# EDGAR Filing Document

**Accession Number:** 0001396277
**File Stem:** 0001145549-23-021664
**Filing Date:** 2023-3
**Character Count:** 472210
**Document Hash:** c43b190d0577929bd833a9d879b58483
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-021664.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001145549-23-021664

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Calamos Global Dynamic Income Fund
- **CENTRAL INDEX KEY:** 0001396277
- **IRS NUMBER:** 208819776
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22047
- **FILM NUMBER:** 23786958

**BUSINESS ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **STREET 2:** C/O CALAMOS ADVISORS LLC
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563
- **BUSINESS PHONE:** 6302451046

**MAIL ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **STREET 2:** C/O CALAMOS ADVISORS LLC
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Calamos Global Diversified Income & Opportunities Fund
- **DATE OF NAME CHANGE:** 20070411

## Nport-Ex

---

| |
|:---|
| **Calamos Global Dynamic Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| **CORPORATE BONDS (16.0%)** | **CORPORATE BONDS (16.0%)** |  |
|  | ***Airlines (0.3%)*** |  |
| 317532 | &nbsp;&nbsp;&nbsp;&nbsp; Air Canada Pass Through Trust |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-1, Class B\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 09/15/24 | $316296 |
| 49167 | &nbsp;&nbsp;&nbsp;&nbsp; Air Canada Pass Through Trust |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-2, Class B\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 06/15/25 | 47929 |
| 219238 | &nbsp;&nbsp;&nbsp;&nbsp; Alaska Airlines Pass Through |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trust Series 2020-1, Class A\*µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 02/15/29 | 214031 |
| 132190 | &nbsp;&nbsp;&nbsp;&nbsp; Alaska Airlines Pass Through |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trust Series 2020-1, Class B\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 02/15/27 | 134837 |
| 239632 | &nbsp;&nbsp;&nbsp;&nbsp; British Airways Pass Through |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trust Series 2021-1, Class B\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 03/15/33 | 204895 |
| 170926 | &nbsp;&nbsp;&nbsp;&nbsp; JetBlue Pass Through Trust |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class B |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 05/15/30 | 168731 |
| 276000 | &nbsp;&nbsp;&nbsp;&nbsp; Spirit Loyalty Cayman, Ltd. / |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spirit IP Cayman, Ltd.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 09/20/25 | 282184 |
| 100841 | &nbsp;&nbsp;&nbsp;&nbsp; United Airlines Pass Through |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trust Series 2019-2, Class B |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 11/01/29 | 90591 |
|  |  | 1459494 |
|  | ***Communication Services (1.6%)*** |  |
| 250000 | &nbsp;&nbsp;&nbsp;&nbsp; Altice France, SA\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 10/15/29 | 197782 |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; APi Group DE, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 10/15/29 | 234762 |
| 335000 | &nbsp;&nbsp;&nbsp;&nbsp; Arrow Bidco, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.500%, 03/15/24 | 336913 |
| 225000 | &nbsp;&nbsp;&nbsp;&nbsp; Ashtead Capital, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 08/12/31 | 181798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Audacy Capital Corp.\* |  |
| 273000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 03/31/29 | 49061 |
| 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 05/01/27 | 17411 |
| 169000 | &nbsp;&nbsp;&nbsp;&nbsp; Beasley Mezzanine Holdings, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 02/01/26 | 110526 |
| 166000 | &nbsp;&nbsp;&nbsp;&nbsp; Cincinnati Bell Telephone |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Company, LLC |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.300%, 12/01/28 | 149539 |
| 55000 | &nbsp;&nbsp;&nbsp;&nbsp; CMG Media Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 12/15/27 | 43105 |
| 330000 | &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Communications, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 10/01/28 | 269775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSC Holdings, LLC\* |  |
| 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 12/01/30 | 237008 |
| 335000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 02/01/28 | 281849 |
| 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 01/15/30 | 189618 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 04/15/27 | 176310 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 11/15/31 | 147568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Sports Group, LLC / |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Sports Finance |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Company\* |  |
| 180000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 08/15/27 | 3776 |
| 151000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 08/15/26 | 11160 |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 302000 | &nbsp;&nbsp;&nbsp;&nbsp; Directv Financing, LLC / Directv |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financing Co-Obligor, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 08/15/27 | $274023 |
| 153000 | &nbsp;&nbsp;&nbsp;&nbsp; Embarq Corp. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.995%, 06/01/36 | 73920 |
| 225000 | &nbsp;&nbsp;&nbsp;&nbsp; Frontier California, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 05/15/27 | 213282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frontier Communications<br> Holdings, LLC\* |  |
| 140000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 05/01/28 | 127168 |
| 54000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.750%, 05/15/30 | 55984 |
| 242000 | &nbsp;&nbsp;&nbsp;&nbsp; Frontier Florida, LLC@ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.860%, 02/01/28 | 225120 |
| 330000 | &nbsp;&nbsp;&nbsp;&nbsp; Frontier North, Inc.@ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.730%, 02/15/28 | 305586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Go Daddy Operating Company, |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LLC / GD Finance Company, Inc.\* |  |
| 195000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/01/29 | 168919 |
| 69000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 12/01/27 | 66911 |
| 80000 | &nbsp;&nbsp;&nbsp;&nbsp; Hughes Satellite Systems Corp. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 08/01/26 | 78108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intelsat Jackson Holdings, SA@& |  |
| 170000 | &nbsp;&nbsp;&nbsp;&nbsp; 9.750%, 07/15/25\* |  |
| 130000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 08/01/23 |  |
| 265000 | &nbsp;&nbsp;&nbsp;&nbsp; LCPR Senior Secured Financing DAC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 10/15/27 | 258285 |
| 155317 | &nbsp;&nbsp;&nbsp;&nbsp; Ligado Networks, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 15.500%, 11/01/23 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 15.500% PIK rate | 54386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lumen Technologies, Inc. |  |
| 341000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.600%, 09/15/39 | 230840 |
| 108000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 01/15/29\* | 72682 |
| 109000 | &nbsp;&nbsp;&nbsp;&nbsp; Match Group Holdings II, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 10/01/31 | 87581 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; Netflix, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/15/30 | 198252 |
| 105000 | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 03/30/62 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5 year CMT + 4.00% | 91468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Scripps Escrow II, Inc.\* |  |
| 111000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/15/29 | 93289 |
| 56000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 01/15/31 | 45226 |
| 210000 | &nbsp;&nbsp;&nbsp;&nbsp; Scripps Escrow, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/15/27 | 187713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sirius XM Radio, Inc.\* |  |
| 165000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 07/15/28 | 146898 |
| 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 09/01/26 | 99289 |
| 54000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 09/01/31 | 44484 |
| 115000 | &nbsp;&nbsp;&nbsp;&nbsp; Spanish Broadcasting System, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.750%, 03/01/26 | 67994 |
| 190000 | &nbsp;&nbsp;&nbsp;&nbsp; Stagwell Global, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 08/15/29 | 166733 |
| 215000 | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia Capital, SA |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 09/30/34 | 172783 |
| 219000 | &nbsp;&nbsp;&nbsp;&nbsp; Telesat Canada / Telesat, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/01/27 | 100790 |
| 85000 | &nbsp;&nbsp;&nbsp;&nbsp; Time Warner Cable, LLC |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.300%, 07/01/38 | 91410 |
| 355000 | &nbsp;&nbsp;&nbsp;&nbsp; United States Cellular Corp. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.700%, 12/15/33 | 330398 |
|  |  | 6767483 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Global Dynamic Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
|  | ***Consumer Discretionary (3.0%)*** |  |
| 265000 | &nbsp;&nbsp;&nbsp;&nbsp; Abercrombie & Fitch Management |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Company\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.750%, 07/15/25 | $267984 |
| 230000 | &nbsp;&nbsp;&nbsp;&nbsp; American Axle & Manufacturing, Inc.^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 07/01/28 | 209847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ashton Woods USA, LLC / Ashton |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woods Finance Company\* |  |
| 190000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 08/01/29 | 158770 |
| 139000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 01/15/28 | 127241 |
| 267000 | &nbsp;&nbsp;&nbsp;&nbsp; At Home Group, Inc.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 07/15/28 | 195305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bath & Body Works, Inc. |  |
| 292000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.694%, 01/15/27 | 294359 |
| 270000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 11/01/35 | 249191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caesars Entertainment, Inc.\* |  |
| 136000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 10/15/29^ | 116290 |
| 112000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.125%, 07/01/27^ | 113777 |
| 112000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 07/01/25 | 111655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carnival Corp.\* |  |
| 112000 | &nbsp;&nbsp;&nbsp;&nbsp; 10.500%, 02/01/26 | 117273 |
| 56000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 03/01/26^ | 51021 |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; Carriage Services, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 05/15/29 | 214162 |
| 165000 | &nbsp;&nbsp;&nbsp;&nbsp; Carvana Company\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 09/01/29 | 73706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCO Holdings, LLC / CCO |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holdings Capital Corp.\* |  |
| 470000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 05/01/27 | 448333 |
| 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 09/01/29 | 241468 |
| 245000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 03/01/30 | 214453 |
| 215000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 02/01/31 | 179258 |
| 125000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 02/01/28 | 116753 |
| 125000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 08/15/30 | 106954 |
| 108000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 02/01/32 | 91890 |
| 108000 | &nbsp;&nbsp;&nbsp;&nbsp; CDI Escrow Issuer, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 04/01/30 | 102486 |
| 207000 | &nbsp;&nbsp;&nbsp;&nbsp; Cedar Fair, LP^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 07/15/29 | 190840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dana, Inc. |  |
| 175000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 09/01/30 | 148902 |
| 109000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 02/15/32 | 91983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DISH DBS Corp. |  |
| 275000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 12/01/26\* | 237144 |
| 209000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 07/01/26 | 169831 |
| 133000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 07/01/28 | 95777 |
| 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 06/01/29 | 70131 |
| 220000 | &nbsp;&nbsp;&nbsp;&nbsp; DISH Network Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 11.750%, 11/15/27 | 228378 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; Empire Resorts, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 11/01/26 | 164094 |
| 238000 | &nbsp;&nbsp;&nbsp;&nbsp; Everi Holdings, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 07/15/29 | 215538 |
| 220000 | &nbsp;&nbsp;&nbsp;&nbsp; Ford Motor Company |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.100%, 08/19/32 | 216110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ford Motor Credit Company, LLC |  |
| 410000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.350%, 11/04/27 | 430434 |
| 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/13/30 | 305942 |
| 315000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.134%, 08/04/25 | 301272 |
| 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.113%, 05/03/29 | 284625 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.350%, 03/06/30 | 210214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gap, Inc.\* |  |
| 82000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 10/01/31^ | 61498 |
| 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 10/01/29 | 8465 |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
|  | &nbsp;&nbsp;&nbsp;&nbsp; goeasy, Ltd.\* |  |
| 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 12/01/24 | $335864 |
| 208000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 05/01/26 | 186853 |
| 277000 | &nbsp;&nbsp;&nbsp;&nbsp; Goodyear Tire & Rubber |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Company^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 07/15/29 | 244505 |
| 93000 | &nbsp;&nbsp;&nbsp;&nbsp; Group 1 Automotive, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 08/15/28 | 81828 |
| 326000 | &nbsp;&nbsp;&nbsp;&nbsp; Guitar Center, Inc.\*&^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.500%, 01/15/26 | 285191 |
| 345000 | &nbsp;&nbsp;&nbsp;&nbsp; International Game Technology, PLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 01/15/27 | 346911 |
| 220000 | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Interactive, LLC |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.250%, 02/01/30 | 103899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Life Time, Inc.\* |  |
| 169000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 04/15/26^ | 164374 |
| 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 01/15/26 | 106462 |
| 139000 | &nbsp;&nbsp;&nbsp;&nbsp; Lindblad Expeditions, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 02/15/27 | 136302 |
| 140000 | &nbsp;&nbsp;&nbsp;&nbsp; M/I Homes, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 02/15/30 | 117947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macy's Retail Holdings, LLC |  |
| 230000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.700%, 07/15/34\* | 194543 |
| 136000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 03/15/30\* | 124577 |
| 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 02/15/43 | 68313 |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; Mclaren Finance, PLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 08/01/26 | 196934 |
| 287000 | &nbsp;&nbsp;&nbsp;&nbsp; Midwest Gaming Borrower, LLC / |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midwest Gaming Finance Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 05/01/29 | 254124 |
| 294000 | &nbsp;&nbsp;&nbsp;&nbsp; Mohegan Tribal Gaming |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Authority\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 02/01/26 | 278824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newell Brands, Inc.^ |  |
| 55000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 09/15/27 | 55364 |
| 27000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 09/15/29 | 27400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordstrom, Inc. |  |
| 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 01/15/44^ | 74133 |
| 105000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 08/01/31 | 79067 |
| 250000 | &nbsp;&nbsp;&nbsp;&nbsp; Penn Entertainment, Inc.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 07/01/29 | 207453 |
| 305000 | &nbsp;&nbsp;&nbsp;&nbsp; Premier Entertainment Sub, LLC / |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premier Entertainment Finance |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corp.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 09/01/29 | 222254 |
| 553000 | &nbsp;&nbsp;&nbsp;&nbsp; Rite Aid Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 11/15/26 | 309000 |
| 320000 | &nbsp;&nbsp;&nbsp;&nbsp; Simmons Foods, Inc. / Simmons |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prepared Foods, Inc. / Simmons |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pet Food, Inc. / Simmons Feed\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/01/29 | 271808 |
| 241000 | &nbsp;&nbsp;&nbsp;&nbsp; Sonic Automotive, Inc.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 11/15/29 | 200608 |
| 131000 | &nbsp;&nbsp;&nbsp;&nbsp; Speedway Motorsports, LLC / |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Speedway Funding II, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 11/01/27 | 123061 |
| 455000 | &nbsp;&nbsp;&nbsp;&nbsp; Station Casinos, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 02/15/28 | 410010 |
| 128000 | &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison Communities, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 01/15/28 | 124312 |
| 55000 | &nbsp;&nbsp;&nbsp;&nbsp; Viking Cruises, Ltd.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 13.000%, 05/15/25 | 58373 |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; Vista Outdoor, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 03/15/29 | 210808 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Global Dynamic Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 55000 | &nbsp;&nbsp;&nbsp;&nbsp; Williams Scotsman International, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 08/15/28 | $51010 |
|  |  | 12885466 |
|  | ***Consumer Staples (0.7%)*** |  |
| 251000 | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet Company\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/30/31 | 210878 |
| 245000 | &nbsp;&nbsp;&nbsp;&nbsp; Edgewell Personal Care |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Company\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/01/29 | 213650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Energizer Holdings, Inc.\* |  |
| 307000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/31/29 | 266553 |
| 54000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 12/31/27 | 52790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JBS USA LUX, SA / JBS USA |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Food Company / JBS USA |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Finance, Inc.\* |  |
| 320000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 01/15/30 | 311174 |
| 245000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 02/01/28 | 240335 |
| 80000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 04/01/33 | 78800 |
| 174000 | &nbsp;&nbsp;&nbsp;&nbsp; New Albertsons, LP |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 06/15/26 | 177222 |
| 217000 | &nbsp;&nbsp;&nbsp;&nbsp; Performance Food Group, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 08/01/29 | 193900 |
| 250000 | &nbsp;&nbsp;&nbsp;&nbsp; PetSmart, Inc. / PetSmart Finance |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 02/15/28 | 232328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pilgrim's Pride Corp.\* |  |
| 165000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 04/15/31 | 143233 |
| 140000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 09/30/27 | 139010 |
| 110000 | &nbsp;&nbsp;&nbsp;&nbsp; Post Holdings, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 03/01/27 | 108556 |
| 209000 | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Brands, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 04/01/31 | 177564 |
| 245000 | &nbsp;&nbsp;&nbsp;&nbsp; United Natural Foods, Inc.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 10/15/28 | 236810 |
| 342000 | &nbsp;&nbsp;&nbsp;&nbsp; Vector Group, Ltd.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 02/01/29 | 298819 |
|  |  | 3081622 |
|  | ***Energy (1.9%)*** |  |
| 211000 | &nbsp;&nbsp;&nbsp;&nbsp; Antero Resources Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 03/01/30 | 196973 |
| 223000 | &nbsp;&nbsp;&nbsp;&nbsp; Apache Corp. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.100%, 09/01/40 | 194848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Buckeye Partners, LP |  |
| 140000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 12/01/26 | 128615 |
| 135000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.850%, 11/15/43 | 103868 |
| 305000 | &nbsp;&nbsp;&nbsp;&nbsp; Callon Petroleum Company\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 06/15/30 | 295441 |
| 112000 | &nbsp;&nbsp;&nbsp;&nbsp; Cheniere Energy, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 10/15/28 | 106822 |
| 167000 | &nbsp;&nbsp;&nbsp;&nbsp; Chesapeake Energy Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 04/15/29 | 164934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Continental Resources, Inc.\* |  |
| 165000 | &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 04/01/32 | 129548 |
| 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 01/15/31 | 98283 |
| 290000 | &nbsp;&nbsp;&nbsp;&nbsp; DCP Midstream Operating, LP\*‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.850%, 05/21/43 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. USD LIBOR + 3.85% | 287251 |
| 3142 | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Foreign Asset Company |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; / Diamond Finance, LLC |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.000%, 04/22/27 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 13.000% PIK rate | 3041 |
| 169000 | &nbsp;&nbsp;&nbsp;&nbsp; DT Midstream, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 06/15/29 | 149252 |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 327000 | &nbsp;&nbsp;&nbsp;&nbsp; Earthstone Energy Holdings, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 04/15/27 | $319322 |
| 120000 | &nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 01/15/83 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5 year CMT + 3.71% | 120193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Energy Transfer, LP‡ |  |
| 320000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.831%, 11/01/66 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. USD LIBOR + 3.02% | 259341 |
| 162000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 11/15/26 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5 year CMT + 5.69% | 152879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EnLink Midstream Partners, LP |  |
| 240000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.879%, 03/03/23‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. USD LIBOR + 4.11% | 202039 |
| 224000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 07/15/26 | 217898 |
| 105000 | &nbsp;&nbsp;&nbsp;&nbsp; Enlink Midstream, LLC\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 09/01/30 | 107160 |
| 250000 | &nbsp;&nbsp;&nbsp;&nbsp; EQM Midstream Partners, LP\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 06/01/27 | 250945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genesis Energy, LP / Genesis |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Energy Finance Corp. |  |
| 173000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 05/15/26 | 166014 |
| 53000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 04/15/30 | 53898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulfport Energy Corp. |  |
| 215000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 05/15/25& |  |
| 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 05/17/26\* | 149028 |
| 65708 | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 05/17/26 | 65282 |
| 250000 | &nbsp;&nbsp;&nbsp;&nbsp; Hilcorp Energy I, LP / Hilcorp |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Finance Company\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 04/15/30 | 234302 |
| 163000 | &nbsp;&nbsp;&nbsp;&nbsp; Howard Midstream Energy |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partners, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 01/15/27 | 159137 |
| 217000 | &nbsp;&nbsp;&nbsp;&nbsp; Magnolia Oil & Gas Operating, |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LLC / Magnolia Oil & Gas Finance Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 08/01/26 | 210217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moss Creek Resources Holdings, Inc.\* |  |
| 135000 | &nbsp;&nbsp;&nbsp;&nbsp; 10.500%, 05/15/27 | 131285 |
| 90000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 01/15/26 | 83226 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; MPLX, LP‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 02/15/23 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. USD LIBOR + 4.65% | 200128 |
| 105000 | &nbsp;&nbsp;&nbsp;&nbsp; Nabors Industries, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 05/15/27 | 105219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Fortress Energy, Inc.\* |  |
| 221000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 09/15/25 | 212286 |
| 113000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 09/30/26 | 104435 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; Par Petroleum, LLC / Par |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petroleum Finance Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 12/15/25 | 197606 |
| 230000 | &nbsp;&nbsp;&nbsp;&nbsp; Parkland Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/15/27 | 221136 |
| 213000 | &nbsp;&nbsp;&nbsp;&nbsp; Patterson-UTI Energy, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.150%, 11/15/29 | 198997 |
| 270000 | &nbsp;&nbsp;&nbsp;&nbsp; Plains All American Pipeline, LP‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.716%, 03/03/23 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. USD LIBOR + 4.11% | 244318 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; Rockcliff Energy II, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 10/15/29 | 190686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southwestern Energy Company |  |
| 155000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 03/15/30 | 144556 |
| 109000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 02/01/32 | 96163 |
| 105000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 02/01/29 | 98775 |
| 54000 | &nbsp;&nbsp;&nbsp;&nbsp; Sunoco, LP / Sunoco Finance Corp.<br> 4.500%, 04/30/30 | 48199 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Global Dynamic Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 105000 | &nbsp;&nbsp;&nbsp;&nbsp; Transocean, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.750%, 02/15/30 | $108500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Venture Global Calcasieu Pass, LLC\* |  |
| 55000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/15/31 | 48885 |
| 55000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 08/15/29 | 49115 |
| 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 01/15/30 | 15299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vital Energy, Inc. |  |
| 206000 | &nbsp;&nbsp;&nbsp;&nbsp; 10.125%, 01/15/28 | 205458 |
| 108000 | &nbsp;&nbsp;&nbsp;&nbsp; 9.500%, 01/15/25 | 109075 |
| 190000 | &nbsp;&nbsp;&nbsp;&nbsp; VOC Escrow, Ltd.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 02/15/28 | 167517 |
| 135000 | &nbsp;&nbsp;&nbsp;&nbsp; W&T Offshore, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.750%, 11/01/23 | 135121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weatherford International, Ltd.\* |  |
| 234000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 09/15/28 | 233221 |
| 155000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 04/30/30 | 156428 |
|  |  | 8032165 |
|  | ***Financials (3.0%)*** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acrisure, LLC / Acrisure Finance, Inc.\* |  |
| 333000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 08/01/29 | 275151 |
| 292000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 11/15/25 | 278375 |
| 323000 | &nbsp;&nbsp;&nbsp;&nbsp; Aethon United BR, LP / Aethon |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Finance Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.250%, 02/15/26 | 321737 |
| 363000 | &nbsp;&nbsp;&nbsp;&nbsp; AG Issuer, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 03/01/28 | 343507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alliant Holdings Intermediate, LLC |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; / Alliant Holdings Co-Issuer\* |  |
| 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 10/15/27 | 374876 |
| 55000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 11/01/29 | 47991 |
| 55000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 10/15/27 | 50508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ally Financial, Inc. |  |
| 245000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.700%, 05/15/26‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5 year CMT + 3.87% | 201831 |
| 175000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 11/01/31 | 192313 |
| 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.700%, 05/15/28‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7 year CMT + 3.48% | 77125 |
| 439000 | &nbsp;&nbsp;&nbsp;&nbsp; AmWINS Group, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/30/29 | 387400 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; AssuredPartners, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 08/15/25 | 197676 |
| 248000 | &nbsp;&nbsp;&nbsp;&nbsp; Aviation Capital Group, LLC\*µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 11/01/27 | 222806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avolon Holdings Funding, Ltd.\*µ |  |
| 90000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 01/15/26 | 88221 |
| 85000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 07/01/24 | 82493 |
| 434000 | &nbsp;&nbsp;&nbsp;&nbsp; BroadStreet Partners, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 04/15/29 | 383652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Property REIT, Inc. / |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BPR Cumulus, LLC / BPR |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nimbus, LLC / GGSI Sellco, LLC\* |  |
| 430000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 04/01/27 | 379720 |
| 264000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 05/15/26 | 249042 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; Burford Capital Global Financial, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 04/15/30 | 183030 |
| 239000 | &nbsp;&nbsp;&nbsp;&nbsp; Castlelake Aviation Finance DAC\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 04/15/27 | 218929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Credit Acceptance Corp. |  |
| 237000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 12/31/24\* | 223076 |
| 230000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 03/15/26^ | 210583 |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 283000 | &nbsp;&nbsp;&nbsp;&nbsp; Enact Holdings, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 08/15/25 | $279196 |
| 321000 | &nbsp;&nbsp;&nbsp;&nbsp; Global Net Lease, Inc. / Global |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Net Lease Operating Partnership, LP\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 12/15/27 | 271341 |
| 317000 | &nbsp;&nbsp;&nbsp;&nbsp; Greystar Real Estate Partners, |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 12/01/25 | 313285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HUB International, Ltd.\* |  |
| 330000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 05/01/26 | 328696 |
| 324000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 12/01/29^ | 291882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Icahn Enterprises, LP / Icahn |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enterprises Finance Corp. |  |
| 164000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 02/01/29 | 143087 |
| 143000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 05/15/27 | 133994 |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp; ILFC E-Capital Trust II\*‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.538%, 12/21/65 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. USD LIBOR + 1.80% | 337605 |
| 435000 | &nbsp;&nbsp;&nbsp;&nbsp; Iron Mountain, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 03/15/28 | 414068 |
| 600000 | &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Finance, LLC / JFIN Co- |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Issuer Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/15/28 | 513414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ladder Capital Finance Holdings, |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LLLP / Ladder Capital Finance Corp.\* |  |
| 387000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 10/01/25 | 372878 |
| 109000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 06/15/29 | 90687 |
| 311000 | &nbsp;&nbsp;&nbsp;&nbsp; LD Holdings Group, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 04/01/28 | 203120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Level 3 Financing, Inc.\* |  |
| 418000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 11/15/29 | 339257 |
| 235000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 07/01/28 | 186435 |
| 162000 | &nbsp;&nbsp;&nbsp;&nbsp; LPL Holdings, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/15/29 | 145069 |
| 487000 | &nbsp;&nbsp;&nbsp;&nbsp; MetLife, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.400%, 12/15/66 | 499282 |
| 300000 | &nbsp;&nbsp;&nbsp;&nbsp; Nationstar Mortgage Holdings, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 08/15/28 | 262428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Navient Corp. |  |
| 493000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 03/15/27 | 450696 |
| 195000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 03/15/28 | 172760 |
| 250000 | &nbsp;&nbsp;&nbsp;&nbsp; Necessity Retail REIT, Inc. / |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Finance Operating |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partner, LP\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 09/30/28 | 192313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneMain Finance Corp. |  |
| 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 09/15/28 | 126540 |
| 88000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 03/15/26 | 87602 |
| 110000 | &nbsp;&nbsp;&nbsp;&nbsp; Park Intermediate Holdings, LLC / |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PK Domestic Property, LLC / PK |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Finance Co-Issuer\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 10/01/28 | 101885 |
| 341000 | &nbsp;&nbsp;&nbsp;&nbsp; PHH Mortgage Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 03/15/26 | 312182 |
| 55000 | &nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc.µ‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 05/15/27 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5 year CMT + 3.00% | 54644 |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; RHP Hotel Properties, LP / RHP |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Finance Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 02/15/29 | 232703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rocket Mortgage, LLC / Rocket |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mortgage Co-Issuer, Inc.\* |  |
| 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 03/01/31 | 81625 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Global Dynamic Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/01/29 | $84502 |
| 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 10/15/26 | 44650 |
| 227000 | &nbsp;&nbsp;&nbsp;&nbsp; StoneX Group, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 06/15/25 | 230219 |
| 53000 | &nbsp;&nbsp;&nbsp;&nbsp; SVB Financial Group‡^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 05/15/26 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5 year CMT + 3.20% | 42632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Wholesale Mortgage, LLC\* |  |
| 258000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 04/15/29 | 222231 |
| 105000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 06/15/27 | 94653 |
| 110000 | &nbsp;&nbsp;&nbsp;&nbsp; Uniti Group, LP / Uniti Group |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Finance, Inc. / CSL Capital, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 02/15/29 | 76174 |
| 250000 | &nbsp;&nbsp;&nbsp;&nbsp; VZ Secured Financing, BV\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 01/15/32 | 214372 |
| 237000 | &nbsp;&nbsp;&nbsp;&nbsp; XHR, LP\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 08/15/25 | 235194 |
|  |  | 13173343 |
|  | ***Health Care (1.2%)*** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bausch Health Companies, Inc.\* |  |
| 398000 | &nbsp;&nbsp;&nbsp;&nbsp; 11.000%, 09/30/28 | 312685 |
| 81000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 02/01/27 | 55329 |
| 78000 | &nbsp;&nbsp;&nbsp;&nbsp; 14.000%, 10/15/30 | 50378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CHS/Community Health Systems, Inc.\* |  |
| 435000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 04/01/30 | 264297 |
| 230000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 03/15/26 | 223627 |
| 127000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 04/15/29 | 80442 |
| 27000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 05/15/30 | 21807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DaVita, Inc.\* |  |
| 433000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 06/01/30 | 365071 |
| 258000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 02/15/31 | 200892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Embecta Corp.\* |  |
| 162000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 02/15/30 | 133582 |
| 52000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 02/15/30 | 46907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Encompass Health Corp. |  |
| 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 02/01/30 | 100961 |
| 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 02/01/28 | 102799 |
| 300000 | &nbsp;&nbsp;&nbsp;&nbsp; HCA, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 11/06/33 | 332832 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; Jazz Securities DAC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/15/29 | 183066 |
| 119000 | &nbsp;&nbsp;&nbsp;&nbsp; Mallinckrodt International Finance, |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SA / Mallinckrodt CB, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 10.000%, 06/15/29 | 68424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medline Borrower, LP\* |  |
| 270000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 04/01/29 | 231260 |
| 267000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 10/01/29^ | 224411 |
| 400000 | &nbsp;&nbsp;&nbsp;&nbsp; Organon & Company / Organon |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foreign Debt Co-Issuer, BV\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 04/30/31 | 360764 |
| 305000 | &nbsp;&nbsp;&nbsp;&nbsp; Team Health Holdings, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 02/01/25 | 203832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tenet Healthcare Corp. |  |
| 430000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 02/01/27 | 421808 |
| 295000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 11/15/31 | 273450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Netherlands III, BV |  |
| 495000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 04/15/24 | 494297 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 05/09/27 | 186124 |
| 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 10/01/26 | 89773 |
|  |  | 5028818 |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
|  | ***Industrials (2.5%)*** |  |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; ACCO Brands Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 03/15/29 | $225118 |
| 235000 | &nbsp;&nbsp;&nbsp;&nbsp; AerCap Holdings, NV‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 10/10/79 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5 year CMT + 4.54% | 225069 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; Air Lease Corp.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 12/15/26 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5 year CMT + 3.15% | 155550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albertsons Companies, Inc. / |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safeway, Inc. / New Albertsons, |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LP / Albertsons, LLC\* |  |
| 365000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 01/15/27 | 347312 |
| 216000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/15/29 | 186443 |
| 155000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 02/15/28 | 151688 |
| 250000 | &nbsp;&nbsp;&nbsp;&nbsp; Allegiant Travel Company\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 08/15/27 | 245417 |
| 55000 | &nbsp;&nbsp;&nbsp;&nbsp; American Airlines Group, Inc.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 03/01/25 | 51466 |
| 245435 | &nbsp;&nbsp;&nbsp;&nbsp; American Airlines Pass Through |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trust Series 2021-1, Class B |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 01/11/32 | 208158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Airlines, Inc. / |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AAdvantage Loyalty IP, Ltd.\* |  |
| 169000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 04/20/26 | 165874 |
| 56000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 04/20/29 | 54263 |
| 127000 | &nbsp;&nbsp;&nbsp;&nbsp; Arcosa, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/15/29 | 113556 |
| 475000 | &nbsp;&nbsp;&nbsp;&nbsp; ARD Finance, SA\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 06/30/27 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% PIK rate | 373269 |
| 80000 | &nbsp;&nbsp;&nbsp;&nbsp; Ball Corp. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 03/15/28 | 82645 |
| 178000 | &nbsp;&nbsp;&nbsp;&nbsp; Beacon Roofing Supply, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 05/15/29 | 153489 |
| 226000 | &nbsp;&nbsp;&nbsp;&nbsp; BWX Technologies, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/15/29 | 204537 |
| 105000 | &nbsp;&nbsp;&nbsp;&nbsp; Cascades, Inc. / Cascades USA, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 01/15/26 | 98316 |
| 57000 | &nbsp;&nbsp;&nbsp;&nbsp; Delta Air Lines, Inc.^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 01/15/26 | 59694 |
| 56000 | &nbsp;&nbsp;&nbsp;&nbsp; Delta Air Lines, Inc. / SkyMiles IP, Ltd.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 10/20/28 | 54490 |
| 282000 | &nbsp;&nbsp;&nbsp;&nbsp; Deluxe Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 06/01/29 | 241809 |
| 108000 | &nbsp;&nbsp;&nbsp;&nbsp; Dun & Bradstreet Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 12/15/29 | 96458 |
| 163000 | &nbsp;&nbsp;&nbsp;&nbsp; Eco Material Technologies, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 01/31/27 | 157130 |
| 275000 | &nbsp;&nbsp;&nbsp;&nbsp; Endurance International Group |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holdings, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 02/15/29 | 199727 |
| 140000 | &nbsp;&nbsp;&nbsp;&nbsp; EnerSys\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 12/15/27 | 129469 |
| 180000 | &nbsp;&nbsp;&nbsp;&nbsp; Fly Leasing, Ltd.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 10/15/24 | 156973 |
| 135000 | &nbsp;&nbsp;&nbsp;&nbsp; Graham Packaging Company, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 08/15/28 | 118830 |
| 140000 | &nbsp;&nbsp;&nbsp;&nbsp; Granite US Holdings Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 11.000%, 10/01/27 | 147759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging International, LLC\* |  |
| 102000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/01/29 | 89924 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Global Dynamic Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 85000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 07/15/27 | $81906 |
| 236000 | &nbsp;&nbsp;&nbsp;&nbsp; Great Lakes Dredge & Dock Corp.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 06/01/29 | 199307 |
| 516000 | &nbsp;&nbsp;&nbsp;&nbsp; H&E Equipment Services, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 12/15/28 | 455680 |
| 324000 | &nbsp;&nbsp;&nbsp;&nbsp; Hawaiian Brand Intellectual<br> Property, Ltd. / HawaiianMiles<br> Loyalty, Ltd.\*<br> 5.750%, 01/20/26 | 310032 |
| 270000 | &nbsp;&nbsp;&nbsp;&nbsp; Herc Holdings, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 07/15/27 | 259022 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; Howmet Aerospace, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 10/01/24 | 199756 |
| 255000 | &nbsp;&nbsp;&nbsp;&nbsp; IEA Energy Services, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 08/15/29 | 250532 |
| 280000 | &nbsp;&nbsp;&nbsp;&nbsp; JELD-WEN, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 12/15/25 | 248133 |
| 360000 | &nbsp;&nbsp;&nbsp;&nbsp; Ken Garff Automotive, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 09/15/28 | 310518 |
| 110000 | &nbsp;&nbsp;&nbsp;&nbsp; MasTec, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 08/15/28 | 102037 |
| 170000 | &nbsp;&nbsp;&nbsp;&nbsp; Moog, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 12/15/27 | 157818 |
| 232000 | &nbsp;&nbsp;&nbsp;&nbsp; Novelis Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 01/30/30 | 212310 |
| 80000 | &nbsp;&nbsp;&nbsp;&nbsp; OI European Group, BV\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 02/15/30 | 71991 |
| 255000 | &nbsp;&nbsp;&nbsp;&nbsp; Pactiv Evergreen Group Issuer, Inc. / Pactiv Evergreen Group Issuer, LLC\*<br> 4.000%, 10/15/27 | 229528 |
| 327000 | &nbsp;&nbsp;&nbsp;&nbsp; Patrick Industries, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 05/01/29 | 279820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QVC, Inc. |  |
| 163000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 09/01/28 | 104801 |
| 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.450%, 08/15/34 | 65049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sealed Air Corp.\* |  |
| 163000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 02/01/28 | 164581 |
| 54000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 04/15/29 | 51258 |
| 210000 | &nbsp;&nbsp;&nbsp;&nbsp; Sensata Technologies, Inc.\*<br> 3.750%, 02/15/31 | 179762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinclair Television Group, Inc.\* |  |
| 167000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 12/01/30 | 132955 |
| 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 03/01/30^ | 79868 |
| 225000 | &nbsp;&nbsp;&nbsp;&nbsp; Standard Industries, Inc.\*<br> 5.000%, 02/15/27 | 214529 |
| 176000 | &nbsp;&nbsp;&nbsp;&nbsp; Stericycle, Inc.\*<br> 3.875%, 01/15/29 | 156640 |
| 166000 | &nbsp;&nbsp;&nbsp;&nbsp; STL Holding Company, LLC\*<br> 7.500%, 02/15/26 | 146654 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; TransDigm UK Holdings, PLC<br> 6.875%, 05/15/26 | 198438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TransDigm, Inc. |  |
| 209000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 03/15/26\* | 209136 |
| 205000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 03/15/27 | 206751 |
| 162000 | &nbsp;&nbsp;&nbsp;&nbsp; Tronox, Inc.\*<br> 4.625%, 03/15/29 | 138750 |
| 217000 | &nbsp;&nbsp;&nbsp;&nbsp; Vertiv Group Corp.\*<br> 4.125%, 11/15/28 | 189326 |
| 228000 | &nbsp;&nbsp;&nbsp;&nbsp; Wabash National Corp.\*<br> 4.500%, 10/15/28 | 201018 |
| 250000 | &nbsp;&nbsp;&nbsp;&nbsp; Waste Pro USA, Inc.\*<br> 5.500%, 02/15/26 | 232783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WESCO Distribution, Inc.\* |  |
| 81000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 06/15/25 | 82345 |
| 67000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 06/15/28 | 68960 |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 235000 | &nbsp;&nbsp;&nbsp;&nbsp; Williams Scotsman International, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 06/15/25 | $236168 |
|  |  | 10922595 |
|  | ***Information Technology (0.7%)*** |  |
| 109000 | &nbsp;&nbsp;&nbsp;&nbsp; Booz Allen Hamilton, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 07/01/29 | 98006 |
| 126000 | &nbsp;&nbsp;&nbsp;&nbsp; Coherent Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 12/15/29 | 115402 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; CommScope Technologies, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 06/15/25 | 189698 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; CommScope, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 09/01/29 | 166538 |
| 210000 | &nbsp;&nbsp;&nbsp;&nbsp; Dell International, LLC / EMC Corp.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.020%, 06/15/26 | 216094 |
| 138000 | &nbsp;&nbsp;&nbsp;&nbsp; Fair Isaac Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 06/15/28 | 128308 |
| 245000 | &nbsp;&nbsp;&nbsp;&nbsp; KBR, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 09/30/28 | 223732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MPH Acquisition Holdings, LLC\* |  |
| 245000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 11/01/28^ | 178314 |
| 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 09/01/28 | 91618 |
| 113000 | &nbsp;&nbsp;&nbsp;&nbsp; NCR Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 04/15/29 | 98424 |
| 167000 | &nbsp;&nbsp;&nbsp;&nbsp; ON Semiconductor Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 09/01/28 | 152511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp.\* |  |
| 204000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 02/15/28 | 177519 |
| 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.900%, 12/01/27 | 112816 |
| 81000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 12/01/29 | 67518 |
| 81000 | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Holdings, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 12/01/31 | 65924 |
| 113000 | &nbsp;&nbsp;&nbsp;&nbsp; Playtika Holding Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 03/15/29 | 93965 |
| 315000 | &nbsp;&nbsp;&nbsp;&nbsp; TTM Technologies, Inc.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/01/29 | 275357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Twilio, Inc. |  |
| 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/15/29 | 127565 |
| 57000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 03/15/31^ | 47314 |
| 275000 | &nbsp;&nbsp;&nbsp;&nbsp; Viavi Solutions, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 10/01/29 | 240048 |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; ZoomInfo Technologies, LLC / |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZoomInfo Finance Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 02/01/29 | 224523 |
|  |  | 3091194 |
|  | ***Materials (0.6%)*** |  |
| 130000 | &nbsp;&nbsp;&nbsp;&nbsp; ArcelorMittal, SA |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 10/15/39 | 140782 |
| 85000 | &nbsp;&nbsp;&nbsp;&nbsp; ATI, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 12/01/27 | 82589 |
| 55000 | &nbsp;&nbsp;&nbsp;&nbsp; Carpenter Technology Corp. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 03/15/30 | 56515 |
| 165000 | &nbsp;&nbsp;&nbsp;&nbsp; Chemours Company\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 11/15/29 | 137957 |
| 355000 | &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Paper Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 08/15/28 | 317739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Metals Company |  |
| 108000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 01/15/30 | 96995 |
| 54000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/15/32 | 47822 |
| 250000 | &nbsp;&nbsp;&nbsp;&nbsp; Constellium, SE\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 04/15/29 | 214030 |
| 167000 | &nbsp;&nbsp;&nbsp;&nbsp; HB Fuller Company |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 10/15/28 | 148077 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Global Dynamic Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** | **VALUE** | **VALUE** |
| 215000 | &nbsp;&nbsp;&nbsp;&nbsp; JW Aluminum Continuous Cast Company\* |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 10.250%, 06/01/26 | $| 218606 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaiser Aluminum Corp.\* |  |  |  |
| 245000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/01/28 |  | 224253 |  |
| 28000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 06/01/31 |  | 23725 |  |
| 153000 | &nbsp;&nbsp;&nbsp;&nbsp; LSF11 A5 HoldCo, LLC\* |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 10/15/29 |  | 127793 |  |
| 239000 | &nbsp;&nbsp;&nbsp;&nbsp; Mercer International, Inc. |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 02/01/29 |  | 204732 |  |
| 335000 | &nbsp;&nbsp;&nbsp;&nbsp; Owens-Brockway Glass |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Container, Inc.\*^ |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 05/13/27 |  | 329821 |  |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; Silgan Holdings, Inc. |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 02/01/28 |  | 187126 |  |
| 113000 | &nbsp;&nbsp;&nbsp;&nbsp; Trinseo Materials Operating SCA / |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trinseo Materials Finance, Inc.\*^ |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 04/01/29 |  | 81751 |  |
| 86000 | &nbsp;&nbsp;&nbsp;&nbsp; Univar Solutions USA, Inc.\* |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 12/01/27 |  | 83656 |  |
|  |  |  | 2723969 |  |
|  | ***Other (0.1%)*** |  |  |  |
| 224000 | &nbsp;&nbsp;&nbsp;&nbsp; 1375209 B.C., Ltd.\* |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.000%, 01/30/28 |  | 223409 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gen Digital, Inc.\* |  |  |  |
| 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 09/30/30 |  | 101609 |  |
| 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 09/30/27 |  | 101541 |  |
|  |  |  | 426559 |  |
|  | ***Real Estate (0.2%)*** |  |  |  |
| 174000 | &nbsp;&nbsp;&nbsp;&nbsp; EPR Properties |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 08/15/29 |  | 145379 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Forestar Group, Inc.\* |  |  |  |
| 187000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 03/01/28 |  | 164465 |  |
| 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 05/15/26 |  | 98708 |  |
| 248000 | &nbsp;&nbsp;&nbsp;&nbsp; MIWD Holdco II, LLC / MIWD<br> Finance Corp.\*<br> 5.500%, 02/01/30 |  | 206641 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Service Properties Trust |  |  |  |
| 285000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 10/01/24 |  | 268966 |  |
| 105000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 02/15/26 |  | 91082 |  |
|  |  |  | 975241 |  |
|  | ***Special Purpose Acquisition Companies (0.1%)*** | ***Special Purpose Acquisition Companies (0.1%)*** | ***Special Purpose Acquisition Companies (0.1%)*** | **** |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fertitta Entertainment, LLC /<br> Fertitta Entertainment Finance<br> Company, Inc.\* |  |  |  |
| 220000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 01/15/30 |  | 182890 |  |
| 107000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 01/15/29 |  | 94510 |  |
|  |  |  | 277400 |  |
|  | ***Utilities (0.1%)*** |  |  |  |
| 79000 | &nbsp;&nbsp;&nbsp;&nbsp; PPL Capital Funding, Inc.‡<br> 7.395%, 03/30/67<br> 3 mo. USD LIBOR + 2.67% |  | 69558 |  |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; TerraForm Power Operating, LLC\*<br> 5.000%, 01/31/28 |  | 244642 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vistra Corp.\*‡ |  |  |  |
| 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 10/15/26<br> 5 year CMT + 6.93% |  | 107915 |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | | **VALUE** |
| 105000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 12/15/26 |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5 year CMT + 5.74% | $99099 |
|  |  |  | 521214 |
|  |  | **TOTAL CORPORATE BONDS** |  |
|  |  | (Cost $74,298,005) | 69366563 |
| **CONVERTIBLE BONDS (30.3%)** | **CONVERTIBLE BONDS (30.3%)** | **CONVERTIBLE BONDS (30.3%)** |  |
|  |  | ***Communication Services (1.6%)*** |  |
| 200000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; America Movil, BV |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 03/02/24 | 227167 |
| 325000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Bharti Airtel, Ltd.\* |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 02/17/25 | 418736 |
| 100000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Cellnex Telecom, SA |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 01/16/26 | 142916 |
| 20000000 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; CyberAgent, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 02/19/25 | 162223 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; iQIYI, Inc. |  |
| 185000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 04/01/25 | 181529 |
| 179000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/15/26 | 156625 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media Corp.µ |  |
| 3576000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 08/15/27\* | 3761344 |
| 145000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 10/15/23 | 189837 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Sea, Ltd. |  |
| 604000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 09/15/26 | 470057 |
| 238000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 12/01/25 | 253318 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Snap, Inc. |  |
| 538000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 03/01/28\*µ | 386628 |
| 137000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 08/01/26^ | 127361 |
| 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Xiaomi Best Time International, Ltd. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/17/27 | 170966 |
| 157000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Zillow Group, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 09/01/26 | 187029 |
|  |  |  | 6835736 |
|  |  | ***Consumer Discretionary (6.9%)*** |  |
| 203000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Airbnb, Inc. 03/15/26 | 174649 |
| 145000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Booking Holdings, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 05/01/25 | 207047 |
| 2263000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Burlington Stores, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 04/15/25 | 2805192 |
| 100000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Delivery Hero, SE |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 01/23/24 | 103226 |
| 430000 |  | &nbsp;&nbsp;&nbsp;&nbsp; DISH Network Corp.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 03/15/24 | 400764 |
| 410000 |  | &nbsp;&nbsp;&nbsp;&nbsp; DraftKings Holdings, Inc. 03/15/28 | 281194 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Etsy, Inc.µ |  |
| 229000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 10/01/26 | 394166 |
| 161000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 09/01/27 | 166270 |
| 251000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Farfetch, Ltd.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 05/01/27 | 221234 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Flight Centre Travel Group, Ltd. |  |
| 3400000 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/17/27 | 2429192 |
| 200000 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 11/01/28 | 116155 |
| 11210000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Ford Motor Companyµ 03/15/26 | 11413125 |
| 200000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Global Fashion Group, SA |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 03/15/28 | 168941 |
| 100000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; HelloFresh, SE |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 05/13/25 | 96637 |
| 330000000 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; Kyoritsu Maintenance Company, Ltd. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 01/29/26 | 3363102 |
| 235000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Li Auto, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 05/01/28 | 267522 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Global Dynamic Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | | **VALUE** |
| 162000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband Corp.\*µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 09/30/50 | $158796 |
| 214000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Lucid Group, Inc.\* |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 12/15/26 | 138116 |
| 296000 |  | &nbsp;&nbsp;&nbsp;&nbsp; MakeMyTrip, Ltd. 02/15/28 | 304415 |
| 920000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Marriott Vacations Worldwide |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Corp.µ 01/15/26 | 994207 |
| 400000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Meituan |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 04/27/28 | 346892 |
| 40000000 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; Mercari, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 07/14/28 | 208293 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Ocado Group, PLC |  |
| 100000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 12/09/25 | 96419 |
| 100000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 01/18/27 | 83147 |
| 339000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Pinduoduo, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/01/25 | 328013 |
| 194000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Caribbean Cruises, Ltd.\* |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 08/15/25 | 297138 |
| 100000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Shop Apotheke Europe, NV |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 01/21/28 | 84712 |
| 162000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Stride, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 09/01/27 | 168716 |
| 17000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Tesla, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 05/15/24 | 142210 |
| 314000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Vroom, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 07/01/26 | 110440 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Wayfair, Inc.µ |  |
| 320000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 09/15/27\* | 384317 |
| 318000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 10/01/25 | 244564 |
| 168000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 08/15/26 | 128636 |
| 1900000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; WH Smith, PLC |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 05/07/26 | 2155934 |
| 200000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Zalando, SE |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.050%, 08/06/25 | 197270 |
| 5000000 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Zhongsheng Group Holdings, Ltd. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 05/21/25 | 757912 |
|  |  |  | 29938563 |
|  |  | ***Consumer Staples (2.0%)*** |  |
| 20000000 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; Nippn Corp. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 06/20/25 | 155326 |
| 4675000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Post Holdings, Inc.\* |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 08/15/27 | 5101407 |
| 4975000 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; Premium Brands Holdings Corp. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 09/30/27 | 3386051 |
|  |  |  | 8642784 |
|  |  | ***Energy (0.5%)*** |  |
| 1661000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Oil And Gas, Inc.\* |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 04/15/29 | 1898141 |
| 170000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Pioneer Natural Resources Company |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 05/15/25 | 400787 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; SunEdison, Inc. |  |
| 2261000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 01/15/49\* | 22610 |
| 275000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 10/01/49 | 2750 |
|  |  |  | 2324288 |
|  |  | ***Financials (2.6%)*** |  |
| 41000000 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Global Markets Funding |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Luxembourg SCA |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 07/25/24 | 5068195 |
| 192000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Coinbase Global, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 06/01/26 | 130982 |
| 600000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Corestate Capital Holding, SA |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 11/28/22 | 92071 |

