 5.75% 02/15/2028 144A                                                          | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157437.00    | 0.05%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                              | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                             | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136875.00    | 0.04%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA INC 5.375% 09/01/2026                                                                     | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5515000 | PA      | $5483360.11   | 1.64%             | 2026-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                              | ROCKIES EXPRESS PIPELINE LLC 4.95% 07/15/2029 144A                                            | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    570000 | PA      | $512551.46    | 0.15%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                               | SUNOCO LP / SUNOCO FIN CORP 5.875% 03/15/2028                                                 | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $204775.77    | 0.06%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                              | ENTEGRIS INC 4.375% 04/15/2028 144A                                                           | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1855749.92   | 0.55%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                            | SERVICE CORP INTERNATIONAL INC 5.125% 06/01/2029                                              | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    695000 | PA      | $658293.58    | 0.20%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC / AXALTA COATING SYSTEMS DUTCH HOLDING B BV    | AXALTA COAT/DUTCH HLD BV 4.75% 06/15/2027 144A                                                | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1100483.70   | 0.33%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                           | ROLLS-ROYCE PLC 5.75% 10/15/2027 144A                                                         | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1270000 | PA      | $1208328.80   | 0.36%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032                                                        | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2370000 | PA      | $1955878.05   | 0.58%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP/THE                                                     | ADT SECURITY CORP/THE 4.875% 07/15/2032 144A                                                  | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    355000 | PA      | $307149.55    | 0.09%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                        | HOWARD HUGHES CORP 4.375% 02/01/2031 144A                                                     | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    675000 | PA      | $554343.75    | 0.17%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                 | MILLICOM INTL CELLULAR SA 5.125% 01/15/2028 144A                                              | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   1800000 | PA      | $1624500.00   | 0.49%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC                               | SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC 4.5% 03/15/2029 144A                              | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    265000 | PA      | $226296.93    | 0.07%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                             | TOPBUILD CORP 4.125% 02/15/2032 144A                                                          | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    765000 | PA      | $612228.40    | 0.18%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                             | CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A                                                | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    290000 | PA      | $267891.55    | 0.08%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | ONEMAIN FINANCE CORP 6.875% 03/15/2025                                                        | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1539502.58   | 0.46%             | 2025-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTRM PRTNRS LP                                                  | ENLINK MIDSTRM PRTNRS LP 5.45% 06/01/2047                                                     | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    605000 | PA      | $490050.00    | 0.15%             | 2047-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                       | SIRIUS XM RADIO INC 5% 08/01/2027 144A                                                        | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1082558.40   | 0.32%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC OKLA                                            | CONTINENTAL RESOURCES INC OKLA 5.75% 01/15/2031 144A                                          | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1741531.21   | 0.52%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                                  | ASGN INC 4.625% 05/15/2028 144A                                                               | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3034500.00   | 0.91%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                          | HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A                                       | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $930340.30    | 0.28%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC                                  | HAT HOLDINGS I LLC / II LLC 3.375% 06/15/2026 144A                                            | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $400112.60    | 0.12%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                      | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO 5.375% 08/15/2026 144A                   | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $105647.08    | 0.03%             | 2026-08-15      | Fixed         | 0.05%                 | 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        |   1270000 | PA      | $1116675.82   | 0.33%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                     | MINERAL RES LTD 8% 11/01/2027 144A                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    495000 | PA      | $508563.00    | 0.15%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                  | EQT CORP 3.9% 10/01/2027                                                                      | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1531127.09   | 0.46%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                      | ARAMARK SERVICES INC 5% 02/01/2028 144A                                                       | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3422722.20   | 1.02%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                      | HOWMET AEROSPACE INC 6.75% 01/15/2028                                                         | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    755000 | PA      | $762550.00    | 0.23%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                          | CCO HLDGS LLC/CAP CORP 4.5% 06/01/2033 144A                                                   | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $579335.30    | 0.17%             | 2033-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                        | ALLY FINANCIAL 4.7/VAR INC PERP                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |   3800000 | PA      | $2752625.00   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | FORD MTR CR CO LLC 5.113% 05/03/2029                                                          | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    650000 | PA      | $605988.50    | 0.18%             | 2029-05-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                          | CENTENE CORP 2.5% 03/01/2031                                                                  | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1094369.52   | 0.33%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                   | BATH and BODY WORKS INC 6.625% 10/01/2030 144A                                                | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1025117.10   | 0.31%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                              | US FOODS INC 6.25% 04/15/2025 144A                                                            | CUSIP: 90290MAC5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1675504.40   | 0.50%             | 2025-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                             | METHANEX CORP 5.65% 12/01/2044                                                                | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   1034000 | PA      | $775500.00    | 0.23%             | 2044-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                        | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                     | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1394969.00   | 0.42%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                             | CLEARWAY ENERGY OPER LLC 3.75% 02/15/2031 144A                                                | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1147942.45   | 0.34%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP                      | HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP 4.875% 04/01/2027                        | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $409756.62    | 0.12%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS and CO                                                       | LEVI STRAUSS and CO 3.5% 03/01/2031 144A                                                      | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    525000 | PA      | $430716.20    | 0.13%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                                                   | GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A                                                | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    800000 | PA      | $760650.00    | 0.23%             | 2026-07-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                               | ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A                                            | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    325000 | PA      | $269295.43    | 0.08%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC    | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A   | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3140494.83   | 0.94%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 5.375% 02/01/2028 144A                                                       | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $626599.75    | 0.19%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                               | BOOZ ALLEN AND HAMILTON INC 4% 07/01/2029 144A                                                | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124128.20    | 0.04%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                            | ALTICE FING SA 5% 01/15/2028 144A                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1660000 | PA      | $1354360.80   | 0.40%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                         | POST HLDGS INC 5.625% 01/15/2028 144A                                                         | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1908060.00   | 0.57%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSC HOLDINGS LLC 4.125% 12/01/2030 144A                                                       | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3837.50      | 0.00%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC DEL                                     | ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A                                    | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1381677.30   | 0.41%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                                 | EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A                                              | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $713250.00    | 0.21%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                                   | SPCM SA 3.125% 03/15/2027 144A                                                                | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $308700.00    | 0.09%             | 2027-03-15      | Fixed         | 0.03%                 | 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        |   3516000 | PA      | $3001960.80   | 0.90%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERGEN NV                                                               | INTERGEN NV 7% 06/30/2023 144A                                                                | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | NL        |   1496000 | PA      | $1463481.66   | 0.44%             | 2023-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                             | METHANEX CORP 5.25% 12/15/2029                                                                | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $116108.20    | 0.03%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                               | ASBURY AUTOMOTIVE GROUP INC 5% 02/15/2032 144A                                                | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211221.72    | 0.06%             | 2032-02-15      | Fixed         | 0.05%                 | 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        |   1720000 | PA      | $1260226.80   | 0.38%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                               | GARTNER INC 3.625% 06/15/2029 144A                                                            | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    205000 | PA      | $179556.67    | 0.05%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                       | CHENIERE ENERGY INC 4.625% 10/15/2028                                                         | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1137911.04   | 0.34%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                               | APACHE CORP 5.1% 09/01/2040                                                                   | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    686000 | PA      | $564235.00    | 0.17%             | 2040-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                          | CENTENE CORP 4.25% 12/15/2027                                                                 | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1337334.00   | 0.40%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY PARTNERS III LLC                                           | COLGATE ENERGY PARTNERS III LLC 5.875% 07/01/2029 144A                                        | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    190000 | PA      | $174800.00    | 0.05%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                | DCP MIDSTREAM OPER LP 6.45% 11/03/2036 144A                                                   | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    435000 | PA      | $432362.56    | 0.13%             | 2036-11-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                             | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 5.25% 12/01/2027 144A                           | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1326818.65   | 0.40%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                  | SENSATA TECHNOLOGIES INC 3.75% 02/15/2031 144A                                                | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1110392.93   | 0.33%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer