# EDGAR Filing Document

**Accession Number:** 0001219120
**File Stem:** 0000913181-25-000421
**Filing Date:** 2025-12
**Character Count:** 210259
**Document Hash:** 589f4261eda02c75851fec61ddd6c441
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000913181-25-000421.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0000913181-25-000421

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVENT CONVERTIBLE & INCOME FUND
- **CENTRAL INDEX KEY:** 0001219120

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21309
- **FILM NUMBER:** 251604988

**BUSINESS ADDRESS:**
- **STREET 1:** 227 W. MONROE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-827-0100

**MAIL ADDRESS:**
- **STREET 1:** 227 W. MONROE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ADVENT CLAYMORE CONVERTIBLE SECURITIES & INCOME FUND
- **DATE OF NAME CHANGE:** 20030219

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Advent Convertible and Income Fund

- **b. Investment Company Act file number:** 811-21309

- **c. CIK number of Registrant:** 0001219120

- **d. LEI of Registrant:** ZEFY1K43K8JK66NIVK50

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

  - **Street Address 1:** 888 Seventh Ave, 31st Floor

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** 212-482-1600

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

- **a. Name of Series:** Advent Convertible and Income Fund

- **c. LEI of Series:** ZEFY1K43K8JK66NIVK50

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $945971694.62

**Total Liabilities:** $354940612.08

**Net Assets:** $591031082.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 12.24543185 | **1-Year:** 427.19176654 | **5-Year:** 21922.10528036 | **10-Year:** 7313.93482573 | **30-Year:** 2342.97431103

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

- **3-Month:** 48.46285020 | **1-Year:** 2235.58961800 | **5-Year:** 105940.65244989 | **10-Year:** 36863.51638099 | **30-Year:** 4588.60959469

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.43%                | 3.64%                | 1.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7704649.89              | $5636471.06                                |
| Month 2  | $14131209.99             | $5133180.64                                |
| Month 3  | $8639390.06              | $976315.24                                 |

**Designated Index Information**

- **Index Name:** ICE BOFA US CONVERTIBLE INDEX

- **Index Identifier:** VXA0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CIVITAS RESOURCES INC                                                             | Civitas Resources, Inc.                                                                              | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     2448000 | PA      | $2524035.42   | 0.43%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                          | First Quantum Minerals Ltd.                                                                          | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1745000 | PA      | $1813399.50   | 0.31%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                           | Jane Street Group / JSG Finance, Inc.                                                                | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      533000 | PA      | $557524.94    | 0.09%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG Energy, Inc.                                                                                     | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1927000 | PA      | $1800143.47   | 0.30%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                 | Barclays Bank plc                                                                                    | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     2806000 | PA      | $3180769.36   | 0.54%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| H WORLD GROUP LTD                                                                 | H World Group Ltd.                                                                                   | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |     1018000 | PA      | $1121327.00   | 0.19%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |      655244 | NC      | $-17521.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                         | Baidu, Inc.                                                                                          | CUSIP: YQ2199616<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     1600000 | PA      | $1620000.00   | 0.27%             | 2032-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                                                          | Travere Therapeutics, Inc.                                                                           | CUSIP: 89422GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1023000 | PA      | $1398747.90   | 0.24%             | 2029-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                                                   | Nebius Group N.V.                                                                                    | CUSIP: 63954QAF3<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |     3622000 | PA      | $4619861.00   | 0.78%             | 2032-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                          | Live Nation Entertainment, Inc.                                                                      | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     3401000 | PA      | $5138570.90   | 0.87%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                             | Playtika Holding Corp.                                                                               | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     3388000 | PA      | $3063073.86   | 0.52%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     -116963 | NC      | $2690.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                  | FirstEnergy Corp.                                                                                    | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     3044000 | PA      | $3310350.00   | 0.56%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BIZLINK HOLDING INC                                                               | Bizlink Holding, Inc.                                                                                | CUSIP: YK1730232<br>LEI: 213800YAKRFVU5XOX138 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $1164800.00   | 0.20%             | 2030-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP                                                           | Ping An Insurance Group Company of China Ltd.                                                        | CUSIP: YN1128530<br>LEI: 529900M9MC28JLN35U89 | Long             | DBT              | CORP              | CN        |    21000000 | PA      | $3077507.01   | 0.52%             | 2030-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                          | Discovery Communications LLC                                                                         | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2108107.81   | 0.36%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |      993163 | NC      | $-7287.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver JPY                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        | -1223397755 | NC      | $423167.86    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT NV                                                                       | Euronext N.V.                                                                                        | CUSIP: YO7904098<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1595544.76   | 0.27%             | 2032-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                  | Welltower OP LLC                                                                                     | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     3133000 | PA      | $4655638.00   | 0.79%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                           | Howard Midstream Energy Partners LLC                                                                 | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      269000 | PA      | $277448.75    | 0.05%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                           | PPL Capital Funding, Inc.                                                                            | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     3582000 | PA      | $4066465.50   | 0.69%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CIPHER MINING                                                                     | Cipher Mining, Inc.                                                                                  | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |     1563000 | PA      | $2211645.00   | 0.37%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI                                                           | Bloomin' Brands Incorporated / OSI Restaurant Partners LLC                                           | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1614000 | PA      | $1428784.14   | 0.24%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                                           | Elis S.A.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |      600000 | PA      | $1071481.90   | 0.18%             | 2029-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PLANET LABS PBC                                                                   | Planet Labs PBC                                                                                      | CUSIP: 72703XAA4<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $2177000.00   | 0.37%             | 2030-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                                          | Burford Capital Global Finance LLC                                                                   | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     1614000 | PA      | $1605235.98   | 0.27%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GRAB HOLDINGS LTD                                                                 | Grab Holdings Ltd.                                                                                   | CUSIP: YN3063776<br>LEI: 549300N4VQX83VPJF439 | Long             | DBT              | CORP              | KY        |     2350000 | PA      | $2721605.50   | 0.46%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                                                   | GS Finance Corp.                                                                                     | CUSIP: 36255HEL8<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |     2504000 | PA      | $2428128.80   | 0.41%             | 2028-08-14      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GAMESTOP CORP                                                                     | GameStop Corp.                                                                                       | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |     4857000 | PA      | $4980853.50   | 0.84%             | 2032-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RESONAC HOLDINGS CORP                                                             | Resonac Holdings Corp.                                                                               | CUSIP: ZB6553836<br>LEI: 5493006AIPA1V92YPP18 | Long             | DBT              | CORP              | JP        |   110000000 | PA      | $1028204.21   | 0.17%             | 2028-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                                            | Calumet Specialty Products Partners Limited Partnership / Calumet Finance Corp.                      | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1856000 | PA      | $1828187.84   | 0.31%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BITDEER TECHNOLOGIES GRP                                                          | Bitdeer Technologies Group                                                                           | CUSIP: 09175RAB6<br>LEI: 2549007M2KGWVJ9XFP20 | Long             | DBT              | CORP              | KY        |     1500000 | PA      | $2564062.50   | 0.43%             | 2029-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                                               | Shift4 Payments, Inc.                                                                                | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       42566 | NS      | $3637690.36   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                           | Digital Realty Trust, LP                                                                             | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     3815000 | PA      | $4033218.00   | 0.68%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                              | Western Digital Corp.                                                                                | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      756000 | PA      | $3029670.00   | 0.51%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                          | Advanced Drainage Systems, Inc.                                                                      | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      759000 | PA      | $757666.06    | 0.13%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BITDEER TECHNOLOGIES GRP                                                          | Bitdeer Technologies Group                                                                           | CUSIP: 09175RAD2<br>LEI: 2549007M2KGWVJ9XFP20 | Long             | DBT              | CORP              | KY        |     2075000 | PA      | $3536578.13   | 0.60%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                               | NCL Corporation Ltd.                                                                                 | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     7259000 | PA      | $8084711.25   | 1.37%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                | Vertiv Holdings Co.                                                                                  | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       15000 | NS      | $2892900.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                                          | Super Micro Computer, Inc.                                                                           | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |     2090000 | PA      | $2469201.63   | 0.42%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                  | SCGEN RR 1.8825% 12/15/25                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -56002928 | PA      | $-56002928.34 | -9.48%            |  |  |  | No            |                  2 | On Loan: No      |
| CHOW TAI FOOK JEWELLERY                                                           | Chow Tai Fook Jewellery Group Ltd.                                                                   | CUSIP: YN5002756<br>LEI: 254900VXRL7SRSF44G79 | Long             | DBT              | CORP              | KY        |     8000000 | PA      | $1118344.88   | 0.19%             | 2030-06-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                              | Cleveland-Cliffs, Inc.                                                                               | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1078000 | PA      | $1121245.66   | 0.19%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                           | Kodiak Gas Services LLC                                                                              | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     1612000 | PA      | $1661141.82   | 0.28%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |       57113 | NC      | $-1425.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     -895000 | NC      | $10754.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                                          | Prime Healthcare Services, Inc.                                                                      | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2379000 | PA      | $2504837.21   | 0.42%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver CAD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -2544220 | NC      | $26739.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                | Seagate HDD Cayman                                                                                   | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      361000 | PA      | $1130787.38   | 0.19%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                        | DaVita, Inc.                                                                                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     3198000 | PA      | $3091619.17   | 0.52%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                                              | Veritiv Operating Co.                                                                                | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     2084000 | PA      | $2171369.62   | 0.37%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ALIPAY SG HOLDING                                                                 | Alipay Singapore Holding Pte Ltd.                                                                    | CUSIP: YL8324987<br>LEI: 213800JLXI53Q2PGGN06 | Long             | DBT              | CORP              | SG        |     1200000 | PA      | $1218000.00   | 0.21%             | 2025-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BKFHGC                                                                            | MTU Aero Engines AG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |     1900000 | PA      | $2480390.57   | 0.42%             | 2027-03-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                            | Albertsons Companies Incorporated / Safeway Inc / New Albertsons Limited Partnership / Albertsons LL | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1087506.05   | 0.18%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP                                                          | Galaxy Digital Holdings, LP                                                                          | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3578000 | PA      | $3534169.50   | 0.60%             | 2031-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/ THE                                                                | GEO Group, Inc.                                                                                      | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     3591000 | PA      | $3794056.69   | 0.64%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TransDigm, Inc.                                                                                      | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      538000 | PA      | $557861.01    | 0.09%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                            | CCO Holdings LLC / CCO Holdings Capital Corp.                                                        | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4752000 | PA      | $4521525.15   | 0.77%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LITHIUM ARGENTINA AG                                                              | Lithium Argentina AG                                                                                 | CUSIP: 53680QAA6<br>LEI: 25490091H0GF6CS01G98 | Long             | DBT              | CORP              | CH        |      787000 | PA      | $712235.00    | 0.12%             | 2027-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                             | Wells Fargo & Co.                                                                                    | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        2077 | NS      | $2569768.25   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                                          | Solaris Energy Infrastructure, Inc.                                                                  | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      770000 | PA      | $1724800.00   | 0.29%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                          | Apollo Global Management, Inc.                                                                       | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       33573 | NS      | $2193659.82   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |      505000 | NC      | $-4699.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                          | CHS/Community Health Systems, Inc.                                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1795000 | PA      | $1684207.93   | 0.28%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                                        | Ciena Corp.                                                                                          | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |     3680000 | PA      | $3539897.98   | 0.60%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                                | NextEra Energy, Inc.                                                                                 | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      105267 | NS      | $5529675.51   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                                                     | CoreWeave, Inc.                                                                                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     1081000 | PA      | $1082029.26   | 0.18%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                 | Post Holdings, Inc.                                                                                  | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     2778000 | PA      | $2696767.72   | 0.46%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                      | Terawulf, Inc.                                                                                       | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      466000 | PA      | $694340.00    | 0.12%             | 2031-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CTF SERVICES LTD                                                                  | CTF Services Ltd.                                                                                    | CUSIP: YK4133806<br>LEI: 2549002WHK9XGQC01O62 | Long             | DBT              | CORP              | BM        |    12000000 | PA      | $1550526.23   | 0.26%             | 2028-10-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL                                                          | Goldman Sachs Finance Corporation International Ltd.                                                 | CUSIP: YR9079595<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |     1300000 | PA      | $1371500.00   | 0.23%             | 2028-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                                                                | MakeMyTrip Ltd.                                                                                      | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |     3423000 | PA      | $3303879.60   | 0.56%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                           | Tallgrass Energy Partners Limited Partnership / Tallgrass Energy Finance Corp.                       | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3156000 | PA      | $3251279.64   | 0.55%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BRUKER CORP                                                                       | Bruker Corp.                                                                                         | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |       28003 | NS      | $8855948.75   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                                              | Bridgebio Pharma, Inc.                                                                               | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |     1643000 | PA      | $2490171.88   | 0.42%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                             | Mineral Resources Ltd.                                                                               | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     1077000 | PA      | $1115722.46   | 0.19%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                           | Teva Pharmaceutical Finance Netherlands III BV                                                       | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     2410000 | PA      | $2506101.16   | 0.42%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                           | Talen Energy Supply LLC                                                                              | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     2694000 | PA      | $2860696.64   | 0.48%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| WORKIVA INC                                                                       | Workiva, Inc.                                                                                        | CUSIP: 98139AAB1<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |     1865000 | PA      | $2198089.00   | 0.37%             | 2026-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                            | Vmed O2 UK Financing I plc                                                                           | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1187000 | PA      | $1231910.15   | 0.21%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                  | SCGEN RR FLOAT 175 DY ROL                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -52007208 | PA      | $-52007207.78 | -8.80%            |  |  |  | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                                               | Exact Sciences Corp.                                                                                 | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |     3968000 | PA      | $4465190.40   | 0.76%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLIGHT CENTRE LTD                                                                 | Flight Centre Travel Group Ltd.                                                                      | CUSIP: YL7018119<br>LEI: 254900BGNUI78EKEJY68 | Long             | DBT              | CORP              | AU        |     1700000 | PA      | $1127466.75   | 0.19%             | 2032-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver HKD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -9000000 | NC      | $-646.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KALVISTA PHARMA INC                                                               | KalVista Pharmaceuticals, Inc.                                                                       | CUSIP: 483497AA1<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | DBT              | CORP              | US        |     2491000 | PA      | $2540820.00   | 0.43%             | 2031-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI                                                          | Viking Baked Goods Acquisition Corp.                                                                 | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |     3356000 | PA      | $3380972.00   | 0.57%             | 2031-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                    | Open Text Corp.                                                                                      | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     3536000 | PA      | $3349930.38   | 0.57%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                                          | Solaris Energy Infrastructure, Inc.                                                                  | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     1072000 | PA      | $1277958.00   | 0.22%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                                                               | Centrus Energy Corp.                                                                                 | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |      554000 | PA      | $986258.50    | 0.17%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                                           | WE Soda Investments Holding plc                                                                      | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     2122000 | PA      | $2113732.60   | 0.36%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                         | PG&E Corp.                                                                                           | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      429000 | PA      | $441398.10    | 0.07%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RAG-STIFTUNG                                                                      | RAG-Stiftung                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1320595.28   | 0.22%             | 2029-11-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Q2 HOLDINGS INC                                                                   | Q2 Holdings, Inc.                                                                                    | CUSIP: 74736LAD1<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |     1524000 | PA      | $1514094.00   | 0.26%             | 2026-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| M/A-COM TECH SOLUTIONS                                                            | MACOM Technology Solutions Holdings, Inc.                                                            | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2692962.50   | 0.46%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                                                                   | Lucid Group, Inc.                                                                                    | CUSIP: 549498AC7<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |      836000 | PA      | $677201.80    | 0.11%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                                                  | Cytokinetics, Inc.                                                                                   | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |      776000 | PA      | $963093.60    | 0.16%             | 2031-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Saipem SpA                                                                        | Saipem SpA                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $1634449.28   | 0.28%             | 2029-09-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                                            | Array Technologies, Inc.                                                                             | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |      424000 | PA      | $573036.00    | 0.10%             | 2031-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                             | Freedom Mortgage Corp.                                                                               | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     3912000 | PA      | $4358093.18   | 0.74%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                            | CenterPoint Energy, Inc.                                                                             | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      697000 | PA      | $768442.50    | 0.13%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     -237881 | NC      | $6780.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                                               | AST SpaceMobile, Inc.                                                                                | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |     3135000 | PA      | $3344261.25   | 0.57%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                            | Penn Entertainment, Inc.                                                                             | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      771000 | PA      | $773505.75    | 0.13%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                      | Broadcom, Inc.                                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        5000 | NS      | $1848150.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL                                                          | Goldman Sachs Finance Corporation International Ltd.                                                 | CUSIP: YO2978188<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |     1900000 | PA      | $2578947.37   | 0.44%             | 2030-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec JPY / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    16040000 | NC      | $-1760.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                           | Stagwell Global LLC                                                                                  | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     2086000 | PA      | $1991043.40   | 0.34%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                               | NCL Corporation Ltd.                                                                                 | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     2148000 | PA      | $2174052.23   | 0.37%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                                                                  | Armor Holdco, Inc.                                                                                   | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |     3080000 | PA      | $3087807.80   | 0.52%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec AUD / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     1683305 | NC      | $-7140.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                                                             | DigitalOcean Holdings, Inc.                                                                          | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |     2868000 | PA      | $3600774.00   | 0.61%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TETRA TECH INC                                                                    | Tetra Tech, Inc.                                                                                     | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |     2769000 | PA      | $2951892.45   | 0.50%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                            | Cloud Software Group, Inc.                                                                           | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      269000 | PA      | $269851.54    | 0.05%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                                | Osaic Holdings, Inc.                                                                                 | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      269000 | PA      | $277946.13    | 0.05%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARADIGM PRNT/CO-ISSUER                                                           | Paradigm Parent LLC and Paradigm Parent CO-Issuer, Inc.                                              | CUSIP: 69902PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2152000 | PA      | $2030992.74   | 0.34%             | 2032-04-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TXNM ENERGY INC                                                                   | TXNM Energy, Inc.                                                                                    | CUSIP: 69349HAF4<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |     1177000 | PA      | $1550698.10   | 0.26%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                               | Sound Point CLO XXVII Ltd.                                                                           | CUSIP: 83611VBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2500000 | PA      | $2415442.50   | 0.41%             | 2034-10-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                                                                      | Zscaler, Inc.                                                                                        | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |     1853000 | PA      | $1916002.00   | 0.32%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -1342500 | NC      | $27049.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                           | Akamai Technologies, Inc.                                                                            | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     3024000 | PA      | $3061800.00   | 0.52%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ANLLIAN CAPITAL 2 LTD                                                             | Anllian Capital 2 Ltd.                                                                               | CUSIP: YT5815691<br>LEI: 529900ESV3CEMDZ51067 | Long             | DBT              | CORP              | VG        |     1800000 | PA      | $2098337.95   | 0.36%             | 2029-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |      401685 | NC      | $-2793.