---

---

| | | | |
|:---|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | | **VALUE** |
| 100000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; Cornwall Jersey, Ltd. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 04/16/26 | $80230 |
| 100000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank NA |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 02/18/24 | 113801 |
| 200000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Financial |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Company, LLC§ 01/14/25 | 222464 |
| 200000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; LEG Immobilien, SE |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 09/01/25 | 204750 |
| 314000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Finance, LLC |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 11/23/27 | 331663 |
| 200000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Oliver Capital Sarl |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/29/23 | 234013 |
| 610000000 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; SBI Holdings, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 09/13/23 | 4687672 |
| 210000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Starwood Property Trust, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/01/23 | 209567 |
|  |  |  | 11375408 |
|  |  | ***Health Care (2.0%)*** |  |
| 969000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Alnylam Pharmaceuticals, Inc.\* |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 09/15/27 | 1036636 |
| 1768000 |  | &nbsp;&nbsp;&nbsp;&nbsp; BioMarin Pharmaceutical, Inc.^ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.599%, 08/01/24 | 1953446 |
| 135000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Coherus Biosciences, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 04/15/26 | 96053 |
| 172000 |  | &nbsp;&nbsp;&nbsp;&nbsp; CONMED Corp.\* |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 06/15/27 | 163565 |
| 2220000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Dexcom, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 11/15/25 | 2340435 |
| 100000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; GN Store Nord AS |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 05/21/24 | 100977 |
| 205000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Haemonetics Corp.µ 03/01/26 | 175783 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Halozyme Therapeutics, Inc.µ |  |
| 206000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 03/01/27 | 194464 |
| 170000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 08/15/28\* | 189900 |
| 73000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Innoviva, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 08/15/25 | 73022 |
| 158000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Insmed, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 06/01/28 | 140614 |
| 167000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Integra LifeSciences Holdings Corp.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 08/15/25 | 163236 |
| 163000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Ionis Pharmaceuticals, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 04/01/26 | 156835 |
| 156000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Jazz Investments I, Ltd.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 06/15/26 | 183994 |
| 101000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Lantheus Holdings, Inc.\*µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 12/15/27 | 108395 |
| 30000000 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; Menicon Company, Ltd. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 01/29/25 | 241572 |
| 181000 |  | &nbsp;&nbsp;&nbsp;&nbsp; NeoGenomics, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 01/15/28 | 121065 |
| 165000 |  | &nbsp;&nbsp;&nbsp;&nbsp; NuVasive, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 03/15/25 | 148203 |
| 376000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Oak Street Health, Inc.µ 03/15/26 | 323725 |
| 145000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Omnicell, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 09/15/25 | 132537 |
| 135000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Pacira BioSciences, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 08/01/25 | 124133 |
| 163000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Sarepta Therapeutics, Inc.\* |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 09/15/27 | 185911 |
| 171000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Tabula Rasa HealthCare, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 02/15/26 | 137778 |
| 155000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Tandem Diabetes Care, Inc.\*µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 05/01/25 | 141614 |
|  |  |  | 8633893 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Global Dynamic Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**PRINCIPAL** <br> **AMOUNT** | | | **VALUE** |
|  |  | ***Industrials (4.0%)*** |  |
| 400000 |  | &nbsp;&nbsp;&nbsp;&nbsp; ADM Ag Holding, Ltd.µ 08/26/23 | $394572 |
| 280000000 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; ANA Holdings, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/10/31 | 2346480 |
| 1300000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Duerr, AG |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 01/15/26 | 1661682 |
| 196000 |  | &nbsp;&nbsp;&nbsp;&nbsp; John Bean Technologies Corp.µ^ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 05/15/26 | 181592 |
| 161000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Middleby Corp.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 09/01/25 | 210456 |
| 2720000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Parsons Corp. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 08/15/25 | 2977366 |
| 3000000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Prysmian S.p.A |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 02/02/26 | 3478272 |
| 5500000 | SGD | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Airlines, Ltd. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 12/03/25 | 4678600 |
| 176000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Southwest Airlines Company~ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 05/01/25 | 212633 |
| 393000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrun, Inc.µ 02/01/26 | 279950 |
| 630000 |  | &nbsp;&nbsp;&nbsp;&nbsp; ZTO Express Cayman, Inc.\* |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 09/01/27 | 701625 |
|  |  |  | 17123228 |
|  |  | ***Information Technology (6.1%)*** |  |
| 223000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Affirm Holdings, Inc. 11/15/26 | 141469 |
| 190000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Akamai Technologies, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 05/01/25 | 204358 |
| 200000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; BE Semiconductor Industries, NV |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 04/06/29 | 211277 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Bill.com Holdings, Inc. |  |
| 208000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 04/01/27 | 168436 |
| 94000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/01/25 | 98730 |
| 3175000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Block, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 03/01/25 | 3244945 |
| 213000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Confluent, Inc. 01/15/27 | 166415 |
| 356000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Coupa Software, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 06/15/25 | 347844 |
| 6252000 |  | &nbsp;&nbsp;&nbsp;&nbsp; CyberArk Software, Ltd. 11/15/24 | 6890454 |
| 2677000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Datadog, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 06/15/25 | 2937044 |
| 447000 |  | &nbsp;&nbsp;&nbsp;&nbsp; DigitalOcean Holdings, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 12/01/26 | 345924 |
| 207000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Dropbox, Inc.µ 03/01/28 | 188016 |
| 381000 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; Dye & Durham, Ltd.\* |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 03/01/26 | 228004 |
| 411000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Fastly, Inc.µ 03/15/26 | 320362 |
| 357000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Five9, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 06/01/25 | 338168 |
| 10000000 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Kingsoft Corp, Ltd. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 04/29/25 | 1382973 |
| 175000 |  | &nbsp;&nbsp;&nbsp;&nbsp; LivePerson, Inc.µ 12/15/26 | 130515 |
| 324000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Lumentum Holdings, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 12/15/26 | 296058 |
| 451000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Microchip Technology, Inc.µ^ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 11/15/24 | 500917 |
| 418000 |  | &nbsp;&nbsp;&nbsp;&nbsp; MicroStrategy, Inc. 02/15/27 | 187695 |
| 447000 |  | &nbsp;&nbsp;&nbsp;&nbsp; NCL Corp. Ltd.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 02/15/27 | 342295 |
| 186000 |  | &nbsp;&nbsp;&nbsp;&nbsp; New Relic, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 05/01/23 | 183617 |
| 200000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Nexi S.p.A |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 04/24/27 | 189767 |
| 162000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Nice, Ltd. 09/15/25 | 155164 |
| 413000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Okta, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 09/01/25 | 365348 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**PRINCIPAL** <br> **AMOUNT** | | | **VALUE** |
| 229000 |  | &nbsp;&nbsp;&nbsp;&nbsp; ON Semiconductor Corp.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 05/01/27 | $343500 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. |  |
| 190000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 07/01/23 | 340431 |
| 148000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 06/01/25µ | 243063 |
| 173000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Pegasystems, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 03/01/25 | 151332 |
| 296000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Repay Holdings Corp.\* |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 02/01/26 | 238398 |
| 320000 |  | &nbsp;&nbsp;&nbsp;&nbsp; RingCentral, Inc. 03/15/26 | 257962 |
| 40000000 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; SCREEN Holdings Company, Ltd. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 06/11/25 | 327922 |
| 2772000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Shift4 Payments, Inc.µ 12/15/25 | 2968175 |
| 145000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Laboratories, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 06/15/25 | 199546 |
| 148300 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; SOITEC 10/01/25 | 292780 |
| 190000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Splunk, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 09/15/25 | 187562 |
| 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Tyler Technologies, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 03/15/26 | 190124 |
| 223000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Unity Software, Inc.µ 11/15/26 | 172406 |
| 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Win Semiconductors Corp. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 01/14/26 | 175274 |
| 318000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Wix.com, Ltd. 08/15/25 | 274021 |
| 170000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Workiva, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 08/15/26 | 214674 |
| 265000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Xero Investments, Ltd. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/02/25 | 219444 |
| 145000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Zscaler, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/01/25 | 158666 |
|  |  |  | 26521075 |
|  |  | ***Materials (3.0%)*** |  |
| 214000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Amyris, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 11/15/26 | 67624 |
| 8200000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Glencore Funding, LLC |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 03/27/25 | 9500848 |
| 950000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Ivanhoe Mines, Ltd.\*µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 04/15/26 | 1316548 |
| 2154000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Lithium Americas Corp.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 01/15/27 | 1880808 |
| 400000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; POSCO Holdings, Inc. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 09/01/26 | 418740 |
|  |  |  | 13184568 |
|  |  | ***Other (0.6%)*** |  |
| 210000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Cloudflare, Inc. 08/15/26 | 175150 |
| 3440000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Edenred 09/06/24 | 2275442 |
| 110000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Multiplan Corp.\* |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 10/15/27 | 71979 |
|  |  |  | 2522571 |
|  |  | ***Real Estate (1.0%)*** |  |
| 2900000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; ANLLIAN Capital, Ltd. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 02/05/25 | 4002304 |
| 330000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Redfin Corp. 10/15/25 | 217186 |
| 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Vingroup, JSC |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 04/20/26 | 156182 |
|  |  |  | 4375672 |
|  |  | **TOTAL CONVERTIBLE BONDS**<br> (Cost $142,924,899) | 131477786 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Global Dynamic Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| **BANK LOANS (2.1%) ¡** | **BANK LOANS (2.1%) ¡** |  |
|  | ***Airlines (0.1%)*** |  |
| 198000 | &nbsp;&nbsp;&nbsp;&nbsp; Mileage Plus Holdings, LLC‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.996%, 06/21/27 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 5.25% | $206774 |
| 280013 | &nbsp;&nbsp;&nbsp;&nbsp; United Airlines, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.568%, 04/21/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 3.75% | 280535 |
|  |  | 487309 |
|  | ***Communication Services (0.3%)*** |  |
| 337750 | &nbsp;&nbsp;&nbsp;&nbsp; Clear Channel Outdoor Holdings, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.325%, 08/21/26 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 3.50% | 322129 |
| 875 | &nbsp;&nbsp;&nbsp;&nbsp; Clear Channel Outdoor Holdings, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.070%, 08/21/26 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 3.50% | 834 |
| 99746 | &nbsp;&nbsp;&nbsp;&nbsp; CMG Media Corp.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.230%, 12/17/26 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 3.50% | 94873 |
| 309649 | &nbsp;&nbsp;&nbsp;&nbsp; DIRECTV Financing, LLC‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.570%, 08/02/27 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 5.00% | 305215 |
| 320000 | &nbsp;&nbsp;&nbsp;&nbsp; Entercom Media Corp.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.047%, 11/18/24 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 2.50% | 230733 |
| 73805 | &nbsp;&nbsp;&nbsp;&nbsp; Nexstar Broadcasting, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.070%, 09/18/26 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 2.50% | 73927 |
| 104475 | &nbsp;&nbsp;&nbsp;&nbsp; Univision Communications, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.830%, 06/24/29 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. SOFR + 4.25% | 104606 |
|  |  | 1132317 |
|  | ***Consumer Discretionary (0.4%)*** |  |
| 105000 | &nbsp;&nbsp;&nbsp;&nbsp; Caesars Entertainment, Inc.! |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 01/20/30 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5 year CMT + 2.99% | 105038 |
| 72430 | &nbsp;&nbsp;&nbsp;&nbsp; Life Time Fitness, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.485%, 12/16/24 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 4.75% | 72602 |
| 107560 | &nbsp;&nbsp;&nbsp;&nbsp; Penn National Gaming, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.411%, 05/03/29 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 2.75% | 107619 |
| 388088 | &nbsp;&nbsp;&nbsp;&nbsp; Petco Health and Wellness |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Company, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.976%, 03/03/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. SOFR + 3.25% | 384713 |
| 384014 | &nbsp;&nbsp;&nbsp;&nbsp; PetSmart, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.411%, 02/11/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 3.75% | 381935 |
| 218500 | &nbsp;&nbsp;&nbsp;&nbsp; SkyMiles IP, Ltd.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.558%, 10/20/27 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 3.75% | 226340 |
| 141190 | &nbsp;&nbsp;&nbsp;&nbsp; TKC Holdings, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 10.070%, 05/15/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 5.50% | 118540 |
| 363825 | &nbsp;&nbsp;&nbsp;&nbsp; WW International, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.070%, 04/13/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 3.50% | 218597 |
|  |  | 1615384 |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
|  | ***Financials (0.2%)*** |  |
| 214460 | &nbsp;&nbsp;&nbsp;&nbsp; AssuredPartners, Inc.! |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 02/12/27 | $212416 |
| 210000 | &nbsp;&nbsp;&nbsp;&nbsp; Hub International, Ltd.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.220%, 11/10/29 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. SOFR + 4.00% | 210164 |
| 266468 | &nbsp;&nbsp;&nbsp;&nbsp; Jazz Financing Lux Sarl‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.070%, 05/05/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 3.50% | 266509 |
| 292050 | &nbsp;&nbsp;&nbsp;&nbsp; VFH Parent, LLC‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.612%, 01/13/29 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 3.00% | 291137 |
|  |  | 980226 |
|  | ***Health Care (0.4%)*** |  |
| 191019 | &nbsp;&nbsp;&nbsp;&nbsp; Amneal Pharmaceuticals, LLC‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.125%, 05/04/25 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 3.50% | 180554 |
| 185711 | &nbsp;&nbsp;&nbsp;&nbsp; Amneal Pharmaceuticals, LLC‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.250%, 05/04/25 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 3.50% | 175536 |
| 53625 | &nbsp;&nbsp;&nbsp;&nbsp; Bausch Health Companies, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.828%, 02/01/27 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 5.25% | 41502 |
| 140263 | &nbsp;&nbsp;&nbsp;&nbsp; Icon Luxembourg Sarl‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 07/03/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 2.25% | 140439 |
| 295778 | &nbsp;&nbsp;&nbsp;&nbsp; Mallinckrodt International Finance, SA‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.986%, 09/30/27 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 5.25% | 227766 |
| 235294 | &nbsp;&nbsp;&nbsp;&nbsp; Padagis, LLC‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.538%, 07/06/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 4.75% | 219608 |
| 34947 | &nbsp;&nbsp;&nbsp;&nbsp; PRA Health Sciences, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 07/03/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 2.25% | 34990 |
| 639621 | &nbsp;&nbsp;&nbsp;&nbsp; Team Health Holdings, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.811%, 03/02/27 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 5.25% | 533284 |
|  |  | 1553679 |
|  | ***Industrials (0.3%)*** |  |
| 81400 | &nbsp;&nbsp;&nbsp;&nbsp; ACProducts, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.980%, 05/17/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6 mo. LIBOR + 4.25% | 66253 |
| 26950 | &nbsp;&nbsp;&nbsp;&nbsp; ACProducts, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.980%, 05/17/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 4.25% | 21935 |
| 139300 | &nbsp;&nbsp;&nbsp;&nbsp; Air Canada‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.130%, 08/11/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 3.50% | 139673 |
| 190000 | &nbsp;&nbsp;&nbsp;&nbsp; American Airlines, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.558%, 04/20/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 4.75% | 195403 |
| 274313 | &nbsp;&nbsp;&nbsp;&nbsp; ChampionX Corp.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.747%, 06/07/29 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 3.25% | 274784 |
| 269658 | &nbsp;&nbsp;&nbsp;&nbsp; Dun & Bradstreet Corp.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.767%, 02/06/26 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 3.25% | 269538 |
| 227492 | &nbsp;&nbsp;&nbsp;&nbsp; Granite Holdings US Acquisition |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Company‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.750%, 09/30/26 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 4.00% | 227634 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Global Dynamic Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** | **VALUE** | **VALUE** |
| 199000 | &nbsp;&nbsp;&nbsp;&nbsp; Scientific Games International, |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inc.‡ |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.578%, 04/14/29 |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 3.00% | $| 199071 |  |
| 125000 | &nbsp;&nbsp;&nbsp;&nbsp; Summit Materials, LLC‡ |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.608%, 12/14/27 |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. SOFR + 3.00% |  | 125495 |  |
|  |  |  | 1519786 |  |
|  | ***Information Technology (0.1%)*** |  |  |  |
| 209142 | &nbsp;&nbsp;&nbsp;&nbsp; Banff Merger Sub, Inc.‡ |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.320%, 10/02/25 |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 3.75% |  | 205783 |  |
| 183995 | &nbsp;&nbsp;&nbsp;&nbsp; Camelot U.S. Acquisition, LLC‡ |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.517%, 10/30/26 |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 3.00% |  | 183971 |  |
| 50000 | &nbsp;&nbsp;&nbsp;&nbsp; CDK Global, Inc.‡ |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.080%, 07/06/29 |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. SOFR + 4.50% |  | 49961 |  |
| 210623 | &nbsp;&nbsp;&nbsp;&nbsp; II-VI, Inc.‡ |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.320%, 07/02/29 |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 2.75% |  | 210557 |  |
|  |  |  | 650272 |  |
|  | ***Materials (0.1%)*** |  |  |  |
| 160000 | &nbsp;&nbsp;&nbsp;&nbsp; American Axle and Manufacturing, |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inc.‡ |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.033%, 12/13/29 |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 3.60% |  | 160266 |  |
| 264500 | &nbsp;&nbsp;&nbsp;&nbsp; Innophos, Inc.‡ |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.820%, 02/05/27 |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 3.25% |  | 264335 |  |
| 109175 | &nbsp;&nbsp;&nbsp;&nbsp; LSF11 A5 HoldCo, LLC‡ |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.176%, 10/15/28 |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 3.50% |  | 106127 |  |
| 105000 | &nbsp;&nbsp;&nbsp;&nbsp; LSF11 A5 HoldCo, LLC! |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 10/15/28 |  | 102638 |  |
|  |  |  | 633366 |  |
|  | ***Special Purpose Acquisition Companies (0.2%)*** | ***Special Purpose Acquisition Companies (0.2%)*** | ***Special Purpose Acquisition Companies (0.2%)*** | **** |
| 210000 | &nbsp;&nbsp;&nbsp;&nbsp; AP Core Holdings II, LLC‡ |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 10.070%, 09/01/27 |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 5.50% |  | 203175 |  |
| 109450 | &nbsp;&nbsp;&nbsp;&nbsp; Clydesdale Acquisition Holdings, |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inc.‡ |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.836%, 04/13/29 |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 4.18% |  | 107703 |  |
| 54588 | &nbsp;&nbsp;&nbsp;&nbsp; Fertitta Entertainment, LLC‡ |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.561%, 01/27/29 |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 4.00% |  | 54045 |  |
| 229425 | &nbsp;&nbsp;&nbsp;&nbsp; Oscar AcquisitionCo, LLC‡ |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.180%, 04/29/29 |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. SOFR + 4.50% |  | 222797 |  |
| 199500 | &nbsp;&nbsp;&nbsp;&nbsp; Patagonia Holdco, LLC‡ |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.960%, 08/01/29 |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. SOFR + 5.75% |  | 168578 |  |
|  |  |  | 756298 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL BANK LOANS** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $9,772,031) |  | 9328637 |  |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| **U.S. GOVERNMENT AND AGENCY SECURITIES (1.4%)** | **U.S. GOVERNMENT AND AGENCY SECURITIES (1.4%)** | **U.S. GOVERNMENT AND AGENCY SECURITIES (1.4%)** |
|  | ***Other (1.4%)*** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United States Treasury Noteµ |  |
| 3600000 | &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 06/30/24 | $3474773 |
| 2250000 | &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 04/30/24 | 2192036 |
| 310000 | &nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 03/31/24 | 301530 |
|  | **TOTAL U.S. GOVERNMENT** |  |
|  | **AND AGENCY SECURITIES** |  |
|  | (Cost $6,126,301) | 5968339 |
| **NUMBER OF<br>SHARES** |  | **VALUE** |
| **CONVERTIBLE PREFERRED STOCKS (2.7%)** | **CONVERTIBLE PREFERRED STOCKS (2.7%)** | **CONVERTIBLE PREFERRED STOCKS (2.7%)** |
|  | ***Communication Services (0.1%)*** |  |
| 155 | &nbsp;&nbsp;&nbsp;&nbsp; T-Mobile Exchangeable Trust\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 06/01/23 | 186834 |
|  | ***Consumer Discretionary (1.4%)*** |  |
| 47515 | &nbsp;&nbsp;&nbsp;&nbsp; Aptiv, PLC |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 06/15/23 | 5986415 |
|  | ***Energy (0.0%)*** |  |
| 5 | &nbsp;&nbsp;&nbsp;&nbsp; Gulfport Energy Corp. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 10.000%, 03/03/23 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 15.000% PIK rate | 29250 |
|  | ***Financials (0.3%)*** |  |
| 417 | &nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp.‡‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | 518831 |
| 3178 | &nbsp;&nbsp;&nbsp;&nbsp; KKR & Company, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 09/15/23 | 214706 |
| 413 | &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Company‡‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | 519550 |
|  |  | 1253087 |
|  | ***Health Care (0.0%)*** |  |
| 124 | &nbsp;&nbsp;&nbsp;&nbsp; Danaher Corp. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 04/15/23 | 166656 |
|  | ***Utilities (0.9%)*** |  |
| 1995 | &nbsp;&nbsp;&nbsp;&nbsp; AES Corp.^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 02/15/24 | 199181 |
| 3319 | &nbsp;&nbsp;&nbsp;&nbsp; American Electric Power |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Company, Inc.^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 08/15/23 | 170762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy, Inc. |  |
| 41636 | &nbsp;&nbsp;&nbsp;&nbsp; 6.219%, 09/01/23 | 1993948 |
| 35211 | &nbsp;&nbsp;&nbsp;&nbsp; 6.926%, 09/01/25 | 1688367 |
|  |  | 4052258 |
|  | **TOTAL CONVERTIBLE**<br> **PREFERRED STOCKS**<br> (Cost $14,295,551) | 11674500 |
| **COMMON STOCKS (82.5%)** | **COMMON STOCKS (82.5%)** |  |
|  | ***Communication Services (6.2%)*** |  |
| 112000 | &nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc. - Class A^# | 11070080 |
| 4575 | &nbsp;&nbsp;&nbsp;&nbsp; Altice USA, Inc. - Class A# | 22417 |
| 79900 HKD | &nbsp;&nbsp;&nbsp;&nbsp; Baidu, Inc. - Class A# | 1343122 |
| 1735 | &nbsp;&nbsp;&nbsp;&nbsp; Cumulus Media, Inc. - Class A# | 11625 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Global Dynamic Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **NUMBER OF <br>SHARES** | | | **VALUE** |
| 1 |  | &nbsp;&nbsp;&nbsp;&nbsp; Frontier Communications Parent, Inc.# | $30 |
| 1123 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; IPSOS | 72779 |
| 10200 |  | &nbsp;&nbsp;&nbsp;&nbsp; Meta Platforms, Inc. - Class A^# | 1519494 |
| 96000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Orange, SA | 1015944 |
| 2930 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; Pearson, PLC | 33414 |
| 66700 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Tencent Holdings, Ltd. | 3250218 |
| 89070 |  | &nbsp;&nbsp;&nbsp;&nbsp; Tencent Holdings, Ltd. (ADR) | 4342162 |
| 1176545 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group, PLC | 1357513 |
| 26395 |  | &nbsp;&nbsp;&nbsp;&nbsp; Walt Disney Company~# | 2863594 |
|  |  |  | 26902392 |
|  |  | ***Consumer Discretionary (10.5%)*** |  |
| 124700 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Alibaba Group Holding, Ltd.# | 1714458 |
| 8175 |  | &nbsp;&nbsp;&nbsp;&nbsp; Alibaba Group Holding, Ltd. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (ADR)# | 900885 |
| 89300 |  | &nbsp;&nbsp;&nbsp;&nbsp; Amazon.com, Inc.^# | 9209509 |
| 80015 |  | &nbsp;&nbsp;&nbsp;&nbsp; Arcos Dorados Holdings, Inc. - |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Class A | 680128 |
| 3900 | BRL | &nbsp;&nbsp;&nbsp;&nbsp; Arezzo Industria e Comercio, SA | 67301 |
| 1150 |  | &nbsp;&nbsp;&nbsp;&nbsp; AutoZone, Inc.# | 2804677 |
| 4387600 | PHP | &nbsp;&nbsp;&nbsp;&nbsp; Bloomberry Resorts Corp.# | 742274 |
| 650 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Brunello Cucinelli S.p.A | 54139 |
| 12500 | CNY | &nbsp;&nbsp;&nbsp;&nbsp; BYD Company, Ltd. - Class A | 533935 |
| 20700 | CNY | &nbsp;&nbsp;&nbsp;&nbsp; China Tourism Group Duty Free |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Corp., Ltd. - Class A | 655438 |
| 1110 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; CIE Automotive, SA | 32972 |
| 24100 | CHF | &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere Richemont, SA - |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Class A | 3715189 |
| 108250 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; Compass Group, PLC | 2585876 |
| 21900 |  | &nbsp;&nbsp;&nbsp;&nbsp; Coupang, Inc. - Class A# | 369891 |
| 70900 | BRL | &nbsp;&nbsp;&nbsp;&nbsp; Cyrela Brazil Realty, SA |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Empreendimentos e Participacoes | 212017 |
| 70000 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Entertainment Group, |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Ltd.# | 487291 |
| 161219 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; JD.com, Inc. - Class A | 4787133 |
| 190000 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Jiumaojiu International Holdings, Ltd.\* | 486814 |
| 800 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; Kyoritsu Maintenance Company, |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Ltd. | 36539 |
| 64000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Las Vegas Sands Corp.^# | 3776000 |
| 123000 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Li Ning Company, Ltd. | 1215937 |
| 1950 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Vuitton, SE | 1702302 |
| 25400 | INR | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra & Mahindra, Ltd. | 428806 |
| 11470 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Meituan - Class B\*# | 256422 |
| 1155 |  | &nbsp;&nbsp;&nbsp;&nbsp; MercadoLibre, Inc.# | 1364852 |
| 119600 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; New Oriental Education & |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Technology Group, Inc.# | 507680 |
| 1100 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; Nextage Company, Ltd. | 24742 |
| 1360 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; Pet Valu Holdings, Ltd.^ | 40671 |
| 8200 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Prosus, NV# | 662111 |
| 502200 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Samsonite International, SA\*# | 1496046 |
| 236800 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Sands China, Ltd.# | 888020 |
| 1210 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Sanlorenzo S.p.A. / Ameglia | 53121 |
| 13290 |  | &nbsp;&nbsp;&nbsp;&nbsp; Tesla, Inc.# | 2302094 |
| 2900 | INR | &nbsp;&nbsp;&nbsp;&nbsp; TVS Motor Company, Ltd. | 36985 |
| 6120 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; Webjet, Ltd.^# | 29828 |
| 29600 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Wynn Macau, Ltd.^# | 33878 |
| 10100 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Yum China Holdings, Inc.µ | 611938 |
|  |  |  | 45507899 |
|  |  | ***Consumer Staples (4.6%)*** |  |
| 5400 | INR | &nbsp;&nbsp;&nbsp;&nbsp; Britannia Industries, Ltd. | 285881 |
| 77500 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; British American Tobacco, PLC | 2970869 |
| 35550 |  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Company^ | 2179926 |

---

---

| | | | |
|:---|:---|:---|:---|
| **NUMBER OF <br>SHARES** | | | **VALUE** |
| 5000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale Corp. | $2555700 |
| 26550 |  | &nbsp;&nbsp;&nbsp;&nbsp; General Mills, Inc. | 2080458 |
| 6400 | INR | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Unilever, Ltd. | 201915 |
| 1500 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; Kobe Bussan Company, Ltd.^ | 43308 |
| 200 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; Kose Corp. | 22067 |
| 2600 | CNY | &nbsp;&nbsp;&nbsp;&nbsp; Kweichow Moutai Company, Ltd. -<br> Class A | 712842 |
| 10500 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; L'Occitane International, SA | 29214 |
| 20500 | CHF | &nbsp;&nbsp;&nbsp;&nbsp; Nestle, SA | 2501185 |
| 14000 | CNY | &nbsp;&nbsp;&nbsp;&nbsp; Proya Cosmetics Company, Ltd. -<br> Class A | 342608 |
| 71700 | BRL | &nbsp;&nbsp;&nbsp;&nbsp; Raia Drogasil, SA | 350710 |
| 67100 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; Seven & i Holdings Company, Ltd. | 3167985 |
| 106000 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Smoore International Holdings,<br> Ltd.\*^ | 159791 |
| 2351500 | IDR | &nbsp;&nbsp;&nbsp;&nbsp; Sumber Alfaria Trijaya, Tbk PT | 444509 |
| 135000 | PHP | &nbsp;&nbsp;&nbsp;&nbsp; Universal Robina Corp. | 341036 |
| 30850 | INR | &nbsp;&nbsp;&nbsp;&nbsp; Varun Beverages, Ltd. | 434668 |
| 123400 | MXN | &nbsp;&nbsp;&nbsp;&nbsp; Wal-Mart de Mexico, SAB de CV | 481988 |
| 137000 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Yihai International Holding, Ltd.# | 487509 |
|  |  |  | 19794169 |
|  |  | ***Energy (5.3%)*** |  |
| 3435 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; ARC Resources, Ltd. | 39912 |
| 100600 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural Resources,<br> Ltd.^ | 6174892 |
| 34770 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; CES Energy Solutions Corp.^ | 75783 |
| 2577 |  | &nbsp;&nbsp;&nbsp;&nbsp; Chaparral Energy, Inc. - Class<br> A&# | 109522 |
| 650 |  | &nbsp;&nbsp;&nbsp;&nbsp; Chesapeake Energy Corp. | 56368 |
| 17600 |  | &nbsp;&nbsp;&nbsp;&nbsp; Chevron Corp.~ | 3062752 |
| 14985 |  | &nbsp;&nbsp;&nbsp;&nbsp; Energy Transfer, LP | 199001 |
| 9035 |  | &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Products Partners, LP | 231296 |
| 1826 |  | &nbsp;&nbsp;&nbsp;&nbsp; EP Energy Corp.&# | 14380 |
| 42400 |  | &nbsp;&nbsp;&nbsp;&nbsp; Helmerich & Payne, Inc. | 2053856 |
| 2930 |  | &nbsp;&nbsp;&nbsp;&nbsp; Magellan Midstream Partners, LP | 156462 |
| 17446 |  | &nbsp;&nbsp;&nbsp;&nbsp; Marathon Petroleum Corp. | 2242160 |
| 31590 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Motor Oil Hellas Corinth Refineries, SA | 771990 |
| 136900 | THB | &nbsp;&nbsp;&nbsp;&nbsp; PTT Exploration & Production,<br> PCL | 710361 |
| 36300 | INR | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Industries, Ltd. | 1048406 |
| 98974 |  | &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger, Ltd. | 5639538 |
| 3570 |  | &nbsp;&nbsp;&nbsp;&nbsp; TechnipFMC, PLC# | 49587 |
| 236600 | IDR | &nbsp;&nbsp;&nbsp;&nbsp; United Tractors, Tbk PT | 388439 |
| 2500 |  | &nbsp;&nbsp;&nbsp;&nbsp; Williams Companies, Inc.^ | 80600 |
|  |  |  | 23105305 |
|  |  | ***Financials (13.0%)*** |  |
| 373000 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; AIA Group, Ltd. | 4217751 |
| 11000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Aon, PLC - Class A | 3505480 |
| 141500 | BRL | &nbsp;&nbsp;&nbsp;&nbsp; B3, SA - Brasil Bolsa Balcao | 361255 |
| 1133979 | IDR | &nbsp;&nbsp;&nbsp;&nbsp; Bank Central Asia, Tbk PT | 643543 |
| 2823800 | IDR | &nbsp;&nbsp;&nbsp;&nbsp; Bank Mandiri Persero, Tbk PT | 1881600 |
| 189000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp.^~ | 6705720 |
| 11000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group, PLC | 117522 |
| 347000 | PHP | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the Philippine Islands | 668150 |
| 8710 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; Beazley, PLC | 71678 |
| 8250 |  | &nbsp;&nbsp;&nbsp;&nbsp; Chubb, Ltd. | 1876793 |
| 6000 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; Concordia Financial Group, Ltd. | 26366 |
| 111948 | AED | &nbsp;&nbsp;&nbsp;&nbsp; First Abu Dhabi Bank, PJSC | 415258 |
| 96700 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp; FirstRand, Ltd. | 359298 |
| 85400 | MXN | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Financiero Banorte, SAB de CV - Class O | 707491 |
| 33400 | KRW | &nbsp;&nbsp;&nbsp;&nbsp; Hana Financial Group, Inc. | 1326889 |
| 243450 | INR | &nbsp;&nbsp;&nbsp;&nbsp; HDFC Bank, Ltd. | 4797634 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Global Dynamic Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **NUMBER OF <br>SHARES** | | | **VALUE** |
| 4450 | INR | &nbsp;&nbsp;&nbsp;&nbsp; Housing Development Finance Corp., Ltd. | $143578 |
| 34300 |  | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Bank, Ltd. (ADR)^ | 714469 |
| 150716 |  | &nbsp;&nbsp;&nbsp;&nbsp; Itau Unibanco Holding, SA | 750566 |
| 50675 |  | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & Company~ | 7092473 |
| 582 | DKK | &nbsp;&nbsp;&nbsp;&nbsp; Jyske Bank, A/S# | 41976 |
| 156300 | THB | &nbsp;&nbsp;&nbsp;&nbsp; Kasikornbank PCL | 686787 |
| 4120000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group, PLC | 2681277 |
| 44285 |  | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley^ | 4310259 |
| 260000 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Ping An Insurance Group |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; Company of China, Ltd. - Class H | 2019603 |
| 18400 | SAR | &nbsp;&nbsp;&nbsp;&nbsp; Saudi National Bank | 232936 |
| 10025 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; Steadfast Group, Ltd. | 37245 |
| 67100 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial Group, Inc. | 2916237 |
| 85070 |  | &nbsp;&nbsp;&nbsp;&nbsp; UBS Group, AG^# | 1825602 |
| 111125 |  | &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Company^~ | 5208429 |
|  |  |  | 56343865 |
|  |  | ***Health Care (7.9%)*** |  |
| 3370 |  | &nbsp;&nbsp;&nbsp;&nbsp; Abcam, PLC# | 46742 |
| 23100 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca, PLC | 3026388 |
| 53700 | THB | &nbsp;&nbsp;&nbsp;&nbsp; Bumrungrad Hospital PCL | 353011 |
| 14355 |  | &nbsp;&nbsp;&nbsp;&nbsp; Danaher Corp.^ | 3795175 |
| 790 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; Dechra Pharmaceuticals, PLC | 28018 |
| 16060 |  | &nbsp;&nbsp;&nbsp;&nbsp; Eli Lilly & Company^ | 5527049 |
| 3940 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; Ergomed, PLC# | 58368 |
| 10104 |  | &nbsp;&nbsp;&nbsp;&nbsp; GE Healthcare, Inc.# | 702430 |
| 6010 |  | &nbsp;&nbsp;&nbsp;&nbsp; Humana, Inc. | 3075317 |
| 77060 | BRL | &nbsp;&nbsp;&nbsp;&nbsp; Hypera, SA | 704368 |
| 5500 | CHF | &nbsp;&nbsp;&nbsp;&nbsp; Lonza Group, AG | 3137427 |
| 4208 |  | &nbsp;&nbsp;&nbsp;&nbsp; Mallinckrodt, PLC# | 31560 |
| 66500 |  | &nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk, A/S | 9228870 |
| 2200 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; Sosei Group Corp.^# | 41671 |
| 106 | CHF | &nbsp;&nbsp;&nbsp;&nbsp; Tecan Group, AG | 44486 |
| 6865 |  | &nbsp;&nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc.^ | 3426939 |
| 98000 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Biologics Cayman, Inc.\*# | 818339 |
|  |  |  | 34046158 |
|  |  | ***Industrials (8.4%)*** |  |
| 1340 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Aalberts, NV | 63359 |
| 27500 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Airbus, SE | 3447561 |
| 312000 | THB | &nbsp;&nbsp;&nbsp;&nbsp; Airports of Thailand PCL# | 701787 |
| 37029 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Alstom, SA | 1101063 |
| 44432 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; Ashtead Group, PLC | 2926681 |
| 1900 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; BayCurrent Consulting, Inc.^ | 80768 |
| 58 | CHF | &nbsp;&nbsp;&nbsp;&nbsp; Burckhardt Compression Holding, AG | 35910 |
| 31200 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific Railway, Ltd.^ | 2462609 |
| 7100 | CNY | &nbsp;&nbsp;&nbsp;&nbsp; Contemporary Amperex Technology Company, Ltd. - Class A | 492496 |
| 955 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; DO & CO, AG# | 101135 |
| 1940 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Duerr, AG | 74019 |
| 750 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; Ebara Corp. | 31845 |
| 5250 |  | &nbsp;&nbsp;&nbsp;&nbsp; EMCOR Group, Inc. | 778312 |
| 30312 |  | &nbsp;&nbsp;&nbsp;&nbsp; General Electric Company | 2439510 |
| 27400 | MXN | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario del Pacifico, SAB de CV - Class B | 471928 |
| 1410 | SEK | &nbsp;&nbsp;&nbsp;&nbsp; Hexatronic Group, AB | 17355 |
| 16570 | INR | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Aeronautics, Ltd. | 520317 |
| 90000 | PHP | &nbsp;&nbsp;&nbsp;&nbsp; International Container Terminal Services, Inc. | 342139 |
| 1040 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Interpump Group S.p.A^ | 54236 |
| 900 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; Japan Airport Terminal Company, Ltd.# | 46912 |

---

---

| | | | |
|:---|:---|:---|:---|
| **NUMBER OF <br>SHARES** | | | **VALUE** |
| 8300 | INR | &nbsp;&nbsp;&nbsp;&nbsp; Larsen & Toubro, Ltd. | $215718 |
| 9280 | SEK | &nbsp;&nbsp;&nbsp;&nbsp; Munters Group, AB\* | 88978 |
| 35300 | CNY | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Orient Wires & Cables Company, Ltd. - Class A | 336733 |
| 35100 |  | &nbsp;&nbsp;&nbsp;&nbsp; Quanta Services, Inc. | 5341869 |
| 31500 |  | &nbsp;&nbsp;&nbsp;&nbsp; Raytheon Technologies Corp. | 3145275 |
| 39000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric, SE | 6326406 |
| 54502 | CNY | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai International Airport Company, Ltd. - Class A# | 489633 |
| 7550 | INR | &nbsp;&nbsp;&nbsp;&nbsp; Siemens, Ltd. | 272623 |
| 390 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Societe BIC, SA | 28316 |
| 2185 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; Sojitz Corp. | 43320 |
| 1395 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; Stantec, Inc.^ | 72720 |
| 45000 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Techtronic Industries Company, Ltd. | 580130 |
| 2600 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; THK Company, Ltd. | 55178 |
| 500 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; Visional, Inc.^# | 36229 |
| 18250 |  | &nbsp;&nbsp;&nbsp;&nbsp; Waste Management, Inc.~ | 2823822 |
| 178700 | CNY | &nbsp;&nbsp;&nbsp;&nbsp; YTO Express Group Company, Ltd. - Class A | 556378 |
|  |  |  | 36603270 |
|  |  | ***Information Technology (21.2%)*** |  |
| 18300 |  | &nbsp;&nbsp;&nbsp;&nbsp; Accenture, PLC - Class A | 5106615 |
| 1840 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; AIXTRON, SE | 54824 |
| 312 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Alten, SA | 47941 |
| 66700 |  | &nbsp;&nbsp;&nbsp;&nbsp; Apple, Inc.^ | 9624143 |
| 13720 |  | &nbsp;&nbsp;&nbsp;&nbsp; ASML Holding, NV | 9066725 |
| 9310 |  | &nbsp;&nbsp;&nbsp;&nbsp; Automatic Data Processing, Inc. | 2102291 |
| 252 |  | &nbsp;&nbsp;&nbsp;&nbsp; CyberArk Software, Ltd.# | 35502 |
| 1970 | SAR | &nbsp;&nbsp;&nbsp;&nbsp; Elm Company | 187811 |
| 405 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Elmos Semiconductor SE | 27515 |
| 340 |  | &nbsp;&nbsp;&nbsp;&nbsp; Endava, PLC (ADR)# | 29876 |
| 28901 |  | &nbsp;&nbsp;&nbsp;&nbsp; Infosys, Ltd. (ADR) | 543339 |
| 6800 |  | &nbsp;&nbsp;&nbsp;&nbsp; Intuit, Inc. | 2874156 |
| 14900 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; Keyence Corp. | 6859494 |
| 1150 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; Keywords Studios, PLC | 40392 |
| 436 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; Kinaxis, Inc.# | 50676 |
| 294000 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Kingdee International Software Group Company, Ltd.# | 641658 |
| 1500 | KRW | &nbsp;&nbsp;&nbsp;&nbsp; Koh Young Technology, Inc.# | 21050 |
| 1955 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Lectra | 81420 |
| 25000 | TWD | &nbsp;&nbsp;&nbsp;&nbsp; MediaTek, Inc. | 604024 |
| 48900 |  | &nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp.~ | 12117909 |
| 540000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Nokia Oyj | 2560419 |
| 31890 |  | &nbsp;&nbsp;&nbsp;&nbsp; NVIDIA Corp.^~ | 6230349 |
| 53250 |  | &nbsp;&nbsp;&nbsp;&nbsp; Oracle Corp. | 4710495 |
| 4050 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; Sage Group, PLC | 38911 |
| 12600 |  | &nbsp;&nbsp;&nbsp;&nbsp; Salesforce, Inc.^# | 2116422 |
| 54040 | KRW | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Electronics Company, Ltd. | 2691745 |
| 100 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; SHIFT, Inc.# | 18664 |
| 7000 | TWD | &nbsp;&nbsp;&nbsp;&nbsp; Silergy Corp. | 142446 |
| 16600 | KRW | &nbsp;&nbsp;&nbsp;&nbsp; SK Hynix, Inc. | 1200907 |
| 853000 | TWD | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor Manufacturing Company, Ltd. | 15052705 |
| 22825 |  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor Manufacturing Company, Ltd. | 2116562 |
| 75640 | BRL | &nbsp;&nbsp;&nbsp;&nbsp; TOTVS, SA | 448061 |
| 291000 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Travelsky Technology, Ltd. - Class H | 604859 |
| 112000 | CNY | &nbsp;&nbsp;&nbsp;&nbsp; Venustech Group, Inc. - Class A | 495765 |
| 14550 |  | &nbsp;&nbsp;&nbsp;&nbsp; Visa, Inc. - Class A | 3349555 |
|  |  |  | 91895226 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Global Dynamic Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **NUMBER OF<br>SHARES** | | | **VALUE** |
|  |  | ***Materials (3.6%)*** |  |
| 174625 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; Barrick Gold Corp. | $3414936 |
| 175640 |  | &nbsp;&nbsp;&nbsp;&nbsp; Cemex, SAB de CV# | 937918 |
| 219750 | AED | &nbsp;&nbsp;&nbsp;&nbsp; Fertiglobe, PLC | 239719 |
| 75095 |  | &nbsp;&nbsp;&nbsp;&nbsp; Freeport-McMoRan, Inc.^ | 3350739 |
| 2895 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; IGO, Ltd. | 30094 |
| 105700 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Steel Corp. | 2200116 |
| 521200 | NOK | &nbsp;&nbsp;&nbsp;&nbsp; Norsk Hydro, ASA | 4225810 |
| 1250 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; OSAKA Titanium Technologies Company, Ltd. | 35468 |
| 16900 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp; Sasol, Ltd. | 307019 |
| 21200 |  | &nbsp;&nbsp;&nbsp;&nbsp; Vale, SA - Class B | 396016 |
| 290000 | HKD | &nbsp;&nbsp;&nbsp;&nbsp; Zijin Mining Group Company Ltd.- Class H | 479675 |
|  |  |  | 15617510 |
|  |  | ***Real Estate (0.2%)*** |  |
| 935500 | PHP | &nbsp;&nbsp;&nbsp;&nbsp; Ayala Land, Inc. | 504573 |
| 98800 | INR | &nbsp;&nbsp;&nbsp;&nbsp; DLF, Ltd. | 431699 |
|  |  |  | 936272 |
|  |  | ***Special Purpose Acquisition Companies (1.0%)#*** |  |
| 2830 |  | &nbsp;&nbsp;&nbsp;&nbsp; Intelsat Emergence, SA&# | 65798 |
| 82300 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; Shell, PLC | 2416143 |
| 55200 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Shell, PLC | 1618914 |
|  |  |  | 4100855 |
|  |  | ***Utilities (0.6%)*** |  |
| 5418 |  | &nbsp;&nbsp;&nbsp;&nbsp; DTE Energy Company^ | 630435 |
| 45801 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Engie,SA# | 648299 |
| 29000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; RWE, AG | 1291047 |
|  |  |  | 2569781 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL COMMON STOCKS**<br> (Cost $446,201,917) | 357422702 |
| **PREFERRED STOCKS (0.2%)** | **PREFERRED STOCKS (0.2%)** | **PREFERRED STOCKS (0.2%)** |  |
|  |  | ***Consumer Discretionary (0.1%)*** |  |
| 1597 |  | &nbsp;&nbsp;&nbsp;&nbsp; Guitar Center, Inc.& | 198826 |
|  |  | ***Energy (0.1%)*** |  |
| 8220 |  | &nbsp;&nbsp;&nbsp;&nbsp; NuStar Energy, LP‡^ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 10.379%, 03/02/23 |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. USD LIBOR + 5.64% | 191033 |
| 3725 |  | &nbsp;&nbsp;&nbsp;&nbsp; NuStar Energy, LP‡ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 11.502%, 03/02/23 |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. USD LIBOR + 6.77% | 93200 |
| 8335 |  | &nbsp;&nbsp;&nbsp;&nbsp; NuStar Logistics, LP‡ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 11.526%, 01/15/43 |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. USD LIBOR + 6.73% | 208958 |
|  |  |  | 493191 |
|  |  | ***Financials (0.0%)*** |  |
| 5357 |  | &nbsp;&nbsp;&nbsp;&nbsp; B Riley Financial, Inc.µ |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 08/31/28 | 113783 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL PREFERRED STOCKS**<br> (Cost $831,163) | 805800 |

---

---

| | | | |
|:---|:---|:---|:---|
| **NUMBER OF <br>SHARES** | | | **VALUE** |
| **WARRANTS (0.0%) #** | **WARRANTS (0.0%) #** | **WARRANTS (0.0%) #** |  |
|  |  | ***Energy (0.0%)*** |  |
| 13401 |  | &nbsp;&nbsp;&nbsp;&nbsp; Mcdermott International, Ltd.& |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/27, Strike $15.98 | $2 |
| 12061 |  | &nbsp;&nbsp;&nbsp;&nbsp; Mcdermott International, Ltd. |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/27, Strike $12.33 | 1 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL WARRANTS**<br> (Cost $5,152) | 3 |
| **NUMBER OF**<br> **CONTRACTS/**<br> **NOTIONAL**<br> **AMOUNT** |  |  | **VALUE** |
| **PURCHASED OPTIONS (0.6%) #** | **PURCHASED OPTIONS (0.6%) #** | **PURCHASED OPTIONS (0.6%) #** |  |
|  |  | ***Industrials (0.0%)*** |  |
| 53 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric, SE |  |
| 790822 |  | &nbsp;&nbsp;&nbsp;&nbsp; Call, 06/16/23, Strike 150.00 | 47248 |
|  |  | ***Materials (0.1%)*** |  |
| 5550 |  | &nbsp;&nbsp;&nbsp;&nbsp; Cemex SAB de CV |  |
| 2963700 |  | &nbsp;&nbsp;&nbsp;&nbsp; Call, 07/21/23, Strike $5.00 | 457875 |
|  |  | ***Other (0.5%)*** |  |
| 4000 |  | &nbsp;&nbsp;&nbsp;&nbsp; iShares MSCI EAFE ETF |  |
| 28620000 |  | &nbsp;&nbsp;&nbsp;&nbsp; Put, 12/15/23, Strike $60.00 | 540000 |
| 950 |  | &nbsp;&nbsp;&nbsp;&nbsp; iShares MSCI South Korea ETF |  |
| 6029650 |  | &nbsp;&nbsp;&nbsp;&nbsp; Call, 04/21/23, Strike $64.00 | 263625 |
| 1280 |  | &nbsp;&nbsp;&nbsp;&nbsp; iShares MSCI Taiwan ETF |  |
| 5735680 |  | &nbsp;&nbsp;&nbsp;&nbsp; Call, 06/16/23, Strike $44.81 | 355200 |
| 700 |  | &nbsp;&nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust |  |
| 28453600 |  | &nbsp;&nbsp;&nbsp;&nbsp; Put, 12/15/23, Strike $360.00 | 847350 |
|  |  |  | 2006175 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL PURCHASED OPTIONS**<br> (Cost $4,271,016) | 2511298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENTS (135.8%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENTS (135.8%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENTS (135.8%)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $698,726,035) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $698,726,035) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $698,726,035) | 588555628 |
| MANDATORY REDEEMABLE PREFERRED SHARES,<br>AT LIQUIDATION VALUE (-16.2%) | MANDATORY REDEEMABLE PREFERRED SHARES,<br>AT LIQUIDATION VALUE (-16.2%) | MANDATORY REDEEMABLE PREFERRED SHARES,<br>AT LIQUIDATION VALUE (-16.2%) | (70000000) |
| LIABILITIES, LESS OTHER ASSETS (-19.6%) | LIABILITIES, LESS OTHER ASSETS (-19.6%) | LIABILITIES, LESS OTHER ASSETS (-19.6%) | (85150331) |
| **NET ASSETS (100.0%)** | **NET ASSETS (100.0%)** | **NET ASSETS (100.0%)** | $&nbsp;&nbsp;&nbsp;&nbsp;433405297 |

---

**NOTES TO SCHEDULE OF INVESTMENTS** 

**\*** Securities issued and sold pursuant to a Rule 144A transaction are exempted from the registration requirement of the Securities Act of 1933, as amended. These securities may only be sold to qualified institutional buyers ("QIBs"), such as the Fund. Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted from such registration requirements. 

---

| | |
|:---|:---|
| **µ** | Security, or portion of security, is held in a segregated account as collateral for note payable aggregating a total value of $39,316,917.  |

---

---

| | |
|:---|:---|
| **@** | In default status and considered non-income producing.  |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Global Dynamic Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

& Illiquid security.

‡ Variable rate security. The rate shown is the rate in effect at January 31, 2023.

^ Security, or portion of security, is on loan.

§ Securities exchangeable or convertible into securities of one or more entities that are different than the issuer. Each entity is identified in the parenthetical.

---

| | |
|:---|:---|
| ~ | Security, or portion of security, is segregated as collateral (or collateral for potential future transactions) for written options and securities sold short. The aggregate value of such securities is $23,598,033.  |

---

¡ Bank loans generally are subject to mandatory and/or optional prepayment. As a result, the actual remaining maturity of bank loans may be substantially less than the stated maturities shown.

! This position represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate, which will be adjusted on settlement date.

‡‡ Perpetual maturity.

# Non-income producing security.

---

| | |
|:---|:---|
| **FOREIGN CURRENCY ABBREVIATIONS** | **FOREIGN CURRENCY ABBREVIATIONS** |
| **AED** | UAE Dirham |
| **AUD** | Australian Dollar |
| **BRL** | Brazilian Real |
| **CAD** | Canadian Dollar |
| **CHF** | Swiss Franc |
| **CNY** | Chinese Yuan Renminbi |
| **DKK** | Danish Krone |
| **EUR** | European Monetary Unit |
| **GBP** | British Pound Sterling |
| **HKD** | Hong Kong Dollar |
| **IDR** | Indonesian Rupiah |
| **INR** | Indian Rupee |
| **JPY** | Japanese Yen |
| **KRW** | South Korean Won |
| **MXN** | Mexican Peso |
| **NOK** | Norwegian Krone |
| **PHP** | Philippine Peso |
| **SAR** | Saudi Riyal |
| **SEK** | Swedish Krona |
| **SGD** | Singapore Dollar |
| **THB** | Thai Baht |
| **TWD** | New Taiwan Dollar |
| **ZAR** | South African Rand |

---

*Note: Value for securities denominated in foreign currencies is shown in U.S. dollars. The principal amount for such securities is shown in the respective foreign currency. The date on options represents the expiration date of the option contract. The option contract may be exercised at any date on or before the date shown.* 

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Global Dynamic Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| **CURRENCY EXPOSURE JANUARY 31, 2023** | **CURRENCY EXPOSURE JANUARY 31, 2023** | **CURRENCY EXPOSURE JANUARY 31, 2023** |
|  | **Value** | **% of Total**<br> **Investments** |
|  US Dollar | $384317617 | 65.3% |
|  European Monetary Unit | 36575811 | 6.2% |
|  Hong Kong Dollar | 34326566 | 5.8% |
|  Japanese Yen | 27179499 | 4.6% |
|  British Pound Sterling | 20651258 | 3.5% |
|  Canadian Dollar | 15946254 | 2.7% |
|  New Taiwan Dollar | 15799175 | 2.7% |
|  Swiss Franc | 9434197 | 1.6% |
|  Indian Rupee | 8818230 | 1.5% |
|  South Korean Won | 5240591 | 0.9% |
|  Singapore Dollar | 4678600 | 0.8% |
|  Chinese Yuan Renminbi | 4615828 | 0.8% |
|  Norwegian Krone | 4225810 | 0.7% |
|  Indonesian Rupiah | 3358091 | 0.6% |
|  Australian Dollar | 2642514 | 0.5% |
|  Philippine Peso | 2598172 | 0.4% |
|  Thai Baht | 2451946 | 0.4% |
|  Brazilian Real | 2143712 | 0.4% |
|  Mexican Peso | 1661407 | 0.3% |
|  South African Rand | 666317 | 0.1% |
|  UAE Dirham | 654977 | 0.1% |
|  Saudi Riyal | 420747 | 0.1% |
|  Swedish Krona | 106333 | —% |
|  Danish Krone | 41976 | —% |
|  Total Investments | $588555628 | 100.0% |
|  Currency exposure may vary over time. |  |  |

---

See accompanying Notes to Schedule of Investments

------

**Note 1 – Organization and Significant Accounting Policies** 

**Organization.** Calamos Global Dynamic Income Fund (the "Fund") was organized as a Delaware statutory trust on April 10, 2007 and is registered under the Investment Company Act of 1940 (the "1940 Act") as a diversified, closed-end management investment company. The Fund commenced operations on June 27, 2007.

The Fund's investment strategy is to generate a high level of current income with a secondary objective of capital appreciation. Under normal circumstances, the Fund will invest primarily in a globally diversified portfolio of convertible instruments, common and preferred stocks, and income-producing securities such as investment grade and below investment grade (high yield/high risk) debt securities. The Fund, under normal circumstances, will invest at least 40% of its managed assets in securities of foreign issuers in developed and emerging markets, including debt and equity securities of corporate issuers and debt securities of government issuers. "Managed assets" means the Fund's total assets (including any assets attributable to any leverage that may be outstanding) minus total liabilities (other than debt representing financial leverage).

**Significant Accounting Policies.** The Schedule of Investments has been prepared in conformity with accounting principles generally accepted in the United States of America (U.S. GAAP) and the Fund is considered an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies. The following summarizes the significant accounting policies of the Fund:

**Fund Valuation.** The Trust's Board of Trustees, including a majority of the Trustees who are not "interested persons" of the Trust, have designated Calamos Advisors LLC ("Calamos Advisors") to perfom fair valuation determinations related to all Fund investments under the oversight of the Board. As "valuation designee" the Calamos Advisors has adopted procedures to guide the determination of the NAV on any day on which the Fund's NAVs are dertermined. The valuation of the Fund's investments is in accordance with these procedures.

Fund securities that are traded on U.S. securities exchanges, except option securities, are valued at the official closing price, which is the last current reported sales price on its principal exchange at the time each Fund determines its net asset value ("NAV"). Securities traded in the over-the-counter market and quoted on The NASDAQ Stock Market are valued at the NASDAQ Official Closing Price, as determined by NASDAQ, or lacking a NASDAQ Official Closing Price, the last current reported sale price on NASDAQ at the time the Fund determines its NAV. When a last sale or closing price is not available, equity securities, other than option securities, that are traded on a U.S. securities exchange and other equity securities traded in the over-the-counter market are valued at the mean between the most recent bid and asked quotations on its principal exchange in accordance with guidelines adopted by the board of trustees. Each option security traded on a U.S. securities exchange is valued at the mid-point of the consolidated bid/ask quote for the option security, also in accordance with guidelines adopted by the board of trustees. Each over-the-counter option that is not traded through the Options Clearing Corporation is valued either by an independent pricing agent approved by the board of trustees or based on a quotation provided by the counterparty to such option under the ultimate supervision of the board of trustees.

Fixed income securities, bank loans, certain convertible preferred securities, and non-exchange traded derivatives are normally valued by independent pricing services or by dealers or brokers who make markets in such securities. Valuations of such fixed income securities, bank loans, certain convertible preferred securities, and non-exchange traded derivatives consider yield or price of equivalent securities of comparable quality, coupon rate, maturity, type of issue, trading characteristics and other market data and do not rely exclusively upon exchange or over-the-counter prices.

Trading on European and Far Eastern exchanges and over-the-counter markets is typically completed at various times before the close of business on each day on which the New York Stock Exchange ("NYSE") is open. Each security trading on these exchanges or in over-the-counter markets may be valued utilizing a systematic fair valuation model provided by an independent pricing service approved by the board of trustees. The valuation of each security that meets certain criteria in relation to the valuation model is systematically adjusted to reflect the impact of movement in the U.S. market after the foreign markets close. Securities that do not meet the criteria, or that are principally traded in other foreign markets, are valued as of the last reported sale price at the time the Fund determines its NAV, or when reliable market prices or quotations are not readily available, at the mean between the most recent bid and asked quotations as of the close of the appropriate exchange or other designated time. Trading of foreign securities may not take place on every NYSE business day. In addition, trading may take place in various foreign markets on Saturdays or on other days when the NYSE is not open and on which the Fund's NAV is not calculated.

If the pricing committee determines that the valuation of a security in accordance with the methods described above is not reflective of a fair value for such security, the security is valued at a fair value by the pricing committee.

The Fund also may use fair value pricing, pursuant to guidelines adopted by Calamos Advisors, if trading in the security is halted or if the value of a security it holds is materially affected by events occurring before the Fund's pricing time but after the close of the primary market or exchange on which the security is listed. Those procedures may utilize valuations furnished by pricing services approved by Calamos Advisors, which may be based on market transactions for comparable securities and various relationships between securities that are generally recognized by institutional traders, a computerized matrix system, or appraisals derived from information concerning the securities or similar securities received from recognized dealers in those securities.

When fair value pricing of securities is employed, the prices of securities used by a Fund to calculate its NAV may differ from market quotations or official closing prices. There can be no assurance that the Fund could purchase or sell a portfolio security at the price used to calculate the Fund's net asset value ("NAV").

**Foreign Currency Translation.** Values of investments and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using a rate quoted by a major bank or dealer in the particular currency market, as reported by a recognized quotation dissemination service.

**Option Transactions.** For hedging and investment purposes, the Fund may purchase or write (sell) put and call options. One of the risks associated with purchasing an option is that the Fund pays a premium whether or not the option is exercised. Additionally, the Fund bears the risk of loss of premium and change in value should the counterparty not perform under the contract. The Fund as writer of an option bears the market risk of an unfavorable change in the price of the security underlying the written option.

**Note 2 – Investments** 

The cost basis of investments for federal income tax purposes at January 31, 2023 was as follows\*:

------

---

| | |
|:---|:---|
|  Cost basis of investments | $698726035 |
|  Gross unrealized appreciation | 11591793 |
|  Gross unrealized depreciation | (121762200) |
|  Net unrealized appreciation (depreciation) | $(110170407) |

---

\* Because tax adjustments are calculated annually, the above table does not reflect tax adjustments. For the previous fiscal year's federal income tax information, please refer to the Notes to Financial Statements section in the Fund's most recent semi-annual or annual report.

**Note 3 – Short Sales** 

Securities sold short represent obligations to deliver the securities at a future date. The Fund may sell a security it does not own in anticipation of a decline in the value of that security before the delivery date. When a Fund sells a security short, it must borrow the security sold short and deliver it to the broker-dealer through which it made the short sale. Dividends paid on securities sold short are disclosed as an expense on the Statement of Operations. A gain, limited to the price at which a Fund sold the security short, or a loss, unlimited in size, will be realized upon the termination of a short sale.

To secure its obligation to deliver to the broker-dealer the securities sold short, the Fund must segregate an amount of cash or liquid securities with its custodian equal to any excess of the current market value of the securities sold short over any cash or liquid securities deposited as collateral with the broker in connection with the short sale (not including the proceeds of the short sale). As a result of that requirement, the Fund will not gain any leverage merely by selling short, except to the extent that it earns interest or other income or gains on the segregated cash or liquid securities while also being subject to the possibility of gain or loss from the securities sold short.

**Note 4 – Mandatory Redeemable Preferred Shares** 

The Fund issued MRPS on August 24, 2021 and September 6, 2017. On August 24, 2021, 1,060,000 MRPS were issued with an aggregate liquidation preference of $26.5 million. On September 6, 2017, 2,600,000 MRPS were issued with an aggregate liquidation preference of $65.0 million. Offering costs incurred by the Fund in connection with the MRPS issuance are aggregated with the outstanding liability and are being amortized to Interest expense and amortization of offering costs on MRPS over the respective life of each series of MRPS and shown in the Statement of Operations. The MRPS are divided into four series with different mandatory redemption dates and dividend rates. The table below summarizes the key terms of each series of the MRPS at January 31, 2023.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series | Term<br>Redemption Date | Dividend Rate | Shares (000's) | Liquidation Preference Per Share | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aggregate Liquidation Preference |
|  &nbsp;&nbsp;&nbsp;&nbsp;Series B | 9/06/24 | 4.00% | 860 | $25 | $21500000 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Series C | 9/06/27 | 4.24% | 880 | $25 | $22000000 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Series D | 8/24/26 | 2.45% | 200 | $25 | $5000000 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Series E | 5/24/27 | 2.68% | 860 | $25 | $21500000 |
|  |  |  |  | *Total* | $70000000 |

---

The MRPS are not listed on any exchange or automated quotation system. The MRPS are considered debt of the issuer; therefore, the liquidation preference, which approximates fair value of the MRPS, is recorded as a liability in the Statement of Assets and Liabilities net of deferred offering costs. The MRPS are categorized as Level 2 within the fair value hierarchy.

During the period ended January 31, 2023, all MRPS were rated `AA-' by Kroll Bond Rating Agency LLC ("KBRA"). If the ratings of the MRPS are downgraded, the Fund's dividend expense may increase, as described below.

Holders of MRPS are entitled to receive monthly cumulative cash dividends payable on the first business day of each month. The MRPS currently are rated "AA-" by Kroll. If on the first day of a monthly dividend period the MRPS of any class are rated lower than "A" by Kroll, the dividend rate for such period shall be increased by 0.5%, 2.0% or 4.0% according to an agreed upon schedule. The MRPS' dividend rate is also subject to increase during periods when the Fund has not made timely payments to MRPS holders and/or the MRPS do not have a current credit rating, subject to various terms and conditions. Dividends accrued and paid to the shareholders of MRPS are included in "Interest expense and amortization of offering costs on Mandatory Redeemable Preferred Shares" within the Statement of Operations.

With regard to the Series A, B and C MRPS, so long as any MRPS are outstanding, the Fund will not declare, pay or set apart for payment any dividend or other distribution (other than non-cash distributions) with respect to Fund shares ranking junior to or on parity with the MRPS, unless (1) the Fund has satisfied the MRPS Overcollateralization Test (as defined below) on at least one "valuation date" in the preceding 65 calendar days, (2) immediately after such transaction the Fund would satisfy the MRPS Asset Coverage Test (as defined below), (3) full cumulative dividends on the MRPS due on or prior to the date of the transaction have been declared and paid to the holders of MRPS and (4) the Fund has redeemed the full number of MRPS required to be redeemed by any provision for mandatory redemption or deposited sufficient monies with the Fund's paying agent for that purpose, subject to certain grace periods and exceptions.

<u>MRPS Asset Coverage Test:</u> Asset coverage with respect to all outstanding senior securities and preferred shares, including the MRPS, determined in accordance with Section 18(h) of the 1940 Act, on the basis of values calculated as of a time within 48 hours (not including Sundays or holidays) next preceding the time of determination, must be greater than or equal to 225%.

<u>MRPS Overcollateralization Test:</u> So long as Fitch or any other NSRSO, such as Kroll, is then rating any class of the outstanding MRPS pursuant to the request of the Fund, satisfaction of only those overcollateralization ratios applicable to closed-end fund issuers with the same rating(s) as the Fund's MRPS' then-current rating(s) issued by Fitch or such other NSRSO, such as Kroll, by application of the applicable rating agency guidelines.

With regard to Series D and E MRPS, for so long as any MRPS are Outstanding, the Fund will not declare, pay or set apart for payment any dividend or other distribution (other than a dividend or distribution paid in shares of, or options, warrants or rights to subscribe for or purchase, Common Shares or other shares of beneficial interest, if any, ranking junior to the MRPS as to dividends or upon liquidation (collectively "non-cash distributions") with

------

respect to Common Shares or any other shares of the Series or Fund ranking junior to or on a parity with the MRPS as to dividends or upon liquidation, or call for redemption, redeem, purchase or otherwise acquire for consideration any Common Shares or any other such junior shares (except by conversion into or exchange for shares of the Fund ranking junior to the MRPS as to dividends and upon liquidation) or any such parity shares (except by conversion into or exchange for shares of the Fund ranking junior to or on a parity with the MRPS as to dividends and upon liquidation), unless (1) immediately after such transaction the Fund would satisfy the MRPS Asset Coverage Test, (2) full cumulative dividends on the MRPS due on or prior to the date of the transaction have been declared and paid to the Holders of MRPS, and (3) the Fund has redeemed the full number of MRPS required to be redeemed by any provision for mandatory redemption contained in Section 3(a) or deposited sufficient monies with the Paying Agent for that purpose (without regard to the provisions of the Special Proviso); provided that the Fund may make any distributions reasonably necessary for the Fund to continue to qualify as a "regulated investment company" under Subchapter M of the Internal Revenue Code and to avoid excise tax under Section 4982 of the Internal Revenue Code ("Tax Required Payments"). For the avoidance of doubt, any such Tax Required Payments would only be paid to holders of Common Shares after full cumulative dividends due on or prior to the date of the applicable distribution and any mandatory redemptions occurring on or prior to the date of the applicable distribution have been paid to the holders of MRPS.

Except as otherwise required pursuant to the Fund's governing documents or applicable law, the holders of the MRPS have one vote per share and vote together with the holders of common stock of the Fund as a single class except on matters affecting only the holders of MRPS or the holders of common stock. Pursuant to the 1940 Act, holders of the MRPS have the right to elect at least two trustees of the Fund, voting separately as a class. Except during any time when the Fund has failed to make a dividend or redemption payment in respect of MRPS outstanding, the holders of MRPS have agreed to vote in accordance with the recommendation of the board of trustees on any matter submitted to them for their vote or to the vote of shareholders of the Fund generally.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Calamos Global Dynamic Income Fund

- **b. Investment Company Act file number:** 811-22047

- **c. CIK number of Registrant:** 0001396277

- **d. LEI of Registrant:** CZEVBUHZTXPJGPSFDE25

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

  - **Street Address 1:** 2020 Calamos Court

  - **City:** Naperville

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

  - **Telephone number:** 6302457200

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

- **a. Name of Series:** Calamos Global Dynamic Income Fund

- **c. LEI of Series:** CZEVBUHZTXPJGPSFDE25

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

- **a. Date of fiscal year-end:** 2023-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $637746688.11

**Total Liabilities:** $204326330.79

**Net Assets:** $433420357.32

**Cash Not Reported:** $34976201.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -15.350175900000 | **1-Year:** -367.660000000000 | **5-Year:** -1683.540000000000 | **10-Year:** -1348.170000000000 | **30-Year:** -173.724461000000

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

- **3-Month:** -131.508174500000 | **1-Year:** -5027.670000000000 | **5-Year:** -17658.740000000000 | **10-Year:** -5267.520000000000 | **30-Year:** -674.702899900000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 9.22%                | -4.77%               | 9.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1719903.47              | $35471687.10                               |
| Month 2  | $-773230.28              | $-19308933.76                              |
| Month 3  | $24761.91                | $37813916.31                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ENTERCOM MEDIA CORP                                     | ENTERCOM MEDIA CORP SECURED 144A 03/29 6.75              | CUSIP: 29365DAB5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |    273000 | PA      | $49060.83     | 0.01%             | 2029-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | ICAHN ENTERPRISES/FIN COMPANY GUAR 02/29 4.375           | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | PA      | $143086.72    | 0.03%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| II-VI INCORPORATED                                      | II VI INCORPORATED 2022 TERM LOAN B                      | CUSIP: 45173JAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210623 | PA      | $210556.86    | 0.05%             | 2029-07-01      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| IEA ENERGY SERVICES LLC                                 | IEA ENERGY SERVICES LLC COMPANY GUAR 144A 08/29 6.625    | CUSIP: 45174AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $250532.40    | 0.06%             | 2029-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| INSMED INC                                              | INSMED INC SR UNSECURED 06/28 0.75                       | CUSIP: N/A<br>LEI: 529900Q55QAG41CCAC11       | Long             | DBT              | CORP              | US        |    158000 | PA      | $140613.68    | 0.03%             | 2028-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INNOPHOS INC.                                           | INNOPHOS INC 2020 TERM LOAN B                            | CUSIP: 45778EAG9<br>LEI: XQ0331QX53IRX25OY417 | Long             | LON              | CORP              | US        |    264500 | PA      | $264334.69    | 0.06%             | 2027-02-07      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                              | DEXCOM INC SR UNSECURED 11/25 0.25                       | CUSIP: N/A<br>LEI: 549300YSK3QDSFR5EU59       | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2340435.00   | 0.54%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                | DIAMOND FRGN/DIAMOND FIN SR SECURED 04/27 9              | CUSIP: 25260WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      3142 | PA      | $3041.49      | 0.00%             | 2027-04-22      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                                | DIAMOND SPORTS GR/DIAMON COMPANY GUAR 144A 08/27 6.625   | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $3776.40      | 0.00%             | 2027-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                                | DIAMOND SPORTS GR/DIAMON SECURED 144A 08/26 5.375        | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $11160.41     | 0.00%             | 2026-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                                   | DIGITALOCEAN HOLDINGS SR UNSECURED 12/26 0.00000         | CUSIP: N/A<br>LEI: 549300EPISPY3RE3DL21       | Long             | DBT              | CORP              | US        |    447000 | PA      | $345924.36    | 0.08%             | 2026-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | DIRECTV FINANCING LLC TERM LOAN                          | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    309649 | PA      | $305214.79    | 0.07%             | 2027-08-02      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | DIRECTV FIN LLC/COINC SR SECURED 144A 08/27 5.875        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $274022.72    | 0.06%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH NETWORK CORP SR UNSECURED 03/24 2.375               | CUSIP: N/A<br>LEI: 529900U350CWHH15G169       | Long             | DBT              | CORP              | US        |    430000 | PA      | $400764.30    | 0.09%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH NETWORK CORP SR SECURED 144A 11/27 11.75            | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228377.60    | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS CORP COMPANY GUAR 07/26 7.75                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $169831.31    | 0.04%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS CORP COMPANY GUAR 07/28 7.375                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $95777.29     | 0.02%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS CORP COMPANY GUAR 06/29 5.125                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $70130.50     | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS CORP SR SECURED 144A 12/26 5.25                 | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $237143.50    | 0.05%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                 | DRAFTKINGS HOLDINGS INC COMPANY GUAR 03/28 0.00000       | CUSIP: N/A<br>LEI: 5493008P45UYYL683Z97       | Long             | DBT              | CORP              | US        |    410000 | PA      | $281194.40    | 0.06%             | 2028-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                             | DROPBOX INC SR UNSECURED 03/28 0.00000                   | CUSIP: N/A<br>LEI: 549300JCDF7UAR6TJR51       | Long             | DBT              | CORP              | US        |    207000 | PA      | $188016.03    | 0.04%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                                   | DUN + BRADSTREET CORP COMPANY GUAR 144A 12/29 5          | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    108000 | PA      | $96458.04     | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DUN & BRADSTREET CORPORATION (THE)                      | DUN + BRADSTREET CORP TERM LOAN                          | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    269658 | PA      | $269538.29    | 0.06%             | 2026-02-08      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| DYE & DURHAM LIMITED                                    | DYE + DURHAM LIMITED SR UNSECURED 144A 03/26 3.75        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |    381000 | PA      | $228004.40    | 0.05%             | 2026-03-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                          | EPR PROPERTIES SR UNSECURED 08/29 3.75                   | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    174000 | PA      | $145378.74    | 0.03%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 06/27 7.5     | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250945.00    | 0.06%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EARTHSTONE ENERGY HOL                                   | EARTHSTONE ENERGY HOL COMPANY GUAR 144A 04/27 8          | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |    327000 | PA      | $319322.04    | 0.07%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                                   | ECO MATERIAL TECH INC SR SECURED 144A 01/27 7.875        | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $157130.37    | 0.04%             | 2027-01-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | ENCOMPASS HEALTH CORP COMPANY GUAR 02/28 4.5             | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102799.40    | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | ENCOMPASS HEALTH CORP COMPANY GUAR 02/30 4.75            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100961.30    | 0.02%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | ENERGIZER HOLDINGS INC COMPANY GUAR 144A 03/29 4.375     | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    307000 | PA      | $266552.75    | 0.06%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | ENERGIZER HOLDINGS INC COMPANY GUAR 144A 12/27 6.5       | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52789.86     | 0.01%             | 2027-12-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | ENERGY TRANSFER LP JR SUBORDINA 11/66 VAR                | CUSIP: 29273RBA6<br>LEI: RY1052DWLDPLDW74Y843 | Long             | DBT              | CORP              | US        |    320000 | PA      | $259340.80    | 0.06%             | 2066-11-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    162000 | PA      | $152879.40    | 0.04%             | 2063-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                 | ENERSYS COMPANY GUAR 144A 12/27 4.375                    | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129469.20    | 0.03%             | 2027-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENDURANCE INTERNATIONAL                                 | ENDURANCE INTERNATIONAL SR UNSECURED 144A 02/29 6        | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    275000 | PA      | $199727.00    | 0.05%             | 2029-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                    | ENLINK MIDSTREAM LLC COMPANY GUAR 144A 09/30 6.5         | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107159.85    | 0.02%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| ENLINK MIDSTREAM PARTNER                                | ENLINK MIDSTREAM PARTNER SR UNSECURED 07/26 4.85         | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    224000 | PA      | $217898.24    | 0.05%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                | ENLINK MIDSTREAM PARTNER JR SUBORDINA 12/99 VAR          | CUSIP: 29336UAH0<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | EP               | CORP              | US        |    240000 | PA      | $202039.20    | 0.05%             | 2063-09-21      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| ENTERCOM MEDIA CORP                                     | ENTERCOM MEDIA CORP SECURED 144A 05/27 6.5               | CUSIP: 29365DAA7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $17411.00     | 0.00%             | 2027-05-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ETSY INC                                                | ETSY INC SR UNSECURED 10/26 0.125                        | CUSIP: N/A<br>LEI: 54930089Q7XT501AEA40       | Long             | DBT              | CORP              | US        |    229000 | PA      | $394166.25    | 0.09%             | 2026-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                                | ETSY INC SR UNSECURED 09/27 0.125                        | CUSIP: N/A<br>LEI: 54930089Q7XT501AEA40       | Long             | DBT              | CORP              | US        |    161000 | PA      | $166269.53    | 0.04%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                      | EVERI HOLDINGS INC COMPANY GUAR 144A 07/29 5             | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    238000 | PA      | $215537.56    | 0.05%             | 2029-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | FAIR ISAAC CORP SR UNSECURED 144A 06/28 4                | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    138000 | PA      | $128308.26    | 0.03%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FARFETCH LTD                                            | FARFETCH LTD SR UNSECURED 05/27 3.75                     | CUSIP: N/A<br>LEI: 549300QFQ74Z0F96NS78       | Long             | DBT              | CORP              | KY        |    251000 | PA      | $221233.91    | 0.05%             | 2027-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FASTLY INC                                              | FASTLY INC SR UNSECURED 03/26 0.00000                    | CUSIP: N/A<br>LEI: 549300E2FZC83FJ3H565       | Long             | DBT              | CORP              | US        |    411000 | PA      | $320362.17    | 0.07%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                              | FERTITTA ENTERTAINMENT, LLC 2022 TERM LOAN B             | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     54588 | PA      | $54045.45     | 0.01%             | 2029-01-27      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | FERTITTA ENTERTAINMENT SR SECURED 144A 01/29 4.625       | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |    107000 | PA      | $94509.89     | 0.02%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | FERTITTA ENTERTAINMENT COMPANY GUAR 144A 01/30 6.75      | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |    220000 | PA      | $182890.40    | 0.04%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FIVE9 INC                                               | FIVE9 INC SR UNSECURED 06/25 0.5                         | CUSIP: N/A<br>LEI: 254900MXP6EWY0SFFR59       | Long             | DBT              | CORP              | US        |    357000 | PA      | $338168.25    | 0.08%             | 2025-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | FORD MOTOR COMPANY SR UNSECURED 03/26 0.00000            | CUSIP: N/A<br>LEI: 20S05OYHG0MQM4VUIC57       | Long             | DBT              | CORP              | US        |  11210000 | PA      | $11413125.20  | 2.63%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | FORD MOTOR COMPANY SR UNSECURED 08/32 6.1                | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216110.40    | 0.05%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4            | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305942.00    | 0.07%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35         | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    410000 | PA      | $430434.40    | 0.10%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/30 7.35         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210214.00    | 0.05%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134        | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    315000 | PA      | $301272.30    | 0.07%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284625.00    | 0.07%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                      | FORESTAR GROUP INC COMPANY GUAR 144A 03/28 5             | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    187000 | PA      | $164464.63    | 0.04%             | 2028-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                      | FORESTAR GROUP INC COMPANY GUAR 144A 05/26 3.85          | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98708.50     | 0.02%             | 2026-05-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | FRONTIER COMMUNICATIONS SR SECURED 144A 05/28 5          | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127167.60    | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD GROUP PLC                                       | ASHTEAD GROUP PLC COMMON STOCK GBP.1                     | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |     44432 | NS      | $2926681.27   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | BANK OF AMERICA CORP PREFERRED STOCK 7.25                | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | EP               | CORP              | US        |       417 | NS      | $518831.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | FRONTIER COMMUNICATIONS SR SECURED 144A 05/30 8.75       | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $55983.96     | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER CALIFORNIA INC                                 | FRONTIER CALIFORNIA INC SR UNSECURED 05/27 6.75          | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $213282.00    | 0.05%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                                    | FRONTIER FLORIDA LLC SR UNSECURED 02/28 6.86             | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $225120.50    | 0.05%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                                      | FRONTIER NORTH INC SR UNSECURED 02/28 6.73               | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $305586.60    | 0.07%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                             | GAP INC/THE COMPANY GUAR 144A 10/29 3.625                | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8464.83      | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GAP INC/THE                                             | GAP INC/THE COMPANY GUAR 144A 10/31 3.875                | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     82000 | PA      | $61497.54     | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| GENESIS ENERGY LP/FIN                                   | GENESIS ENERGY LP/FIN COMPANY GUAR 05/26 6.25            | CUSIP: 37185LAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $166014.26    | 0.04%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PEARSON PLC                                             | PEARSON PLC COMMON STOCK GBP.25                          | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |      2930 | NS      | $33414.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARRICK GOLD CORP                                       | BARRICK GOLD CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: 0O4KBQCJZX82UKGCBV73       | Long             | EC               | CORP              | CA        |    174625 | NS      | $3414935.55   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | GENESIS ENERGY LP/FIN SR UNSECURED 04/30 8.875           | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $53897.82     | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                      | ENACT HOLDINGS INC SR UNSECURED 144A 08/25 6.5           | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    283000 | PA      | $279196.48    | 0.06%             | 2025-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                                 | GLOBAL NET LEASE/GLOBAL COMPANY GUAR 144A 12/27 3.75     | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    321000 | PA      | $271341.30    | 0.06%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                     | GO DADDY OPCO/FINCO COMPANY GUAR 144A 12/27 5.25         | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $66910.68     | 0.02%             | 2027-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | LLOYDS BANKING GROUP PLC COMMON STOCK GBP.1              | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |   4120000 | NS      | $2681276.94   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| DECHRA PHARMACEUTICALS PLC                              | DECHRA PHARMACEUTICALS PLC COMMON STOCK GBP.01           | CUSIP: N/A<br>LEI: 213800J4UVB5OWG8VX82       | Long             | EC               | CORP              | GB        |       790 | NS      | $28018.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOEASY LTD                                              | GOEASY LTD COMPANY GUAR 144A 12/24 5.375                 | CUSIP: 380355AD9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $364651.80    | 0.08%             | 2024-12-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GOEASY LTD                                              | GOEASY LTD COMPANY GUAR 144A 05/26 4.375                 | CUSIP: 380355AF4<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    208000 | PA      | $186852.64    | 0.04%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                         | ASTRAZENECA PLC COMMON STOCK USD.25                      | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     23100 | NS      | $3026387.73   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | BUCKEYE PARTNERS LP SR UNSECURED 11/43 5.85              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    135000 | PA      | $103867.65    | 0.02%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | GOODYEAR TIRE + RUBBER COMPANY GUAR 07/29 5              | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    167000 | PA      | $147409.23    | 0.03%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| IRON MOUNTAIN INC                                       | IRON MOUNTAIN INC COMPANY GUAR 144A 03/28 5.25           | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    435000 | PA      | $414067.80    | 0.10%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/32 4.75      | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $91889.64     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 05/30 5.25      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     27000 | PA      | $21806.55     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                    | JBS USA/FOOD/FINANCE SR UNSECURED 144A 01/30 5.5         | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $311174.40    | 0.07%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                    | JBS USA/FOOD/FINANCE COMPANY GUAR 144A 02/28 5.125       | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $240335.20    | 0.06%             | 2028-02-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC HOLDINGS LLC COMPANY GUAR 144A 02/28 5.375           | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    335000 | PA      | $281848.90    | 0.07%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC HOLDINGS LLC SR UNSECURED 144A 12/30 4.625           | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $237008.00    | 0.05%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DO & CO AG                                              | DO + CO AG COMMON STOCK                                  | CUSIP: N/A<br>LEI: 5299002NFQKOBT1E8569       | Long             | EC               | CORP              | AT        |       955 | NS      | $101135.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | MACY S RETAIL HLDGS LLC COMPANY GUAR 144A 03/30 5.875    | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $124577.36    | 0.03%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | CAESARS ENTERTAIN INC SR UNSECURED 144A 10/29 4.625      | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    136000 | PA      | $116289.52    | 0.03%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| FLY LEASING LTD                                         | FLY LEASING LTD SR UNSECURED 144A 10/24 7                | CUSIP: 14308CAA1<br>LEI: 549300LI58A0MHGHTZ98 | Long             | DBT              | CORP              | BM        |    180000 | PA      | $156972.60    | 0.04%             | 2024-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                    | CASCADES INC/USA INC COMPANY GUAR 144A 01/26 5.125       | CUSIP: 14739LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $98315.70     | 0.02%             | 2026-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AVIATION FIN                                 | CASTLELAKE AVIATION FIN SR UNSECURED 144A 04/27 5        | CUSIP: 14856HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    239000 | PA      | $218928.78    | 0.05%             | 2027-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| EBARA CORP                                              | EBARA CORP COMMON STOCK                                  | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |       750 | NS      | $31844.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAVELSKY TECHNOLOGY LTD                                | TRAVELSKY TECHNOLOGY LTD H COMMON STOCK CNY1.0           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    291000 | NS      | $604859.04    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP                                           | CEDAR FAIR LP COMPANY GUAR 07/29 5.25                    | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    207000 | PA      | $190839.51    | 0.04%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| DELUXE CORP                                             | DELUXE CORP COMPANY GUAR 144A 06/29 8                    | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    282000 | PA      | $241809.36    | 0.06%             | 2029-06-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| KINGDEE INTERNATIONAL SOFTWARE GROUP CO LTD             | KINGDEE INTERNATIONAL SFTWR COMMON STOCK HKD.025         | CUSIP: N/A<br>LEI: 529900SWRZN94C5SZO63       | Long             | EC               | CORP              | KY        |    294000 | NS      | $641658.04    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIATEK INC                                            | MEDIATEK INC COMMON STOCK TWD10.                         | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     25000 | NS      | $604023.93    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| IGO LTD                                                 | IGO LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 2549005DZO8VGXM5QN07       | Long             | EC               | CORP              | AU        |      2895 | NS      | $30094.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA TITANIUM TECHNOLOGIES CO LTD                      | OSAKA TITANIUM TECHNOLOGIES COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900HGCI4F5WM6OE59       | Long             | EC               | CORP              | JP        |      1250 | NS      | $35468.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                            | SK HYNIX INC COMMON STOCK KRW5000.                       | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |     16600 | NS      | $1200907.55   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONTAINER TERMINAL SERVICES INC           | INTL CONTAINER TERM SVCS INC COMMON STOCK PHP1.          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |     74390 | NS      | $282796.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ABCAM PLC                                               | ABCAM PLC SPON ADR ADR GBP.002                           | CUSIP: N/A<br>LEI: 213800B9N83DSNT33F79       | Long             | EC               | CORP              | GB        |      3370 | NS      | $46741.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                | BROOKFIELD PPTY REIT INC SR SECURED 144A 05/26 5.75      | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $249041.76    | 0.06%             | 2026-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                | BROOKFIELD PPTY REIT INC SR SECURED 144A 04/27 4.5       | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $379720.10    | 0.09%             | 2027-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GALAXY ENTERTAINMENT GROUP LTD                          | GALAXY ENTERTAINMENT GROUP L COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     70000 | NS      | $487290.83    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN AIRPORT TERMINAL CO LTD                           | JAPAN AIRPORT TERMINAL CO COMMON STOCK                   | CUSIP: N/A<br>LEI: 353800W9WEQSGUY2EO26       | Long             | EC               | CORP              | JP        |       900 | NS      | $46911.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                   | BURLINGTON STORES INC SR UNSECURED 04/25 2.25            | CUSIP: N/A<br>LEI: 5299003Z37DVGKKC1W09       | Long             | DBT              | CORP              | US        |   2263000 | PA      | $2805192.17   | 0.65%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 05/27 5.125     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $448333.00    | 0.10%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| KYORITSU MAINTENANCE CO LTD                             | KYORITSU MAINTENANCE CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 353800IO2MFHL1NA0986       | Long             | EC               | CORP              | JP        |       800 | NS      | $36539.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYENCE CORP                                            | KEYENCE CORP COMMON STOCK                                | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |     14900 | NS      | $6859494.49   | 1.58%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/28 5         | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $116752.50    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 03/30 4.75      | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $214453.40    | 0.05%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                      | NEXTERA ENERGY INC PREFERRED STOCK 09/25 6.926           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     35211 | NS      | $1688367.45   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                      | NEXTERA ENERGY INC PREFERRED STOCK 09/23 6.219           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     41636 | NS      | $1993948.04   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 08/30 4.5       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $106953.75    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/31 4.25      | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $179258.40    | 0.04%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 09/29 6.375     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $241467.50    | 0.06%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ENTERCOM MEDIA CORP.                                    | ENTERCOM MEDIA CORP 2019 TERM LOAN                       | CUSIP: 12506KAE9<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |    320000 | PA      | $230732.80    | 0.05%             | 2024-11-17      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                     | SUMITOMO MITSUI FINANCIAL GR COMMON STOCK                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |     67100 | NS      | $2916237.40   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SOJITZ CORP                                             | SOJITZ CORP COMMON STOCK                                 | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |      2185 | NS      | $43320.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC SR UNSECURED 144A 04/30 5.75      | CDI ESCROW ISSUER INC SR UNSECURED 144A 04/30 5.75       | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $102485.52    | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8         | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223626.70    | 0.05%             | 2026-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/COMMUNITY HEALTH SYS SECURED 144A 04/29 6.875        | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    127000 | PA      | $80441.80     | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/COMMUNITY HEALTH SYS SECURED 144A 04/30 6.125        | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    435000 | PA      | $264297.30    | 0.06%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC HOLDINGS LLC COMPANY GUAR 144A 04/27 5.5             | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176310.00    | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY LTD                            | CANADIAN PACIFIC RAILWAY LTD COMMON STOCK                | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     31200 | NS      | $2462608.70   | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| CDK GLOBAL INC.                                         | CDK GLOBAL, INC. 2022 USD TERM LOAN B                    | CUSIP: 15477BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $49961.00     | 0.01%             | 2029-07-06      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | LUMEN TECHNOLOGIES INC SR UNSECURED 09/39 7.6            | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    341000 | PA      | $230839.95    | 0.05%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | LUMEN TECHNOLOGIES INC SR UNSECURED 144A 01/29 4.5       | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    108000 | PA      | $72681.84     | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CHAMPIONX CORPORATION                                   | CHAMPIONX CORPORATION TERM LOAN B 1                      | CUSIP: 15872NAC6<br>LEI: 549300EP2909K6DYYP38 | Long             | LON              | CORP              | US        |    274312 | PA      | $274784.32    | 0.06%             | 2029-06-07      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | CHEMOURS CO COMPANY GUAR 144A 11/29 4.625                | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    165000 | PA      | $137956.50    | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                     | CHENIERE ENERGY INC SR UNSECURED 10/28 4.625             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    112000 | PA      | $106822.24    | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                      | COMMSCOPE TECH LLC COMPANY GUAR 144A 06/25 6             | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189698.00    | 0.04%             | 2025-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CONFLUENT INC                                           | CONFLUENT INC SR UNSECURED 01/27 0.00000                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    213000 | PA      | $166414.77    | 0.04%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                | CONSOLIDATED COMMUNICATI SR SECURED 144A 10/28 6.5       | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $269775.00    | 0.06%             | 2028-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | CONSTELLIUM SE COMPANY GUAR 144A 04/29 3.75              | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $214030.00    | 0.05%             | 2029-04-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| CONTINENTAL RESOURCES                                   | CONTINENTAL RESOURCES COMPANY GUAR 144A 01/31 5.75       | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98283.00     | 0.02%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | CONTINENTAL RESOURCES COMPANY GUAR 144A 04/32 2.875      | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    165000 | PA      | $129548.10    | 0.03%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                                      | COUPA SOFTWARE INC SR UNSECURED 06/25 0.125              | CUSIP: N/A<br>LEI: 549300Q95ICR2GFL2K37       | Long             | DBT              | CORP              | US        |    356000 | PA      | $347844.04    | 0.08%             | 2025-06-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                        | CREDIT ACCEPTANC COMPANY GUAR 03/26 6.625                | CUSIP: 225310AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $210583.40    | 0.05%             | 2026-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| CREDIT ACCEPTANC                                        | CREDIT ACCEPTANC COMPANY GUAR 144A 12/24 5.125           | CUSIP: 225310AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $223076.25    | 0.05%             | 2024-12-31      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                 | DELL INT LLC / EMC CORP SR UNSECURED 06/26 6.02          | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $216094.20    | 0.05%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | GENERAL MILLS INC COMMON STOCK USD.1                     | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     26550 | NS      | $2080458.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| INFOSYS LTD                                             | INFOSYS LTD SP ADR ADR                                   | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |     28901 | NS      | $543338.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                              | INTUIT INC COMMON STOCK USD.01                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      6800 | NS      | $2874156.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMORGAN CHASE + CO COMMON STOCK USD1.0                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     50675 | NS      | $7092473.00   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                  | RWE AG COMMON STOCK                                      | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |     29000 | NS      | $1291047.32   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & CO INC                                            | KKR + CO INC PREFERRED STOCK 09/23 6                     | CUSIP: N/A<br>LEI: 549300JOHU21WRN2Z451       | Long             | EP               | CORP              | US        |      3178 | NS      | $214705.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                   | SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0                | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |     39000 | NS      | $6326406.29   | 1.46%             |  |  |  | No            |                  2 | On Loan: No      |
| KINAXIS INC                                             | KINAXIS INC COMMON STOCK                                 | CUSIP: 49448Q109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       436 | NS      | $50676.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUERR AG                                                | DUERR AG COMMON STOCK                                    | CUSIP: N/A<br>LEI: 5299003APZ54EDTSRO20       | Long             | EC               | CORP              | DE        |      1940 | NS      | $74018.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERPUMP GROUP SPA                                     | INTERPUMP GROUP SPA COMMON STOCK EUR.52                  | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |      1040 | NS      | $54235.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| ISHARES MSCI EAFE ETF                                   | ISHARES MSCI EAFE ETF DEC23 60 PUT                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4000 | NC      | $540000.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF TRUST                                  | SPDR S+P 500 ETF TRUST DEC23 360 PUT                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       700 | NC      | $847350.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                   | SCHNEIDER ELECTRIC SE JUN23 150 CALL                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        53 | NC      | $47247.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CEMEX SAB DE CV                                         | CEMEX SAB DE CV JUL23 5 CALL                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5550 | NC      | $457875.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI SOUTH KOREA ETF                            | ISHARES MSCI SOUTH KOREA ETF APR23 64 CALL               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       950 | NC      | $263625.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WH SMITH PLC                                            | WH SMITH PLC COMPANY GUAR REGS 05/26 1.625               | CUSIP: N/A<br>LEI: 2138001KJNGUJ34G7X91       | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $2155934.51   | 0.50%             | 2026-05-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| INNOVIVA INC                                            | INNOVIVA INC SR UNSECURED 08/25 2.5                      | CUSIP: N/A<br>LEI: 549300ACOX4QTBES6535       | Long             | DBT              | CORP              | US        |     73000 | PA      | $73021.90     | 0.02%             | 2025-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTEGRA LIFESCIENCES HLD                                | INTEGRA LIFESCIENCES HLD SR UNSECURED 08/25 0.5          | CUSIP: N/A<br>LEI: WB7IJCYY8YFTENS4O147       | Long             | DBT              | CORP              | US        |    167000 | PA      | $163235.82    | 0.04%             | 2025-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FIRSTRAND LTD                                           | FIRSTRAND LTD COMMON STOCK ZAR.01                        | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               | CORP              | ZA        |     96700 | NS      | $359298.33    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJSC                               | FIRST ABU DHABI BANK PJSC COMMON STOCK AED1.0            | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | EC               | CORP              | AE        |    111948 | NS      | $415257.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DUERR AG                                                | DUERR AG SR UNSECURED REGS 01/26 0.75                    | CUSIP: N/A<br>LEI: 5299003APZ54EDTSRO20       | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1661682.08   | 0.38%             | 2026-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| POSCO HOLDINGS INC                                      | POSCO 09/26 0                                            | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $418739.86    | 0.10%             | 2026-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CORNWALL JERSEY LTD                                     | CORNWALL JERSEY LTD COMPANY GUAR REGS 04/26 0.75         | CUSIP: N/A<br>LEI: 213800NFORA6FS9LQ898       | Long             | DBT              | CORP              | JE        |    100000 | PA      | $80230.15     | 0.02%             | 2026-04-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BE SEMICONDUCTOR                                        | BE SEMICONDUCTOR SR UNSECURED REGS 04/29 1.875           | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $211276.79    | 0.05%             | 2029-04-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                              | AIR CANADA 2021 TERM LOAN B                              | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |    139300 | PA      | $139672.92    | 0.03%             | 2028-08-11      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                            | BAUSCH HEALTH COMPANIES, INC. 2022 TERM LOAN B           | CUSIP: N/A<br>LEI: B3BS7ACMDUWISF18KY76       | Long             | LON              | CORP              | CA        |     53625 | PA      | $41501.73     | 0.01%             | 2027-02-01      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| NIPPON STEEL CORP                                       | NIPPON STEEL CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |    105700 | NS      | $2200116.03   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK MANDIRI PERSERO TBK PT                             | BANK MANDIRI PERSERO TBK PT COMMON STOCK IDR250.0        | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |   2823800 | NS      | $1881599.69   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX S.A.R.L.                             | JAZZ FINANCING LUX SARL USD TERM LOAN                    | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |    266468 | PA      | $266509.04    | 0.06%             | 2028-05-05      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| CAMELOT U.S. ACQUISITION LLC                            | CAMELOT U.S. ACQUISITION 1 CO TERM LOAN B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    183995 | PA      | $183971.54    | 0.04%             | 2026-10-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S                                        | NOVO NORDISK A/S SPONS ADR ADR                           | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     66500 | NS      | $9228870.00   | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NUSTAR ENERGY LP                                        | NUSTAR ENERGY LP PREFERRED STOCK VAR                     | CUSIP: 67058H201<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EP               | CORP              | US        |      3725 | NS      | $93199.50     | 0.02%             | 2063-02-28      | Variable      | 11.68%                | No            |                  1 | On Loan: No      |
| ICON LUXEMBOURG S.A.R.L.                                | ICON LUXEMBOURG SARL LUX TERM LOAN                       | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | LON              | CORP              | LU        |    140263 | PA      | $140438.73    | 0.03%             | 2028-07-01      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC.                                | PRA HEALTH SCIENCES, INC. US TERM LOAN                   | CUSIP: N/A<br>LEI: 549300R1HR1VWWHIAK47       | Long             | LON              | CORP              | US        |     34947 | PA      | $34990.39     | 0.01%             | 2028-07-01      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT INTERNATIONAL FINANCE S.A.                 | MALLINCKRODT INTERNA FIN SA 2022 USD TERM LOAN           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    295778 | PA      | $227765.61    | 0.05%             | 2027-09-30      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| N/A                                                     | ESC GCB INTELSAT JACKS 08/23 5.5                         | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | DBT              | CORP              | LU        |    130000 | PA      | $0.13         | 0.00%             | 2023-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | ESC CB144A INTELSAT JA 07/25 9.75                        | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | DBT              | CORP              | LU        |    170000 | PA      | $0.17         | 0.00%             | 2025-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                           | COHERENT CORP COMPANY GUAR 144A 12/29 5                  | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    126000 | PA      | $115402.14    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                                 | UNITED AIR 2019 2 B PTT PASS THRU CE 11/29 3.5           | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100841 | PA      | $90590.76     | 0.02%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                 | INTERNATIONAL GAME TECH SR SECURED 144A 01/27 6.25       | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    345000 | PA      | $346911.30    | 0.08%             | 2027-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                | IONIS PHARMACEUTICALS IN SR UNSECURED 04/26 0.00000      | CUSIP: N/A<br>LEI: 549300SI4ZGLG0BLUZ92       | Long             | DBT              | CORP              | US        |    163000 | PA      | $156835.34    | 0.04%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IQIYI INC                                               | IQIYI INC SR UNSECURED 04/25 2                           | CUSIP: N/A<br>LEI: 222100XL8T2Q5B8MS302       | Long             | DBT              | CORP              | KY        |    185000 | PA      | $181529.40    | 0.04%             | 2025-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IQIYI INC                                               | IQIYI INC SR UNSECURED 12/26 4                           | CUSIP: N/A<br>LEI: 222100XL8T2Q5B8MS302       | Long             | DBT              | CORP              | KY        |    179000 | PA      | $156625.00    | 0.04%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                       | IVANHOE MINES LTD SR UNSECURED 144A 04/26 2.5            | CUSIP: N/A<br>LEI: 5299006XZISURYIA4G32       | Long             | DBT              | CORP              | CA        |    950000 | PA      | $1316548.00   | 0.30%             | 2026-04-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | LEVEL 3 FINANCING INC SR SECURED 144A 11/29 3.875        | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    418000 | PA      | $339257.16    | 0.08%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTNERS LP                          | MAGELLAN MIDSTREAM PARTNERS MLP                          | CUSIP: 559080106<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | EC               | CORP              | US        |      2930 | NS      | $156462.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                | MAGNOLIA OIL GAS/MAG FIN COMPANY GUAR 144A 08/26 6       | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $210216.58    | 0.05%             | 2026-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALTEN SA                                                | ALTEN SA COMMON STOCK EUR1.016399                        | CUSIP: N/A<br>LEI: 969500Y7G9TY7Y24GN07       | Long             | EC               | CORP              | FR        |       312 | NS      | $47940.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                 | MARATHON PETROLEUM CORP COMMON STOCK USD.01              | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     17446 | NS      | $2242159.92   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                  | EDGEWELL PERSONAL CARE COMPANY GUAR 144A 04/29 4.125     | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    245000 | PA      | $213649.80    | 0.05%             | 2029-04-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ELMOS SEMICONDUCTOR SE                                  | ELMOS SEMICONDUCTOR SE COMMON STOCK                      | CUSIP: N/A<br>LEI: 529900UMKKDCAP4P4H63       | Long             | EC               | CORP              | DE        |       290 | NS      | $19701.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                        | MERCADOLIBRE INC COMMON STOCK USD.001                    | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |      1155 | NS      | $1364851.95   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | CAESARS ENTERTAIN INC SR SECURED 144A 07/25 6.25         | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    112000 | PA      | $111655.04    | 0.03%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | CAESARS ENTERTAIN INC SR UNSECURED 144A 07/27 8.125      | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113777.44    | 0.03%             | 2027-07-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: —       |
| BHARAT ELECTRONICS LTD                                  | BHARAT ELECTRONICS LTD COMMON STOCK INR1.0               | CUSIP: N/A<br>LEI: 335800HS8AOTM9W1F335       | Long             | EC               | CORP              | IN        |    367400 | NS      | $429060.58    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITANNIA INDUSTRIES LTD                                | BRITANNIA INDUSTRIES LTD COMMON STOCK INR1.0             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |      5400 | NS      | $285881.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                               | NOKIA OYJ COMMON STOCK                                   | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |    540000 | NS      | $2560418.57   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                          | MICROSOFT CORP COMMON STOCK USD.00000625                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     48900 | NS      | $12117909.00  | 2.80%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOR OIL HELLAS CORINTH REFINERIES SA                  | MOTOR OIL (HELLAS) SA COMMON STOCK EUR.75                | CUSIP: N/A<br>LEI: 213800U3Y9UL7Y4QVM11       | Long             | EC               | CORP              | GR        |     31590 | NS      | $771989.76    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| WEBJET LTD                                              | WEBJET LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 21380064YZG4XMO4CW38       | Long             | EC               | CORP              | AU        |      6120 | NS      | $29827.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| EMBARQ CORP                                             | EMBARQ CORP SR UNSECURED 06/36 7.995                     | CUSIP: 29078EAA3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    153000 | PA      | $73920.42     | 0.02%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                            | EMBECTA CORP SR SECURED 144A 02/30 5                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    162000 | PA      | $133581.96    | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AYALA LAND INC                                          | AYALA LAND INC COMMON STOCK PHP1.0                       | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               | CORP              | PH        |    935500 | NS      | $504573.05    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF THE PHILIPPINE ISLANDS                          | BANK OF THE PHILIPPINE ISLAN COMMON STOCK PHP10.         | CUSIP: N/A<br>LEI: 549300UW4UH6XT2X8C50       | Long             | EC               | CORP              | PH        |    347000 | NS      | $668150.30    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                            | EMBECTA CORP SR SECURED 144A 02/30 6.75                  | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     52000 | PA      | $46906.60     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EMPIRE RESORTS INC                                      | EMPIRE RESORTS INC SR SECURED 144A 11/26 7.75            | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164094.00    | 0.04%             | 2026-11-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                       | COMPASS GROUP PLC COMMON STOCK GBP.1105                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |    108250 | NS      | $2585876.33   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                               | ALIBABA GROUP HOLDING LTD COMMON STOCK USD.000003125     | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |    124700 | NS      | $1714457.82   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                 | RELIANCE INDUSTRIES LTD COMMON STOCK INR10.              | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |     36300 | NS      | $1048405.70   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| MAHINDRA & MAHINDRA LTD                                 | MAHINDRA + MAHINDRA LTD COMMON STOCK INR5.               | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               | CORP              | IN        |     25400 | NS      | $428805.67    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | ENBRIDGE INC JR SUBORDINA 01/83 VAR                      | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $120193.20    | 0.03%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | ALLY FINANCIAL INC COMPANY GUAR 11/31 8                  | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $192312.75    | 0.04%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NINGBO ORIENT WIRES & CABLES CO LTD                     | NINGBO ORIENT WIRES + CABL A COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     35300 | NS      | $336732.59    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                              | JD.COM INC   CL A COMMON STOCK USD.00002                 | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |    161219 | NS      | $4787132.52   | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HOUSING DEVELOPMENT FINANCE CORP LTD                    | HOUSING DEVELOPMENT FINANCE COMMON STOCK INR2.           | CUSIP: N/A<br>LEI: 335800OX2H9AP7NHLT64       | Long             | EC               | CORP              | IN        |      4450 | NS      | $143578.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | MORGAN STANLEY COMMON STOCK USD.01                       | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     44285 | NS      | $4310259.05   | 0.99%             |  |  |  | No            |                  1 | On Loan: —       |
| KOSE CORP                                               | KOSE CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: 353800NX4GGAVDHHY664       | Long             | EC               | CORP              | JP        |       200 | NS      | $22066.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED TRACTORS TBK PT                                  | UNITED TRACTORS TBK PT COMMON STOCK IDR250.0             | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               | CORP              | ID        |    236600 | NS      | $388439.53    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SMOORE INTERNATIONAL HOLDINGS LTD                       | SMOORE INTERNATIONAL HOLDING COMMON STOCK USD.01         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    106000 | NS      | $159791.46    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: —       |
| JIUMAOJIU INTERNATIONAL HOLDINGS LTD                    | JIUMAOJIU INTERNATIONAL HOLD COMMON STOCK USD.0000001    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    190000 | NS      | $486814.26    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                     | GO DADDY OPCO/FINCO COMPANY GUAR 144A 03/29 3.5          | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $168918.75    | 0.04%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                                | GRANITE US HOLDINGS CORP COMPANY GUAR 144A 10/27 11      | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $147758.80    | 0.03%             | 2027-10-01      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| HINDUSTAN UNILEVER LTD                                  | HINDUSTAN UNILEVER LTD COMMON STOCK INR1.0               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |      6400 | NS      | $201914.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NUSTAR ENERGY LP                                        | NUSTAR ENERGY LP PREFERRED STOCK VAR                     | CUSIP: 67058H300<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EP               | CORP              | US        |      8220 | NS      | $191032.80    | 0.04%             | 2063-02-28      | Variable      | 10.56%                | No            |                  1 | On Loan: —       |
| NUSTAR LOGISTICS LP                                     | NUSTAR LOGISTICS LP PREFERRED STOCK 01/43 VAR            | CUSIP: 67059T204<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | EP               | CORP              | US        |      8335 | NS      | $208958.45    | 0.05%             | 2043-01-15      | Variable      | 11.58%                | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                             | NVIDIA CORP COMMON STOCK USD.001                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     31890 | NS      | $6230349.30   | 1.44%             |  |  |  | No            |                  1 | On Loan: —       |
| GRAPHIC PACKAGING INTERN                                | GRAPHIC PACKAGING INTERN COMPANY GUAR 144A 07/27 4.75    | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81906.00     | 0.02%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | GRAPHIC PACKAGING INTERN COMPANY GUAR 144A 03/29 3.5     | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    102000 | PA      | $89924.22     | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ZIJIN MINING GROUP CO LTD                               | ZIJIN MINING GROUP CO LTD H COMMON STOCK CNY.1           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    290000 | NS      | $479674.72    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TVS MOTOR CO LTD                                        | TVS MOTOR CO LTD COMMON STOCK INR1.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |      2900 | NS      | $36984.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                    | TENCENT HOLDINGS LTD COMMON STOCK HKD.00002              | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |     54200 | NS      | $2641106.90   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| FERTIGLOBE PLC                                          | FERTIGLOBE PLC COMMON STOCK                              | CUSIP: N/A<br>LEI: 984500A99D1B4CPBF744       | Long             | EC               | CORP              | AE        |    219750 | NS      | $239719.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                              | SAMSUNG ELECTRONICS CO LTD COMMON STOCK KRW100.0         | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     54040 | NS      | $2691744.77   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| SASOL LTD                                               | SASOL LTD COMMON STOCK                                   | CUSIP: 803866102<br>LEI: 378900F4544561A97588 | Long             | EC               | CORP              | ZA        |     16900 | NS      | $307019.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| YUM CHINA HOLDINGS INC                                  | YUM CHINA HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     10100 | NS      | $611938.42    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ERGOMED PLC                                             | ERGOMED PLC COMMON STOCK GBP.01                          | CUSIP: N/A<br>LEI: 213800BVS8I9VMC1AP84       | Long             | EC               | CORP              | GB        |      3940 | NS      | $58367.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | ORACLE CORP COMMON STOCK USD.01                          | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     53250 | NS      | $4710495.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THK CO LTD                                              | THK CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2300 | NS      | $48811.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                                 | GREAT LAKES DREDGE+DOCK COMPANY GUAR 144A 06/29 5.25     | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    236000 | PA      | $199306.72    | 0.05%             | 2029-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| GREYSTAR REAL ESTATE PAR                                | GREYSTAR REAL ESTATE PAR SR SECURED 144A 12/25 5.75      | CUSIP: 39807UAB2<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |    317000 | PA      | $313284.76    | 0.07%             | 2025-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VISIONAL INC                                            | VISIONAL INC COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $36229.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| KWEICHOW MOUTAI CO LTD                                  | KWEICHOW MOUTAI CO LTD A COMMON STOCK CNY1.0             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      2600 | NS      | $712841.77    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA TOURISM GROUP DUTY FREE CORP LTD                  | CHINA TOURISM GROUP DUTY F A COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     20700 | NS      | $655438.46    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SHANGHAI INTERNATIONAL AIRPORT CO LTD                   | SHANGHAI INTERNATIONAL AIR A COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     54502 | NS      | $489633.20    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                  | GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4         | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     93000 | PA      | $81827.91     | 0.02%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GUITAR CENTER INC                                       | GUITAR CENTER INC SR SECURED 144A 01/26 8.5              | CUSIP: 40204BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $285191.32    | 0.07%             | 2026-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| GULFPORT ENERGY OP CORP                                 | GULFPORT ENERGY OP CORP COMPANY GUAR 05/26 8             | CUSIP: 402635AQ9<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     65708 | PA      | $65282.21     | 0.02%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                 | GULFPORT ENERGY OP CORP COMPANY GUAR 144A 05/26 8        | CUSIP: 402635AR7<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149028.00    | 0.03%             | 2026-05-17      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| WAL-MART DE MEXICO SAB DE CV                            | WALMART DE MEXICO SAB DE CV COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    123400 | NS      | $481987.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYCURRENT CONSULTING INC                               | BAYCURRENT CONSULTING INC COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1000 | NS      | $42509.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                     | ESC GCB GULFPORT ENERG 05/25 FIXED 6.375                 | CUSIP: N/A<br>LEI: 549300FJX18IDUFPHD40       | Long             | DBT              | CORP              | US        |    215000 | PA      | $0.22         | 0.00%             | 2025-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                                  | H+E EQUIPMENT SERVICES COMPANY GUAR 144A 12/28 3.875     | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    516000 | PA      | $455679.60    | 0.11%             | 2028-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| KASIKORNBANK PCL                                        | KASIKORNBANK PCL FOREIGN FOREIGN SH. THB10.0 A           | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |    156300 | NS      | $686786.90    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD               | TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK TWD10.         | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |    853000 | NS      | $15052704.66  | 3.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZLEY PLC                                             | BEAZLEY PLC COMMON STOCK GBP.05                          | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |      8710 | NS      | $71678.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| YTO EXPRESS GROUP CO LTD                                | YTO EXPRESS GROUP CO LTD A COMMON STOCK CNY1.0           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    178700 | NS      | $556377.69    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                          | H.B. FULLER CO SR UNSECURED 10/28 4.25                   | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    167000 | PA      | $148077.23    | 0.03%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA INC COMPANY GUAR 11/33 7.5                           | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $332832.00    | 0.08%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                   | ON SEMICONDUCTOR CORP COMPANY GUAR 144A 09/28 3.875      | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    167000 | PA      | $152511.08    | 0.04%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSAL ROBINA CORP                                   | UNIVERSAL ROBINA CORP COMMON STOCK PHP1.                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |    135000 | NS      | $341035.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TECAN GROUP AG                                          | TECAN GROUP AG REG COMMON STOCK CHF.1                    | CUSIP: N/A<br>LEI: 529900CSN9R3BLETSL26       | Long             | EC               | CORP              | CH        |       106 | NS      | $44485.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP                                        | HAEMONETICS CORP SR UNSECURED 03/26 0.00000              | CUSIP: N/A<br>LEI: 549300ZEL6TXZS6F5F95       | Long             | DBT              | CORP              | US        |    205000 | PA      | $175783.40    | 0.04%             | 2026-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                                | HALOZYME THERAPEUTICS IN SR UNSECURED 03/27 0.25         | CUSIP: N/A<br>LEI: 529900242I3SV9AGM753       | Long             | DBT              | CORP              | US        |    206000 | PA      | $194464.00    | 0.04%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | ONEMAIN FINANCE CORP COMPANY GUAR 09/28 3.875            | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126540.00    | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | OPEN TEXT CORP COMPANY GUAR 144A 02/28 3.875             | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    204000 | PA      | $177518.76    | 0.04%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NESTLE SA                                               | NESTLE SA REG COMMON STOCK CHF.1                         | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     20500 | NS      | $2501185.43   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| PET VALU HOLDINGS LTD                                   | PET VALU HOLDINGS LTD COMMON STOCK                       | CUSIP: 71584R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1360 | NS      | $40670.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OPEN TEXT CORP                                          | OPEN TEXT CORP COMPANY GUAR 144A 12/29 3.875             | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     81000 | PA      | $67518.36     | 0.02%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | OPEN TEXT CORP SR SECURED 144A 12/27 6.9                 | CUSIP: 683715AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    110000 | PA      | $112816.00    | 0.03%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| LONZA GROUP AG                                          | LONZA GROUP AG REG COMMON STOCK CHF1.0                   | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |      5500 | NS      | $3137427.37   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                     | QUANTA SERVICES INC COMMON STOCK USD.00001               | CUSIP: N/A<br>LEI: SHVRXXEACT60MMH07S24       | Long             | EC               | CORP              | US        |     35100 | NS      | $5341869.00   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MUNTERS GROUP AB                                        | MUNTERS GROUP AB COMMON STOCK SEK.03                     | CUSIP: N/A<br>LEI: 549300KYCB37YAVUV523       | Long             | EC               | CORP              | SE        |      9280 | NS      | $88977.64     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AON PLC                                                 | AON PLC CLASS A COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     11000 | NS      | $3505480.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                  | OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 12/31 4.125     | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $65924.28     | 0.02%             | 2031-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                        | ORGANON + CO/ORG SR UNSECURED 144A 04/31 5.125           | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360764.00    | 0.08%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ARCOS DORADOS HOLDINGS INC                              | ARCOS DORADOS HOLDINGS INC A COMMON STOCK                | CUSIP: N/A<br>LEI: 54930023P2MIZN13DQ85       | Long             | EC               | CORP              | VG        |     80015 | NS      | $680127.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                              | RAYTHEON TECHNOLOGIES CORP COMMON STOCK USD1.0           | CUSIP: N/A<br>LEI: I07WOS4YJ0N7YRFE7309       | Long             | EC               | CORP              | US        |     31500 | NS      | $3145275.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                          | SALESFORCE INC COMMON STOCK USD.001                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     12600 | NS      | $2116422.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| HALOZYME THERAPEUTICS IN                                | HALOZYME THERAPEUTICS IN SR UNSECURED 144A 08/28 1       | CUSIP: N/A<br>LEI: 529900242I3SV9AGM753       | Long             | DBT              | CORP              | US        |    170000 | PA      | $189900.20    | 0.04%             | 2028-08-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                                | HAWAIIAN BRAND INTELLECT SR SECURED 144A 01/26 5.75      | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    324000 | PA      | $310032.36    | 0.07%             | 2026-01-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                                 | OSCAR ACQUISITIONCO, LLC TERM LOAN B                     | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    229425 | PA      | $222796.91    | 0.05%             | 2029-04-29      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                          | OWENS BROCKWAY COMPANY GUAR 144A 05/27 6.625             | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    335000 | PA      | $329820.90    | 0.08%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| SCHLUMBERGER LTD                                        | SCHLUMBERGER LTD COMMON STOCK USD.01                     | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     98974 | NS      | $5639538.52   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| STANTEC INC                                             | STANTEC INC COMMON STOCK                                 | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |      1395 | NS      | $72719.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PNC FINANCIAL SERVICES                                  | PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR            | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54643.60     | 0.01%             | 2063-01-31      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                 | PPL CAPITAL FUNDING INC COMPANY GUAR 03/67 VAR           | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     79000 | PA      | $69557.92     | 0.02%             | 2067-03-30      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD               | TAIWAN SEMICONDUCTOR SP ADR ADR                          | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     22825 | NS      | $2116562.25   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TENCENT HOLDINGS LTD                                    | TENCENT HOLDINGS LTD UNS ADR ADR HKD.00002               | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     89070 | NS      | $4342162.50   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                       | HERC HOLDINGS INC COMPANY GUAR 144A 07/27 5.5            | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    270000 | PA      | $259021.80    | 0.06%             | 2027-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | HILCORP ENERGY I/HILCORP SR UNSECURED 144A 04/30 6       | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $234302.50    | 0.05%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TESLA INC                                               | TESLA INC COMMON STOCK USD.001                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     13290 | NS      | $2302093.80   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                         | 2020 CASH EXCH TRUST PREFERRED STOCK 06/23 5.25          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       155 | NS      | $186833.90    | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | SERVICE PROPERTIES TRUST SR UNSECURED 02/26 5.25         | CUSIP: 44106MAV4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91082.25     | 0.02%             | 2026-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | SERVICE PROPERTIES TRUST SR UNSECURED 10/24 4.35         | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    285000 | PA      | $268965.90    | 0.06%             | 2024-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                              | TWILIO INC COMPANY GUAR 03/31 3.875                      | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     57000 | PA      | $47313.99     | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| TYLER TECHNOLOGIES INC                                  | TYLER TECHNOLOGIES INC SR UNSECURED 03/26 0.25           | CUSIP: N/A<br>LEI: 25490040SMU4Z8LBCW70       | Long             | DBT              | CORP              | US        |    200000 | PA      | $190124.00    | 0.04%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 01/27 6.75     | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $159136.90    | 0.04%             | 2027-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                               | HUB INTERNATIONAL LTD 2022 TERM LOAN B                   | CUSIP: 44332EAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210000 | PA      | $210163.80    | 0.05%             | 2029-11-10      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UNITEDHEALTH GROUP INC COMMON STOCK USD.01               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      6865 | NS      | $3426939.35   | 0.79%             |  |  |  | No            |                  1 | On Loan: —       |
| VALE SA                                                 | VALE SA SP ADR ADR                                       | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |     21200 | NS      | $396016.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB INTERNATIONAL LTD COMPANY GUAR 144A 05/26 7          | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328696.50    | 0.08%             | 2026-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB INTERNATIONAL LTD SR UNSECURED 144A 12/29 5.625      | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    324000 | PA      | $291881.88    | 0.07%             | 2029-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| VISA INC                                                | VISA INC CLASS A SHARES COMMON STOCK USD.0001            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     14550 | NS      | $3349555.50   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | CHAPARRAL ENERGY INC. COMMON STOCK CLASS A               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2577 | NS      | $109522.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                | HUGHES SATELLITE SYSTEMS SR SECURED 08/26 5.25           | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $78108.00     | 0.02%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                 | ILFC E CAPITAL TRUST II LIMITD GUARA 144A 12/65 VAR      | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |    500000 | PA      | $337605.00    | 0.08%             | 2065-12-21      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INC           | NEW ORIENTAL EDUCATION + TEC COMMON STOCK USD.001        | CUSIP: N/A<br>LEI: 529900NHZVBZQZ8EKN29       | Long             | EC               | CORP              | KY        |    119600 | NS      | $507680.28    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | GUITAR CENTER INC                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      1597 | NS      | $198826.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | ICAHN ENTERPRISES/FIN COMPANY GUAR 05/27 5.25            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $133993.86    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                        | STONEX GROUP INC SR SECURED 144A 06/25 8.625             | CUSIP: 46116VAE5<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    227000 | PA      | $230218.86    | 0.05%             | 2025-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | WASTE MANAGEMENT INC COMMON STOCK USD.01                 | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     18250 | NS      | $2823822.50   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO                                        | WELLS FARGO + CO COMMON STOCK USD1.666                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    111125 | NS      | $5208428.75   | 1.20%             |  |  |  | No            |                  1 | On Loan: —       |
| JBS USA/FOOD/FINANCE                                    | JBS USA/FOOD/FINANCE COMPANY GUAR 144A 04/33 5.75        | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $78800.00     | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JW ALUMINUM CONT CAST CO                                | JW ALUMINUM CONT CAST CO SR SECURED 144A 06/26 10.25     | CUSIP: 46648XAA6<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218605.55    | 0.05%             | 2026-06-01      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                        | WELLS FARGO + COMPANY PREFERRED STOCK 7.5                | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | EP               | CORP              | US        |       413 | NS      | $519549.87    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WUXI BIOLOGICS CAYMAN INC                               | WUXI BIOLOGICS CAYMAN INC COMMON STOCK USD.00001         | CUSIP: N/A<br>LEI: 5493001TD2TH6VDTJU11       | Long             | EC               | CORP              | KY        |     98000 | NS      | $818339.25    | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PHH MORTGAGE CORP                                       | PHH MORTGAGE CORP SR SECURED 144A 03/26 7.875            | CUSIP: 69356NAA2<br>LEI: PAOOWF3GUFM46FBSP561 | Long             | DBT              | CORP              | US        |    341000 | PA      | $312182.09    | 0.07%             | 2026-03-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| PACIRA PHARMACEUTICALS                                  | PACIRA PHARMACEUTICALS SR UNSECURED 08/25 0.75           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    135000 | PA      | $124132.50    | 0.03%             | 2025-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                  | JAZZ INVESTMENTS I LTD COMPANY GUAR 06/26 2              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |    156000 | PA      | $183994.20    | 0.04%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                     | JAZZ SECURITIES DAC SR SECURED 144A 01/29 4.375          | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $183066.00    | 0.04%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COS INC/THE                                    | WILLIAMS COS INC COMMON STOCK USD1.0                     | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      2500 | NS      | $80600.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PADAGIS LLC                                             | PADAGIS LLC TERM LOAN B                                  | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235294 | PA      | $219608.24    | 0.05%             | 2028-07-06      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS                                      | PALO ALTO NETWORKS SR UNSECURED 07/23 0.75               | CUSIP: N/A<br>LEI: 549300QXR2YVZV231H43       | Long             | DBT              | CORP              | US        |    190000 | PA      | $340430.60    | 0.08%             | 2023-07-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                | JEFFERIES FIN LLC / JFIN SR UNSECURED 144A 08/28 5       | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $513414.00    | 0.12%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JELD-WEN INC                                            | JELD WEN INC COMPANY GUAR 144A 12/25 4.625               | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    280000 | PA      | $248133.20    | 0.06%             | 2025-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BRUNELLO CUCINELLI SPA                                  | BRUNELLO CUCINELLI SPA COMMON STOCK NPV                  | CUSIP: N/A<br>LEI: 5493003CX2RZ0FOBH256       | Long             | EC               | CORP              | IT        |       650 | NS      | $54138.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS                                      | PALO ALTO NETWORKS SR UNSECURED 06/25 0.375              | CUSIP: N/A<br>LEI: 549300QXR2YVZV231H43       | Long             | DBT              | CORP              | US        |    148000 | PA      | $243063.36    | 0.06%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS B                                  | JETBLUE 2020 1 CLASS B PASS THRU CE 05/30 7.75           | CUSIP: 477164AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170926 | PA      | $168731.03    | 0.04%             | 2028-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES C                                | JOHN BEAN TECHNOLOGIES C SR UNSECURED 05/26 0.25         | CUSIP: N/A<br>LEI: 5493007CT6ATBZ2L6826       | Long             | DBT              | CORP              | US        |    196000 | PA      | $181592.04    | 0.04%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| KBR INC                                                 | KBR INC COMPANY GUAR 144A 09/28 4.75                     | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    245000 | PA      | $223731.55    | 0.05%             | 2028-09-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                    | KAISER ALUMINUM CORP COMPANY GUAR 144A 03/28 4.625       | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $224253.40    | 0.05%             | 2028-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SUMBER ALFARIA TRIJAYA TBK PT                           | SUMBER ALFARIA TRIJAYA TBK P COMMON STOCK IDR10.         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |   2351500 | NS      | $444509.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE FINANCIERE RICHEMONT SA                             | CIE FINANCIERE RICHEMO A REG COMMON STOCK CHF1.0         | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |     24100 | NS      | $3715188.66   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| SILERGY CORP                                            | SILERGY CORP COMMON STOCK TWD2.5                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7000 | NS      | $142446.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                      | VODAFONE GROUP PLC COMMON STOCK USD.2095238              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |   1176545 | NS      | $1357512.65   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                    | KAISER ALUMINUM CORP COMPANY GUAR 144A 06/31 4.5         | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $23725.24     | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                                | KEN GARFF AUTOMOTIVE LLC SR UNSECURED 144A 09/28 4.875   | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $310518.00    | 0.07%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | BATH + BODY WORKS INC COMPANY GUAR 11/35 6.875           | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    270000 | PA      | $249191.10    | 0.06%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | BATH + BODY WORKS INC COMPANY GUAR 01/27 6.694           | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    292000 | PA      | $294359.36    | 0.07%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| CONCORDIA FINANCIAL GROUP LTD                           | CONCORDIA FINANCIAL GROUP LT COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6000 | NS      | $26366.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | ENGIE SA COMMON STOCK                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     45801 | NS      | $648299.28    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                 | LCPR SR SECURED FIN DAC SR SECURED 144A 10/27 6.75       | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    265000 | PA      | $258284.90    | 0.06%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LI AUTO INC                                             | LI AUTO INC SR UNSECURED 05/28 0.25                      | CUSIP: N/A<br>LEI: 2549003R73Q70J5H4I65       | Long             | DBT              | CORP              | KY        |    235000 | PA      | $267521.65    | 0.06%             | 2028-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AIRPORTS OF THAILAND PCL                                | AIRPORTS OF THAILAND PCL FOR FOREIGN SH. THB1.0 A        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |    312000 | NS      | $701787.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MEITUAN                                                 | MEITUAN CLASS B COMMON STOCK USD.00001                   | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |     11470 | NS      | $256421.90    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL HOLDINGS INC COMPANY GUAR 144A 03/29 4               | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    162000 | PA      | $145069.38    | 0.03%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                     | LSF11 A5 HOLDCO LLC TERM LOAN                            | CUSIP: 50216YAB6<br>LEI: 254900FPK7P5WNA66Y10 | Long             | LON              | CORP              | US        |    109175 | PA      | $106127.38    | 0.02%             | 2028-10-13      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| SANLORENZO SPA/AMEGLIA                                  | SANLORENZO SPA/AMEGLIA COMMON STOCK                      | CUSIP: N/A<br>LEI: 8156006C71E895860132       | Long             | EC               | CORP              | IT        |      1210 | NS      | $53120.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV              | GRUPO AEROPORT DEL PACIFIC B COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     27400 | NS      | $471928.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                 | AKAMAI TECHNOLOGIES INC SR UNSECURED 05/25 0.125         | CUSIP: N/A<br>LEI: OC1LZNN2LF5WTJ5RIL89       | Long             | DBT              | CORP              | US        |    190000 | PA      | $204358.30    | 0.05%             | 2025-05-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TOTVS SA                                                | TOTVS SA COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     75640 | NS      | $448061.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NORSK HYDRO ASA                                         | NORSK HYDRO ASA COMMON STOCK NOK1.098                    | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |    521200 | NS      | $4225810.24   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                 | ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8      | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219238 | PA      | $214031.22    | 0.05%             | 2027-08-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| ALASKA AIR 2020-1 CL B                                  | ALASKA AIR 2020 1 CL B PASS THRU CE 144A 02/27 8         | CUSIP: 01166WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132190 | PA      | $134836.93    | 0.03%             | 2025-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| LIFE TIME FITNESS INC                                   | LIFE TIME FITNESS INC 2021 TERM LOAN B                   | CUSIP: 50218KAG3<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |     72430 | PA      | $72602.17     | 0.02%             | 2024-12-15      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                     | LSF11 A5 HOLDCO LLC SR UNSECURED 144A 10/29 6.625        | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |    153000 | PA      | $127793.25    | 0.03%             | 2029-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 02/28 5.875     | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $151687.65    | 0.03%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 01/27 4.625     | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $347312.10    | 0.08%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 10/25 5.25    | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    447000 | PA      | $430688.97    | 0.10%             | 2025-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 06/29 4.75    | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $90686.91     | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PTT EXPLORATION & PRODUCTION PCL                        | PTT EXPLORATION + PROD FOR FOREIGN SH. THB1.0 A          | CUSIP: N/A<br>LEI: 2549001O8YYGP5N7Q076       | Long             | EC               | CORP              | TH        |    136900 | NS      | $710360.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KOBE BUSSAN CO LTD                                      | KOBE BUSSAN CO LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: 353800CJIFNHN2DXRD59       | Long             | EC               | CORP              | JP        |      1500 | NS      | $43307.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES INC.                                  | AMERICAN AIRLINES, INC. 2021 TERM LOAN                   | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    190000 | PA      | $195402.65    | 0.05%             | 2028-04-20      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                 | BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 07/29 4        | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    109000 | PA      | $98006.26     | 0.02%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                   | LANTHEUS HOLDINGS INC COMPANY GUAR 144A 12/27 2.625      | CUSIP: N/A<br>LEI: 5299005HUB5IOJGO7S39       | Long             | DBT              | CORP              | US        |    101000 | PA      | $108395.22    | 0.03%             | 2027-12-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | VITAL ENERGY INC COMPANY GUAR 01/25 9.5                  | CUSIP: 516806AF3<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109074.60    | 0.03%             | 2025-01-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                | BROADSTREET PARTNERS INC SR UNSECURED 144A 04/29 5.875   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    434000 | PA      | $383651.66    | 0.09%             | 2029-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CONMED CORP                                             | CONMED CORP SR UNSECURED 144A 06/27 2.25                 | CUSIP: N/A<br>LEI: Z6C0YCECH9DCU5ZIQW84       | Long             | DBT              | CORP              | US        |    172000 | PA      | $163565.12    | 0.04%             | 2027-06-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| VENUSTECH GROUP INC                                     | VENUSTECH GROUP INC A COMMON STOCK CNY1.0                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    112000 | NS      | $495765.28    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD CO LTD                                              | BYD CO LTD  A COMMON STOCK CNY1.0                        | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |     12500 | NS      | $533934.88    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | VITAL ENERGY INC COMPANY GUAR 01/28 10.125               | CUSIP: 516806AG1<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    286000 | PA      | $285247.82    | 0.07%             | 2028-01-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                                   | LD HOLDINGS GROUP LLC COMPANY GUAR 144A 04/28 6.125      | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311000 | PA      | $203120.32    | 0.05%             | 2028-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| YIHAI INTERNATIONAL HOLDING LTD                         | YIHAI INTERNATIONAL HOLDING COMMON STOCK USD.00001       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    137000 | NS      | $487508.96    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HINDUSTAN AERONAUTICS LTD                               | HINDUSTAN AERONAUTICS LTD COMMON STOCK INR10.0           | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |     16570 | NS      | $520317.24    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | LEVEL 3 FINANCING INC COMPANY GUAR 144A 07/28 4.25       | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    235000 | PA      | $186434.90    | 0.04%             | 2028-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                                  | LIBERTY BROADBAND CORP SR UNSECURED 144A 09/50 2.75      | CUSIP: N/A<br>LEI: 549300MIX43II8JLN536       | Long             | DBT              | CORP              | US        |    162000 | PA      | $158795.64    | 0.04%             | 2050-09-30      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                 | LIBERTY INTERACTIVE LLC SR UNSECURED 02/30 8.25          | CUSIP: 530715AJ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $103899.40    | 0.02%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                      | LIBERTY MEDIA CORP SR UNSECURED 10/23 1.375              | CUSIP: N/A<br>LEI: 549300ZKUTPIBZLWLL89       | Long             | DBT              | CORP              | US        |    145000 | PA      | $189836.90    | 0.04%             | 2023-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                      | LIBERTY MEDIA CORP SR UNSECURED 144A 08/27 2.25          | CUSIP: N/A<br>LEI: 549300ZKUTPIBZLWLL89       | Long             | DBT              | CORP              | US        |   3576000 | PA      | $3761344.08   | 0.87%             | 2027-08-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| LIFE TIME INC                                           | LIFE TIME INC SR SECURED 144A 01/26 5.75                 | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106462.40    | 0.02%             | 2026-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| B3 SA - BRASIL BOLSA BALCAO                             | B3 SA BRASIL BOLSA BALCAO COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    141500 | NS      | $361255.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTEMPORARY AMPEREX TECHNOLOGY CO LTD                  | CONTEMPORARY AMPEREX TECHN A COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |      7100 | NS      | $492495.56    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                           | LIFE TIME INC COMPANY GUAR 144A 04/26 8                  | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    169000 | PA      | $164374.47    | 0.04%             | 2026-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| LIGADO NETWORKS LLC                                     | LIGADO NETWORKS LLC SR SECURED 144A 11/23 15.5           | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155317 | PA      | $54385.80     | 0.01%             | 2023-11-01      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                | LINDBLAD EXPEDITIONS LLC SR SECURED 144A 02/27 6.75      | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    139000 | PA      | $136302.01    | 0.03%             | 2027-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LITHIUM AMERICAS CORP                                   | LITHIUM AMERICAS CORP SR UNSECURED 01/27 1.75            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |   2154000 | PA      | $1880808.18   | 0.43%             | 2027-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | PROSUS NV COMMON STOCK EUR.05                            | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |      8200 | NS      | $662110.88    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                                           | HDFC BANK LIMITED COMMON STOCK INR1.0                    | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |    137750 | NS      | $2714619.34   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| PROYA COSMETICS CO LTD                                  | PROYA COSMETICS CO LTD A COMMON STOCK CNY1.0             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     14000 | NS      | $342607.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                               | SHELL PLC COMMON STOCK EUR.07                            | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     82300 | NS      | $2416143.50   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| LIVEPERSON INC                                          | LIVEPERSON INC SR UNSECURED 12/26 0.00000                | CUSIP: N/A<br>LEI: 549300IN2P1JZ20G7N40       | Long             | DBT              | CORP              | US        |    175000 | PA      | $130515.00    | 0.03%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                                         | LUCID GROUP INC SR UNSECURED 144A 12/26 1.25             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    214000 | PA      | $138115.60    | 0.03%             | 2026-12-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                   | LUMENTUM HOLDINGS INC SR UNSECURED 12/26 0.5             | CUSIP: N/A<br>LEI: 549300JLWRRC38DWEF52       | Long             | DBT              | CORP              | US        |    324000 | PA      | $296058.24    | 0.07%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                           | M/I HOMES INC COMPANY GUAR 02/30 3.95                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117947.20    | 0.03%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SHELL PLC                                               | SHELL PLC COMMON STOCK EUR.07                            | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     55200 | NS      | $1618914.17   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIFT INC                                               | SHIFT INC COMMON STOCK                                   | CUSIP: N/A<br>LEI: 353800HJXMOPLJ7BO262       | Long             | EC               | CORP              | JP        |       100 | NS      | $18663.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                | MPH ACQUISITION HOLDINGS COMPANY GUAR 144A 11/28 5.75    | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    245000 | PA      | $178313.45    | 0.04%             | 2028-11-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| MPH ACQUISITION HOLDINGS                                | MPH ACQUISITION HOLDINGS SR SECURED 144A 09/28 5.5       | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91617.90     | 0.02%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SAUDI NATIONAL BANK/THE                                 | THE SAUDI NATIONAL BANK COMMON STOCK SAR10.0             | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |     18400 | NS      | $232936.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MALLINCKRODT PLC                                        | MALLINCKRODT PLC COMMON STOCK                            | CUSIP: N/A<br>LEI: 549300LMDE3RUP8Z3L60       | Long             | EC               | CORP              | IE        |      4208 | NS      | $31560.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                 | MPLX LP JR SUBORDINA VAR                                 | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200128.00    | 0.05%             | 2063-01-31      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                  | MIWD HLDCO II/MIWD FIN COMPANY GUAR 144A 02/30 5.5       | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248000 | PA      | $206641.04    | 0.05%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MCDERMOTT INTERNATIONAL LTD                             | MCDERMOTT INTERNATIONAL LTD MCDERMOTT INTER TR A   CW27  | CUSIP: N/A<br>LEI: 54930004RAXI4B3L4752       | N/A              | DE               | CORP              | BM        |     12061 | NS      | $1.21         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDERMOTT INTERNATIONAL LTD                             | MCDERMOTT INTERNATIONAL LTD MCDERMOTT INTER TR B   CW27  | CUSIP: N/A<br>LEI: 54930004RAXI4B3L4752       | N/A              | DE               | CORP              | BM        |     13401 | NS      | $1.34         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMULUS MEDIA INC                                       | CUMULUS MEDIA INC CL A COMMON STOCK USD.01               | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1735 | NS      | $11624.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                           | DTE ENERGY COMPANY COMMON STOCK                          | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      5418 | NS      | $630434.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| APTIV PLC                                               | APTIV PLC PREFERRED STOCK 06/23 5.5                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | JE        |     47515 | NS      | $5986414.85   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                          | TECHNIPFMC PLC COMMON STOCK USD1.0                       | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |      3570 | NS      | $49587.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | MACY S RETAIL HLDGS LLC COMPANY GUAR 02/43 4.3           | CUSIP: 55616XAJ6<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |    110000 | PA      | $68313.30     | 0.02%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | MACY S RETAIL HLDGS LLC SR SECURED 144A 07/34 6.7        | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $194543.20    | 0.04%             | 2034-07-15      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| CHUBB LTD                                               | CHUBB LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      8250 | NS      | $1876792.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                            | UBS GROUP AG REG COMMON STOCK CHF.1                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |     85070 | NS      | $1825602.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| BAIDU INC                                               | BAIDU INC CLASS A COMMON STOCK USD.000000625             | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | EC               | CORP              | KY        |     79900 | NS      | $1343121.99   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | INTELSAT EMERGENCE SA COMMON STOCK                       | CUSIP: N/A<br>LEI: 549300YV2L21F4K80V46       | Long             | EC               | CORP              | LU        |      2830 | NS      | $65797.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CYBERARK SOFTWARE LTD                                   | CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01         | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |       252 | NS      | $35501.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                         | ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09            | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     13720 | NS      | $9066724.80   | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                            | DANAHER CORP COMMON STOCK USD.01                         | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     14355 | NS      | $3795174.90   | 0.88%             |  |  |  | No            |                  1 | On Loan: —       |
| DANAHER CORP                                            | DANAHER CORP PREFERRED STOCK 04/23 5                     | CUSIP: N/A<br>LEI: S4BKK9OTCEWQ3YHPFM11       | Long             | EP               | CORP              | US        |       124 | NS      | $166656.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO FINANCIERO BANORTE SAB DE CV                      | GRUPO FINANCIERO BANORTE O COMMON STOCK MXN3.5           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     85400 | NS      | $707490.51    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                                      | WALT DISNEY CO/THE COMMON STOCK USD.01                   | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     26395 | NS      | $2863593.55   | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                     | EP ENERGY CORP COMMON STOCK                              | CUSIP: N/A<br>LEI: 549300Z6HPQS1H5IYQ07       | Long             | EC               | CORP              | US        |      1826 | NS      | $14379.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP INC                                         | EMCOR GROUP INC COMMON STOCK USD.01                      | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      5250 | NS      | $778312.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDAVA PLC                                              | ENDAVA PLC  SPON ADR ADR GBP.0002                        | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               | CORP              | GB        |       340 | NS      | $29875.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE SA                                               | ORANGE COMMON STOCK EUR4.0                               | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |     96000 | NS      | $1015944.06   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SEVEN & I HOLDINGS CO LTD                               | SEVEN + I HOLDINGS CO LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |     67100 | NS      | $3167985.41   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| ABERCROMBIE & FITCH MANA                                | ABERCROMBIE + FITCH MANA SR SECURED 144A 07/25 8.75      | CUSIP: 003000AA4<br>LEI: 5493003QMCFDA98NPT74 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267983.90    | 0.06%             | 2025-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| AMER AIRLINE 21-1B PTT                                  | AMER AIRLINE 21 1B PTT PASS THRU CE 01/32 3.95           | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245435 | PA      | $208158.33    | 0.05%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                                 | AMERICAN AIRLINES GROUP COMPANY GUAR 144A 03/25 3.75     | CUSIP: 02376RAE2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51466.25     | 0.01%             | 2025-03-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| ARCOSA INC                                              | ARCOSA INC COMPANY GUAR 144A 04/29 4.375                 | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    127000 | PA      | $113555.78    | 0.03%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 07/24 3.95    | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     85000 | PA      | $82492.50     | 0.02%             | 2024-07-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 01/26 5.5     | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     90000 | PA      | $88220.70     | 0.02%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                    | BWX TECHNOLOGIES INC COMPANY GUAR 144A 04/29 4.125       | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    226000 | PA      | $204536.78    | 0.05%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                               | BALL CORP COMPANY GUAR 03/28 6.875                       | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82644.80     | 0.02%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANFF MERGER SUB INC                                    | BANFF MERGER SUB INC 2021 USD TERM LOAN                  | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    209142 | PA      | $205782.72    | 0.05%             | 2025-10-02      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | BAUSCH HEALTH COS INC SR SECURED 144A 02/27 6.125        | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     81000 | PA      | $55329.48     | 0.01%             | 2027-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | BAUSCH HEALTH COS INC SR SECURED 144A 09/28 11           | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    398000 | PA      | $312684.72    | 0.07%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| SOCIETE BIC SA                                          | SOCIETE BIC SA COMMON STOCK EUR3.82                      | CUSIP: N/A<br>LEI: 969500UR00DF63I0VH67       | Long             | EC               | CORP              | FR        |       390 | NS      | $28316.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | ELI LILLY + CO COMMON STOCK                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     16060 | NS      | $5527049.00   | 1.28%             |  |  |  | No            |                  1 | On Loan: —       |
| ACCENTURE PLC                                           | ACCENTURE PLC CL A COMMON STOCK USD.0000225              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     18300 | NS      | $5106615.00   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AIXTRON SE                                              | AIXTRON SE COMMON STOCK NPV                              | CUSIP: N/A<br>LEI: 5299004UJ4D51M25LD67       | Long             | EC               | CORP              | DE        |      1840 | NS      | $54823.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC.                                    | UNITED AIRLINES, INC. 2021 TERM LOAN B                   | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    280012 | PA      | $280534.72    | 0.06%             | 2028-04-21      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                | UNITED NATURAL FOODS INC COMPANY GUAR 144A 10/28 6.75    | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    245000 | PA      | $236809.65    | 0.05%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| US CELLULAR CORP                                        | US CELLULAR CORP SR UNSECURED 12/33 6.7                  | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |    355000 | PA      | $330398.50    | 0.08%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | US TREASURY N/B 06/24 2                                  | CUSIP: 912828XX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600000 | PA      | $3474773.42   | 0.80%             | 2024-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | US TREASURY N/B 03/24 2.25                               | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $301529.49    | 0.07%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | US TREASURY N/B 04/24 2.5                                | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $2192036.13   | 0.51%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                | UNITED WHOLESALE MTGE LL SR UNSECURED 144A 04/29 5.5     | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    258000 | PA      | $222230.88    | 0.05%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                | UNITED WHOLESALE MTGE LL SR UNSECURED 144A 06/27 5.75    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94653.30     | 0.02%             | 2027-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 02/29 6.5      | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $76173.90     | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                      | UNITY SOFTWARE INC SR UNSECURED 11/26 0.00000            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    223000 | PA      | $172405.76    | 0.04%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVAR SOLUTIONS USA INC                                | UNIVAR SOLUTIONS USA INC COMPANY GUAR 144A 12/27 5.125   | CUSIP: 91337CAA4<br>LEI: 5493008FTB9VZW6CVA82 | Long             | DBT              | CORP              | US        |     86000 | PA      | $83655.64     | 0.02%             | 2027-12-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO DISTRIBUTION INC COMPANY GUAR 144A 06/25 7.125     | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    136000 | PA      | $138258.96    | 0.03%             | 2025-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WORKIVA INC                                             | WORKIVA INC SR UNSECURED 08/26 1.125                     | CUSIP: N/A<br>LEI: 529900RTOQ8GRWHY1O58       | Long             | DBT              | CORP              | US        |    170000 | PA      | $214674.30    | 0.05%             | 2026-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| WIN SEMICONDUCTORS CORP                                 | WIN SEMICONDUCTORS CORP SR UNSECURED REGS 01/26 0.0000   | CUSIP: N/A<br>LEI: 529900G3R9LZ0M2UBM97       | Long             | DBT              | CORP              | TW        |    200000 | PA      | $175274.00    | 0.04%             | 2026-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VINGROUP JSC                                            | VINGROUP JSC SR UNSECURED REGS 04/26 3                   | CUSIP: N/A<br>LEI: 254900MJ9C15O3O1V757       | Long             | DBT              | CORP              | VN        |    200000 | PA      | $156182.00    | 0.04%             | 2026-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | BUCKEYE PARTNERS LP SR UNSECURED 12/26 3.95              | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128615.20    | 0.03%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELM CO                                                  | ELM CO COMMON STOCK SAR10.0                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |      1970 | NS      | $187810.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HEXATRONIC GROUP AB                                     | HEXATRONIC GROUP AB COMMON STOCK SEK.05                  | CUSIP: N/A<br>LEI: 2138001VSY1B4U9JLM82       | Long             | EC               | CORP              | SE        |      1410 | NS      | $17354.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LARSEN & TOUBRO LTD                                     | LARSEN + TOUBRO LTD COMMON STOCK INR2.                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |      8300 | NS      | $215718.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHTRONIC INDUSTRIES CO LTD                            | TECHTRONIC INDUSTRIES CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     45000 | NS      | $580130.22    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK CENTRAL ASIA TBK PT                                | BANK CENTRAL ASIA TBK PT COMMON STOCK IDR12.5            | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |   1133979 | NS      | $643543.24    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP CO OF CHINA LTD                 | PING AN INSURANCE GROUP CO H COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |    260000 | NS      | $2019602.47   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| LI NING CO LTD                                          | LI NING CO LTD COMMON STOCK HKD.1                        | CUSIP: N/A<br>LEI: 529900T77L2FV3FZ3U81       | Long             | EC               | CORP              | KY        |    123000 | NS      | $1215936.70   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| SOSEI GROUP CORP                                        | SOSEI GROUP CORP COMMON STOCK                            | CUSIP: N/A<br>LEI: 2138004M62BFNJMR2Z82       | Long             | EC               | CORP              | JP        |      1600 | NS      | $30306.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| JYSKE BANK A/S                                          | JYSKE BANK REG COMMON STOCK DKK10.                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DK        |       582 | NS      | $41975.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALSTOM SA                                               | ALSTOM COMMON STOCK EUR7.0                               | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |     37029 | NS      | $1101063.45   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE AUTOMOTIVE SA                                       | CIE AUTOMOTIVE SA COMMON STOCK EUR.25                    | CUSIP: N/A<br>LEI: 95980020140005381252       | Long             | EC               | CORP              | ES        |      1110 | NS      | $32972.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS LTD                                             | SIEMENS LTD COMMON STOCK INR2.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |      7550 | NS      | $272623.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BURCKHARDT COMPRESSION HOLDING AG                       | BURCKHARDT COMPRESSION HOLDI COMMON STOCK CHF2.5         | CUSIP: N/A<br>LEI: 5067004N56DLX7GY3E95       | Long             | EC               | CORP              | CH        |        42 | NS      | $26004.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSOS                                                   | IPSOS COMMON STOCK EUR.25                                | CUSIP: N/A<br>LEI: 9695002OY2X35E9X8W87       | Long             | EC               | CORP              | FR        |      1123 | NS      | $72778.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AALBERTS NV                                             | AALBERTS NV COMMON STOCK EUR.25                          | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |      1340 | NS      | $63358.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DLF LTD                                                 | DLF LTD COMMON STOCK INR2.0                              | CUSIP: N/A<br>LEI: 335800PJLUEOB8914F48       | Long             | EC               | CORP              | IN        |     98800 | NS      | $431698.72    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HYPERA SA                                               | HYPERA SA COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     77060 | NS      | $704368.14    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KOH YOUNG TECHNOLOGY INC                                | KOH YOUNG TECHNOLOGY INC COMMON STOCK KRW100.0           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1500 | NS      | $21049.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AREZZO INDUSTRIA E COMERCIO SA                          | AREZZO INDUSTRIA E COMERCIO COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      3900 | NS      | $67300.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L'OCCITANE INTERNATIONAL SA                             | L OCCITANE INTERNATIONAL SA COMMON STOCK EUR.03          | CUSIP: N/A<br>LEI: 549300TLZP9DZV3ROI47       | Long             | EC               | CORP              | LU        |     10500 | NS      | $29213.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | WYNN MACAU LTD COMMON STOCK HKD.001                      | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | EC               | CORP              | KY        |     29600 | NS      | $33878.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| SAMSONITE INTERNATIONAL SA                              | SAMSONITE INTERNATIONAL SA COMMON STOCK USD.01           | CUSIP: N/A<br>LEI: 549300UULS5HYFJSEL12       | Long             | EC               | CORP              | LU        |    502200 | NS      | $1496046.38   | 0.35%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA GROUP LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    373000 | NS      | $4217751.41   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | SANDS CHINA LTD COMMON STOCK USD.01                      | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |    236800 | NS      | $888020.19    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIA DROGASIL SA                                        | RAIA DROGASIL SA COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     71700 | NS      | $350710.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMBERRY RESORTS CORP                                 | BLOOMBERRY RESORTS CORP COMMON STOCK PHP1.               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |   4387600 | NS      | $742274.05    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SAGE GROUP PLC/THE                                      | SAGE GROUP PLC/THE COMMON STOCK GBP.01051948             | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |      4050 | NS      | $38911.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTAGE CO LTD                                          | NEXTAGE CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1100 | NS      | $24742.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYWORDS STUDIOS PLC                                    | KEYWORDS STUDIOS PLC COMMON STOCK GBP.0001               | CUSIP: N/A<br>LEI: 2138007VR9ZYCWS7VE12       | Long             | EC               | CORP              | GB        |      1150 | NS      | $40391.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STEADFAST GROUP LTD                                     | STEADFAST GROUP LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     10025 | NS      | $37244.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VARUN BEVERAGES LTD                                     | VARUN BEVERAGES LTD COMMON STOCK INR10.0                 | CUSIP: N/A<br>LEI: 33580058NWEMWBDNMD48       | Long             | EC               | CORP              | IN        |     30850 | NS      | $434668.30    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                               | BANK OF IRELAND GROUP PLC COMMON STOCK EUR1.0            | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |     11000 | NS      | $117522.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                                      | MAKEMYTRIP LIMITED SR UNSECURED 02/28 0.00000            | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Long             | DBT              | CORP              | MU        |    296000 | PA      | $304415.28    | 0.07%             | 2028-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT FIN/SB                                     | MALLINCKRODT FIN/SB SECURED 144A 06/29 10                | CUSIP: 561233AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    119000 | PA      | $68423.81     | 0.02%             | 2029-06-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AU                                | MOHEGAN TRIBAL GAMING AU SECURED 144A 02/26 8            | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |    294000 | PA      | $278823.72    | 0.06%             | 2026-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MOOG INC                                                | MOOG INC COMPANY GUAR 144A 12/27 4.25                    | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157817.80    | 0.04%             | 2027-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                                  | MORGAN STANLEY FIN LLC 11/27 1                           | CUSIP: N/A<br>LEI: 5493003FCPSE9RKT4B56       | Long             | DBT              | CORP              | US        |    314000 | PA      | $331662.50    | 0.08%             | 2027-11-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                | MOSS CREEK RESOURCES HLD COMPANY GUAR 144A 05/27 10.5    | CUSIP: 61965RAB1<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131284.80    | 0.03%             | 2027-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | MEDLINE BORROWER LP SR SECURED 144A 04/29 3.875          | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    270000 | PA      | $231260.40    | 0.05%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | MEDLINE BORROWER LP SR UNSECURED 144A 10/29 5.25         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    267000 | PA      | $224410.83    | 0.05%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| ACCO BRANDS CORP                                        | ACCO BRANDS CORP COMPANY GUAR 144A 03/29 4.25            | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    260000 | PA      | $225118.40    | 0.05%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AG ISSUER LLC                                           | AG ISSUER LLC SR SECURED 144A 03/28 6.25                 | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363000 | PA      | $343506.90    | 0.08%             | 2028-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| API GROUP DE INC                                        | API GROUP DE INC COMPANY GUAR 144A 10/29 4.75            | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    260000 | PA      | $234761.80    | 0.05%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AP CORE HOLDINGS II LLC                                 | AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2          | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |    210000 | PA      | $203175.00    | 0.05%             | 2027-09-01      | Floating      | 11.10%                | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                         | MERCER INTL INC SR UNSECURED 02/29 5.125                 | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    239000 | PA      | $204732.18    | 0.05%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                             | METLIFE INC JR SUBORDINA 12/66 6.4                       | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    487000 | PA      | $499282.14    | 0.12%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                          | ARD FINANCE SA SR SECURED 144A 06/27 6.5                 | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    475000 | PA      | $373269.25    | 0.09%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AIRBNB INC                                              | AIRBNB INC SR UNSECURED 03/26 0.00000                    | CUSIP: N/A<br>LEI: 549300HMUDNO0RY56D37       | Long             | DBT              | CORP              | US        |    203000 | PA      | $174649.02    | 0.04%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1B PTT                                  | AIR CANADA 2015 1B PTT PASS THRU CE 144A 09/24 3.875     | CUSIP: 009090AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    317532 | PA      | $316296.59    | 0.07%             | 2023-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | AIR LEASE CORP JR SUBORDINA 12/99 VAR                    | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155550.00    | 0.04%             | 2063-01-31      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                       | MICROSTRATEGY INC SR UNSECURED 02/27 0.00000             | CUSIP: N/A<br>LEI: 549300WQTWEJUEHXQX21       | Long             | DBT              | CORP              | US        |    418000 | PA      | $187694.54    | 0.04%             | 2027-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | MICROCHIP TECHNOLOGY INC SR SUBORDINA 11/24 0.125        | CUSIP: N/A<br>LEI: 5493007PTFULNYZJ1R12       | Long             | DBT              | CORP              | US        |    451000 | PA      | $500916.68    | 0.12%             | 2024-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: —       |
| ALBERTSONS COS/SAFEWAY                                  | ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 03/29 3.5       | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $186442.56    | 0.04%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NEW ALBERTSONS LP                                       | NEW ALBERTSONS LP SR UNSECURED 06/26 7.75                | CUSIP: 013104AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $177222.48    | 0.04%             | 2026-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC.                               | NEXSTAR BROADCASTING INC 2019 TERM LOAN B4               | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |     73805 | PA      | $73927.46     | 0.02%             | 2026-09-18      | Floating      | 7.85%                 | No            |                  1 | On Loan: No      |
| OAK STREET HEALTH INC                                   | OAK STREET HEALTH INC SR UNSECURED 03/26 0.00000         | CUSIP: N/A<br>LEI: 2549007CJE6GSEURLA30       | Long             | DBT              | CORP              | US        |    376000 | PA      | $323724.72    | 0.07%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                    | HOWMET AEROSPACE INC SR UNSECURED 10/24 5.125            | CUSIP: 013817AW1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199756.00    | 0.05%             | 2024-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI INC SR UNSECURED 12/27 5.875                         | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136028.20    | 0.03%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                     | ALLEGIANT TRAVEL CO SR SECURED 144A 08/27 7.25           | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245417.50    | 0.06%             | 2027-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | ALLIANT HOLD / CO ISSUER SR UNSECURED 144A 10/27 6.75    | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $374876.00    | 0.09%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | ALLIANT HOLD / CO ISSUER SR SECURED 144A 10/27 4.25      | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $50507.60     | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | ALLIANT HOLD / CO ISSUER SR UNSECURED 144A 11/29 5.875   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $47990.80     | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | ALLY FINANCIAL INC JR SUBORDINA 12/99 VAR                | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $201831.00    | 0.05%             | 2063-01-31      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | ALLY FINANCIAL INC JR SUBORDINA 12/99 VAR                | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77125.00     | 0.02%             | 2063-01-31      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                    | OI EUROPEAN GROUP BV COMPANY GUAR 144A 02/30 4.75        | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |     80000 | PA      | $71991.20     | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| OMNICELL INC                                            | OMNICELL INC SR UNSECURED 09/25 0.25                     | CUSIP: N/A<br>LEI: 5493008RH0GTKHHPZI77       | Long             | DBT              | CORP              | US        |    145000 | PA      | $132537.25    | 0.03%             | 2025-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                                 | ALNYLAM PHARMACEUTICALS SR UNSECURED 144A 09/27 1        | CUSIP: N/A<br>LEI: 529900S3ZI14OWRJII50       | Long             | DBT              | CORP              | US        |    969000 | PA      | $1036636.20   | 0.24%             | 2027-09-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                  | CHESAPEAKE ENERGY CORP COMMON STOCK USD.01               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       650 | NS      | $56368.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                            | CHEVRON CORP COMMON STOCK USD.75                         | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17600 | NS      | $3062752.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: —       |
| MULTIPLAN CORP                                          | MULTIPLAN CORP SR UNSECURED 144A 10/27 6                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    110000 | PA      | $71978.50     | 0.02%             | 2027-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CINC BELL TEL                                           | CINC BELL TEL SR SECURED 12/28 6.3                       | CUSIP: 171875AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $149539.44    | 0.03%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC.                     | CLEAR CHANNEL OUTDOOR HLDNGS I TERM LOAN B               | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    338625 | PA      | $322963.59    | 0.07%             | 2026-08-21      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                                   | CLEARWATER PAPER CORP COMPANY GUAR 144A 08/28 4.75       | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    355000 | PA      | $317739.20    | 0.07%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CLOUDFLARE INC                                          | CLOUDFLARE INC SR UNSECURED 08/26 0.00000                | CUSIP: N/A<br>LEI: 5493007DY18BGNLDWU14       | Long             | DBT              | CORP              | US        |    210000 | PA      | $175150.50    | 0.04%             | 2026-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                   | ON SEMICONDUCTOR CORP SR UNSECURED 05/27 0.00000         | CUSIP: N/A<br>LEI: ZV20P4CNJVT8V1ZGJ064       | Long             | DBT              | CORP              | US        |    229000 | PA      | $343500.00    | 0.08%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                          | 1375209 BC LTD SR SECURED 144A 01/28 9                   | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    224000 | PA      | $223408.64    | 0.05%             | 2028-01-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                     | CLYDESDALE ACQ HOLDINGS INC. TERM LOAN B                 | CUSIP: 18972FAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109450 | PA      | $107703.18    | 0.02%             | 2029-04-13      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                        | COCA COLA CO/THE COMMON STOCK USD.25                     | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     35550 | NS      | $2179926.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| COHERUS BIOSCIENCES INC                                 | COHERUS BIOSCIENCES INC SR SUBORDINA 04/26 1.5           | CUSIP: N/A<br>LEI: 5493007IL8W5MV932D26       | Long             | DBT              | CORP              | US        |    135000 | PA      | $96052.50     | 0.02%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                     | COINBASE GLOBAL INC SR UNSECURED 06/26 0.5               | CUSIP: N/A<br>LEI: 5493004G3J2SC154DU06       | Long             | DBT              | CORP              | US        |    192000 | PA      | $130982.40    | 0.03%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | COMMERCIAL METALS CO SR UNSECURED 01/30 4.125            | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    108000 | PA      | $96994.80     | 0.02%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | COMMERCIAL METALS CO SR UNSECURED 03/32 4.375            | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47822.40     | 0.01%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                           | COMMSCOPE INC SR SECURED 144A 09/29 4.75                 | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166538.00    | 0.04%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CYRELA BRAZIL REALTY SA EMPREENDIMENTOS E PARTICIPACOES | CYRELA BRAZIL REALTY SA EMP COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     70900 | NS      | $212017.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                                   | COSTCO WHOLESALE CORP COMMON STOCK USD.005               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      5000 | NS      | $2555700.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                                     | DELTA AIR LINES INC SR UNSECURED 01/26 7.375             | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59693.82     | 0.01%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| PAR PETRO LLC / FIN CORP                                | PAR PETRO LLC / FIN CORP SR SECURED 144A 12/25 7.75      | CUSIP: 69889MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197606.00    | 0.05%             | 2025-12-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | PARK INTERMED HOLDINGS SR SECURED 144A 10/28 5.875       | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $101885.30    | 0.02%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | ENERGY TRANSFER LP MLP                                   | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |     14985 | NS      | $199000.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS PARTNERS LP                         | ENTERPRISE PRODUCTS PARTNERS MLP                         | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |      9035 | NS      | $231296.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PATAGONIA HOLDCO LLC                                    | PATAGONIA HOLDCO LLC TERM LOAN B1                        | CUSIP: 70289FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199500 | PA      | $168577.50    | 0.04%             | 2029-08-01      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                  | PATRICK INDUSTRIES INC COMPANY GUAR 144A 05/29 4.75      | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    327000 | PA      | $279820.44    | 0.06%             | 2029-05-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | META PLATFORMS INC CLASS A COMMON STOCK USD.000006       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     10200 | NS      | $1519494.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| FREEPORT-MCMORAN INC                                    | FREEPORT MCMORAN INC COMMON STOCK USD.1                  | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     75095 | NS      | $3350738.90   | 0.77%             |  |  |  | No            |                  1 | On Loan: —       |
| FRONTIER COMMUNICATIONS PARENT INC                      | FRONTIER COMMUNICATIONS PARE COMMON STOCK USD.25         | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $29.61        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                          | GE HEALTHCARE TECHNOLOGY COMMON STOCK                    | CUSIP: 36266G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10104 | NS      | $702430.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIUM BRANDS HLDGS COR                                | PREMIUM BRANDS HLDGS COR SUBORDINATED 09/27 4.2          | CUSIP: N/A<br>LEI: 529900F5EXPGUY8WV366       | Long             | DBT              | CORP              | CA        |   4975000 | PA      | $3386051.07   | 0.78%             | 2027-09-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | PRESTIGE BRANDS INC COMPANY GUAR 144A 04/31 3.75         | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    209000 | PA      | $177564.31    | 0.04%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                     | GENERAL ELECTRIC CO COMMON STOCK USD.01                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     30312 | NS      | $2439509.76   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA                                | ITAU UNIBANCO H SPON PRF ADR ADR                         | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |    150716 | NS      | $750565.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC INC                                                 | QVC INC SR SECURED 08/34 5.45                            | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    110000 | PA      | $65048.50     | 0.02%             | 2034-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QVC INC                                                 | QVC INC SR SECURED 09/28 4.375                           | CUSIP: 747262AZ6<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    163000 | PA      | $104800.85    | 0.02%             | 2028-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 03/29 3.625   | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84502.00     | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 03/31 3.875   | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $81625.00     | 0.02%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP HOTEL PPTY/RHP FINAN COMPANY GUAR 144A 02/29 4.5     | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $232702.60    | 0.05%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REDFIN CORP                                             | REDFIN CORP SR UNSECURED 10/25 0.00000                   | CUSIP: N/A<br>LEI: 549300HXWD3JEMZU3O57       | Long             | DBT              | CORP              | US        |    330000 | PA      | $217186.20    | 0.05%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | VIKING CRUISES LTD SR SECURED 144A 05/25 13              | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     55000 | PA      | $58373.15     | 0.01%             | 2025-05-15      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                  | CHESAPEAKE ENERGY CORP COMPANY GUAR 144A 04/29 6.75      | CUSIP: 92735LAA0<br>LEI: 254900PNIMG4CPJH6R25 | Long             | DBT              | CORP              | US        |    167000 | PA      | $164934.21    | 0.04%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| REPAY HOLDINGS                                          | REPAY HOLDINGS SR UNSECURED 144A 02/26 0.0000            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    296000 | PA      | $238398.40    | 0.06%             | 2026-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                                  | PACTIV EVERGREEN GROUP SR SECURED 144A 10/27 4           | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $229528.05    | 0.05%             | 2027-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| RINGCENTRAL INC                                         | RINGCENTRAL INC SR UNSECURED 03/26 0.00000               | CUSIP: N/A<br>LEI: 549300C8EH0H1614VE84       | Long             | DBT              | CORP              | US        |    320000 | PA      | $257961.60    | 0.06%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTA OUTDOOR INC                                       | VISTA OUTDOOR INC COMPANY GUAR 144A 03/29 4.5            | CUSIP: 928377AC4<br>LEI: 549300QI2D33ESTJLN81 | Long             | DBT              | CORP              | US        |    260000 | PA      | $210808.00    | 0.05%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VISTRA CORP                                             | VISTRA CORP JR SUBORDINA 144A VAR                        | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107915.50    | 0.02%             | 2063-01-31      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| RITE AID CORP                                           | RITE AID CORP SR SECURED 144A 11/26 8                    | CUSIP: 767754CL6<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    553000 | PA      | $308999.81    | 0.07%             | 2026-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                                 | ROCKCLIFF ENERGY II LLC SR UNSECURED 144A 10/29 5.5      | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190686.00    | 0.04%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VISTRA CORP                                             | VISTRA CORP JR SUBORDINA 144A 12/99 VAR                  | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99099.00     | 0.02%             | 2063-01-31      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VROOM INC                                               | VROOM INC SR UNSECURED 07/26 0.75                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    314000 | PA      | $110440.08    | 0.03%             | 2026-07-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| W & T OFFSHORE INC                                      | W + T OFFSHORE INC SECURED 144A 11/23 9.75               | CUSIP: 92922PAL0<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135121.50    | 0.03%             | 2023-11-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| WIX LTD                                                 | WIX LTD SR UNSECURED 08/25 0.00000                       | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | DBT              | CORP              | IL        |    318000 | PA      | $274020.60    | 0.06%             | 2025-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 10/26 2.875   | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44650.00     | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 08/25 6        | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | DBT              | CORP              | LR        |    194000 | PA      | $297138.16    | 0.07%             | 2025-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WW INTERNATIONAL INC.                                   | WW INTERNATIONAL, INC. 2021 TERM LOAN B                  | CUSIP: 92941PAC7<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |    363825 | PA      | $218596.97    | 0.05%             | 2028-04-13      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                    | WABASH NATIONAL CORP COMPANY GUAR 144A 10/28 4.5         | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    228000 | PA      | $201018.48    | 0.05%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                     | SVB FINANCIAL GROUP JR SUBORDINA 12/99 VAR               | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     53000 | PA      | $42632.14     | 0.01%             | 2063-01-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: —       |
| SAREPTA THERAPEUTICS INC                                | SAREPTA THERAPEUTICS INC SR UNSECURED 144A 09/27 1.25    | CUSIP: N/A<br>LEI: 549300IKDPIED8J8IG21       | Long             | DBT              | CORP              | US        |    163000 | PA      | $185911.28    | 0.04%             | 2027-09-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| WAYFAIR INC                                             | WAYFAIR INC SR UNSECURED 08/26 1                         | CUSIP: N/A<br>LEI: 54930027N9ZAVYFDHK53       | Long             | DBT              | CORP              | US        |    168000 | PA      | $128635.92    | 0.03%             | 2026-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                             | WAYFAIR INC SR UNSECURED 10/25 0.625                     | CUSIP: N/A<br>LEI: 54930027N9ZAVYFDHK53       | Long             | DBT              | CORP              | US        |    318000 | PA      | $244564.26    | 0.06%             | 2025-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $165873.50    | 0.04%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL INC.                     | SCIENTIFIC GAMES INTL INC 2022 USD TERM LOAN             | CUSIP: N/A<br>LEI: RLTHESQ0RNFQJWPBJN60       | Long             | LON              | CORP              | US        |    199000 | PA      | $199070.65    | 0.05%             | 2029-04-14      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875        | SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875         | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $187712.70    | 0.04%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANA HOLDINGS INC                                        | ANA HOLDINGS INC SR UNSECURED REGS 12/31 0.0000          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        | 280000000 | PA      | $2346480.24   | 0.54%             | 2031-12-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                                        | ZHONGSHENG GROUP SR UNSECURED REGS 05/25 0.0000          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $757911.79    | 0.17%             | 2025-05-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/29 5.75      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $54262.88     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ARCELORMITTAL                                           | ARCELORMITTAL SR UNSECURED 10/39 7                       | CUSIP: 03938LAP9<br>LEI: 549300MP4YSRSQ39ZG33 | Long             | DBT              | CORP              | LU        |    130000 | PA      | $140782.20    | 0.03%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HELLOFRESH SE                                           | HELLOFRESH SE SR UNSECURED REGS 05/25 0.75               | CUSIP: N/A<br>LEI: 391200ZAF4V6XD2M9G57       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $96636.79     | 0.02%             | 2025-05-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OLIVER CAPITAL SARL                                     | OLIVER CAPITAL SARL COMPANY GUAR REGS 12/23 0.0000       | CUSIP: N/A<br>LEI: 549300TLJHT5HQGLTP52       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $234013.45    | 0.05%             | 2023-12-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARROW BIDCO LLC                                         | ARROW BIDCO LLC SR SECURED 144A 03/24 9.5                | CUSIP: 042728AA3<br>LEI: 549300YHZN08M0H3O128 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336912.85    | 0.08%             | 2024-03-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/31 2.45         | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    225000 | PA      | $181797.75    | 0.04%             | 2031-08-12      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875       | SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875        | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $93288.84     | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                                 | SEA LTD SR UNSECURED 12/25 2.375                         | CUSIP: N/A<br>LEI: 529900OM6JLLW44YKI15       | Long             | DBT              | CORP              | KY        |    238000 | PA      | $253317.68    | 0.06%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                | ASHTON WOODS USA/FINANCE SR UNSECURED 144A 01/28 6.625   | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $186741.60    | 0.04%             | 2028-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                | ASHTON WOODS USA/FINANCE SR UNSECURED 144A 08/29 4.625   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $158769.70    | 0.04%             | 2029-08-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SEA LTD                                                 | SEA LTD SR UNSECURED 09/26 0.25                          | CUSIP: N/A<br>LEI: 529900OM6JLLW44YKI15       | Long             | DBT              | CORP              | KY        |    604000 | PA      | $470056.96    | 0.11%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | SEALED AIR CORP COMPANY GUAR 144A 04/29 5                | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51257.88     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC.                                    | ASSUREDPARTNERS INC 2022 TERM LOAN                       | CUSIP: 04621HAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    214460 | PA      | $212416.00    | 0.05%             | 2027-02-13      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                         | CEMEX SAB SPONS ADR PART CER ADR                         | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |    175640 | NS      | $937917.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CES ENERGY SOLUTIONS CORP                               | CES ENERGY SOLUTIONS CORP COMMON STOCK                   | CUSIP: 15713J104<br>LEI: 984500NF54914EB1B646 | Long             | EC               | CORP              | CA        |     34770 | NS      | $75782.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CYBERARK SOFTWARE LTD                                   | CYBERARK SOFTWARE LTD SR UNSECURED 11/24 0.00000         | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | DBT              | CORP              | IL        |   6252000 | PA      | $6890454.24   | 1.59%             | 2024-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                 | DCP MIDSTREAM OPERATING COMPANY GUAR 144A 05/43 VAR      | CUSIP: 23311RAH9<br>LEI: VQOHU6HCVU6YY1KUKU03 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287250.80    | 0.07%             | 2043-05-21      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | SEALED AIR CORP SR UNSECURED 144A 02/28 6.125            | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    163000 | PA      | $164581.10    | 0.04%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | SENSATA TECHNOLOGIES INC COMPANY GUAR 144A 02/31 3.75    | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $179762.10    | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                        | DT MIDSTREAM INC COMPANY GUAR 144A 06/29 4.125           | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $149252.35    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DANA INC                                                | DANA INC SR UNSECURED 02/32 4.5                          | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    109000 | PA      | $91982.92     | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                     | SHIFT4 PAYMENTS INC SR UNSECURED 12/25 0.00000           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2772000 | PA      | $2968174.44   | 0.68%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SILICON LABORATORIES INC                                | SILICON LABORATORIES INC SR UNSECURED 06/25 0.625        | CUSIP: N/A<br>LEI: 4PRDF8Q9TDHRVZKZSZ47       | Long             | DBT              | CORP              | US        |    145000 | PA      | $199546.10    | 0.05%             | 2025-06-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                             | DATADOG INC SR UNSECURED 06/25 0.125                     | CUSIP: N/A<br>LEI: 549300F6JNO0KRPO1K63       | Long             | DBT              | CORP              | US        |   2677000 | PA      | $2937043.78   | 0.68%             | 2025-06-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DAVITA INC COMPANY GUAR 144A 06/30 4.625                 | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    433000 | PA      | $365070.96    | 0.08%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                     | SILGAN HOLDINGS INC COMPANY GUAR 02/28 4.125             | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187126.00    | 0.04%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                | SIMMONS FOOD INC/SIMMONS SECURED 144A 03/29 4.625        | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $271808.00    | 0.06%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | MIDAS OPCO HOLDINGS LLC COMPANY GUAR 144A 08/29 5.625    | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $166732.60    | 0.04%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MIDDLEBY CORP                                           | MIDDLEBY CORP SR UNSECURED 09/25 1                       | CUSIP: N/A<br>LEI: JDFO86U9VQRBKW5KYA35       | Long             | DBT              | CORP              | US        |    161000 | PA      | $210455.98    | 0.05%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DAVITA INC COMPANY GUAR 144A 02/31 3.75                  | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    258000 | PA      | $200891.70    | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SKYMILES IP LTD.                                        | SKYMILES IP LTD. 2020 SKYMILES TERM LOAN B               | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | US        |    218500 | PA      | $226339.78    | 0.05%             | 2027-10-20      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| BUMRUNGRAD HOSPITAL PCL                                 | BUMRUNGRAD HOSPITAL FOREIGN FOREIGN SH. THB1.0 A         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |     53700 | NS      | $353011.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | SINCLAIR TELEVISION GROU COMPANY GUAR 144A 03/30 5.5     | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79868.00     | 0.02%             | 2030-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| SINCLAIR TELEVISION GROU                                | SINCLAIR TELEVISION GROU SR SECURED 144A 12/30 4.125     | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    167000 | PA      | $132955.38    | 0.03%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AIRBUS SE                                               | AIRBUS SE COMMON STOCK EUR1.0                            | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |     27500 | NS      | $3447560.54   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY CORP                                    | GULFPORT ENERGY CORP PREFERRED STOCK                     | CUSIP: N/A<br>LEI: 549300FJX18IDUFPHD40       | Long             | EP               | CORP              | US        |         5 | NS      | $29250.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                     | SIRIUS XM RADIO INC COMPANY GUAR 144A 07/28 4            | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    165000 | PA      | $146897.85    | 0.03%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                     | SIRIUS XM RADIO INC COMPANY GUAR 144A 09/26 3.125        | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99289.30     | 0.02%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                     | LVMH MOET HENNESSY LOUIS VUI COMMON STOCK EUR.3          | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |      1950 | NS      | $1702302.45   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                   | HELMERICH + PAYNE COMMON STOCK USD.1                     | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     42400 | NS      | $2053856.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO INC                                     | SIRIUS XM RADIO INC COMPANY GUAR 144A 09/31 3.875        | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     54000 | PA      | $44484.12     | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                | DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75      | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $54490.24     | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                              | HUMANA INC COMMON STOCK USD.1666666                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      6010 | NS      | $3075317.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| LECTRA                                                  | LECTRA COMMON STOCK EUR1.0                               | CUSIP: N/A<br>LEI: 9695000KWQEBUDT6IO19       | Long             | EC               | CORP              | FR        |      1955 | NS      | $81420.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SNAP INC                                                | SNAP INC SR UNSECURED 08/26 0.75                         | CUSIP: N/A<br>LEI: 549300JNC0L6VP8A2Q35       | Long             | DBT              | CORP              | US        |    137000 | PA      | $127360.68    | 0.03%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| SNAP INC                                                | SNAP INC SR UNSECURED 144A 03/28 0.125                   | CUSIP: N/A<br>LEI: 549300JNC0L6VP8A2Q35       | Long             | DBT              | CORP              | US        |    538000 | PA      | $386628.32    | 0.09%             | 2028-03-01      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| ICICI BANK LTD                                          | ICICI BANK LTD SPON ADR ADR                              | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     34300 | NS      | $714469.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| WAYFAIR INC                                             | WAYFAIR INC SR UNSECURED 144A 09/27 3.25                 | CUSIP: N/A<br>LEI: 54930027N9ZAVYFDHK53       | Long             | DBT              | CORP              | US        |    320000 | PA      | $384316.80    | 0.09%             | 2027-09-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                | MIDWEST GMNG BOR/MWG FIN SR SECURED 144A 05/29 4.875     | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $254124.15    | 0.06%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                | MOSS CREEK RESOURCES HLD COMPANY GUAR 144A 01/26 7.5     | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    135000 | PA      | $124838.55    | 0.03%             | 2026-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                            | NAVIENT CORP SR UNSECURED 03/27 5                        | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    493000 | PA      | $450695.67    | 0.10%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | NAVIENT CORP SR UNSECURED 03/28 4.875                    | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    195000 | PA      | $172760.25    | 0.04%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                    | SONIC AUTOMOTIVE INC COMPANY GUAR 144A 11/29 4.625       | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    241000 | PA      | $200608.40    | 0.05%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| SOUTHWEST AIRLINES CO                                   | SOUTHWEST AIRLINES CO SR UNSECURED 05/25 1.25            | CUSIP: N/A<br>LEI: UDTZ87G0STFETI6HGH41       | Long             | DBT              | CORP              | US        |    176000 | PA      | $212632.64    | 0.05%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                                        | ZILLOW GROUP INC SR UNSECURED 09/26 1.375                | CUSIP: N/A<br>LEI: 2549002XEELQDIR6FU05       | Long             | DBT              | CORP              | US        |    157000 | PA      | $187029.39    | 0.04%             | 2026-09-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                  | SOUTHWESTERN ENERGY CO COMPANY GUAR 02/29 5.375          | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98774.55     | 0.02%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                  | SOUTHWESTERN ENERGY CO COMPANY GUAR 03/30 5.375          | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144556.10    | 0.03%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                  | SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    109000 | PA      | $96163.07     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPANISH BROADCASTING SYS                                | SPANISH BROADCASTING SYS SR SECURED 144A 03/26 9.75      | CUSIP: 846425AQ9<br>LEI: 5493005DKYB1X4C9LH64 | Long             | DBT              | CORP              | US        |    115000 | PA      | $67993.75     | 0.02%             | 2026-03-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                | GRAHAM PACKAGING/GPC CAP COMPANY GUAR 144A 08/28 7.125   | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    135000 | PA      | $118829.70    | 0.03%             | 2028-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ZTO EXPRESS KY INC                                      | ZTO EXPRESS KY INC SR UNSECURED 144A 09/27 1.5           | CUSIP: N/A<br>LEI: 549300SCJPK3YZJTJR78       | Long             | DBT              | CORP              | KY        |    630000 | PA      | $701624.70    | 0.16%             | 2027-09-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ZSCALER INC.                                            | ZSCALER INC. SR UNSECURED 07/25 0.125                    | CUSIP: N/A<br>LEI: 529900MZ0RTK1BWRNF46       | Long             | DBT              | CORP              | US        |    145000 | PA      | $158666.25    | 0.04%             | 2025-07-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GRANITE HOLDINGS US ACQUISITION CO.                     | GRANITE HOLDINGS US ACQ CO 2021 TERM LOAN B              | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    227492 | PA      | $227633.86    | 0.05%             | 2026-09-30      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                                | SPEEDWAY MOT/SPEEDWAY FD SR UNSECURED 144A 11/27 4.875   | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $123061.40    | 0.03%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | SPIRIT LOYALTY KY LTD/IP SR SECURED 144A 09/25 8         | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    131000 | PA      | $133730.04    | 0.03%             | 2025-09-20      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | SPIRIT LOYALTY KY LTD/IP SR SECURED 144A 09/25 8         | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    145000 | PA      | $148453.90    | 0.03%             | 2025-09-20      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SPLUNK INC                                              | SPLUNK INC SR UNSECURED 09/25 1.125                      | CUSIP: N/A<br>LEI: 549300XGDSGBP6UEI867       | Long             | DBT              | CORP              | US        |    190000 | PA      | $187562.30    | 0.04%             | 2025-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                 | ZI TECH LLC/ZI FIN CORP COMPANY GUAR 144A 02/29 3.875    | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $224523.00    | 0.05%             | 2029-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                       | LEG IMMOBILIEN SE SR UNSECURED REGS 09/25 0.875          | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $204749.54    | 0.05%             | 2025-09-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | CORESTATE CAPITAL HOLD SR UNSECURED REGS 11/22 1.375     | CUSIP: N/A<br>LEI: 529900GNB86RB7HRX793       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $92070.76     | 0.02%             | 2022-11-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CYBERAGENT INC                                          | CYBERAGENT INC SR UNSECURED REGS 02/25 0.0000            | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | DBT              | CORP              | JP        |  20000000 | PA      | $162223.33    | 0.04%             | 2025-02-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | ONEMAIN FINANCE CORP COMPANY GUAR 03/26 7.125            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87602.24     | 0.02%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | BLOCK INC SR UNSECURED 03/25 0.125                       | CUSIP: N/A<br>LEI: 549300OHIIUWSTIZME52       | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3244945.25   | 0.75%             | 2025-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                 | STANDARD INDUSTRIES INC SR UNSECURED 144A 02/27 5        | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214528.50    | 0.05%             | 2027-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | STARWOOD PROPERTY TRUST SR UNSECURED 04/23 4.375         | CUSIP: N/A<br>LEI: BUGSFQZERKRBFWIG5267       | Long             | DBT              | CORP              | US        |    210000 | PA      | $209567.40    | 0.05%             | 2023-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DAINIPPON SCREEN MFG CO                                 | DAINIPPON SCREEN MFG CO SR UNSECURED REGS 06/25 0.0000   | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | DBT              | CORP              | JP        |  40000000 | PA      | $327922.25    | 0.08%             | 2025-06-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NIPPN CORP                                              | NIPPN CORP SR UNSECURED REGS 06/25 0.0000                | CUSIP: N/A<br>LEI: 353800V7HRZ1HQGJCW63       | Long             | DBT              | CORP              | JP        |  20000000 | PA      | $155325.93    | 0.04%             | 2025-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                     | STATION CASINOS LLC COMPANY GUAR 144A 02/28 4.5          | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    455000 | PA      | $410009.60    | 0.09%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| STERICYCLE INC                                          | STERICYCLE INC COMPANY GUAR 144A 01/29 3.875             | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    176000 | PA      | $156640.00    | 0.04%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                      | STL HOLDING CO LLC SR UNSECURED 144A 02/26 7.5           | CUSIP: 861036AA9<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |    166000 | PA      | $146654.36    | 0.03%             | 2026-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC                                    | SUMMIT MATERIALS LLC TERM LOAN B                         | CUSIP: 86614DAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125000 | PA      | $125495.00    | 0.03%             | 2027-12-14      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| SBI HOLDINGS INC                                        | SBI HOLDINGS INC SR UNSECURED REGS 09/23 0.0000          | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | DBT              | CORP              | JP        | 610000000 | PA      | $4687671.80   | 1.08%             | 2023-09-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EDENRED                                                 | EDENRED SR UNSECURED REGS 09/24 0.0000                   | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |   3440000 | PA      | $2275442.14   | 0.52%             | 2024-09-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TANDEM DIABETES CARE INC                                | TANDEM DIABETES CARE INC SR UNSECURED 144A 05/25 1.5     | CUSIP: N/A<br>LEI: 549300JEPFOD0K4D3I05       | Long             | DBT              | CORP              | US        |    155000 | PA      | $141614.20    | 0.03%             | 2025-05-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC.                               | TEAM HEALTH HOLDINGS, INC. 2022 TERM LOAN B              | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    639621 | PA      | $533284.08    | 0.12%             | 2027-02-02      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | TELECOM ITALIA CAPITAL COMPANY GUAR 09/34 6              | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    215000 | PA      | $172782.60    | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                                | TELESAT CANADA/TELESAT L SR SECURED 144A 06/27 4.875     | CUSIP: 87952VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    219000 | PA      | $100790.37    | 0.02%             | 2027-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DELIVERY HERO AG                                        | DELIVERY HERO AG SR UNSECURED REGS 01/24 0.25            | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $103226.01    | 0.02%             | 2024-01-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                | NEXI SPA SR UNSECURED REGS 04/27 1.75                    | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $189766.44    | 0.04%             | 2027-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | TENET HEALTHCARE CORP SR UNSECURED 11/31 6.875           | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    295000 | PA      | $273450.25    | 0.06%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | TENET HEALTHCARE CORP 02/27 6.25                         | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    430000 | PA      | $421808.50    | 0.10%             | 2027-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| KINGSOFT CORP LTD                                       | KINGSOFT CORP LTD SR UNSECURED REGS 04/25 0.625          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |  10000000 | PA      | $1382973.16   | 0.32%             | 2025-04-29      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOB MKT FND L                                | CITIGROUP GLOB MKT FND L BANK GUARANT REGS 07/24 0.0000  | CUSIP: N/A<br>LEI: 549300EVRWDWFJUNNP53       | Long             | DBT              | CORP              | LU        |  41000000 | PA      | $5068195.35   | 1.17%             | 2024-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                | TEAM HEALTH HOLDINGS INC COMPANY GUAR 144A 02/25 6.375   | CUSIP: 88047PAA2<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    305000 | PA      | $203831.50    | 0.05%             | 2025-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TERRAFORM POWER OPERATIN COMPANY GUAR 144A 01/28 5       | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    260000 | PA      | $244641.80    | 0.06%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OCADO GROUP PLC                                         | OCADO GROUP PLC COMPANY GUAR REGS 01/27 0.75             | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $83147.07     | 0.02%             | 2027-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ADM AG HOLDING LTD                                      | ADM AG HOLDING LTD COMPANY GUAR REGS 08/23 0.0000        | CUSIP: N/A<br>LEI: 254900F9FYTK7ZOY3Y61       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $394572.00    | 0.09%             | 2023-08-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEOGENOMICS INC                                         | NEOGENOMICS INC SR UNSECURED 01/28 0.25                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    181000 | PA      | $121065.47    | 0.03%             | 2028-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                             | NETFLIX INC SR UNSECURED 144A 06/30 4.875                | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198252.00    | 0.05%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                   | CMG MEDIA CORPORATION 2021 TERM LOAN                     | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99746 | PA      | $94872.98     | 0.02%             | 2026-12-17      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                   | CMG MEDIA CORPORATION COMPANY GUAR 144A 12/27 8.875      | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $43104.60     | 0.01%             | 2027-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| SILICON ON INSULATOR TEC                                | SILICON ON INSULATOR TEC SR UNSECURED REGS 10/25 0.0000  | CUSIP: N/A<br>LEI: 969500ZR92SQCU9TST26       | Long             | DBT              | CORP              | FR        |    148300 | PA      | $292780.27    | 0.07%             | 2025-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FLIGHT CENTRE LTD                                       | FLIGHT CENTRE LTD SR UNSECURED REGS 11/27 2.5            | CUSIP: N/A<br>LEI: 254900BGNUI78EKEJY68       | Long             | DBT              | CORP              | AU        |   3400000 | PA      | $2429191.97   | 0.56%             | 2027-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE AIRLINES LTD                                  | SINGAPORE AIRLINES LTD SR UNSECURED REGS 12/25 1.625     | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | DBT              | CORP              | SG        |   5500000 | PA      | $4678600.24   | 1.08%             | 2025-12-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| XERO INVESTMENTS LTD                                    | XERO INVESTMENTS LTD COMPANY GUAR REGS 12/25 0.0000      | CUSIP: N/A<br>LEI: 25490002CIY32NFE4689       | Long             | DBT              | CORP              | NZ        |    265000 | PA      | $219443.85    | 0.05%             | 2025-12-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TESLA INC                                               | TESLA INC SR UNSECURED 05/24 2                           | CUSIP: N/A<br>LEI: 54930043XZGB27CTOV49       | Long             | DBT              | CORP              | US        |     17000 | PA      | $142209.76    | 0.03%             | 2024-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | TEVA PHARMACEUTICALS NE COMPANY GUAR 10/26 3.15          | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $89773.00     | 0.02%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | TEVA PHARMACEUTICALS NE COMPANY GUAR 04/24 6             | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    495000 | PA      | $494297.10    | 0.11%             | 2024-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                | TEVA PHARMACEUTICAL INDU COMPANY GUAR 05/27 4.75         | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $186124.00    | 0.04%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTL                                   | XIAOMI BEST TIME INTL COMPANY GUAR REGS 12/27 0.0000     | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $170966.00    | 0.04%             | 2027-12-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                 | MEITUAN SR UNSECURED REGS 04/28 0.0000                   | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $346892.00    | 0.08%             | 2028-04-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OKTA INC                                                | OKTA INC SR UNSECURED 09/25 0.125                        | CUSIP: N/A<br>LEI: 549300N8J06I8MRHU620       | Long             | DBT              | CORP              | US        |    413000 | PA      | $365348.06    | 0.08%             | 2025-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                           | PARKLAND CORP COMPANY GUAR 144A 07/27 5.875              | CUSIP: 70137TAP0<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $221135.80    | 0.05%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | TIME WARNER CABLE LLC SR SECURED 07/38 7.3               | CUSIP: 88732JAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $91409.85     | 0.02%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TRANSDIGM INC SR SECURED 144A 03/26 6.25                 | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    209000 | PA      | $209135.85    | 0.05%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MERCARI INC                                             | MERCARI INC SR UNSECURED REGS 07/28 0.0000               | CUSIP: N/A<br>LEI: 3538009SK4V5AXSTUJ26       | Long             | DBT              | CORP              | JP        |  40000000 | PA      | $208292.55    | 0.05%             | 2028-07-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FLIGHT CENTRE LTD                                       | FLIGHT CENTRE LTD SR UNSECURED REGS 11/28 1.625          | CUSIP: N/A<br>LEI: 254900BGNUI78EKEJY68       | Long             | DBT              | CORP              | AU        |    200000 | PA      | $116154.64    | 0.03%             | 2028-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TRANSDIGM INC COMPANY GUAR 03/27 7.5                     | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206750.70    | 0.05%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM UK HOLDINGS                                   | TRANSDIGM UK HOLDINGS COMPANY GUAR 05/26 6.875           | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198438.00    | 0.05%             | 2026-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL                                | JPMORGAN CHASE FINANCIAL COMPANY GUAR REGS 01/25 0.0000  | CUSIP: N/A<br>LEI: 549300NJFDJOFYVV6789       | Long             | DBT              | CORP              | US        |    200000 | PA      | $222463.57    | 0.05%             | 2025-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | GLENCORE FUNDING LLC COMPANY GUAR REGS 03/25 0.0000      | CUSIP: N/A<br>LEI: 213800STG1QDNBY87K49       | Long             | DBT              | CORP              | US        |   8200000 | PA      | $9500848.00   | 2.19%             | 2025-03-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                            | PARSONS CORP SR UNSECURED 08/25 0.25                     | CUSIP: N/A<br>LEI: 549300ZXH0VRBSEPX752       | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2977366.40   | 0.69%             | 2025-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                | PATTERSON UTI ENERGY INC SR UNSECURED 11/29 5.15         | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    213000 | PA      | $198997.38    | 0.05%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                          | TRANSOCEAN INC SR SECURED 144A 02/30 8.75                | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    105000 | PA      | $108499.65    | 0.03%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| TRINSEO OP / TRINSEO FIN                                | TRINSEO OP / TRINSEO FIN COMPANY GUAR 144A 04/29 5.125   | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    113000 | PA      | $81750.98     | 0.02%             | 2029-04-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| CELLNEX TELECOM SA                                      | CELLNEX TELECOM SA SR UNSECURED REGS 01/26 1.5           | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $142915.69    | 0.03%             | 2026-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GN STORE NORD                                           | GN STORE NORD SR UNSECURED REGS 05/24 0.0000             | CUSIP: N/A<br>LEI: 5493008U3H3W0NKPFL10       | Long             | DBT              | CORP              | DK        |    100000 | PA      | $100976.70    | 0.02%             | 2024-05-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                              | TRONOX INC COMPANY GUAR 144A 03/29 4.625                 | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    162000 | PA      | $138749.76    | 0.03%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TWILIO INC                                              | TWILIO INC COMPANY GUAR 03/29 3.625                      | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127564.50    | 0.03%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PEGASYSTEMS INC                                         | PEGASYSTEMS INC SR UNSECURED 03/25 0.75                  | CUSIP: N/A<br>LEI: 549300FMCOKPL06FYN26       | Long             | DBT              | CORP              | US        |    173000 | PA      | $151331.75    | 0.03%             | 2025-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                         | OCADO GROUP PLC COMPANY GUAR REGS 12/25 0.875            | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $96418.70     | 0.02%             | 2025-12-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ANLLIAN CAPITAL LTD                                     | ANLLIAN CAPITAL LTD COMPANY GUAR REGS 02/25 0.0000       | CUSIP: N/A<br>LEI: 529900WNC73E6N8L3G81       | Long             | DBT              | CORP              | VG        |   2900000 | PA      | $4002303.67   | 0.92%             | 2025-02-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                  | PENN ENTERTAINMENT INC SR UNSECURED 144A 07/29 4.125     | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $207452.50    | 0.05%             | 2029-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| PENN NATIONAL GAMING INC.                               | PENN NATIONAL GAMING, INC. 2022 TERM LOAN B              | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107560 | PA      | $107619.20    | 0.02%             | 2029-05-03      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| ZALANDO SE                                              | ZALANDO SE SR UNSECURED REGS 08/25 0.05                  | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $197269.95    | 0.05%             | 2025-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | PERFORMANCE FOOD GROUP I COMPANY GUAR 144A 08/29 4.25    | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    217000 | PA      | $193900.35    | 0.04%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PETCO HEALTH AND WELLNESS COMPANY INC.                  | PETCO HEALTH AND WELLNESS COMP 2021 TERM LOAN B          | CUSIP: 71601HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    388088 | PA      | $384713.08    | 0.09%             | 2028-03-04      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| PETSMART INC.                                           | PETSMART INC 2021 TERM LOAN B                            | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    384014 | PA      | $381934.78    | 0.09%             | 2028-02-12      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                | PETSMART INC/PETSMART FI SR SECURED 144A 02/28 4.75      | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $232327.50    | 0.05%             | 2028-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                                  | WILLIAMS SCOTSMAN INTL SR SECURED 144A 06/25 6.125       | CUSIP: 71953LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $236167.95    | 0.05%             | 2025-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                    | PILGRIM S PRIDE CORP COMPANY GUAR 144A 09/27 5.875       | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139010.20    | 0.03%             | 2027-09-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                    | PILGRIM S PRIDE CORP COMPANY GUAR 144A 04/31 4.25        | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    165000 | PA      | $143233.20    | 0.03%             | 2031-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PINDUODUO INC                                           | PINDUODUO INC SR UNSECURED 12/25 0.00000                 | CUSIP: N/A<br>LEI: 5493000573DS7005T657       | Long             | DBT              | CORP              | KY        |    339000 | PA      | $328013.01    | 0.08%             | 2025-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                | PIONEER NATURAL RESOURCE SR UNSECURED 05/25 0.25         | CUSIP: N/A<br>LEI: FY8JBF7CCL2VE4F1B628       | Long             | DBT              | CORP              | US        |    170000 | PA      | $400786.90    | 0.09%             | 2025-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                | PLAINS ALL AMERICAN PIPE JR SUBORDINA 12/99 VAR          | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |    270000 | PA      | $244317.60    | 0.06%             | 2063-10-10      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                   | PLAYTIKA HOLDING CORP COMPANY GUAR 144A 03/29 4.25       | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    113000 | PA      | $93965.15     | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC                               | MILEAGE PLUS HOLDINGS LLC 2020 TERM LOAN B               | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198000 | PA      | $206774.37    | 0.05%             | 2027-06-20      | Floating      | 10.10%                | No            |                  2 | On Loan: No      |
| COUPANG INC                                             | COUPANG INC COMMON STOCK USD.0001                        | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |     21900 | NS      | $369891.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                            | AES CORP/THE PREFERRED STOCK 02/24 6.875                 | CUSIP: N/A<br>LEI: 2NUNNB7D43COUIRE5295       | Long             | EP               | CORP              | US        |      1995 | NS      | $199180.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ACPRODUCTS INC.                                         | ACPRODUCTS INC 2021 TERM LOAN B                          | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108350 | PA      | $88188.23     | 0.02%             | 2028-05-17      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | ACRISURE LLC / FIN INC SR UNSECURED 144A 11/25 7         | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    292000 | PA      | $278375.28    | 0.06%             | 2025-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | ACRISURE LLC / FIN INC SR UNSECURED 144A 08/29 6         | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    333000 | PA      | $275151.24    | 0.06%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                                      | AERCAP HOLDINGS NV COMPANY GUAR 10/79 VAR                | CUSIP: 00774YAA7<br>LEI: 549300SZYINBBLJQU475 | Long             | DBT              | CORP              | NL        |    235000 | PA      | $225068.90    | 0.05%             | 2079-10-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                 | AETHON UN/AETHIN UN FIN SR UNSECURED 144A 02/26 8.25     | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $321737.07    | 0.07%             | 2026-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                                     | AFFIRM HOLDINGS INC SR UNSECURED 11/26 0.00000           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    223000 | PA      | $141468.97    | 0.03%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2B PTT                                  | AIR CANADA 2015 2B PTT PASS THRU CE 144A 06/25 5         | CUSIP: 009088AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     49167 | PA      | $47929.02     | 0.01%             | 2023-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | ALTICE FRANCE SA SR SECURED 144A 10/29 5.5               | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $197782.50    | 0.05%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AXLE AND MANUFACTURING INC.                    | AMERICAN AXLE + MANUFACTURING 2022 TERM LOAN B           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    160000 | PA      | $160266.40    | 0.04%             | 2029-12-13      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | AMERICAN AXLE + MFG INC COMPANY GUAR 07/28 6.875         | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    230000 | PA      | $209847.40    | 0.05%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| NECESS RETAIL/AFIN OP LP                                | NECESS RETAIL/AFIN OP LP COMPANY GUAR 144A 09/28 4.5     | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $192312.50    | 0.04%             | 2028-09-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                              | AMNEAL PHARMACEUTICALS LLC TERM LOAN B                   | CUSIP: 03167DAH7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    376731 | PA      | $356089.79    | 0.08%             | 2025-05-04      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AMWINS GROUP INC SR UNSECURED 144A 06/29 4.875           | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    439000 | PA      | $387399.94    | 0.09%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AMYRIS INC                                              | AMYRIS INC SR UNSECURED 11/26 1.5                        | CUSIP: N/A<br>LEI: 549300BG17WCUK6EIM58       | Long             | DBT              | CORP              | US        |    214000 | PA      | $67624.00     | 0.02%             | 2026-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                   | ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375      | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    211000 | PA      | $196972.72    | 0.05%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| APACHE CORP                                             | APACHE CORP SR UNSECURED 09/40 5.1                       | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    223000 | PA      | $194848.48    | 0.04%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                     | ASSUREDPARTNERS INC SR UNSECURED 144A 08/25 7            | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197676.00    | 0.05%             | 2025-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AT HOME GROUP INC                                       | AT HOME GROUP INC SR SECURED 144A 07/28 4.875            | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |    267000 | PA      | $195305.16    | 0.05%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| AVIATION CAPITAL GROUP                                  | AVIATION CAPITAL GROUP SR UNSECURED 144A 11/27 3.5       | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    248000 | PA      | $222805.68    | 0.05%             | 2027-11-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | BAUSCH HEALTH COS INC SECURED 144A 10/30 14              | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $50377.86     | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                                | BEACON ROOFING SUPPLY IN COMPANY GUAR 144A 05/29 4.125   | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    178000 | PA      | $153489.40    | 0.04%             | 2029-05-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BEASLEY MEZ HLDGS LLC                                   | BEASLEY MEZ HLDGS LLC SR SECURED 144A 02/26 8.625        | CUSIP: 07403VAA7<br>LEI: 549300VK8LJV1TK18D38 | Long             | DBT              | CORP              | US        |    169000 | PA      | $110526.00    | 0.03%             | 2026-02-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                       | BHARTI AIRTEL LTD SR UNSECURED 144A 02/25 1.5            | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | DBT              | CORP              | IN        |    325000 | PA      | $418736.50    | 0.10%             | 2025-02-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BILL.COM HOLDINGS INC                                   | BILL.COM HOLDINGS INC SR UNSECURED 12/25 0.00000         | CUSIP: N/A<br>LEI: 549300IBF9VZZIGOZW63       | Long             | DBT              | CORP              | US        |     94000 | PA      | $98730.08     | 0.02%             | 2025-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARC RESOURCES LTD                                       | ARC RESOURCES LTD COMMON STOCK                           | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |      3435 | NS      | $39912.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL.COM HOLDINGS INC                                   | BILL.COM HOLDINGS INC SR UNSECURED 04/27 0.00000         | CUSIP: N/A<br>LEI: 549300IBF9VZZIGOZW63       | Long             | DBT              | CORP              | US        |    208000 | PA      | $168436.32    | 0.04%             | 2027-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                 | BIOMARIN PHARMACEUTICAL SR SUBORDINA 08/24 0.599         | CUSIP: N/A<br>LEI: NSLL8ITTRR0J5HEMR848       | Long             | DBT              | CORP              | US        |   1768000 | PA      | $1953445.52   | 0.45%             | 2024-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: —       |
| BOOKING HOLDINGS INC                                    | BOOKING HOLDINGS INC SR UNSECURED 05/25 0.75             | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |    145000 | PA      | $207046.95    | 0.05%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 B PTT                                  | BRITISH AIR 21 1 B PTT PASS THRU CE 144A 03/33 3.9       | CUSIP: 11042CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239632 | PA      | $204894.65    | 0.05%             | 2031-09-15      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                               | ALIBABA GROUP HOLDING SP ADR ADR USD.000025              | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      8175 | NS      | $900885.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                            | ALPHABET INC CL A COMMON STOCK USD.001                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    112000 | NS      | $11070080.00  | 2.55%             |  |  |  | No            |                  1 | On Loan: —       |
| BURFORD CAPITAL GLBL FIN                                | BURFORD CAPITAL GLBL FIN COMPANY GUAR 144A 04/30 6.875   | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183030.00    | 0.04%             | 2030-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | LAS VEGAS SANDS CORP COMMON STOCK USD.001                | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     64000 | NS      | $3776000.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: —       |
| UNIVISION COMMUNICATIONS INC.                           | UNIVISION COMMUNICATIONS INC 2022 FIRST LIEN TERM LOAN B | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    104475 | PA      | $104605.59    | 0.02%             | 2029-06-24      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                          | VFH PARENT LLC 2022 TERM LOAN B                          | CUSIP: N/A<br>LEI: 549300FRO9M476YHHY64       | Long             | LON              | CORP              | US        |    292050 | PA      | $291137.34    | 0.07%             | 2029-01-13      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| ALTICE USA INC                                          | ALTICE USA INC  A COMMON STOCK USD.01                    | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      4575 | NS      | $22417.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                          | AMAZON.COM INC COMMON STOCK USD.01                       | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | Long             | EC               | CORP              | US        |     89300 | NS      | $9209509.00   | 2.12%             |  |  |  | No            |                  1 | On Loan: —       |
| VOC ESCROW LTD SR SECURED 144A 02/28 5                  | VOC ESCROW LTD SR SECURED 144A 02/28 5                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    190000 | PA      | $167517.30    | 0.04%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                 | VZ SECURED FINANCING BV SR SECURED 144A 01/32 5          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $214372.50    | 0.05%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VECTOR GROUP LTD                                        | VECTOR GROUP LTD SR SECURED 144A 02/29 5.75              | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |    342000 | PA      | $298819.08    | 0.07%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875     | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49115.00     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                          | AMERICAN ELECTRIC POWER PREFERRED STOCK 08/23 6.125      | CUSIP: N/A<br>LEI: 1B4S6S7G0TW5EE83BO58       | Long             | EP               | CORP              | US        |      3319 | NS      | $170762.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BRITISH AMERICAN TOBACCO PLC                            | BRITISH AMERICAN TOBACCO PLC COMMON STOCK GBP.25         | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     77500 | NS      | $2970869.23   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125     | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48884.55     | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | VENTURE GLOBAL CALCASIEU SR SECURED 144A 01/30 6.25      | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15298.65     | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                                               | APPLE INC COMMON STOCK USD.00001                         | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | EC               | CORP              | US        |     66700 | NS      | $9624143.00   | 2.22%             |  |  |  | No            |                  1 | On Loan: —       |
| AUTOMATIC DATA PROCESSING INC                           | AUTOMATIC DATA PROCESSING COMMON STOCK USD.1             | CUSIP: N/A<br>LEI: HGBOLILQXWER4SAL2I23       | Long             | EC               | CORP              | US        |      9310 | NS      | $2102291.10   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV GROUP CORPORATION                                | VERTIV GROUP CORPORATION SR SECURED 144A 11/28 4.125     | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    217000 | PA      | $189325.99    | 0.04%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                     | VIAVI SOLUTIONS INC COMPANY GUAR 144A 10/29 3.75         | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    275000 | PA      | $240047.50    | 0.06%             | 2029-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AUTOZONE INC COMMON STOCK USD.01                         | CUSIP: N/A<br>LEI: GA3JGKJ41LJKXDN23E90       | Long             | EC               | CORP              | US        |      1150 | NS      | $2804677.50   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| B RILEY FINANCIAL INC                                   | B RILEY FINANCIAL INC PREFERRED STOCK 08/28 5.25         | CUSIP: 05580M819<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5357 | NS      | $113782.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | PARAMOUNT GLOBAL JR SUBORDINA 03/62 VAR                  | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91467.60     | 0.02%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                       | WASTE PRO USA INC SR UNSECURED 144A 02/26 5.5            | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232782.50    | 0.05%             | 2026-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                | WEATHERFORD INTERNATIONA SR SECURED 144A 09/28 6.5       | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    234000 | PA      | $233220.78    | 0.05%             | 2028-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                | WEATHERFORD INTERNATIONA COMPANY GUAR 144A 04/30 8.625   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    155000 | PA      | $156427.55    | 0.04%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | BANK OF AMERICA CORP COMMON STOCK USD.01                 | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | EC               | CORP              | US        |    189000 | NS      | $6705720.00   | 1.55%             |  |  |  | No            |                  1 | On Loan: —       |
| CSC HOLDINGS LLC                                        | CSC HOLDINGS LLC SR UNSECURED 144A 01/30 5.75            | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $189618.00    | 0.04%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                     | LSF11 A5 HOLDCO LLC 2023 INCREMENTAL TERM LOAN B         | CUSIP: N/A<br>LEI: 254900FPK7P5WNA66Y10       | Long             | LON              | CORP              | US        |    105000 | PA      | $102637.50    | 0.02%             | 2028-10-15      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO DISTRIBUTION INC COMPANY GUAR 144A 06/28 7.25      | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68959.75     | 0.02%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC HOLDINGS LLC COMPANY GUAR 144A 11/31 4.5             | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147568.00    | 0.03%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT CORP                              | CAESARS ENTERTAINMENT CORP TERM LOAN B                   | CUSIP: 12768EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $105037.80    | 0.02%             | 2030-01-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                                  | WILLIAMS SCOTSMAN INTL SR SECURED 144A 08/28 4.625       | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51009.75     | 0.01%             | 2028-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                  | XHR LP SR SECURED 144A 08/25 6.375                       | CUSIP: 98372MAA3<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    237000 | PA      | $235194.06    | 0.05%             | 2025-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                     | CALLON PETROLEUM CO COMPANY GUAR 144A 06/30 7.5          | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    305000 | PA      | $295441.30    | 0.07%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                          | CANADIAN NATURAL RESOURCES COMMON STOCK                  | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    100600 | NS      | $6174891.59   | 1.42%             |  |  |  | No            |                  1 | On Loan: —       |
| DANA INC                                                | DANA INC SR UNSECURED 09/30 4.25                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $148902.25    | 0.03%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MENICON CO LTD                                          | MENICON CO LTD SR UNSECURED REGS 01/25 0.0000            | CUSIP: N/A<br>LEI: 3538000OOSRECSEX2327       | Long             | DBT              | CORP              | JP        |  30000000 | PA      | $241571.85    | 0.06%             | 2025-01-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KYORITSU MAINTENANCE CO                                 | KYORITSU MAINTENANCE CO SR UNSECURED REGS 01/26 0.0000   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        | 330000000 | PA      | $3363102.22   | 0.78%             | 2026-01-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | CARNIVAL CORP SECURED 144A 02/26 10.5                    | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    112000 | PA      | $117272.96    | 0.03%             | 2026-02-01      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | CARNIVAL CORP SR UNSECURED 144A 03/26 7.625              | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     56000 | PA      | $51020.48     | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| SHOP APOTHEKE EUROPE NV                                 | SHOP APOTHEKE EUROPE NV SR UNSECURED REGS 01/28 0.0000   | CUSIP: N/A<br>LEI: 529900JK6UXHY1YKZ082       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $84711.84     | 0.02%             | 2028-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                            | PRYSMIAN SPA SR UNSECURED REGS 02/26 0.0000              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |   3000000 | PA      | $3478272.21   | 0.80%             | 2026-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                                 | JP MORGAN CHASE BANK NA SR UNSECURED REGS 02/24 0.0000   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100000 | PA      | $113800.72    | 0.03%             | 2024-02-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL BV                                        | AMERICA MOVIL BV COMPANY GUAR REGS 03/24 0.0000          | CUSIP: N/A<br>LEI: 724500AVF7ZU7L61BL70       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $227166.58    | 0.05%             | 2024-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL FASHION GROUP SA                                 | GLOBAL FASHION GROUP SA SR UNSECURED REGS 03/28 1.25     | CUSIP: N/A<br>LEI: 5493001035L29EQRO222       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $168940.99    | 0.04%             | 2028-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ISHARES MSCI TAIWAN ETF                                 | ISHARES MSCI TAIWAN ETF JUN23 44.81 CALL                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1280 | NC      | $355200.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIAGE SERVICES INC                                   | CARRIAGE SERVICES INC COMPANY GUAR 144A 05/29 4.25       | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $214162.00    | 0.05%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                    | CARPENTER TECHNOLOGY SR UNSECURED 03/30 7.625            | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56515.25     | 0.01%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | CARVANA CO COMPANY GUAR 144A 09/29 4.875                 | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    165000 | PA      | $73705.50     | 0.02%             | 2029-09-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                 | CENTRAL GARDEN + PET CO COMPANY GUAR 144A 04/31 4.125    | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    251000 | PA      | $210877.65    | 0.05%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                                | MARRIOTT VACATION WORLDW COMPANY GUAR 01/26 0.00000      | CUSIP: N/A<br>LEI: 549300WA6BT5H4F7IO94       | Long             | DBT              | CORP              | US        |    920000 | PA      | $994207.20    | 0.23%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                              | MASTEC INC COMPANY GUAR 144A 08/28 4.5                   | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102037.10    | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | MATCH GROUP HLD II LLC SR UNSECURED 144A 10/31 3.625     | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    109000 | PA      | $87581.50     | 0.02%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                     | MCLAREN FINANCE PLC SR SECURED 144A 08/26 7.5            | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $196934.40    | 0.05%             | 2026-08-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NCR CORP                                                | NCR CORP COMPANY GUAR 144A 04/29 5.125                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    113000 | PA      | $98424.13     | 0.02%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL CORPORATION LTD COMPANY GUAR 02/27 1.125             | CUSIP: N/A<br>LEI: UNZWILHE4KMRP9K2L524       | Long             | DBT              | CORP              | BM        |    447000 | PA      | $342294.72    | 0.08%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                   | NABORS INDUSTRIES INC COMPANY GUAR 144A 05/27 7.375      | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105219.45    | 0.02%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | NATIONSTAR MTG HLD INC COMPANY GUAR 144A 08/28 5.5       | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $262428.00    | 0.06%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                 | NEW FORTRESS ENERGY INC SR SECURED 144A 09/25 6.75       | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $212285.97    | 0.05%             | 2025-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                 | NEW FORTRESS ENERGY INC SR SECURED 144A 09/26 6.5        | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $104434.60    | 0.02%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NEW RELIC INC                                           | NEW RELIC INC SR UNSECURED 05/23 0.5                     | CUSIP: N/A<br>LEI: 549300AB8FY2HQILL804       | Long             | DBT              | CORP              | US        |    186000 | PA      | $183617.34    | 0.04%             | 2023-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | NEWELL BRANDS INC SR UNSECURED 09/27 6.375               | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55364.10     | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                                       | NEWELL BRANDS INC SR UNSECURED 09/29 6.625               | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27400.14     | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| NICE LTD                                                | NICE LTD SR UNSECURED 09/25 0.00000                      | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | DBT              | CORP              | IL        |    162000 | PA      | $155163.60    | 0.04%             | 2025-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                           | NORDSTROM INC SR UNSECURED 01/44 5                       | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    110000 | PA      | $74133.40     | 0.02%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NORDSTROM INC                                           | NORDSTROM INC SR UNSECURED 08/31 4.25                    | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    105000 | PA      | $79067.10     | 0.02%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                | NORTHERN OIL AND GAS INC SR UNSECURED 144A 04/29 3.625   | CUSIP: N/A<br>LEI: OKFF0PIZDDMNH4UCYE51       | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1898140.97   | 0.44%             | 2029-04-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                                         | GEN DIGITAL INC COMPANY GUAR 144A 09/27 6.75             | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101541.00    | 0.02%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                                         | GEN DIGITAL INC COMPANY GUAR 144A 09/30 7.125            | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101609.00    | 0.02%             | 2030-09-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                            | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    272000 | PA      | $248915.36    | 0.06%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NUVASIVE INC                                            | NUVASIVE INC SR UNSECURED 03/25 0.375                    | CUSIP: N/A<br>LEI: 549300C5ZB4NZ6TWM881       | Long             | DBT              | CORP              | US        |    165000 | PA      | $148203.00    | 0.03%             | 2025-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | POST HOLDINGS INC COMPANY GUAR 144A 03/27 5.75           | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108555.70    | 0.03%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | POST HOLDINGS INC COMPANY GUAR 144A 08/27 2.5            | CUSIP: N/A<br>LEI: JM1I5YUAURL6DC8N1468       | Long             | DBT              | CORP              | US        |   4675000 | PA      | $5101406.75   | 1.18%             | 2027-08-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                | PREMIER ENTERTAINMENT SU COMPANY GUAR 144A 09/29 5.625   | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $222253.50    | 0.05%             | 2029-09-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375     | SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375      | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $45226.16     | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STRIDE INC                                              | STRIDE INC SR UNSECURED 09/27 1.125                      | CUSIP: N/A<br>LEI: 254900BRWS3AFONWU277       | Long             | DBT              | CORP              | US        |    162000 | PA      | $168716.52    | 0.04%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                  | SUNOCO LP/FINANCE CORP COMPANY GUAR 04/30 4.5            | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $48198.78     | 0.01%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNRUN INC                                              | SUNRUN INC SR UNSECURED 02/26 0.00000                    | CUSIP: N/A<br>LEI: 54930007SJ77CI66U531       | Long             | DBT              | CORP              | US        |    393000 | PA      | $279949.62    | 0.06%             | 2026-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | 867ESCAC9 SUNEDISON INC 10/18 FIXED 2                    | CUSIP: N/A<br>LEI: 5493004W8FBXFVSWVZ87       | Long             | DBT              | CORP              | US        |    275000 | PA      | $2750.00      | 0.00%             | 2049-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | CB144A SUNEDISON INC 01/20 0.25 FIXED                    | CUSIP: N/A<br>LEI: 5493004W8FBXFVSWVZ87       | Long             | DBT              | CORP              | US        |   2261000 | PA      | $22610.00     | 0.01%             | 2049-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC.                                       | TKC HOLDINGS INC 2021 TERM LOAN                          | CUSIP: 87256FAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    141190 | PA      | $118540.35    | 0.03%             | 2028-05-14      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                    | TTM TECHNOLOGIES INC COMPANY GUAR 144A 03/29 4           | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    315000 | PA      | $275357.25    | 0.06%             | 2029-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| TABULA RASA HLTHCR INC                                  | TABULA RASA HLTHCR INC SR SUBORDINA 02/26 1.75           | CUSIP: N/A<br>LEI: 549300K6KY242XRMEF28       | Long             | DBT              | CORP              | US        |    171000 | PA      | $137778.12    | 0.03%             | 2026-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                    | TAYLOR MORRISON COMM COMPANY GUAR 144A 01/28 5.75        | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    163000 | PA      | $158303.97    | 0.04%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HANA FINANCIAL GROUP INC                                | HANA FINANCIAL GROUP COMMON STOCK KRW5000.               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     33400 | NS      | $1326888.92   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-31

**Name of Applicant:** Calamos Global Dynamic Income Fund

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer