# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0000035402-26-002659
**Filing Date:** 2026-4
**Character Count:** 210312
**Document Hash:** 68aa56c537962ea6061bc913a7637327
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002659.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002659

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY COVINGTON TRUST
- **CENTRAL INDEX KEY:** 0000945908

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07319
- **FILM NUMBER:** 26895543

**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 Sustainable High Yield ETF (Series ID: S000075296)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000234213 | Fidelity Sustainable High Yield ETF | FSYD            |

## 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 Covington Trust

- **b. Investment Company Act file number:** 811-07319

- **c. CIK number of Registrant:** 0000945908

- **d. LEI of Registrant:** 549300JFYFTF85QAQR28

- **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 Sustainable High Yield ETF

- **b. EDGAR series identifier (if any):** S000075296

- **c. LEI of Series:** 5493008RT5ZXTNQPLX41

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $106535820.61

**Total Liabilities:** $2028378.56

**Net Assets:** $104507442.05

**Delayed Delivery Securities:** $781741.85

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 422.26913250 | **1-Year:** 1201.55902800 | **5-Year:** 1349.59174970 | **10-Year:** 758.99507350 | **30-Year:** 78.16845260

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

- **3-Month:** 5255.41864896 | **1-Year:** 14227.33075786 | **5-Year:** 13777.02331386 | **10-Year:** 1753.40008922 | **30-Year:** 316.62923118