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD                                                                | Trip.com Group Ltd.                                                                                  | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |     2278000 | PA      | $2791689.00   | 0.47%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                          | Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US LLC                             | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2277000 | PA      | $2247513.76   | 0.38%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                        | Phinia, Inc.                                                                                         | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     2305000 | PA      | $2380799.93   | 0.40%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                                                            | Planet Financial Group LLC                                                                           | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2500938.94   | 0.42%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                                           | ION Platform Finance US, Inc.                                                                        | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     1616000 | PA      | $1578888.67   | 0.27%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Advent Convertible Bond ETF                                                       | Advent Convertible Bond ETF                                                                          | CUSIP: 75526L845<br>LEI: 5299000BV8UTUPHUUZ42 | Long             | EC               | RF                | US        |      990000 | NS      | $26552097.00  | 4.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                                                     | EchoStar Corp.                                                                                       | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1347000 | PA      | $1483780.74   | 0.25%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                                     | VoltaGrid LLC                                                                                        | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      270000 | PA      | $274634.79    | 0.05%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | Level 3 Financing, Inc.                                                                              | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      268000 | PA      | $274682.04    | 0.05%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                                                   | Rivian Automotive, Inc.                                                                              | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     2086000 | PA      | $1792656.25   | 0.30%             | 2030-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                                                 | Ivanhoe Mines Ltd.                                                                                   | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |      300000 | NS      | $3003961.03   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN GREETINGS CORP                                                           | American Greetings Corp.                                                                             | CUSIP: 02639DAN6<br>LEI: 549300WMJOT8C9DNMF90 | Long             | LON              | CORP              | US        |      827000 | PA      | $810716.37    | 0.14%             | 2029-10-30      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                  | SCGEN RR FLOAT 175 DY ROL                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -84011643 | PA      | $-84011643.33 | -14.21%           |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                         | Amgen, Inc.                                                                                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       13000 | NS      | $3879590.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                          | AT&T, Inc.                                                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      125000 | NS      | $3093750.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BIT DIGITAL INC                                                                   | Bit Digital, Inc.                                                                                    | CUSIP: YK5520217<br>LEI: 2549005XLPRWS7HWCM31 | Long             | DBT              | CORP              | KY        |      667000 | PA      | $839826.37    | 0.14%             | 2030-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                          | Northern Oil and Gas, Inc.                                                                           | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     3507000 | PA      | $3411434.25   | 0.58%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver CAD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     -663040 | NC      | $8414.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENOVIS CORP                                                                       | Enovis Corp.                                                                                         | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |      769000 | PA      | $767654.25    | 0.13%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                                           | Mirion Technologies, Inc.                                                                            | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $2490468.75   | 0.42%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver HKD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -9022500 | NC      | $-173.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     1915788 | NC      | $-44125.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                                                          | Adtalem Global Education, Inc.                                                                       | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |     2999000 | PA      | $3008368.88   | 0.51%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                     | Carnival Corp.                                                                                       | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1803000 | PA      | $4017985.50   | 0.68%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec JPY / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    29431000 | NC      | $-9046.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                         | Olin Corp.                                                                                           | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     2421000 | PA      | $2397193.34   | 0.41%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                             | McGraw-Hill Education, Inc.                                                                          | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     2491000 | PA      | $2558488.66   | 0.43%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                               | Delta Air Lines, Inc.                                                                                | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       50000 | NS      | $2869000.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                                                                  | MGM Resorts International                                                                            | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     3992000 | PA      | $4016107.69   | 0.68%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver HKD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -2090508 | NC      | $-290.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec JPY / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    30647600 | NC      | $-1752.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                          | Hilton Domestic Operating Company, Inc.                                                              | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      538000 | PA      | $549042.45    | 0.09%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                                           | DraftKings Holdings, Inc.                                                                            | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |     1289000 | PA      | $1149788.00   | 0.19%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                                               | Boxer Parent Company, Inc.                                                                           | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     2238750 | PA      | $2222384.74   | 0.38%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                            | Cloud Software Group, Inc.                                                                           | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     2690000 | PA      | $2713413.76   | 0.46%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CRANE NXT CO                                                                      | Crane NXT Co.                                                                                        | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |     2236000 | PA      | $1590586.43   | 0.27%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                           | Central Garden & Pet Co.                                                                             | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     2463000 | PA      | $2309038.36   | 0.39%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                           | Enova International, Inc.                                                                            | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     1172000 | PA      | $1243653.74   | 0.21%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| MIRUM PHARMACEUTICALS                                                             | Mirum Pharmaceuticals, Inc.                                                                          | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |      269000 | PA      | $642775.50    | 0.11%             | 2029-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                                     | Ingevity Corp.                                                                                       | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     2378000 | PA      | $2293036.91   | 0.39%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                             | Encompass Health Corp.                                                                               | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     2158000 | PA      | $2107037.10   | 0.36%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                           | Howard Midstream Energy Partners LLC                                                                 | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2378000 | PA      | $2494234.26   | 0.42%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DAIWA HOUSE IND CO LTD                                                            | Daiwa House Industry Company Ltd.                                                                    | CUSIP: ZF2943743<br>LEI: 353800K9WXR9XRZJZI46 | Long             | DBT              | CORP              | JP        |   230000000 | PA      | $1619876.02   | 0.27%             | 2030-03-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                        | DaVita, Inc.                                                                                         | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      541000 | PA      | $561316.17    | 0.09%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                             | Ahead DB Holdings LLC                                                                                | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     2632000 | PA      | $2661949.53   | 0.45%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |      871000 | NC      | $-14126.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -1915788 | NC      | $43271.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSKY TECHNOLOGY INC                                                           | BlackSky Technology, Inc.                                                                            | CUSIP: 09263BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4947000 | PA      | $5664315.00   | 0.96%             | 2033-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -1915788 | NC      | $43119.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                             | Uber Technologies, Inc.                                                                              | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     6417000 | PA      | $9359194.50   | 1.58%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                               | Sirius XM Radio LLC                                                                                  | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     2156000 | PA      | $2095303.43   | 0.35%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC CORP                                                                     | PennyMac Corp.                                                                                       | CUSIP: 70932AAH6<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |     1528000 | PA      | $1586064.00   | 0.27%             | 2029-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                          | Live Nation Entertainment, Inc.                                                                      | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     1103000 | PA      | $1174143.50   | 0.20%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                                      | Parsons Corp.                                                                                        | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |     1336000 | PA      | $1527716.00   | 0.26%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                      | Strategy, Inc.                                                                                       | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     3041000 | PA      | $3002987.50   | 0.51%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |      275477 | NC      | $-5147.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                                       | Deluxe Corp.                                                                                         | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     1496000 | PA      | $1567362.19   | 0.27%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     -111876 | NC      | $1123.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                          | Hilton Domestic Operating Company, Inc.                                                              | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     2642000 | PA      | $2697112.12   | 0.46%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                                                        | Dexcom, Inc.                                                                                         | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |     1685000 | PA      | $1529558.75   | 0.26%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                     | Synaptics, Inc.                                                                                      | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     1188000 | PA      | $1198098.00   | 0.20%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                                | Kontoor Brands, Inc.                                                                                 | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     2255000 | PA      | $2145463.83   | 0.36%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                            | HAT Holdings I LLC / HAT Holdings II LLC                                                             | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      984000 | PA      | $1167516.00   | 0.20%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                 | Iron Mountain, Inc.                                                                                  | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3406594.20   | 0.58%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | OneMain Finance Corp.                                                                                | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1758000 | PA      | $1803862.70   | 0.31%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                    | Eli Lilly & Co.                                                                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        4000 | NS      | $3451440.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                            | Albertsons Companies Incorporated / Safeway Inc / New Albertsons Limited Partnership / Albertsons LL | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1079000 | PA      | $1088899.23   | 0.18%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                          | Citigroup Global Markets Holdings Incorporated/United States                                         | CUSIP: YR2256661<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $2192126.49   | 0.37%             | 2030-02-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| KCC CORP                                                                          | KCC Corp.                                                                                            | CUSIP: YM0319504<br>LEI: 988400BF3M5UFPF3PH17 | Long             | DBT              | CORP              | KR        |     1200000 | PA      | $1488000.00   | 0.25%             | 2030-07-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                       | Cummins, Inc.                                                                                        | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        6000 | NS      | $2626080.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                          | CHS/Community Health Systems, Inc.                                                                   | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1888000 | PA      | $1714889.28   | 0.29%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLGYBX                                                                            | Accor                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |       45700 | PA      | $2982483.11   | 0.50%             | 2027-12-07      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                                        | Telix Pharmaceuticals Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     1700000 | PA      | $1154363.58   | 0.20%             | 2029-07-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP                                                           | Ping An Insurance Group Company of China Ltd.                                                        | CUSIP: YW4260876<br>LEI: 529900M9MC28JLN35U89 | Long             | DBT              | CORP              | CN        |     2100000 | PA      | $3004050.00   | 0.51%             | 2029-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INFRONEER HOLDINGS                                                                | INFRONEER Holdings, Inc.                                                                             | CUSIP: ZD9250675<br>LEI: 353800G6TWA2W0MY9K16 | Long             | DBT              | CORP              | JP        |   220000000 | PA      | $1576222.78   | 0.27%             | 2029-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                                               | Insulet Corp.                                                                                        | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     3731000 | PA      | $3891354.65   | 0.66%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                            | Match Group Holdings II LLC                                                                          | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     4391000 | PA      | $4142611.67   | 0.70%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                                                               | Affirm Holdings, Inc.                                                                                | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3920000 | PA      | $4264960.00   | 0.72%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD                                                            | C&W Senior Finance Ltd.                                                                              | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |      530000 | PA      | $541022.94    | 0.09%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -1683305 | NC      | $38464.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                                                             | SoFi Technologies, Inc.                                                                              | CUSIP: 83406FAC6<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |      325000 | PA      | $1034637.50   | 0.18%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                             | Nabors Industries, Inc.                                                                              | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      997000 | PA      | $776164.50    | 0.13%             | 2029-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                           | Latam Airlines Group S.A.                                                                            | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |      268000 | PA      | $276281.20    | 0.05%             | 2031-01-07      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                                                             | Illuminate Buyer LLC / Illuminate Holdings IV, Inc.                                                  | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2243000 | PA      | $2250996.30   | 0.38%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LAND O LAKES CAP TRST I                                                           | Land O'Lakes Capital Trust I                                                                         | CUSIP: 514665AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3437000 | PA      | $3566763.94   | 0.60%             | 2028-03-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                                                                     | Tempus AI, Inc.                                                                                      | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |      612000 | PA      | $833850.00    | 0.14%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                 | Nexstar Media, Inc.                                                                                  | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     3302000 | PA      | $3252538.35   | 0.55%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                                                                     | Repligen Corp.                                                                                       | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |      738000 | PA      | $785601.00    | 0.13%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                             | ON Semiconductor Corp.                                                                               | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     2234000 | PA      | $2591440.00   | 0.44%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                             | Bath & Body Works, Inc.                                                                              | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     2374000 | PA      | $2486508.61   | 0.42%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                                                              | Upstart Holdings, Inc.                                                                               | CUSIP: 91680MAE7<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $890500.00    | 0.15%             | 2030-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                             | Directv Financing LLC                                                                                | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2131000 | PA      | $2120723.89   | 0.36%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                                          | White Capital Supply Holdings LLC                                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |      540000 | PA      | $546553.44    | 0.09%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                                          | Hughes Satellite Systems Corp.                                                                       | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2153000 | PA      | $2120521.33   | 0.36%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                    | Gray Media, Inc.                                                                                     | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1078000 | PA      | $1056732.57   | 0.18%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZHEN DING TECH HLD LTD                                                            | Zhen Ding Technology Holding Ltd.                                                                    | CUSIP: YK2594066<br>LEI: 549300H7R4K33675UP38 | Long             | DBT              | CORP              | KY        |     1700000 | PA      | $1765875.00   | 0.30%             | 2030-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERTEX INC                                                                        | Vertex, Inc.                                                                                         | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |      937000 | PA      | $935828.75    | 0.16%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                                                          | Halozyme Therapeutics, Inc.                                                                          | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     2002000 | PA      | $2630628.00   | 0.45%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EXAIL TECHNOLOGIES                                                                | Exail Technologies S.A.                                                                              | CUSIP: YK4036983<br>LEI: 549300EWC06TYV07XE53 | Long             | DBT              | CORP              | FR        |     2300000 | PA      | $2950003.40   | 0.50%             | 2174-04-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                                            | Jazz Investments I Ltd.                                                                              | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     3237000 | PA      | $3960469.50   | 0.67%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                                           | Global Medical Response, Inc.                                                                        | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     1886000 | PA      | $1974811.74   | 0.33%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                             | Uber Technologies, Inc.                                                                              | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     3629000 | PA      | $3835853.00   | 0.65%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                               | Coinbase Global, Inc.                                                                                | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     8810000 | PA      | $9840770.00   | 1.67%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |      788118 | NC      | $-18124.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE                                                           | Alliance Resource Operating Partners Limited Partnership / Alliance Resource Finance Corp.           | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3321000 | PA      | $3516636.79   | 0.60%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| XERO INVESTMENTS LTD                                                              | Xero Investments Ltd.                                                                                | CUSIP: YX5553186<br>LEI: 25490002CIY32NFE4689 | Long             | DBT              | CORP              | NZ        |     1100000 | PA      | $1206975.00   | 0.20%             | 2031-06-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | Level 3 Financing, Inc.                                                                              | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      538000 | PA      | $553152.23    | 0.09%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                 | Rakuten Group, Inc.                                                                                  | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     3685000 | PA      | $4135104.58   | 0.70%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                                | Osaic Holdings, Inc.                                                                                 | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2485340.00   | 0.42%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                      | Terawulf, Inc.                                                                                       | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     2462000 | PA      | $2551863.00   | 0.43%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                  | TriNet Group, Inc.                                                                                   | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     3457000 | PA      | $3248177.84   | 0.55%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                          | Citigroup Global Markets Holdings Incorporated/United States                                         | CUSIP: 17332MSU9<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |      618000 | PA      | $568022.34    | 0.10%             | 2027-08-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                   | AdaptHealth LLC                                                                                      | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2250578.55   | 0.38%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SPIE SA                                                                           | SPIE S.A.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |      600000 | PA      | $974280.72    | 0.16%             | 2028-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                             | Lumentum Holdings, Inc.                                                                              | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     2297000 | PA      | $3049267.50   | 0.52%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                                                 | Bloom Energy Corp.                                                                                   | CUSIP: 093712AM9<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |      187000 | PA      | $1201063.60   | 0.20%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                           | Jane Street Group / JSG Finance, Inc.                                                                | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2809061.45   | 0.48%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                             | Directv Financing LLC / Directv Financing Company-Obligor, Inc.                                      | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3328000 | PA      | $3330852.10   | 0.56%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STRIDE INC                                                                        | Stride, Inc.                                                                                         | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |      324000 | PA      | $454669.20    | 0.08%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                            | Vmed O2 UK Financing I plc                                                                           | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1078000 | PA      | $1082475.86   | 0.18%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                            | Diamondback Energy, Inc.                                                                             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       20000 | NS      | $2863800.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                                                          | Alterra Mountain Co.                                                                                 | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     2179559 | PA      | $2185008.02   | 0.37%             | 2028-08-17      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                                               | Star Leasing Company LLC                                                                             | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     2405000 | PA      | $2274032.84   | 0.38%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec HKD / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     8170400 | NC      | $163.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                                                           | Pediatrix Medical Group, Inc.                                                                        | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3502000 | PA      | $3483634.81   | 0.59%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                           | SBA Communications Corp.                                                                             | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     1616000 | PA      | $1528861.24   | 0.26%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                           | FTAI Aviation Investors LLC                                                                          | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     1733000 | PA      | $1816691.77   | 0.31%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                            | Energizer Holdings, Inc.                                                                             | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     3277000 | PA      | $3149028.23   | 0.53%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLD POLE CAPITAL CO LTD                                                          | Gold Pole Capital Company Ltd.                                                                       | CUSIP: YX8327950<br>LEI: 254900UYUS22SGHTR751 | Long             | DBT              | CORP              | HK        |     1300000 | PA      | $2257125.00   | 0.38%             | 2029-06-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                           | Versant Media Group, Inc.                                                                            | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      540000 | PA      | $550703.04    | 0.09%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | Level 3 Financing, Inc.                                                                              | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     3187000 | PA      | $3063503.75   | 0.52%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |      151332 | NC      | $-3726.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOBILE GROUP LTD                                                                  | Vobile Group Ltd.                                                                                    | CUSIP: YK3384889<br>LEI: 254900YIB5FJSDJA2S88 | Long             | DBT              | CORP              | KY        |     9000000 | PA      | $1173605.93   | 0.20%             | 2026-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                            | Venture Global LNG, Inc.                                                                             | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2360000 | PA      | $2425128.92   | 0.41%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                                                  | Hawaiian Electric Company, Inc.                                                                      | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |      269000 | PA      | $272190.88    | 0.05%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                           | Talen Energy Supply LLC                                                                              | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      539000 | PA      | $553271.66    | 0.09%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | Level 3 Financing, Inc.                                                                              | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      538000 | PA      | $477475.00    | 0.08%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                     | PRA Group, Inc.                                                                                      | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     2145000 | PA      | $1953740.65   | 0.33%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                             | Tenet Healthcare Corp.                                                                               | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     2391000 | PA      | $2335726.77   | 0.40%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                                          | Burford Capital Global Finance LLC                                                                   | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     1889000 | PA      | $1867339.03   | 0.32%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COHU INC                                                                          | Cohu, Inc.                                                                                           | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |     1910000 | PA      | $2161165.00   | 0.37%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPDYYD                                                                            | BrightSpring Health Services, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        4060 | NS      | $448142.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                                                    | Eaton Corporation plc                                                                                | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | US        |       10000 | NS      | $3815600.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                       | Royal Caribbean Cruises Ltd.                                                                         | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |       10000 | NS      | $2868300.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     -473604 | NC      | $8490.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                   | CMS Energy Corp.                                                                                     | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     3044000 | PA      | $3356010.00   | 0.57%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver HKD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |   -40255516 | NC      | $-6343.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP                                                          | Galaxy Digital Holdings, LP                                                                          | CUSIP: 36317GAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      393000 | PA      | $685588.50    | 0.12%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                          | Hilcorp Energy I Limited Partnership / Hilcorp Finance Co.                                           | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2214012.83   | 0.37%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                                                   | Katayma CLO I Ltd.                                                                                   | CUSIP: 48585JAJ9<br>LEI: 254900I6JJYMZNFX8987 | Long             | ABS-O            | CORP              | JE        |     2000000 | PA      | $2003856.00   | 0.34%             | 2036-10-20      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                     | Parkland Corp.                                                                                       | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     2822000 | PA      | $2740478.63   | 0.46%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                               | Meritage Homes Corp.                                                                                 | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     3004000 | PA      | $3007265.26   | 0.51%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver HKD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -2093125 | NC      | $-238.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                          | Primo Water Holdings Incorporated / Triton Water Holdings Inc                                        | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2664000 | PA      | $2595464.34   | 0.44%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                                                  | Maxam Prill Sarl                                                                                     | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     2390000 | PA      | $2442663.65   | 0.41%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                                            | Edgewell Personal Care Co.                                                                           | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     3669000 | PA      | $3488436.04   | 0.59%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                          | Charles River Laboratories International, Inc.                                                       | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     3206000 | PA      | $3075960.47   | 0.52%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VAREX IMAGING CORPORATIO                                                          | Varex Imaging Corp.                                                                                  | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |     1954000 | PA      | $2000630.26   | 0.34%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                   | Rand Parent LLC                                                                                      | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1608000 | PA      | $1644678.48   | 0.28%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                                            | Progress Software Corp.                                                                              | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |     3054000 | PA      | $3112789.50   | 0.53%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                              | Cleveland-Cliffs, Inc.                                                                               | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1583000 | PA      | $1653581.22   | 0.28%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                                                        | Rubrik, Inc.                                                                                         | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |     3873000 | PA      | $3762619.50   | 0.64%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec JPY / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    41337000 | NC      | $-4315.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                       | Staples, Inc.                                                                                        | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     1613000 | PA      | $1581172.61   | 0.27%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                           | FTAI Aviation Investors LLC                                                                          | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     2135000 | PA      | $2137944.17   | 0.36%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALKAMI TECHNOLOGY INC                                                             | Alkami Technology, Inc.                                                                              | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |     2826000 | PA      | $2797033.50   | 0.47%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                        | Viasat, Inc.                                                                                         | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     1698000 | PA      | $1696792.89   | 0.29%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver CAD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     -795240 | NC      | $801.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                          | Stonex Escrow Issuer LLC                                                                             | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2685000 | PA      | $2782197.00   | 0.47%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                     | Boeing Co.                                                                                           | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      147574 | NS      | $9550989.28   | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                                         | QIAGEN N.V.                                                                                          | CUSIP: YV5575746<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1471675.86   | 0.25%             | 2031-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVOLENT HEALTH INC                                                                | Evolent Health, Inc.                                                                                 | CUSIP: 30050BAJ0<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |     4254000 | PA      | $3916158.21   | 0.66%             | 2031-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HON HAI PRECISION INDUST                                                          | Hon Hai Precision Industry Company Ltd.                                                              | CUSIP: BQ8045560<br>LEI: 30030004CM3GSZXX7O56 | Long             | DBT              | CORP              | TW        |     1400000 | PA      | $2359000.00   | 0.40%             | 2026-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                                               | AST SpaceMobile, Inc.                                                                                | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |     2746000 | PA      | $3884217.00   | 0.66%             | 2032-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                           | United Rentals North America, Inc.                                                                   | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     2164000 | PA      | $2014590.08   | 0.34%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                               | NCL Corporation Ltd.                                                                                 | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1141000 | PA      | $1099638.75   | 0.19%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL                                                          | Goldman Sachs Finance Corporation International Ltd.                                                 | CUSIP: YR7480894<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |     2500000 | PA      | $2793750.00   | 0.47%             | 2030-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HERBALIFE LTD                                                                     | Herbalife Ltd.                                                                                       | CUSIP: 42703MAF0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |      807000 | PA      | $766165.80    | 0.13%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                                                             | Euronet Worldwide, Inc.                                                                              | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |     1104000 | PA      | $1004640.00   | 0.17%             | 2030-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG Energy, Inc.                                                                                     | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2155000 | PA      | $2173487.92   | 0.37%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                                                        | Fluor Corp.                                                                                          | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $2527420.00   | 0.43%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                                              | ION Platform Finance US Incorporated / ION Platform Finance SARL                                     | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2989000 | PA      | $3029199.84   | 0.51%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                             | Mineral Resources Ltd.                                                                               | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     2314000 | PA      | $2429116.87   | 0.41%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver AUD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -5071862 | NC      | $23098.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN GREETINGS CORP                                                           | American Greetings Corp.                                                                             | CUSIP: 02639DAN6<br>LEI: 549300WMJOT8C9DNMF90 | Long             | LON              | CORP              | US        |     1085762 | PA      | $1064948.66   | 0.18%             | 2029-10-30      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| MUVICO LLC                                                                        | Muvico LLC                                                                                           | CUSIP: 62844JAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1612000 | PA      | $1745787.94   | 0.30%             | 2029-02-19      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                                             | Spotify Technology S.A.                                                                              | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | US        |        5000 | NS      | $3276600.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                              | JetBlue Airways Corp.                                                                                | CUSIP: 477143AR2<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |      773000 | PA      | $725074.00    | 0.12%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                                             | Integer Holdings Corp.                                                                               | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |      779000 | PA      | $678898.50    | 0.11%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                               | Axon Enterprise, Inc.                                                                                | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1099379.27   | 0.19%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                             | Venture Global Plaquemines LNG LLC                                                                   | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     2689000 | PA      | $2818423.29   | 0.48%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                                          | Solstice Advanced Materials, Inc.                                                                    | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     1481000 | PA      | $1483898.32   | 0.25%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                                                     | BlackLine, Inc.                                                                                      | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |      813000 | PA      | $875072.55    | 0.15%             | 2029-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                            | Lumen Technologies, Inc.                                                                             | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     1082000 | PA      | $1094172.50   | 0.19%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                          | Warnermedia Holdings, Inc.                                                                           | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2089305.50   | 0.35%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ROCKET LAB USA                                                                    | Rocket Lab USA, Inc.                                                                                 | CUSIP: 773122AA4<br>LEI: 254900B4DEYFZJ980A14 | Long             | DBT              | CORP              | US        |      132000 | PA      | $1619805.00   | 0.27%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                                                       | Unisys Corp.                                                                                         | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |     2155000 | PA      | $2289469.85   | 0.39%             | 2031-01-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| CHINA PACIFIC INSURANCE                                                           | China Pacific Insurance Group Company Ltd.                                                           | CUSIP: YK0477157<br>LEI: 529900BA5ILEL308WX03 | Long             | DBT              | CORP              | CN        |     9000000 | PA      | $1177079.85   | 0.20%             | 2030-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                                            | XPLR Infrastructure, LP                                                                              | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |     2381000 | PA      | $2339332.50   | 0.40%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                        | Vonovia SE                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1487986.18   | 0.25%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ODDITY FINANCE LLC                                                                | Oddity Finance LLC                                                                                   | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |     2310000 | PA      | $2047237.50   | 0.35%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                                                          | UGI Corp.                                                                                            | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |     1348000 | PA      | $1729079.60   | 0.29%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                                                            | Morgan Stanley Finance LLC                                                                           | CUSIP: YQ1761135<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1591200.00   | 0.27%             | 2028-03-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                        | Legrand SA                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |      700000 | PA      | $932745.58    | 0.16%             | 2033-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                | CNX Resources Corp.                                                                                  | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     2711000 | PA      | $2815313.86   | 0.48%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                                            | Tyler Technologies, Inc.                                                                             | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |     3053000 | PA      | $3184279.00   | 0.54%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ENOVIX CORP                                                                       | Enovix Corp.                                                                                         | CUSIP: 293594AF4<br>LEI: 549300EC7NZGWORHYJ53 | Long             | DBT              | CORP              | US        |     1206000 | PA      | $1628100.00   | 0.28%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                          | Organon & Company / Organon Foreign Debt Co-Issuer BV                                                | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     1629000 | PA      | $1251481.71   | 0.21%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                                     | Cable One, Inc.                                                                                      | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     2187000 | PA      | $1733398.27   | 0.29%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                           | Dryden 49 Senior Loan Fund                                                                           | CUSIP: 26244QAU7<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-O            | CORP              | KY        |     4000000 | PA      | $4002624.00   | 0.68%             | 2030-07-18      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                          | Connect Finco SARL / Connect US Finco LLC                                                            | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2218000 | PA      | $2351255.22   | 0.40%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec JPY / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    30700000 | NC      | $-2108.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                              | Bank of America Corp.                                                                                | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |        4491 | NS      | $5663151.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                            | Sable International Finance Ltd.                                                                     | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |     1997000 | PA      | $2000157.26   | 0.34%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                            | Acrisure LLC / Acrisure Finance, Inc.                                                                | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      134000 | PA      | $137555.96    | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                            | Harvest Midstream I, LP                                                                              | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     2432000 | PA      | $2468839.94   | 0.42%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEANSPARK INC                                                                    | Cleanspark, Inc.                                                                                     | CUSIP: 18452BAA8<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |     2039000 | PA      | $2925965.00   | 0.50%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                                                | Riot Platforms, Inc.                                                                                 | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |     3314000 | PA      | $5173154.00   | 0.88%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                            | Acrisure LLC / Acrisure Finance, Inc.                                                                | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3215000 | PA      | $3328168.00   | 0.56%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY FUELS INC                                                                  | Energy Fuels, Inc.                                                                                   | CUSIP: 292671AC8<br>LEI: 529900P0GCATXMGK8I62 | Long             | DBT              | CORP              | CA        |     1202000 | PA      | $1551506.74   | 0.26%             | 2031-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                    | 1261229 BC Ltd.                                                                                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2407000 | PA      | $2520300.57   | 0.43%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                                          | Ionis Pharmaceuticals, Inc.                                                                          | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     1936000 | PA      | $2953658.40   | 0.50%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TransDigm, Inc.                                                                                      | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      538000 | PA      | $556427.58    | 0.09%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDINGS CO                                                             | Pagaya US Holdings Company LLC                                                                       | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2293000 | PA      | $2094440.88   | 0.35%             | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                                      | KKR & Company, Inc.                                                                                  | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      100573 | NS      | $4930088.46   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL                                                          | Goldman Sachs Finance Corporation International Ltd.                                                 | CUSIP: YQ6213447<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |     2700000 | PA      | $3712500.00   | 0.63%             | 2028-04-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                            | Champ Acquisition Corp.                                                                              | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2169000 | PA      | $2315602.71   | 0.39%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                                                         | Itron, Inc.                                                                                          | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     1710000 | PA      | $1765575.00   | 0.30%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                              | Neptune Bidco US, Inc.                                                                               | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     2474000 | PA      | $2445326.34   | 0.41%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                                                       | Nutanix, Inc.                                                                                        | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1584527.00   | 0.27%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                          | Charter Communications Operating LLC / Charter Communications Operating Capital                      | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2216000 | PA      | $1594317.13   | 0.27%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUNRUN INC                                                                        | Sunrun, Inc.                                                                                         | CUSIP: 86771WAD7<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $2322000.00   | 0.39%             | 2030-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                             | Lumentum Holdings, Inc.                                                                              | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      241000 | PA      | $712757.50    | 0.12%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |   -30021768 | NC      | $734262.45    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESHPET INC                                                                      | Freshpet, Inc.                                                                                       | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |      647000 | PA      | $705230.00    | 0.12%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                                             | Schneider Electric SE                                                                                | CUSIP: ZG2586276<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |     3600000 | PA      | $5447108.39   | 0.92%             | 2030-11-27      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| MMG LTD                                                                           | MMG Ltd.                                                                                             | CUSIP: YK5500748<br>LEI: 529900XB5IQXFMSWEC48 | Long             | DBT              | CORP              | HK        |      800000 | PA      | $887326.08    | 0.15%             | 2030-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver JPY                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |  -157840000 | NC      | $49831.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WISTRON CORP                                                                      | Wistron Corp.                                                                                        | CUSIP: YJ2912428<br>LEI: 254900DIEONKUALBFM06 | Long             | DBT              | CORP              | TW        |     1800000 | PA      | $1850904.00   | 0.31%             | 2030-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                           | Latam Airlines Group S.A.                                                                            | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     2943000 | PA      | $3047182.20   | 0.52%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                    | Gray Media, Inc.                                                                                     | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      540000 | PA      | $543336.38    | 0.09%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                              | Beacon Mobility Corp.                                                                                | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |     2955000 | PA      | $3079118.87   | 0.52%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                                       | Kedrion SpA                                                                                          | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |     4072000 | PA      | $3981874.46   | 0.67%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA TECHNOLOGIES LTD                                                           | Pagaya Technologies Ltd.                                                                             | CUSIP: 69549FAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |      941000 | PA      | $2084126.80   | 0.35%             | 2029-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                             | Alibaba Group Holding Ltd.                                                                           | CUSIP: YK0592740<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     3000000 | PA      | $3379500.00   | 0.57%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     -690491 | NC      | $14211.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA HOLDINGS INC                                                                  | ANA Holdings, Inc.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |   190000000 | PA      | $1365908.28   | 0.23%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMVAULT SYSTEMS INC                                                             | Commvault Systems, Inc.                                                                              | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |     3212000 | PA      | $2934162.00   | 0.50%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                             | Quikrete Holdings, Inc.                                                                              | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     2126000 | PA      | $2206439.34   | 0.37%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     1683305 | NC      | $-39316.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SBI HOLDINGS INC                                                                  | SBI Holdings, Inc.                                                                                   | CUSIP: YW3234849<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | DBT              | CORP              | JP        |   130000000 | PA      | $1305864.79   | 0.22%             | 2031-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                               | Axon Enterprise, Inc.                                                                                | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1103682.93   | 0.19%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                                                | AMN Healthcare, Inc.                                                                                 | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     2152000 | PA      | $2157160.63   | 0.36%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec JPY / Deliver USD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    72300000 | NC      | $-16136.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                                                 | Seagate Data Storage Technology Pte Ltd.                                                             | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     2135000 | PA      | $2078893.27   | 0.35%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                                                     | Snowflake, Inc.                                                                                      | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     4637000 | PA      | $8566857.50   | 1.45%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver CAD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     -724040 | NC      | $-713.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TUI AG                                                                            | TUI AG                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |     2400000 | PA      | $3138504.15   | 0.53%             | 2031-07-26      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                          | SeaWorld Parks & Entertainment, Inc.                                                                 | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     3022000 | PA      | $2965775.69   | 0.50%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                                                   | Rivian Automotive, Inc.                                                                              | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |      770000 | PA      | $760856.25    | 0.13%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                                                             | Alphatec Holdings, Inc.                                                                              | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |      634000 | PA      | $907654.82    | 0.15%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                             | Genesis Energy Limited Partnership / Genesis Energy Finance Corp.                                    | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2238000 | PA      | $2306520.85   | 0.39%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                         | PG&E Corp.                                                                                           | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       69781 | NS      | $2867999.10   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                           | Kodiak Gas Services LLC                                                                              | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      538000 | PA      | $551718.46    | 0.09%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                                               | Core Scientific, Inc.                                                                                | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |      217000 | PA      | $462644.00    | 0.08%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                                                                 | ASGN, Inc.                                                                                           | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     3013000 | PA      | $2964497.93   | 0.50%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Government Portfolio - Institutional Class | Morgan Stanley Institutional Liquidity Government Portfolio - Institutional Class                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    18374680 | NS      | $18374680.07  | 3.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                                                                  | Hewlett Packard Enterprise Co.                                                                       | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       91711 | NS      | $6197829.38   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO INC                                                                           | QXO, Inc.                                                                                            | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       16958 | NS      | $865705.90    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co.                                                                  | Nissan Motor Co.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |   140000000 | PA      | $1014978.42   | 0.17%             | 2031-07-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                                                       | LG Chem Ltd.                                                                                         | CUSIP: YO5774634<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |      600000 | PA      | $835500.00    | 0.14%             | 2028-06-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOX INC                                                                           | Box, Inc.                                                                                            | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |     2957000 | PA      | $2988048.50   | 0.51%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TransDigm, Inc.                                                                                      | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     2870083 | PA      | $2872293.34   | 0.49%             | 2030-03-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                        | Viasat, Inc.                                                                                         | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     2406000 | PA      | $2261184.54   | 0.38%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                                    | Brink's Co.                                                                                          | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     1699000 | PA      | $1766011.96   | 0.30%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                       | Southern Co.                                                                                         | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1331000 | PA      | $1480737.50   | 0.25%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                                             | Lantheus Holdings, Inc.                                                                              | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |     2539000 | PA      | $2822733.25   | 0.48%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LENOVO                                                                            | Lenovo                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |      870000 | PA      | $1238445.00   | 0.21%             | 2029-08-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                      | Strategy, Inc.                                                                                       | CUSIP: 594972AL5<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     1347000 | PA      | $1852798.50   | 0.31%             | 2031-03-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                    | Gray Media, Inc.                                                                                     | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1078000 | PA      | $1162455.91   | 0.20%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                               | LBM Acquisition LLC                                                                                  | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     1613000 | PA      | $1691633.75   | 0.29%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                          | Ferrellgas Limited Partnership / Ferrellgas Finance Corp.                                            | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1464000 | PA      | $1392912.41   | 0.24%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                              | Vermilion Energy, Inc.                                                                               | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |     2197000 | PA      | $2092726.65   | 0.35%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                      | Strategy, Inc.                                                                                       | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |       14100 | NS      | $1212600.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                             | GFL Environmental, Inc.                                                                              | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     3180000 | PA      | $3113098.21   | 0.53%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                                                             | CyberArk Software Ltd.                                                                               | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |     2212000 | PA      | $2584722.00   | 0.44%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                 | General Motors Co.                                                                                   | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       50000 | NS      | $3454500.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| OZLM Ltd                                                                          | OZLM XXIV Ltd.                                                                                       | CUSIP: 67113DBJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2500000 | PA      | $2498495.00   | 0.42%             | 2032-07-20      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                               | Diebold Nixdorf, Inc.                                                                                | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     3449000 | PA      | $3660806.54   | 0.62%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                          | Microchip Technology, Inc.                                                                           | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |      102290 | NS      | $5922591.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS INC                                                               | ADTRAN Holdings, Inc.                                                                                | CUSIP: 00486HAA3<br>LEI: 549300VV36J86CRRWF77 | Long             | DBT              | CORP              | US        |     2191000 | PA      | $2622627.00   | 0.44%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                          | Vinci SA                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2383125.05   | 0.40%             | 2030-02-18      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                          | Fortescue Treasury Pty Ltd.                                                                          | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     2673000 | PA      | $2759510.12   | 0.47%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                                  | Getty Images, Inc.                                                                                   | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     1618000 | PA      | $1633831.92   | 0.28%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| DOORDASH INC                                                                      | DoorDash, Inc.                                                                                       | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     2326000 | PA      | $2573719.00   | 0.44%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                 | DISH Network Corp.                                                                                   | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     3228000 | PA      | $3400633.44   | 0.58%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     -558747 | NC      | $4294.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                  | Ventas Realty, LP                                                                                    | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     2139000 | PA      | $2897275.50   | 0.49%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                       | Southern Co.                                                                                         | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1103000 | PA      | $1125060.00   | 0.19%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                       | Oracle Corp.                                                                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       10000 | NS      | $2626100.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTL                                                                 | Service Corporation International                                                                    | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     3089000 | PA      | $2873002.29   | 0.49%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| S&S HOLDINGS LLC                                                                  | S&S Holdings LLC                                                                                     | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1606000 | PA      | $1535275.29   | 0.26%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                  | Duke Energy Corp.                                                                                    | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     2151000 | PA      | $2318240.25   | 0.39%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                                                          | International Consolidated Airlines Group S.A.                                                       | CUSIP: BP4865856<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $1191044.74   | 0.20%             | 2028-05-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                          | Citigroup Global Markets Holdings Incorporated/United States                                         | CUSIP: YQ8045466<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1099350.00   | 0.19%             | 2028-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                | Meta Platforms, Inc.                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        2000 | NS      | $1296700.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MCAFEE CORP                                                                       | McAfee Corp.                                                                                         | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1778398.19   | 0.30%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                    | Albemarle Corp.                                                                                      | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |       12195 | NS      | $539384.85    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                                                                 | AeroVironment, Inc.                                                                                  | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |     1336000 | PA      | $1869064.00   | 0.32%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                                   | Alumina Pty Ltd.                                                                                     | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     2129000 | PA      | $2184173.04   | 0.37%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                               | Sirius XM Radio LLC                                                                                  | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     3180000 | PA      | $2996429.09   | 0.51%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver HKD                                                            | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -8276000 | NC      | $-1025.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                             | Alibaba Group Holding Ltd.                                                                           | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     3657000 | PA      | $6474718.50   | 1.10%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                                                              | Upstart Holdings, Inc.                                                                               | CUSIP: 91680MAG2<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |     3234000 | PA      | $2762644.50   | 0.47%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-01

**Name of Applicant:** Advent Convertible and Income Fund

**Signature:** Robert White

**Name of Signer:** Robert White

**Title:** Treasurer and CFO