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234213 | 0.92%                | 0.91%                | 0.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $49288.20                | $214968.63                                 |
| Month 2  | $-116211.99              | $418176.56                                 |
| Month 3  | $196393.13               | $-80994.08                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fidelity Revere Street Trust                                                   | Fidelity Cash Central Fund                                                                            | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   1356201 | NS      | $1356472.15   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                          | ON SEMICONDUCTOR CORP                                                                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       940 | NS      | $62491.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SURGERY PARTNERS INC                                                           | SURGERY PARTNERS INC                                                                                  | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      6765 | NS      | $104857.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSALTA CORP                                                                 | TRANSALTA CORP 6.5% 03/15/2040                                                                        | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100972.41    | 0.10%             | 2040-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                           | TEVA PHARMACEUTICAL FIN NETH III B V 3.15% 10/01/2026                                                 | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $24816.76     | 0.02%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                      | IQVIA INC 5% 10/15/2026 144A                                                                          | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    607000 | PA      | $606342.92    | 0.58%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                  | DISH DBS CORP 7.75% 07/01/2026                                                                        | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $316036.06    | 0.30%             | 2026-07-01      | Fixed         | 0.08%                 | 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        |    382000 | PA      | $374361.43    | 0.36%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                           | NEXTERA ENERGY OPERATING PARTNERS LP 4.5% 09/15/2027 144A                                             | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    656000 | PA      | $653193.57    | 0.63%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                      | OLIN CORP 5% 02/01/2030                                                                               | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    654000 | PA      | $635995.25    | 0.61%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC                                                  | OCEANEERING INTERNATIONAL INC 6% 02/01/2028                                                           | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104797.91    | 0.10%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HELIOS TOWERS PLC                                                              | HELIOS TOWERS PLC                                                                                     | CUSIP: N/A<br>LEI: 213800DGC7GS4XCHCU30       | Long             | EC               | CORP              | GB        |     39070 | NS      | $105568.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                 | CONSOLIDATED ENERGY FINANCE SA 6.5% 05/15/2026 144A                                                   | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    335000 | PA      | $332624.06    | 0.32%             | 2026-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                     | BAUSCH HEALTH AMERICAS INC 8.5% 01/31/2027 144A                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54505.14     | 0.05%             | 2027-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                      | IQVIA INC 5% 05/15/2027 144A                                                                          | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    558000 | PA      | $556779.71    | 0.53%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                         | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                        | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358000 | PA      | $309308.81    | 0.30%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                       | SOTHEBYS 7.375% 10/15/2027 144A                                                                       | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    382000 | PA      | $379672.09    | 0.36%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                                  | TERRAFORM POWER OPERATING LLC 4.75% 01/15/2030 144A                                                   | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1439072.98   | 1.38%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                   | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    990000 | PA      | $976830.92    | 0.93%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                             | ARCHROCK PARTNERS LP / FIN CORP 6.25% 04/01/2028 144A                                                 | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $231180.18    | 0.22%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM LP                                                              | HESS MIDSTREAM LP CL A                                                                                | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4300 | NS      | $166324.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC         | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A         | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $235044.20    | 0.22%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                         | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                             | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |    373652 | PA      | $359079.25    | 0.34%             | 2026-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                              | POST HLDGS INC 4.625% 04/15/2030 144A                                                                 | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    234000 | PA      | $229050.67    | 0.22%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                    | ORACLE CORP 3.6% 04/01/2040                                                                           | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    602000 | PA      | $454928.65    | 0.44%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                                        | DPL INC 4.35% 04/15/2029                                                                              | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    923000 | PA      | $909099.99    | 0.87%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                               | CSC HOLDINGS LLC 4.125% 12/01/2030 144A                                                               | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    170000 | PA      | $103711.95    | 0.10%             | 2030-12-01      | Fixed         | 0.04%                 | 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        |    108000 | PA      | $39972.44     | 0.04%             | 2030-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                         | UNITED PLANET FITNESS TERM B 1LN 12/30/2026                                                           | CUSIP: 91132UAK9<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |    164870 | PA      | $159511.53    | 0.15%             | 2026-12-30      | Variable      | 0.12%                 | 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        |     10000 | PA      | $9640.34      | 0.01%             | 2028-07-01      | 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        |   1550000 | PA      | $1551283.40   | 1.48%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                | TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A                                                | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    950000 | PA      | $958278.66    | 0.92%             | 2030-08-01      | Fixed         | 0.05%                 | 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        |    291000 | PA      | $173462.16    | 0.17%             | 2031-02-15      | Fixed         | 0.03%                 | 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        |    126000 | PA      | $110171.12    | 0.11%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                     | DAVITA INC 3.75% 02/15/2031 144A                                                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    797000 | PA      | $744790.77    | 0.71%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 3.625% 01/15/2029 144A                                                          | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18800.00     | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | 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        |    644000 | PA      | $630417.14    | 0.60%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                          | TENET HEALTHCARE CORP 6.125% 10/01/2028                                                               | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1014335.70   | 0.97%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                            | HUDBAY MINERALS INC 6.125% 04/01/2029 144A                                                            | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    997000 | PA      | $1004891.26   | 0.96%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                | CORNERSTONE BUILDING BRANDS INC 6.125% 01/15/2029 144A                                                | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    257000 | PA      | $128268.21    | 0.12%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                      | CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A                                                      | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49963.05     | 0.05%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                      | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                                      | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24980.28     | 0.02%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                           | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                     | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    247000 | PA      | $237195.78    | 0.23%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                          | ENCOMPASS HEALTH CORP 4.625% 04/01/2031                                                               | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    284000 | PA      | $278816.72    | 0.27%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                  | DISH DBS CORP 7.375% 07/01/2028                                                                       | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24121.09     | 0.02%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE                                                                 | AMN HEALTHCARE 4% 04/15/2029 144A                                                                     | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    348000 | PA      | $331437.60    | 0.32%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC                                              | ADVANTAGE SALES and MARKETING INC 6.5% 11/15/2028 144A                                                | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |     95000 | PA      | $77900.00     | 0.07%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADVANCION HOLDINGS LLC                                                         | ANGUS CHEMICAL TERM B 1LN 11/24/2027                                                                  | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |     35000 | PA      | $33512.50     | 0.03%             | 2027-11-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                          | MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A                                                          | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    710000 | PA      | $646758.53    | 0.62%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                | CHEMOURS CO/THE 5.75% 11/15/2028 144A                                                                 | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    592000 | PA      | $595441.89    | 0.57%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                         | LUMEN TECHNOLOGIES INC 4.5% 01/15/2029 144A                                                           | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6663.40      | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                  | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                      | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $161660.17    | 0.15%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                            | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                             | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38121.12     | 0.04%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                   | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A                       | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1195813.18   | 1.14%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                     | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A                                      | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $236582.66    | 0.23%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A                                                           | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    147000 | PA      | $136260.16    | 0.13%             | 2029-07-15      | Fixed         | 0.04%                 | 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        |   2083000 | PA      | $1940808.25   | 1.86%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                   | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                    | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    895000 | PA      | $821154.68    | 0.79%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                              | GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029                                                   | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    631000 | PA      | $637205.25    | 0.61%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                           | CONSTANT CONTACT INC TERM B 2LN 02/12/2029                                                            | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |     11000 | PA      | $8961.70      | 0.01%             | 2029-02-12      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                  | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1089886.63   | 1.04%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                              | POST HLDGS INC 4.5% 09/15/2031 144A                                                                   | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    881000 | PA      | $842869.35    | 0.81%             | 2031-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                                        | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                          | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    362000 | PA      | $349384.30    | 0.33%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC      | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A          | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $305419.55    | 0.29%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                              | KOSMOS ENERGY LTD 7.5% 03/01/2028 144A                                                                | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6910.00      | 0.01%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                     | TRONOX INC 4.625% 03/15/2029 144A                                                                     | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    235000 | PA      | $181697.96    | 0.17%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                           | CONSTANT CONTACT TERM B 1LN 02/10/2028                                                                | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |    108990 | PA      | $94072.25     | 0.09%             | 2028-02-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                 | YUM BRANDS INC 4.625% 01/31/2032                                                                      | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    967000 | PA      | $950713.79    | 0.91%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                             | REDFIN CORP CONV 0.5% 04/01/2027                                                                      | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    421000 | PA      | $402055.00    | 0.38%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                | CORNERSTONE BUILDING BRANDS TERM B 04/12/2028                                                         | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    104817 | PA      | $76554.32     | 0.07%             | 2028-04-12      | Variable      | 0.07%                 | 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        |   1027000 | PA      | $912597.85    | 0.87%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                               | MICHAELS COS INC 7.875% 05/01/2029 144A                                                               | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99445.60     | 0.10%             | 2029-05-01      | Fixed         | 0.08%                 | 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        |     15000 | PA      | $14724.98     | 0.01%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                             | ALLY FINL INC 4.7%/VAR PERP                                                                           | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |     70000 | PA      | $69810.57     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                                          | LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028                                                     | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |    343180 | PA      | $305674.02    | 0.29%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                                                   | STONEMOR INC 8.5% 05/15/2029 144A                                                                     | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $278396.86    | 0.27%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                                             | HERENS HOLDCO SARL 4.75% 05/15/2028 144A                                                              | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    470000 | PA      | $413608.51    | 0.40%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                               | CSC HOLDINGS LLC 4.5% 11/15/2031 144A                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    235000 | PA      | $141035.56    | 0.13%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                     | CLUB CAR TERM 1LN 06/01/2028                                                                          | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    184556 | PA      | $171384.36    | 0.16%             | 2028-06-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                   | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                                   | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    183000 | PA      | $161792.24    | 0.15%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                                 | TULLOW OIL PLC 10.25% 05/15/2026 144A                                                                 | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $195008.00    | 0.19%             | 2026-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                     | MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A                                                     | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    110000 | PA      | $81478.71     | 0.08%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                          | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                                                              | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     57000 | PA      | $76750.50     | 0.07%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                      | BLOCK INC 3.5% 06/01/2031                                                                             | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    960000 | PA      | $901432.90    | 0.86%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                      | AMERICAN ROCK SALT TERM 1LN 6/9/2028                                                                  | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |      4897 | PA      | $4401.57      | 0.00%             | 2028-06-09      | Variable      | 0.08%                 | 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        |     94000 | PA      | $92898.50     | 0.09%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                                           | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                                  | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |    148894 | PA      | $137761.42    | 0.13%             | 2028-06-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                    | STARWOOD PPTY TR INC 3.625% 07/15/2026 144A                                                           | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    144000 | PA      | $143125.26    | 0.14%             | 2026-07-15      | Fixed         | 0.04%                 | 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        |   1151000 | PA      | $1134065.34   | 1.09%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                     | PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A                                                      | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44150.88     | 0.04%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                         | JEFFERIES FIN LLC/JFIN 5% 08/15/2028 144A                                                             | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228000 | PA      | $216786.14    | 0.21%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HOLDINGS INC                                                 | SOTHEBY'S/BIDFAIR HOLDINGS INC 5.875% 06/01/2029 144A                                                 | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9621.29      | 0.01%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                            | ALTICE FINANCING SA 5.75% 08/15/2029 144A                                                             | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    195000 | PA      | $135274.53    | 0.13%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                               | CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A                                                          | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    943000 | PA      | $821448.15    | 0.79%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                | CHEMOURS CO/THE 4.625% 11/15/2029 144A                                                                | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1300519.74   | 1.24%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                            | SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A                                                            | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    179000 | PA      | $447.50       | 0.00%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                   | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                       | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    847000 | PA      | $856004.46    | 0.82%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                     | CARVANA CO 4.875% 09/01/2029 144A                                                                     | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22750.00     | 0.02%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENSTALL GROUP BV                                                               | ESDEC SOLAR TERM B 1LN 8/30/2028                                                                      | CUSIP: N/A<br>LEI: 724500UTJRTIU7878U15       | Long             | LON              | CORP              | NL        |    166678 | PA      | $70004.69     | 0.07%             | 2028-08-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                  | DISH DBS CORP 5.125% 06/01/2029                                                                       | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $76800.86     | 0.07%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                        | ATI INC 4.875% 10/01/2029                                                                             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    328000 | PA      | $327572.45    | 0.31%             | 2029-10-01      | 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        |    668000 | PA      | $651476.95    | 0.62%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 4.875% 05/01/2029                                                                       | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    126000 | PA      | $125778.74    | 0.12%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                         | MPT OPER PARTNERSHIP LP/CORP 0.993% 10/15/2026                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100000 | PA      | $115802.59    | 0.11%             | 2026-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                 | CONSOLIDATED ENERGY FINANCE SA 5.625% 10/15/2028 144A                                                 | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    370000 | PA      | $310800.00    | 0.30%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                    | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                            | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $75598.46     | 0.07%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                 | AIR LEASE CORP 4.125%/VAR PERP                                                                        | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |    195000 | PA      | $193343.20    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                  | DISH DBS CORP 5.25% 12/01/2026 144A                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $82563.16     | 0.08%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                            | KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A                                                           | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121992 | PA      | $105523.08    | 0.10%             | 2026-11-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                             | CANACOL ENERGY LTD 5.75% 11/24/2028 144A                                                              | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |    546000 | PA      | $161070.00    | 0.15%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                              | REWORLD HLDG CORP 4.875% 12/01/2029 144A                                                              | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1458113.05   | 1.40%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                | IHS HOLDING LTD 5.625% 11/29/2026 144A                                                                | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     98000 | PA      | $97516.86     | 0.09%             | 2026-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                | IHS HOLDING LTD 6.25% 11/29/2028 144A                                                                 | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     26000 | PA      | $26073.06     | 0.02%             | 2028-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                               | CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A                                                          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $280837.74    | 0.27%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                   | CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    272000 | PA      | $261346.35    | 0.25%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                | ERO COPPER CORP 6.5% 02/15/2030 144A                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $522600.00    | 0.50%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                                                    | PEDIATRIX MEDICAL GROUP INC 5.375% 02/15/2030 144A                                                    | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    632000 | PA      | $627911.84    | 0.60%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEXION INC                                                                     | HEXION TERM 2LN 03/15/2030                                                                            | CUSIP: 42829JAB5<br>LEI: 54930030FZF8HYAEHM46 | Long             | LON              | CORP              | US        |     49265 | PA      | $46226.55     | 0.04%             | 2030-03-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                            | OWENS and MINOR INC 6.625% 04/01/2030 144A                                                            | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    528000 | PA      | $254041.02    | 0.24%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                          | TENET HEALTHCARE CORP 6.125% 06/15/2030                                                               | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81596.24     | 0.08%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                     | ADVANCED DRAIN SYS INC DEL 6.375% 06/15/2030 144A                                                     | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96660.41     | 0.09%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC            | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $118778.05    | 0.11%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                   | ENTEGRIS INC 5.95% 06/15/2030 144A                                                                    | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1148221.61   | 1.10%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                          | CELANESE US HLDGS LLC VAR 07/15/2032                                                                  | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163403.64    | 0.16%             | 2032-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SUB INC                                                  | CAMELOT RETURN MERGER SUB INC 8.75% 08/01/2028 144A                                                   | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    584000 | PA      | $440926.60    | 0.42%             | 2028-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                | CORNERSTONE BUILDING PRODUCTS TERM 1LN 08/01/2028                                                     | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     10944 | PA      | $7879.38      | 0.01%             | 2028-08-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                             | CNX RESOURCES CORP 7.375% 01/15/2031 144A                                                             | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    159000 | PA      | $164905.30    | 0.16%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                            | ALTICE FINANCING TERM B 1LN 10/31/2027                                                                | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |      4974 | PA      | $3656.15      | 0.00%             | 2027-10-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                | RAND PARENT LLC 8.5% 02/15/2030 144A                                                                  | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $203408.60    | 0.19%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                           | EDISON INTERNATIONAL 8.125%/VAR 06/15/2053                                                            | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    154000 | PA      | $160080.69    | 0.15%             | 2053-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                           | FORTREA HOLDINGS INC 7.5% 07/01/2030 144A                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51524.94     | 0.05%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                         | CALUMET SPEC PROD PRT/FIN CORP 9.75% 07/15/2028 144A                                                  | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $215114.40    | 0.21%             | 2028-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                  | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                 | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    779000 | PA      | $727485.04    | 0.70%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                        | ATI INC 7.25% 08/15/2030                                                                              | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    126000 | PA      | $131981.47    | 0.13%             | 2030-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                          | CELANESE US HLDGS LLC VAR 11/15/2030                                                                  | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74632.32     | 0.07%             | 2030-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                          | CELANESE US HLDGS LLC VAR 11/15/2033                                                                  | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214869.20    | 0.21%             | 2033-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP                       | ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP 7% 04/15/2030 144A                           | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $267873.66    | 0.26%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                     | CARVANA CO PIK VAR 06/01/2030 144A                                                                    | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    195847 | PA      | $203888.48    | 0.20%             | 2030-06-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                  | CLUE OPCO LLC 9.5% 10/15/2031 144A                                                                    | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $38315.35     | 0.04%             | 2031-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                         | GRAN TIERRA ENERGY INC 9.5% 10/15/2029 144A                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    203000 | PA      | $162643.60    | 0.16%             | 2029-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                         | INEOS QUATTRO TERM B 1LN 04/02/2029                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    174417 | PA      | $141133.28    | 0.14%             | 2029-04-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                  | PG and E CORP CONV 4.25% 12/01/2027                                                                   | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    159000 | PA      | $169939.20    | 0.16%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                           | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                            | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    274000 | PA      | $284398.57    | 0.27%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                           | EDISON INTERNATIONAL 7.875%/VAR 06/15/2054                                                            | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    296000 | PA      | $308147.25    | 0.29%             | 2054-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                                                        | CHAMPIONS FINANCING INC 8.75% 02/15/2029 144A                                                         | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |    212000 | PA      | $200993.87    | 0.19%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                            | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    904000 | PA      | $755714.98    | 0.72%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                            | ARTERA SERVICES TERM 1LN 2/15/2031                                                                    | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |     84975 | PA      | $69334.19     | 0.07%             | 2031-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                 | CONSOLIDATED ENERGY FINANCE SA 12% 02/15/2031 144A                                                    | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    135000 | PA      | $116775.00    | 0.11%             | 2031-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                               | AMBIPAR LUX SARL 9.875% 02/06/2031 144A                                                               | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    411000 | PA      | $77062.50     | 0.07%             | 2031-02-06      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                 | CONSOLIDATED ENERGY TERM B 1LN 11/15/2030                                                             | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |     69671 | PA      | $62290.06     | 0.06%             | 2030-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                | CANO HEALTH LLC                                                                                       | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |       981 | NS      | $8279.64      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| POST HOLDINGS INC                                                              | POST HLDGS INC 6.25% 02/15/2032 144A                                                                  | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89496.64     | 0.09%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS CO                                                                 | AMER SPORTS CO 6.75% 02/16/2031 144A                                                                  | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    266000 | PA      | $277543.34    | 0.27%             | 2031-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                  | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    518000 | PA      | $531597.50    | 0.51%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 6.625% 03/01/2032 144A                                                                  | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33151.74     | 0.03%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                             | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                              | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    227000 | PA      | $238031.07    | 0.23%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                 | WHIRLPOOL CORP 5.75% 03/01/2034                                                                       | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    263000 | PA      | $249731.26    | 0.24%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                         | RADIOLOGY PARTNERS INC PIK VAR 02/15/2030 144A                                                        | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     10768 | PA      | $10068.08     | 0.01%             | 2030-02-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                       | BUILDERS FIRSTSOURCE INC 6.375% 03/01/2034 144A                                                       | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85491.33     | 0.08%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                            | ALTICE FINANCING SA 9.625% 07/15/2027 144A                                                            | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     90000 | PA      | $67293.06     | 0.06%             | 2027-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                              | KOSMOS ENERGY LTD CONV 3.125% 03/15/2030                                                              | CUSIP: 500688AH9<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    140000 | PA      | $93590.00     | 0.09%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                  | UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A                                                  | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     67000 | PA      | $70187.99     | 0.07%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                           | BEAZER HOMES USA INC 7.5% 03/15/2031 144A                                                             | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    252000 | PA      | $259276.25    | 0.25%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LTD                                              | ASTON MARTIN CAP HLDGS LTD 10% 03/31/2029 144A                                                        | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    120000 | PA      | $96900.00     | 0.09%             | 2029-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                    | STARWOOD PPTY TR INC 7.25% 04/01/2029 144A                                                            | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     63000 | PA      | $66014.93     | 0.06%             | 2029-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                                          | RACKSPACE FINANCE LLC 3.5% 05/15/2028 144A                                                            | CUSIP: 75008WAA1<br>LEI: 25490078N5MHLAGLZ689 | Long             | DBT              | CORP              | US        |     12525 | PA      | $5096.11      | 0.00%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                               | HILTON DOMESTIC OPERATING CO INC 6.125% 04/01/2032 144A                                               | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87877.25     | 0.08%             | 2032-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                  | BRANDSAFWAY TERM B 1LN 08/01/2030                                                                     | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |     19736 | PA      | $16825.26     | 0.02%             | 2030-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                        | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                         | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    304000 | PA      | $304094.85    | 0.29%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                      | BLOCK INC 6.5% 05/15/2032                                                                             | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $1040075.35   | 1.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                             | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 6.75% 05/15/2034 144A                              | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $208549.96    | 0.20%             | 2034-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                             | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 7.875% 05/15/2034 144A                             | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    533000 | PA      | $496735.91    | 0.48%             | 2034-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                        | MKS INC CONV 1.25% 06/01/2030                                                                         | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     59000 | PA      | $102630.50    | 0.10%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                    | STAPLES TERM B 1LN 9/4/2029                                                                           | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     98797 | PA      | $88176.20     | 0.08%             | 2029-09-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                    | STAPLES INC 10.75% 09/01/2029 144A                                                                    | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    383000 | PA      | $351427.07    | 0.34%             | 2029-09-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                            | US LBM TERM B 1LN 06/06/2031                                                                          | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     64485 | PA      | $53070.86     | 0.05%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                   | UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1411276.87   | 1.35%             | 2031-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC            | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $271274.05    | 0.26%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                           | 1011778 BC ULC/NEW RED FIN INC 6.125% 06/15/2029 144A                                                 | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     76000 | PA      | $78163.19     | 0.07%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                    | STAPLES INC 12.75% 01/15/2030 144A                                                                    | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    285538 | PA      | $200719.25    | 0.19%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                | CANO HEALTH LLC WT                                                                                    | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |       107 | NS      | $148.73       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RESIDEO FUNDING INC                                                            | RESIDEO FUNDING INC 6.5% 07/15/2032 144A                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    194000 | PA      | $198058.67    | 0.19%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                              | SOLERA TERM PIK TERM 2LN 06/04/2029                                                                   | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |     40000 | PA      | $30000.00     | 0.03%             | 2029-06-04      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                              | POST HLDGS INC 6.375% 03/01/2033 144A                                                                 | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229023.45    | 0.22%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                     | DAVITA INC 6.875% 09/01/2032 144A                                                                     | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    429000 | PA      | $445767.89    | 0.43%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                    | DEL MONTE FOODS TERM 1LN SUPER_PRIORITY FIRST OUT 08/02/2028                                          | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1490 | PA      | $0.00         | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                             | ARCHROCK PARTNERS LP / FIN CORP 6.625% 09/01/2032 144A                                                | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $91576.50     | 0.09%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                           | ONEMAIN FINANCE CORP 7.125% 11/15/2031                                                                | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95087.94     | 0.09%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 6% 01/15/2033 144A                                                                      | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269687.59    | 0.26%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                           | 1011778 BC ULC/NEW RED FIN INC 5.625% 09/15/2029 144A                                                 | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    162000 | PA      | $164863.19    | 0.16%             | 2029-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                     | PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A                                                     | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51324.85     | 0.05%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                               | HILTON DOMESTIC OPERATING CO INC 5.875% 03/15/2033 144A                                               | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    216000 | PA      | $222314.33    | 0.21%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                  | PG and E CORP 7.375%/VAR 03/15/2055                                                                   | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    698000 | PA      | $722415.34    | 0.69%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                              | KOSMOS ENERGY LTD 8.75% 10/01/2031 144A                                                               | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     80000 | PA      | $60000.00     | 0.06%             | 2031-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                      | AMERICAN ROCK SALT TERM 1LN DD 06/12/2028                                                             | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       622 | PA      | $623.01       | 0.00%             | 2028-06-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TRONOX FIN LLC                                                                 | TRONOX TERM B 1LN 09/30/2031                                                                          | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    159736 | PA      | $124194.36    | 0.12%             | 2031-09-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                    | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                     | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    759000 | PA      | $784382.48    | 0.75%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MATIV INC                                                                      | MATIV INC 8% 10/01/2029 144A                                                                          | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123364.04    | 0.12%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS, L.P.                                                         | ALLIANT HOLDINGS LP 10%/ 10.5% PIK PREF PERP                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     16452 | PA      | $16308.87     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                      | AMERICAN ROCK SALT TERM 1LN 06/12/2028                                                                | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |      2365 | PA      | $2369.79      | 0.00%             | 2028-06-12      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                              | POST HLDGS INC 6.25% 10/15/2034 144A                                                                  | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131751.57    | 0.13%             | 2034-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                    | STARWOOD PPTY TR INC 6% 04/15/2030 144A                                                               | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131988.67    | 0.13%             | 2030-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                  | ECHOSTAR CORP CPIK VAR 11/30/2030                                                                     | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    214839 | PA      | $758918.77    | 0.73%             | 2030-11-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                   | US FOODS INC 5.75% 04/15/2033 144A                                                                    | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33660.89     | 0.03%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS                                                                   | NEW FORTRESS 12% 11/15/2029 144A                                                                      | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267216 | PA      | $96598.58     | 0.09%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                     | TEREX CORP NEW 6.25% 10/15/2032 144A                                                                  | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180226.90    | 0.17%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                         | JEFFERIES FIN LLC/JFIN 6.625% 10/15/2031 144A                                                         | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $184036.88    | 0.18%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                 | NRG ENERGY INC 6% 02/01/2033 144A                                                                     | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    376000 | PA      | $385104.28    | 0.37%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                 | NRG ENERGY INC 6.25% 11/01/2034 144A                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    631000 | PA      | $652560.39    | 0.62%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                           | ONEMAIN FINANCE CORP 6.625% 05/15/2029                                                                | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    213000 | PA      | $217446.59    | 0.21%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                 | CMG MEDIA CORP 8.875% 06/18/2029 144A                                                                 | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $12217.99     | 0.01%             | 2029-06-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                 | NRG ENERGY INC 5.75% 07/15/2029 144A                                                                  | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62107.14     | 0.06%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                  | LGI HOMES INC 7% 11/15/2032 144A                                                                      | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    425000 | PA      | $416644.84    | 0.40%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                          | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    287000 | PA      | $282326.51    | 0.27%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                | IHS HOLDING LTD 8.25% 11/29/2031 144A                                                                 | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $21301.40     | 0.02%             | 2031-11-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                | IHS HOLDING LTD 7.875% 05/29/2030 144A                                                                | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $114812.50    | 0.11%             | 2030-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                             | ALLY FINL INC T5Y+NA 01/17/2040                                                                       | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    844000 | PA      | $842022.10    | 0.81%             | 2040-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                | CVS HEALTH CORP 7%/VAR 03/10/2055                                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    581000 | PA      | $611110.91    | 0.58%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                | CVS HEALTH CORP 6.75%/VAR 12/10/2054                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1721489.63   | 1.65%             | 2054-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                    | HEXION TERM 1LN 03/15/2029                                                                            | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     95015 | PA      | $93097.29     | 0.09%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                       | AES CORP 6.95%/VAR 07/15/2055                                                                         | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    131000 | PA      | $126581.23    | 0.12%             | 2055-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                                             | RIOT PLATFORMS INC CONV 0.75% 01/15/2030                                                              | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |    208000 | PA      | $282152.00    | 0.27%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HORIZON US FINCO LP                                                            | THE TRAVEL CORP TERM B 1LN 10/31/2031                                                                 | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109457 | PA      | $106720.84    | 0.10%             | 2031-10-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ANTERIS TECHNOLOGIES GLOBAL CORP                                               | ANTERIS TECHNOLOGIES GLOBAL CORP                                                                      | CUSIP: 03675P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7100 | NS      | $46221.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                    | STARWOOD PPTY TR INC 6.5% 07/01/2030 144A                                                             | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    237000 | PA      | $246485.93    | 0.24%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORPORATION                                                | ENVU TERM B 1LN 10/04/2029                                                                            | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    280000 | PA      | $274296.40    | 0.26%             | 2029-10-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                          | QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A                                                          | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    754000 | PA      | $783630.69    | 0.75%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                          | QUIKRETE HOLDINGS INC 6.75% 03/01/2033 144A                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    188000 | PA      | $195417.73    | 0.19%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                       | SLM CORP 6.5% 01/31/2030                                                                              | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78193.04     | 0.07%             | 2030-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                         | TWITTER TERM B1 1LN 10/26/2029                                                                        | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    478766 | PA      | $479761.90    | 0.46%             | 2029-10-26      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                   | OT MIDCO INC 10% 02/15/2030 144A                                                                      | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $46702.65     | 0.04%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                       | SNAP INC 6.875% 03/01/2033 144A                                                                       | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27888.55     | 0.03%             | 2033-03-01      | 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 6.25% 03/15/2033 144A          | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $181487.57    | 0.17%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                                        | WEX INC 6.5% 03/15/2033 144A                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31156.16     | 0.03%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                      | OLIN CORP 6.625% 04/01/2033 144A                                                                      | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    686000 | PA      | $669859.38    | 0.64%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                        | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                             | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |    848124 | PA      | $402536.85    | 0.39%             | 2028-10-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WALKER and DUNLOP INC                                                          | WALKER and DUNLOP INC 6.625% 04/01/2033 144A                                                          | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $37559.69     | 0.04%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                         | BRIGHTSPEED TERM B 1LN 10/03/2031                                                                     | CUSIP: 20752KAR4<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |     11060 | PA      | $7852.51      | 0.01%             | 2031-10-03      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                         | BRIGHTSPEED TERM B-DD 1LN 04/03/2031                                                                  | CUSIP: 20752KAP8<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |    190000 | PA      | $171950.00    | 0.16%             | 2031-04-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                          | CELANESE US HLDGS LLC 6.75% 04/15/2033                                                                | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    567000 | PA      | $581345.67    | 0.56%             | 2033-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                          | CELANESE US HLDGS LLC 6.5% 04/15/2030                                                                 | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    267000 | PA      | $273560.46    | 0.26%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                       | ACADIA HEALTHCARE CO INC 7.375% 03/15/2033 144A                                                       | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    146000 | PA      | $150722.81    | 0.14%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                    | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                     | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    418000 | PA      | $439573.03    | 0.42%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                       | VIRIDIEN 10% 10/15/2030 144A                                                                          | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    170000 | PA      | $182293.89    | 0.17%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                      | SUNOCO LP 6.25% 07/01/2033 144A                                                                       | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    695000 | PA      | $715798.57    | 0.68%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                           | NEXTERA ENERGY OPERATING PARTNERS LP 8.375% 01/15/2031 144A                                           | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    325000 | PA      | $344126.38    | 0.33%             | 2031-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                           | NEXTERA ENERGY OPERATING PARTNERS LP 8.625% 03/15/2033 144A                                           | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169359.04    | 0.16%             | 2033-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                 | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   1216799 | PA      | $1183677.72   | 1.13%             | 2030-10-08      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                    | DEL MONTE TERM FLFO B 1LN 8/2/2028                                                                    | CUSIP: 24521WAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       430 | PA      | $0.00         | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BW REAL ESTATE INC                                                             | BW REAL ESTATE INC 9.5%/VAR PERP 144A                                                                 | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    100000 | PA      | $104610.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                    | STARWOOD PPTY TR INC 6.5% 10/15/2030 144A                                                             | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    285000 | PA      | $297015.03    | 0.28%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACRISURE HOLDINGS INC                                                          | ACRISURE HOLDINGS INC SER A-2 PC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      3085 | NS      | $86935.30     | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                       | BUILDERS FIRSTSOURCE INC 6.75% 05/15/2035 144A                                                        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    169000 | PA      | $176362.43    | 0.17%             | 2035-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                        | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.875% 07/15/2030 144A                                        | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     64000 | PA      | $65865.86     | 0.06%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                             | CROWN AMERICAS LLC 5.875% 06/01/2033 144A                                                             | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    484000 | PA      | $497275.15    | 0.48%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 6.375% 05/31/2033 144A                                                                  | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    116000 | PA      | $118393.43    | 0.11%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                                      | ENPRO INC 6.125% 06/01/2033 144A                                                                      | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56762.64     | 0.05%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                              | HERC HOLDINGS INC 7% 06/15/2030 144A                                                                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     94000 | PA      | $98504.20     | 0.09%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                              | HERC HOLDINGS INC 7.25% 06/15/2033 144A                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    129000 | PA      | $136361.64    | 0.13%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                  | COREWEAVE INC 9.25% 06/01/2030 144A                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89129.93     | 0.09%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.75% 12/01/2030                                        | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $31129.83     | 0.03%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                                  | MIDDLE RIVER POWER TERM DD 1LN 6/4/2032                                                               | CUSIP: 55351DAC4<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |     20906 | PA      | $20888.18     | 0.02%             | 2032-06-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                                  | MIDDLE RIVER POWER TERM B 1LN 06/04/2032                                                              | CUSIP: 55351DAB6<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |    164094 | PA      | $163958.27    | 0.16%             | 2032-06-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                            | RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 06/15/2033 144A                                              | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62327.40     | 0.06%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                           | ONEMAIN FINANCE CORP 7.125% 09/15/2032                                                                | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46019.59     | 0.04%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                      | IQVIA INC 6.25% 06/01/2032 144A                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    256000 | PA      | $263341.06    | 0.25%             | 2032-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                         | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC 10% 01/15/2031 144A                            | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $153232.76    | 0.15%             | 2031-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                       | X.AI TERM B 1LN 06/28/2030                                                                            | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174561 | PA      | $180826.41    | 0.17%             | 2030-06-28      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                 | WHIRLPOOL CORP 6.125% 06/15/2030                                                                      | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    704000 | PA      | $707159.55    | 0.68%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                 | WHIRLPOOL CORP 6.5% 06/15/2033                                                                        | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1208512.12   | 1.16%             | 2033-06-15      | 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 8.625% 06/15/2032 144A                     | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $263693.85    | 0.25%             | 2032-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                              | GLOBAL PARTNERS LP / GLP FIN CORP 7.125% 07/01/2033 144A                                              | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $317641.23    | 0.30%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 6.875% 06/30/2033 144A                                                          | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1106500 | PA      | $1145974.39   | 1.10%             | 2033-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATTER LLC                                                           | SIZZLING PLATTER TERM 1LN 07/02/2032                                                                  | CUSIP: 84862VAC6<br>LEI: 549300440PU6D6ZUIR97 | Long             | LON              | CORP              | US        |     43160 | PA      | $39059.71     | 0.04%             | 2032-07-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATTER LLC                                                           | SIZZLING PLATTER TERM DD 1LN 06/25/2032                                                               | CUSIP: 84862VAD4<br>LEI: 549300440PU6D6ZUIR97 | Long             | LON              | CORP              | US        |      1840 | PA      | $1665.29      | 0.00%             | 2032-07-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                     | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 9.75% 04/15/2030 144A                                      | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $156239.10    | 0.15%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                                                    | GPD COS INC PIK 12.5% 12/31/2029 144A                                                                 | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49085 | PA      | $25854.30     | 0.02%             | 2029-12-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC                     | BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC 9.5% 07/01/2032 144A                       | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $50661.89     | 0.05%             | 2032-07-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                    | BEACH ACQUISITION BIDCO LLC PIK VAR 07/15/2033 144A                                                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    126485 | PA      | $139766.27    | 0.13%             | 2033-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                              | TELUS CORPORATION 6.625%/VAR 10/15/2055                                                               | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     71000 | PA      | $73315.88     | 0.07%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                              | TELUS CORPORATION 7%/VAR 10/15/2055                                                                   | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $94972.95     | 0.09%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                                  | LFS TOPCO LLC 8.75% 07/15/2030 144A                                                                   | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $159631.56    | 0.15%             | 2030-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM HOLDING and MANAGEMENT LTD                                       | AXIAN TELECOM HOLDING and MANAGEMENT LTD 7.25% 07/11/2030 144A                                        | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |     60000 | PA      | $60798.00     | 0.06%             | 2030-07-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                  | GOLAR LNG LTD CONV 2.75% 12/15/2030 144A                                                              | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    111000 | PA      | $116938.50    | 0.11%             | 2030-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                       | WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042                                                             | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    280000 | PA      | $200900.00    | 0.19%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                    | DEL MONTE FOODS CORP II INC TERM TLB DIP ROLLUP 03/30/2026                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5024 | PA      | $2486.73      | 0.00%             | 2026-03-30      | Variable      | 0.13%                 | No            |                  3 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                    | DEL MONTE FOODS CORP II INC PIK TERM TLA DIP 03/30/2026                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3769 | PA      | $3769.32      | 0.00%             | 2026-03-30      | Variable      | 0.13%                 | No            |                  3 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                   | DISCOVERY COMMUNICATIONS LLC 6.35% 06/01/2040                                                         | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    167000 | PA      | $135954.70    | 0.13%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                       | WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052                                                            | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13300.00     | 0.01%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                        | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.75% 12/01/2034 144A                                         | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     96000 | PA      | $98210.40     | 0.09%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                        | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 4.125% 01/15/2031 144A                                        | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     40000 | PA      | $38097.01     | 0.04%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                             | BURFORD CAPITAL GLOBAL FINANCE LLC 7.5% 07/15/2033 144A                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    177000 | PA      | $165551.64    | 0.16%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                          | AECOM 6% 08/01/2033 144A                                                                              | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    167000 | PA      | $170634.25    | 0.16%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                           | OLYMPUS WATER US HOLDING CORPORATION 6.75% 08/01/2032 144A                                            | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    437000 | PA      | $430187.28    | 0.41%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                  | COREWEAVE INC 9% 02/01/2031 144A                                                                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482433.15    | 0.46%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                   | STRATEGY INC 9%/VAR PERP PFD                                                                          | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      1052 | NS      | $105200.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                         | ADVANCE AUTO PARTS INC 7.375% 08/01/2033 144A                                                         | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    104000 | PA      | $106579.72    | 0.10%             | 2033-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                                  | C and S WHOLESALE GROCERS TERM B 1LN 9/20/2030                                                        | CUSIP: 12676AAB1<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |     54862 | PA      | $53765.25     | 0.05%             | 2030-09-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                  | EW SCRIPPS CO 9.875% 08/15/2030 144A                                                                  | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90372.78     | 0.09%             | 2030-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                   | CHS/CMNTY HEALTH SYSTEMS INC 9.75% 01/15/2034 144A                                                    | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57960.05     | 0.06%             | 2034-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                           | ONEMAIN FINANCE CORP 6.125% 05/15/2030                                                                | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    202000 | PA      | $202793.25    | 0.19%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 7% 03/31/2034 144A                                                              | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150733.95    | 0.14%             | 2034-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                       | SNAP INC 6.875% 03/15/2034 144A                                                                       | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54832.15     | 0.05%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                    | SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 144A                                                       | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |         1 | PA      | $0.00         | 0.00%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                             | ENERGY TRANSFER LP 6.5%/VAR 02/15/2056                                                                | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50521.80     | 0.05%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 6.25% 01/31/2034 144A                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49655.90     | 0.05%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 6.75% 01/31/2034 144A                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    101000 | PA      | $104815.92    | 0.10%             | 2034-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                      | BLOCK INC 5.625% 08/15/2030 144A                                                                      | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    202000 | PA      | $204648.42    | 0.20%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                      | BLOCK INC 6% 08/15/2033 144A                                                                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    221000 | PA      | $224577.11    | 0.21%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                         | CONNECT HOLDING II LLC 10.5% 04/03/2031 144A                                                          | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43516.67     | 0.04%             | 2031-04-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                        | KODIAK GAS SERVICES LLC 6.75% 10/01/2035 144A                                                         | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     89000 | PA      | $92995.40     | 0.09%             | 2035-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                        | KODIAK GAS SERVICES LLC 6.5% 10/01/2033 144A                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    146000 | PA      | $150558.27    | 0.14%             | 2033-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                   | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6.75% 03/15/2034 144A                    | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    764000 | PA      | $785165.86    | 0.75%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                           | ONEMAIN FINANCE CORP 6.5% 03/15/2033                                                                  | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153587.95    | 0.15%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                      | SUNOCO LP 5.625% 03/15/2031 144A                                                                      | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    206000 | PA      | $207770.93    | 0.20%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                      | SUNOCO LP 5.875% 03/15/2034 144A                                                                      | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    227000 | PA      | $227906.64    | 0.22%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                   | NCL CORP LTD 5.875% 01/15/2031 144A                                                                   | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $277831.95    | 0.27%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                   | NCL CORP LTD 6.25% 09/15/2033 144A                                                                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    253000 | PA      | $255372.89    | 0.24%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                   | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 10/15/2033 144A                        | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $135015.07    | 0.13%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIGHT and WONDER INTERNATIONAL INC                                             | LIGHT and WONDER INTERNATIONAL INC 6.25% 10/01/2033 144A                                              | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90388.80     | 0.09%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                  | TOPBUILD CORP 5.625% 01/31/2034 144A                                                                  | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    438000 | PA      | $441745.71    | 0.42%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                            | AMERICAN AXLE and MFG INC 6.375% 10/15/2032 144A                                                      | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     97000 | PA      | $98719.49     | 0.09%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                            | AMERICAN AXLE and MFG INC 7.75% 10/15/2033 144A                                                       | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233758.38    | 0.22%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FORVIA                                                                         | FORVIA 6.75% 09/15/2033 144A                                                                          | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    284000 | PA      | $291839.25    | 0.28%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                  | GOLAR LNG LTD 7.5% 10/02/2030 144A                                                                    | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    115000 | PA      | $115151.80    | 0.11%             | 2030-10-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                    | STARWOOD PPTY TR INC 5.25% 10/15/2028 144A                                                            | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175841.40    | 0.17%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                    | ION PLATFORM FINANCE US INC 7.875% 09/30/2032 144A                                                    | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28007.30     | 0.03%             | 2032-09-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                 | NRG ENERGY INC 5.75% 01/15/2034 144A                                                                  | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    212000 | PA      | $214898.68    | 0.21%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                 | NRG ENERGY INC 6% 01/15/2036 144A                                                                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167915.22    | 0.16%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                           | OLYMPUS WATER US HOLDING CORPORATION 7.25% 02/15/2033 144A                                            | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    513000 | PA      | $510674.98    | 0.49%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EF HOLDCO / EF CAYMAN HOLD / ELLINGTON FIN REIT CAYMAN/TRS / EF CAYMAN NON-MTM | EF HOLDCO / EF CAYMAN HOLD / ELLINGTON FIN REIT CAYMAN/TRS / EF CAYMAN NON-MTM 7.375% 09/30/2030 144A | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65646.43     | 0.06%             | 2030-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                    | STARWOOD PPTY TR INC 5.75% 01/15/2031 144A                                                            | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60627.06     | 0.06%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                               | WOLFSPEED INC/DE PIK VAR 06/15/2031                                                                   | CUSIP: 977852AS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24675 | PA      | $18282.06     | 0.02%             | 2031-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                               | WOLFSPEED INC/DE CONV 2.5% 06/15/2031                                                                 | CUSIP: 977852AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $32121.88     | 0.03%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                               | WOLFSPEED INC/DE PIK VAR 06/23/2030 144A                                                              | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15525 | PA      | $16593.12     | 0.02%             | 2030-06-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                           | GRUBHUB HOLDINGS INC PIK 13% 07/31/2030 144A                                                          | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28245 | PA      | $18890.79     | 0.02%             | 2030-07-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP/THE                                                          | ADT SECURITY CORP/THE 5.875% 10/15/2033 144A                                                          | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    153000 | PA      | $155503.85    | 0.15%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                               | ALTICE FRANCE SA 6.5% 04/15/2032 144A                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    402271 | PA      | $385257.35    | 0.37%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                               | ALTICE FRANCE SA 6.875% 10/15/2030 144A                                                               | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     83841 | PA      | $81276.82     | 0.08%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                               | ALTICE FRANCE SA 6.875% 07/15/2032 144A                                                               | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     49542 | PA      | $47561.50     | 0.05%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1                                        | ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1 10% 01/15/2033 144A                                           | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     40400 | PA      | $37964.41     | 0.04%             | 2033-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                               | WOLFSPEED INC/DE CONV 2.5% 06/15/2031 144A                                                            | CUSIP: 977852AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $23668.75     | 0.02%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                       | LUXCO 3                                                                                               | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |      3726 | NS      | $67712.63     | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                       | ALTICE FRANCE HOLDING SA CVR                                                                          | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |       106 | NS      | $1192.38      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTICE FRANCE SA                                                               | SFR TERM B13 1LN 05/14/2029                                                                           | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |      7577 | PA      | $7537.42      | 0.01%             | 2029-05-14      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                               | WULF COMPUTE LLC 7.75% 10/15/2030 144A                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $180032.38    | 0.17%             | 2030-10-15      | Fixed         | 0.08%                 | 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 5.75% 03/31/2034 144A          | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $188060.25    | 0.18%             | 2034-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC         | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 5.5% 03/31/2031 144A           | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70471.10     | 0.07%             | 2031-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHITE IRIS LLC                                                                 | WHITE IRIS LLC                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       153 | NS      | $2305.71      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TERAWULF INC                                                                   | TERAWULF INC CONV 0% 05/01/2032 144A                                                                  | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |    171000 | PA      | $187518.60    | 0.18%             | 2032-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                | CANO HEALTH TERM Initial Exchange Term Loans 1LN 06/28/2029                                           | CUSIP: 13781HAS9<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |      6719 | PA      | $5240.94      | 0.01%             | 2029-06-28      | Variable      | 0.14%                 | No            |                  3 | On Loan: No      |
| TENET HEALTHCARE CORP                                                          | TENET HEALTHCARE CORP 5.5% 11/15/2032 144A                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    960000 | PA      | $971934.72    | 0.93%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                          | TENET HEALTHCARE CORP 6% 11/15/2033 144A                                                              | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    159000 | PA      | $164315.37    | 0.16%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                | TAYLOR MORRISON COMMUNITIES INC 5.75% 11/15/2032 144A                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160160.26    | 0.15%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                    | WAYFAIR LLC 6.75% 11/15/2032 144A                                                                     | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    204000 | PA      | $207915.78    | 0.20%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                             | APLD COMPUTECO LLC 9.25% 12/15/2030 144A                                                              | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $419836.80    | 0.40%             | 2030-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                           | COMMERCIAL METALS CO 5.75% 11/15/2033 144A                                                            | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117332.78    | 0.11%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                           | COMMERCIAL METALS CO 6% 12/15/2035 144A                                                               | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80915.59     | 0.08%             | 2035-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                           | NEXTERA ENERGY OPERATING PARTNERS LP 7.75% 04/15/2034 144A                                            | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    293000 | PA      | $303797.34    | 0.29%             | 2034-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                                    | ACUSHNET CO 5.625% 12/01/2033 144A                                                                    | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35621.81     | 0.03%             | 2033-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                      | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 8%/VAR 06/01/2056                                           | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    108000 | PA      | $113784.48    | 0.11%             | 2056-06-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                          | MOLINA HEALTHCARE INC 6.5% 02/15/2031 144A                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    353000 | PA      | $354127.84    | 0.34%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC      | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6.25% 01/30/2031 144A       | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $308077.71    | 0.29%             | 2031-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                  | UNITED RENTALS NORTH AMER INC 5.375% 11/15/2033 144A                                                  | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    166000 | PA      | $167353.50    | 0.16%             | 2033-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC SERVICEWORKS EAST LLC                                                      | CSC SERVICEWORKS TERM Initial FL1O 1LN 09/04/2030                                                     | CUSIP: 22946QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119536 | PA      | $121876.44    | 0.12%             | 2030-09-04      | Variable      | 0.09%                 | No            |                  3 | On Loan: No      |
| CSC SERVICEWORKS EAST LLC                                                      | CSC SERVICEWORKS TERM Exchange FLSO TL 1LN 09/04/2030                                                 | CUSIP: 22946QAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    720959 | PA      | $556941.15    | 0.53%             | 2030-09-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                             | CANACOL ENERGY LTD TERM DIP 1LN 06/30/2026                                                            | CUSIP: N/A<br>LEI: 549300X5MNRWPMSM9N14       | Long             | LON              | CORP              | CA        |     16619 | PA      | $16618.64     | 0.02%             | 2026-06-30      | Variable      | 0.13%                 | No            |                  3 | On Loan: No      |
| POST HOLDINGS INC                                                              | POST HLDGS INC 6.5% 03/15/2036 144A                                                                   | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111901.46    | 0.11%             | 2036-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                               | HILTON DOMESTIC OPERATING CO INC 5.5% 03/31/2034 144A                                                 | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40426.92     | 0.04%             | 2034-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                                                   | NATIONAL MENTOR HOLDINGS INC 10.5% 12/15/2030 144A                                                    | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149446.97    | 0.14%             | 2030-12-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                              | HERC HOLDINGS INC 5.75% 03/15/2031 144A                                                               | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50686.05     | 0.05%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                              | HERC HOLDINGS INC 6% 03/15/2034 144A                                                                  | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145773.29    | 0.14%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                          | CELANESE US HLDGS LLC 7% 02/15/2031                                                                   | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221472.15    | 0.21%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                          | CELANESE US HLDGS LLC 7.375% 02/15/2034                                                               | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179780.13    | 0.17%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRADYPLUS HOLDINGS LLC                                                         | BRADYPLUS TERM B 1LN 12/29/2032                                                                       | CUSIP: 10480UAD3<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |    155000 | PA      | $153547.65    | 0.15%             | 2032-12-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                           | ONEMAIN FINANCE CORP 6.75% 09/15/2033                                                                 | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39700.51     | 0.04%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                             | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.5% 06/15/2034 144A                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52498.05     | 0.05%             | 2034-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 8.5% 01/15/2036 144A                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    505000 | PA      | $525805.71    | 0.50%             | 2036-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISSUER INC                                          | ASURION LLC AND ASURION CO-ISSUER INC 8% 12/31/2032 144A                                              | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    497000 | PA      | $522003.08    | 0.50%             | 2032-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                   | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 07/01/2034 144A                        | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $167579.28    | 0.16%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                                 | TRANSALTA CORP 5.875% 02/01/2034                                                                      | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $155968.75    | 0.15%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOLDINGS LLC                                                         | PERIMETER HOLDINGS LLC 6.25% 01/15/2034 144A                                                          | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $85387.56     | 0.08%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                              | FLASH COMPUTE LLC 7.25% 12/31/2030 144A                                                               | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $168897.11    | 0.16%             | 2030-12-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                  | MODIVCARE BUYER TERM EXIT 1LN 12/29/2030                                                              | CUSIP: N/A<br>LEI: 549300EFZIFW7F7I0Q28       | Long             | LON              | CORP              | US        |      6863 | PA      | $6314.13      | 0.01%             | 2030-12-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                  | MODIVCARE INC                                                                                         | CUSIP: N/A<br>LEI: 549300EFZIFW7F7I0Q28       | Long             | EC               | CORP              | US        |       890 | NS      | $5006.25      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                         | CALUMET SPEC PROD PRT/FIN CORP 9.75% 02/15/2031 144A                                                  | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $85226.40     | 0.08%             | 2031-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES LP / ARCHROCK PARTNERS FINANCE CORP                          | ARCHROCK SERVICES LP / ARCHROCK PARTNERS FINANCE CORP 6% 02/01/2034 144A                              | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $248058.58    | 0.24%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                               | CCO HLDGS LLC/CAP CORP 7% 02/01/2033 144A                                                             | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92020.14     | 0.09%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                               | CCO HLDGS LLC/CAP CORP 7.375% 02/01/2036 144A                                                         | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35526.44     | 0.03%             | 2036-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                       | SGUS LLC 10% 07/15/2026 Second Out                                                                    | CUSIP: 81881KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21559 | PA      | $6467.59      | 0.01%             | 2026-07-15      | Variable      | 0.16%                 | No            |                  3 | On Loan: No      |
| COLUMBUS MCKINNON CORP NY                                                      | COLUMBUS MCKINNON TERM B 1LN 02/03/2033                                                               | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |     40000 | PA      | $39850.00     | 0.04%             | 2033-02-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP NY                                                      | COLUMBUS MCKINNON CORP NY 7.125% 02/01/2033 144A                                                      | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107946.30    | 0.10%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                       | SGUS LLC TERM THIRD OUT 07/15/2026                                                                    | CUSIP: 81881KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49134 | PA      | $4995.50      | 0.00%             | 2026-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                           | NEPTUNE BIDCO US INC 9.5% 02/15/2033 144A                                                             | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102773.03    | 0.10%             | 2033-02-15      | Fixed         | 0.10%                 | 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 8.625% 06/15/2032 144A                     | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $136917.96    | 0.13%             | 2032-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                                             | ALBERTSONS COS INC 5.625% 03/31/2032 144A                                                             | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110433.02    | 0.11%             | 2032-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISSUER INC                                          | ASURION LLC AND ASURION CO-ISSUER INC 8.375% 02/01/2034 144A                                          | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $258743.33    | 0.25%             | 2034-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                           | NIELSEN HOLDINGS TERM B 1LN 02/03/2033                                                                | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    205000 | PA      | $192751.25    | 0.18%             | 2033-02-03      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                                    | BIOMARIN PHARMACEUTICAL INC 5.5% 02/15/2034 144A                                                      | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100879.22    | 0.10%             | 2034-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                    | SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 144A ESCROW                                                | CUSIP: N/A<br>LEI: 5493007HQSJGRH78Q684       | Long             | DBT              | CORP              | US        |     46349 | PA      | $0.00         | 0.00%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  3 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                                       | AZUL SECURED FINANCE LLP 9.875% 02/15/2031 144A                                                       | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50230.53     | 0.05%             | 2031-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TEAM SERVICES HOLDING INC                                                      | TEAM SERVICES HOLDING INC 9% 02/15/2033 144A                                                          | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $166287.20    | 0.16%             | 2033-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TEAM PUBLIC CHOICES LLC                                                        | TEAM SERVICES TERM B 1LN 01/31/2033                                                                   | CUSIP: 87821RAB0<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |     45000 | PA      | $42112.35     | 0.04%             | 2033-01-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                    | ORACLE CORP 6.85% 02/04/2066                                                                          | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9580.13      | 0.01%             | 2066-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                    | ORACLE CORP 6.7% 02/04/2056                                                                           | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48488.01     | 0.05%             | 2056-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                    | ORACLE CORP 5.7% 02/04/2036                                                                           | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50028.00     | 0.05%             | 2036-02-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                    | ORACLE CORP 6.55% 02/04/2046                                                                          | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102317.41    | 0.10%             | 2046-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                    | ORACLE CORP 5.35% 05/04/2033                                                                          | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50168.55     | 0.05%             | 2033-05-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                    | ORACLE CORP 4.95% 02/04/2031                                                                          | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49897.58     | 0.05%             | 2031-02-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                    | ORACLE CORP SER D 6.5% PC 01/15/2029                                                                  | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      4029 | NS      | $184810.23    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                        | BLACK PEARL COMPUTE LLC 6.125% 02/15/2031 144A                                                        | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $116673.51    | 0.11%             | 2031-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                   | ALPHABET INC 4.4% 02/15/2033                                                                          | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50440.75     | 0.05%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                   | ALPHABET INC 4.8% 02/15/2036                                                                          | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101642.53    | 0.10%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                     | PERFORMANCE FOOD GROUP INC 5.625% 03/01/2034 144A                                                     | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115384.74    | 0.11%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 6.125% 07/31/2034 144A                                                                  | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137124.35    | 0.13%             | 2034-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                       | SGUS LLC TERM FIRST OUT DIP 1LN 07/15/2026                                                            | CUSIP: 81881KAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     58687 | PA      | $53991.86     | 0.05%             | 2026-07-15      | Variable      | 0.15%                 | No            |                  3 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                     | ADVANCED DRAIN SYS INC DEL 5.375% 03/01/2034 144A                                                     | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105800.09    | 0.10%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                    | ASURION TERM B14 1LN 02/23/2033                                                                       | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    150000 | PA      | $147250.50    | 0.14%             | 2033-02-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                               | MICHAELS TERM 1LN 02/19/2033                                                                          | CUSIP: 59408UAE7<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     55000 | PA      | $52335.80     | 0.05%             | 2033-02-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                             | CNX RESOURCES CORP 5.875% 03/01/2034 144A                                                             | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110201.13    | 0.11%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                  | PG and E CORP 6.85%/VAR 09/15/2056                                                                    | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    158000 | PA      | $157744.21    | 0.15%             | 2056-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COOPER STANDARD AUTO INC                                                       | COOPER STANDARD AUTO INC 9.25% 03/01/2031 144A                                                        | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105296.10    | 0.10%             | 2031-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                               | MICHAELS COS INC 8.5% 03/15/2033 144A                                                                 | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155632.78    | 0.15%             | 2033-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                               | MICHAELS COS INC 11% 03/15/2034 144A                                                                  | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149546.07    | 0.14%             | 2034-03-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                      | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC T5Y+0 11/15/2056                                            | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104971.14    | 0.10%             | 2056-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                           | EDISON INTERNATIONAL 4.8% 03/15/2031                                                                  | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104937.14    | 0.10%             | 2031-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                         | WESCO DISTRIBUTION INC 5.25% 04/15/2031 144A                                                          | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119787.60    | 0.11%             | 2031-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                         | WESCO DISTRIBUTION INC 5.5% 04/15/2034 144A                                                           | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161241.60    | 0.15%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                 | WHIRLPOOL CORP SER A PC 2/15/29                                                                       | CUSIP: 963320205<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EP               | CORP              | US        |      3062 | NS      | $150374.82    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                            | RHP HOTEL PPTYS LP and RHP FIN CORP 5.75% 03/15/2034 144A                                             | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $95693.12     | 0.09%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                       | SGUS LLC TERM FIRST OUT DIP FINAL PIK 07/07/2026                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24480 | PA      | $22521.60     | 0.02%             | 2026-07-07      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SUNOCO LP                                                                      | SUNOCO LP 5.625% 07/15/2034 144A                                                                      | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104983.69    | 0.10%             | 2034-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                      | SUNOCO LP 5.375% 07/15/2031 144A                                                                      | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105245.18    | 0.10%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                    | SAKS GLOBAL ENTERPRISES TERM SECOND OUT ROLL-UP DIP 1LN 07/15/2026                                    | CUSIP: 81881KAG4<br>LEI: 5493007HQSJGRH78Q684 | Long             | LON              | CORP              | US        |     21143 | PA      | $6342.78      | 0.01%             | 2026-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer